• Journal of the Korean Society of Propulsion Engineers
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• v.19 no.4
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• pp.24-36
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• 2015

In the present study, numerical predictions of infrared spectrum of rocket plume with considering effect of particles based on approximation theories were performed by using a line-by-line radiation model with radiation databases. The high-resolution radiation databases were used to predict thermal emission spectra of gas molecules within the rocket plume regime. The particles were modeled as soot particles by using 1st term approximation of Mie theory and Rayleigh approximation. The reliability of modeled effect of soot particles using the two approximation theories was verified, and the spectral radiance of rocket plume was predicted based on the verification. The results were improved in the short wavelength range by considering the effect of soot particles.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.29 no.9 s.240
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• pp.1243-1252
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• 2005

A current trend of design methodologies is to make engineers objectify or automate the decision-making process. Numerical optimization is an example of such technologies. However, in numerical optimization, the uncertainties are uncontrollable to efficiently objectify or automate the process. To better manage these uncertainties, the Taguchi method, reliability-based optimization and robust optimization are being used. To obtain the target performance with the maximum robustness is the main functional requirement of a mechanical system. In this research, a design procedure for global robust optimization is developed based on the kriging and global optimization approaches. The DACE modeling, known as the one of Kriging interpolation, is introduced to obtain the surrogate approximation model of the function. Robustness is determined by the DACE model to reduce real function calculations. The simulated annealing algorithm of global optimization methods is adopted to determine the global robust design of a surrogated model. As the postprocess, the first order second-moment approximation method is applied to refine the robust optimum. The mathematical problems and the MEMS design problem are investigated to show the validity of the proposed method.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.22 no.1
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• pp.118-123
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• 2008

This paper proposes a frequency transfer function synthesis for approximating a high-order model with resonance to a low-order model in the frequency domain. The presented model approximation method is based on minimizing the error function weighted by the numerator polynomial of approximated models, which is used of the RLS(Recursive Least Square) technique to estimate the coefficient vector of approximated models. The proposed method provides better fitting in a low frequency and peak resonance. And an example is given to illustrate feasibilities of the suggested schemes.

• IEIE Transactions on Smart Processing and Computing
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• v.4 no.4
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• pp.202-208
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• 2015

In this study, we propose a new inference algorithm for a multiclass Gaussian process classification model using a variational EM framework and the Laplace approximation (LA) technique. This is performed in two steps, called expectation and maximization. First, in the expectation step (E-step), using Bayes' theorem and the LA technique, we derive the approximate posterior distribution of the latent function, indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. In the maximization step, we compute the maximum likelihood estimators for hyper-parameters of a covariance matrix necessary to define the prior distribution of the latent function by using the posterior distribution derived in the E-step. These steps iteratively repeat until a convergence condition is satisfied. Moreover, we conducted the experiments by using synthetic data and Iris data in order to verify the performance of the proposed algorithm. Experimental results reveal that the proposed algorithm shows good performance on these datasets.

• Wind and Structures
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• v.16 no.6
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• pp.561-577
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• 2013

Rational Functions are used to express the self-excited aerodynamic forces acting on a flexible structure for use in time-domain flutter analysis. The Rational Function Approximation (RFA) approach involves obtaining of these Rational Functions from the frequency-dependent flutter derivatives by using an approximation. In the past, an algorithm was developed to directly extract these Rational Functions from wind tunnel section model tests in free vibration. In this paper, an algorithm is presented for direct extraction of these Rational Functions from section model tests in forced vibration. The motivation for using forced-vibration method came from the potential use of these Rational Functions to predict aerodynamic loads and response of flexible structures at high wind speeds and in turbulent wind environment. Numerical tests were performed to verify the robustness and performance of the algorithm under different noise levels that are expected in wind tunnel data. Wind tunnel tests in one degree-of-freedom (vertical/torsional) forced vibration were performed on a streamlined bridge deck section model whose Rational Functions were compared with those obtained by free vibration for the same model.

• The Korean Journal of Applied Statistics
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• v.35 no.4
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• pp.501-515
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• 2022

Despite the stylized statistical features of returns of financial returns such as fat-tailed distribution and leverage effect, no stochastic volatility models that can explicitly capture these features have been presented in the existing frequentist approach. we propose an approximate parameterization of stochastic volatility models that can explicitly capture the fat-tailed distribution and leverage effect of financial returns and a maximum likelihood estimation of the model using Langrock et al. (2012)'s hidden Markov model approximation in a frequentist approach. Through extensive simulation experiments and an empirical analysis, we present the statistical evidences validating the efficacy and accuracy of proposed parameterization.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.389-399
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• 2007

In this paper, Bayes estimates for the parameters k, c and reliability function of the Burr type XII model based on a type II censored samples under asymmetric loss functions viz., LINEX and SQUAREX loss functions are obtained. An approximation based on the Laplace approximation method (Tierney and Kadane, 1986) is used for obtaining the Bayes estimators of the parameters and reliability function. In order to compare the Bayes estimators under squared error loss, LINEX and SQUAREX loss functions respectively and the maximum likelihood estimator of the parameters and reliability function, Monte Carlo simulations are used.

• Journal of the Korean Operations Research and Management Science Society
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• v.25 no.4
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• pp.27-44
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• 2000

In this study we consider a spares provisioning problem for repairable items in which a parts inventory system is incorporated. If a machine fails, a replacement part must be obtained at the parts inventory system before the failed machine enters the repair center. The inventory policy adopted at the parts inventory system is the (S, Q) policy. Operating times of the machine before failure, ordering lead times and repair times are assumed to follow a two-stage Coxian distribution. For this system, we develop an approximation method to obtain the performance measures such as steady state probabilities of the number of machines at each station and the probability that a part will wait at the parts inventory system. For the analysis of the proposed system, we model the system as a closed queueing network and analyze it using a product-form approximation method. A recursive technique as well as an iterative procedure is used to analyze the sub-network. Numerical tests show that the approximation method provides fairly good estimation of the performance measures of interest.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.36 no.9
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• pp.660-669
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• 1987

Routh approximation method is the most computationally attractive. But this method may cause time-response error because this method does not match the time-response directly. In this paper a new mixed method for obtaining stable reduced-order models for high-order continuous-time systems is proposed. It makes use of the advantages of the Routh approximation method and the Minimization of Integral Squared Error(MISE) criterion approach. In this mixed method the characteristic polynomial of the reduced-order model is first obtained from that of original system by using the Auxiliary Denominator Polynomial(ADP). The numerator polynomial is then determined so as to minimize the intergral squared-error of unit step responses. The advantages of the propsed method are that the reduced models are always stable if the original system are stable and the frequency domain and time domain characteristic of the original system will be preserved in the reduced models.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.19-27
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• 2005

The present paper obtains Bayes estimators for the probability p(Y