• 대한전기학회:학술대회논문집
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• 대한전기학회 2001년도 합동 추계학술대회 논문집 정보 및 제어부문
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• pp.84-86
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• 2001

A new navigation method is developed and implemented for mobile robot. The mobile robot navigation problem has traditionally been decomposed into the path planning and path following. Unlike tracking-based system, which minimize intercept time and moved mobile robot distance for optimal rendezvous point selection. To research of random moving object uses algorithm of Adaptive Control using Auto-regressive Model. A fine motion tracking object's trajectory is predicted of Auto-regressive Algorithm. Thus, the mobile robot can travel faster than the target wi thin the robot's workspace. The can select optimal rendezvous point of various intercept time.

• 한국경영과학회지
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• 제8권1호
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• pp.31-40
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• 1983

An uncertain dynamic evolving process has been a continuing challenge to decision problems. The dynamic random variable (drv) changes which characterize such a process are very important for the decision-maker in selecting a course of action in a world that is perceived as uncertain, complex, and dynamic. Using this subjective point prediction algorithm based on a modified recursive filter, the decision-maker becomes to have periodically changing plausible points with the passage of time.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.487-493
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• 2009

We consider a multiple defaultable zero coupon bond. Assuming defaults occur according to a marked point process, we explain how to estimate the time-t discounted price of zero coupon bond by simulation. For the special case of a given specific random face value, we show that the real probability measure is the risk neutral probability measure. In this case the time-t discounted conditional price can be obtained by observing a single sample path upto the time t in the real world. Furthermore the time-t discounted price can be estimated by observing real situations or by simulation under the real probability measure.

• 한국해안해양공학회지
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• 제10권1호
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• pp.37-44
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• 1998

본 연구에서 제안하는 혼합 방법(hybrid method)은 흐름이 우세한 영역에서의 전송 문제를 정확하고 효과적으로 해결하기 위하여 개발된 것으로 오일러-라그란쥐적 방법과는 달리 전방추적에 의하여 이송 과정이 수행되므로 보간 기법이 불필요하고 무작위 행보에 의한 라그란쥐적 방법과 달리 유한 차분법에 의하여 확산 과정이 수행되므로 많은 입자가 요구되지도 않는다. 한 점에 순간적으로 부하되는 오염원과 연속적으로 부하되는 오염원에 대한 이론적인 해와 비교하여 확산 계수와 무관하게 상당히 만족할 만한 결과를 얻었다. 현 방법은 또한 2차원 상에서 주변 5격자로부터 보간하는 오일러-라그란쥐적 방법과 무작위 행보로 입자 추적하는 순수 라그란쥐적 방법과 비교하여 정확성은 물론 계산 시간에 있어서도 상당히 월등한 방법임이 입증되었다.

• 전기학회논문지
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• 제59권6호
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• pp.1114-1119
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• 2010

This paper is concerned with an numerical analysis of electromagnetic wave propagation from randomly rough surfaces as a desert, sea surface and so on. We propose discrete ray tracing method (DRTM) for analysis of characteristics of wave propagation along one dimensional (1D) and two dimensional (2D) random rough surfaces. The point of the present method is to discretize not only rough surface but also ray tracing. This technique helps saving computer memories and does simplifying ray searching algorithm resulting in saving computation time. Numerical calculations are carried out for 1D and 2D random rough surfaces and electric field distributions are shown to check the effectiveness of the proposed DRTM.

• Journal of the Korean Statistical Society
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• 제32권4호
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• pp.401-409
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• 2003

We consider a particle walking on the nonnegative integers and each unit of time it makes, given it is at site k, either a jump of size m distance units to the right with probability $p_{k}$ or it goes back (falls down) to its starting point 0, a retaining barrier, with probability $v_{k}\;=\;1\;-\;p_{k}$. This is a Markov chain on the integers $mZ^{+}$. We show that if $v_{k}$ has a nonzero limit, then the Markov chain is positive recurrent. However, if $v_{k}$ speeds to 0, then we may get transient Markov chain. A critical speeding rate to zero is identified to get transience, null recurrence, and positive recurrence. Another type of random walk on $Z^{+}$ is considered in which a particle moves m distance units to the right or 1 distance unit to left with probabilities $p_{k}\;and\;q_{k}\;=\;1\;-\;p_{k}$, respectively. A necessary condition to having a stationary distribution and positive recurrence is obtained.

• Earthquakes and Structures
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• 제8권5호
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• pp.1055-1067
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• 2015

A theoretical procedure to estimate spectral displacement of a hysteretic oscillator with bilinear stiffness excited by band-limited excitation is presented. The stochastic method of ground-motion simulation is combined with the random vibration theory to compute linear and nonlinear structural response. The response is obtained by computing the root-mean-square oscillator response using dissipation energy balancing by integrating over all energy levels of system weighting with the stationary probability density of the energy. The results are presented in a convenient form, and the accuracy of the procedure is assessed by comparison with results obtained with the time-domain method using the recorded data. The model shows little or no bias at the structural period of engineering interest.

• IEIE Transactions on Smart Processing and Computing
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• 제2권4호
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• pp.216-225
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• 2013

This paper discusses the issues regarding an abnormal V-shaped error confronting algebraic-based deconvolution process. Deconvolution was applied to an analysis of the effects of the Random Telegraph Noise (RTN) and Random Dopant Fluctuation (RDF) on the overall SRAM margin variations. This paper proposes a technique to suppress the problematic phenomena in the algebraic-based RDF/RTN deconvolution process. The proposed technique can reduce its relative errors by $10^{10}$ to $10^{16}$ fold, which is a sufficient reduction for avoiding the abnormal ringing errors in the RTN deconvolution process. The proposed algebraic-based analyses allowed the following: (1) detection of the truncating point of the TD-MV distributions by the screening test, and (2) predicting the MV-shift-amount by the assisted circuit schemes needed to avoid the out of specs after shipment.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.175-185
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• 1996

For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.155-167
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• 2007

Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the mean of a process in which the observations can be modeled as an AR(1) process plus an additional random error. The performance of the proposed MLE is compared to the performance of the built-in estimator when they are used in EWMA charts based on the residuals. The results show that the proposed MLE provides good performance in terms of both accuracy and precision of the estimator.