• Wind and Structures
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• v.18 no.1
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• pp.37-56
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• 2014

The evaluation of pressure fields acting on slender structures under wind loads is currently performed in experimental aerodynamic tests. For wind-sensitive structures, in fact, the knowledge of global and local wind actions is crucial for design purpose. This paper considers a particular slender structure under wind excitation, representative of most common high-rise buildings, whose experimental wind field on in-scale model was measured in the CRIACIV boundary-layer wind tunnel (University of Florence) for several angles of attack of the wind. It is shown that an efficient reduced model to represent structural response can be obtained by coupling the classical structural modal projection with the so called blowing modes projection, obtained by decomposing the covariance or power spectral density (PSD) wind tensors. In particular, the elaboration of experimental data shows that the first few blowing modes can effectively represent the wind-field when eigenvectors of the PSD tensor are used, while a significantly larger number of blowing modes is required when the covariance wind tensor is used to decompose the wind field.

• Journal of Korean Society for Quality Management
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• v.25 no.2
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• pp.102-111
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• 1997

In this paper I discuss a method of constructing the confidence region for the logistic response surface model. The construction involves a, pp.ication of a general fitting procedure because the log odds is linear in its parameters. Estimation of parameters of the logistic response surface model can be accomplished by maximum likelihood, although this requires iterative computational method. Using the asymptotic results, asymptotic covariance of the estimators can be obtained. This can be used in the construction of confidence regions for the parameters and for the logistic response surface model.

• Communications for Statistical Applications and Methods
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• v.19 no.5
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• pp.721-729
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• 2012

Various methods control the influence of a covariate on a response variable. These methods are analysis of covariance(ANCOVA), RANK ANCOVA, ANOVA of (covariate-adjusted) residuals, and Kruskal-Wallis tests on residuals. Covariate-adjusted residuals are obtained from the overall regression line fit to the entire data set that ignore the treatment levels or factors. It is demonstrated that the methods on covariate-adjusted residuals are only appropriate when the regression lines are parallel and covariate means are equal for all treatments. In this paper, we proposed the new nonparametric method on the ANCOVA model, as applying joint placement in a one-way layout on residuals as described in Chung and Kim (2007). A Monte Carlo simulation study is adapted to compare the power of the proposed procedure with those of the previous procedure.

• The Journal of the Acoustical Society of Korea
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• v.33 no.5
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• pp.326-334
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• 2014

This paper proposes a novel covariance matrix estimation scheme for minimum variance distortionless response (MVDR) beamforming. By accurately tracking direction-of-sound source arrival (DoA) information using audio-visual sensors, the covariance matrix is efficiently estimated by adopting a variable forgetting factor. The variable forgetting factor is determined by considering signal-to-interference ratio (SIR). Experimental results verify that the performance of the proposed method is superior to that of the conventional one in terms of interference/noise reduction and speech distortion.

• The Korean Journal of Applied Statistics
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• v.33 no.3
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• pp.281-296
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• 2020

Repeated outcomes from the same subjects are referred to as longitudinal data. Analysis of the data requires different methods unlike cross-sectional data analysis. It is important to model the covariance matrix because the correlation between the repeated outcomes must be considered when estimating the effects of covariates on the mean response. However, the modeling of the covariance matrix is tricky because there are many parameters to be estimated, and the estimated covariance matrix should be positive definite. In this paper, we consider analysis of multivariate longitudinal data via two modeling methodologies for the covariance matrix for multivariate longitudinal data. Both methods describe serial correlations of multivariate longitudinal outcomes using a modified Cholesky decomposition. However, the two methods consider different decompositions to explain the correlation between simultaneous responses. The first method uses enhanced linear covariance models so that the covariance matrix satisfies a positive definiteness condition; in addition, and principal component analysis and maximization-minimization algorithm (MM algorithm) were used to estimate model parameters. The second method considers variance-correlation decomposition and hypersphere decomposition to model covariance matrix. Simulations are used to compare the performance of the two methodologies.

• The Korean Journal of Applied Statistics
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• v.21 no.2
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• pp.291-299
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• 2008

This paper discusses model building for repeated binary response data with different time-dependent covariates each occasion. Since repeated measurements data are having correlated structure, weighed least squares(WLS) methodology is applied. Repeated measures designs are usually having different sizes of experimental units like split-plot designs. However repeated measures designs differ from split-plot designs in that the levels of one or more factors cannot be randomly assigned to one or more of the sizes of experimental units in the experiment. In this case, the levels of time cannot be assigned at random to the time intervals. Because of this nonrandom assignment, the errors corresponding to the respective experimental units may have a covariance matrix. So, the estimates of effects included in a suggested logit model are obtained by using covariance structures.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.14 no.3
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• pp.463-472
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• 1994

A method of stochastic response analysis of base-isolated fluid-filled pool structures subject to random ground excitations is studied. Fluid-structure interaction effects between the flexible walls and contained fluid are taken into account in the form of added mass matrix derived by FEM modeling of the contained fluid motion. The stationary ground excitation is represented by Modified Clough-Penzien spectral model and the nonstationary one is obtained by imposing an envelope function on the stationary one. The stationary and nonstationary response statistics of the two different isolation systems are obtained by solving the governing Lyapunov covariance matrix differential equations.

• Wind and Structures
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• v.9 no.2
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• pp.159-178
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• 2006

For the slender and flexible cable supported bridges, identification of all the flutter derivatives for the vertical, lateral and torsional motions is essential for its stability investigation. In all, eighteen flutter derivatives may have to be considered, the identification of which using a three degree-of-freedom elastic suspension system has been a challenging task. In this paper, a system identification technique, known as covariance-driven stochastic subspace identification (COV-SSI) technique, has been utilized to extract the flutter derivatives for a typical bridge deck. This method identifies the stochastic state-space model from the covariances of the output-only (stochastic) data. All the eighteen flutter derivatives have been simultaneously extracted from the output response data obtained from wind tunnel test on a 3-DOF elastically suspended bridge deck section-model. Simplicity in model suspension and measurements of only output responses are additional motivating factors for adopting COV-SSI technique. The identified discrete values of flutter derivatives have been approximated by rational functions.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.32B no.1
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• pp.96-102
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• 1995

This paper presents the VHSIC Hardware Description Language(VHDL) implementation of the Fixed Point Covariance Lattice(FLAT) algorithm for an Linear Predictive Coding(LPC) analysis and its related algorithms, such as the forth order high pass Infinite Impulse Response(IIR) filter, covariance matrix calculation, and Spectral Smoothing Technique(SST) in the Vector Sum Exited Linear Predictive(VSELP) speech coder that has been Selected as the standard speech coder for the North America and Japanese digital cellular. Existing Digital Signal Processor(DSP) chips used in digital cellular phones are derived from general purpose DSP chips, and thus, these DSP chips may not be optimal and effective architectures are to be designed for the above mentioned algorithms. Then we implemented the VHDL code based on the C code, Finally, we verified that VHDL results are the same as C code results for real speech data. The implemented VHDL code can be used for performing logic synthesis and for designing an LPC Application Specific Integrated Circuit(ASOC) chip and DsP chips. We first developed the C language code to investigate the correctness of algorithms and to compare C code results with VHDL code results block by block.

• Structural Engineering and Mechanics
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• v.28 no.2
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• pp.129-152
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• 2008

This paper considers the solution of the stochastic differential equations (SDEs) with random operator and/or random excitation using the spectral SFEM. The random system parameters (involved in the operator) and the random excitations are modeled as second order stochastic processes defined only by their means and covariance functions. All random fields dealt with in this paper are continuous and do not have known explicit forms dependent on the spatial dimension. This fact makes the usage of the finite element (FE) analysis be difficult. Relying on the spectral properties of the covariance function, the Karhunen-Loeve expansion is used to represent these processes to overcome this difficulty. Then, a spectral approximation for the stochastic response (solution) of the SDE is obtained based on the implementation of the concept of generalized inverse defined by the Neumann expansion. This leads to an explicit expression for the solution process as a multivariate polynomial functional of a set of uncorrelated random variables that enables us to compute the statistical moments of the solution vector. To check the validity of this method, two applications are introduced which are, randomly loaded simply supported reinforced concrete beam and reinforced concrete cantilever beam with random bending rigidity. Finally, a more general application, randomly loaded simply supported reinforced concrete beam with random bending rigidity, is presented to illustrate the method.