• Journal for History of Mathematics
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• v.17 no.1
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• pp.61-68
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• 2004

This paper aims at investigating the algebraic solution of cubic and quartic equation and eliciting the didactical meanings of them. First, I examine the event which relates to the equation in the history of mathematics and investigate the algebraic solution of cubic and quartic equation. And then I elicit the didactical suggestions which are required of teachers and students when they investigate the algebraic solution of cubic and quartic equation. In general, the investigation of these solutions is the valuable task which requires the algebraic intuition and technique for students and certificates expert knowledge for teachers.

• Bulletin of the Korean Mathematical Society
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• v.61 no.3
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• pp.597-610
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• 2024

Using the Nevanlinna value distribution theory of algebroid functions, this paper investigates the growth of two types of complex algebraic differential equation with algebroid solutions and obtains two results, which extend the growth of complex algebraic differential equation with meromorphic solutions obtained by Gao [4].

• Nonlinear Functional Analysis and Applications
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• v.27 no.2
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• pp.363-379
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• 2022

In this paper, we carried out a new numerical approach for solving integral algebraic equations with weakly singular kernels. The novel method is based on the construction of B-spline tight framelets using the unitary and oblique extension principles. Some numerical examples are given to provide further explanation and validation of our method. The result of this study introduces a new technique for solving weakly singular integral algebraic equation and thus in turn will contribute to providing new insight into approximation solutions for integral algebraic equation (IAE).

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.50 no.6
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• pp.259-265
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• 2001

In the last two decades, many researchers proposed various usages of the orthogonal functions such as Walsh, Haar and BPF to solve the system analysis, optimal control, and identification problems from and algebraic form. In this paper, a simple procedure to design and algerbraic observer for the descriptor system is presented by using block pulse function expansions. The main characteristic of this technique is that it converts differential observer equation into an algerbraic equation. And furthermore, a simple recursive algorithm is proposed to obtain BPFs coefficients of the observer equation.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.33.4-33
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• 2001

This paper considers a stochastic discrete algebraic Riccati equation, which is a generalized version of the well-known standard discrete algebraic Riccati equation, and has additional linear terms. Under controllability, observability and the assumption that the additional terms are not too large, the existence of a positive definite solution is guaranteed. It is shown that it arises in optimal control of a linear discrete-time system with multiplicative White noise and quadratic cost. A numerical example is given.

• Proceedings of the KIEE Conference
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• 2003.07d
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• pp.2082-2084
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• 2003

A practical real-time LOS rate estimator is proposed to handle the time-varying measurement noise statistics. To calculate the optimal Kalman gain, the algebraic transformation method is taken into account. By using the algebraic transformation, the differential algebraic Riccati equation(DARE) regarding estimation error covariance is replaced by the simple algebraic Riccati equation(ARE). The proposed LOS estimation filter gain is only a function of relative range. Consequently, the proposed method is computationally very efficient and suitable for embedded environment.

• 제어로봇시스템학회:학술대회논문집
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• 1989.10a
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• pp.461-466
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• 1989

This paper describes some properties of a discrete algebraic Riccati equation and its application to $H^{\infty}$ control design. The conditions, under which an input weighting matrix can be found for a negative output weighting matrix in order that a solution P for a discrete algebraic equation may exist, are suggested in case of a stable A. This result is applied to a $H^{\infty}$ controller design for the special case of nonsingular B. It is based on a state feedback control law whose objective is to reduce the effect of input disterbances below a prespecified level. This law requires the solution of a modified algebraic Riccati equation, which provides an method for the $H^{\infty}$ optimization control problem approximately.ly.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1992.10a
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• pp.349-353
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• 1992

The purpose of this paper is to develop methods for the dynamic analysis of multibody system that consist of interconnected rigid and deformable component. The equations of motion are derived by using the Lagrange's equation and finite element theory for the elastic mechanism systems. The type of equation of motion is the differential algebraic equation included kinematic nonlinear algebraic equation. The generalized coordinate partitioning method is used for solving this equation. To show the validity of this analysis solver, couple of models were canalized and those results were compared with the commercial package(ADAMS).

• Journal of Institute of Control, Robotics and Systems
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• v.4 no.5
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• pp.561-566
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• 1998

This paper presents an algebraic approach to optimal control for time invariant continuous system using STWS(single term Walsh series). In optimal control, it is well known that the design problem with quadratic performance criteria often involves the determination of time-varying feedback gain matrix by solving the matrix nonlinear Riccati equation and of command signal by solving the integral equation, which makes design procedure quite difficult. Therefore, in order to resolve this problem, this paper is introduced to STWS. In this paper, the time-varying feedback gains and command signals are determined by piecewise constant gains which can be easily obtained from algebraic equation using STWS.

• 제어로봇시스템학회:학술대회논문집
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• 1995.10a
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• pp.10-13
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• 1995

This paper considers the linear-quadratic optimal regulator problem for nonstandard singularly perturbed systems making use of the recursive technique. We first derive a generalized Riccati differential equation by the Hamilton-Jacobi equation. In order to obtain the feedback gain, we must solve the generalized algebraic Riccati equation. Using the recursive technique, we show that the solution of the generalized algebraic Riccati equation converges with the rate of convergence of O(.epsilon.). The existence of a bounded solution of error term can be proved by the implicit function theorem. It is enough to show that the corresponding Jacobian matrix is nonsingular at .epsilon. = 0. As a result, the solution of optimal regulator problem for nonstandard singularly perturbed systems can be obtained with an accuracy of O(.epsilon.$^{k}$ ). The proposed technique represents a significant improvement since the existing method for the standard singularly perturbed systems can not be applied to the nonstandard singularly perturbed systems.