• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 22-24 Oct. 1991
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• pp.1858-1863
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• 1991

The theory of stock option pricing has, recently, attracted attention of many researchers interested not only in finance but also in statistics and control theory. In this field, the problem of estimating stock return volatility is, above all, of great importance in calculating actual stock option value. In this paper, we assume that the stock market is represented by the stochastic volatility model which is the same as that of Hull and White. Then, we propose an approximation function of option value. It is a type of Black-Sholes option formula in which the first and the second order moments of logarithmic stock value are modified in a special form from the original model. Finally, an algorithm of estimating the parameters of the stochastic volatility model is given, and parameters are estimated by using Nikkei 225 index option data.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1993년도 추계학술대회 논문집
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• pp.267-272
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• 1993

This paper presents the performance and problems in analysis method and testing system of Electronic Speckle Pattern Interferometry (ESPI) method, in measuring two-dimensional in-plane displacement. The anyalysis result of measurement by ESPI is quite comparable to that of measurement by strain gauge method. This implieds that the method of ESPI is a very effective tool in non-contact two-dimensional in-planc strain analysis. But there is a controversal point,measurment error. This error is discussed to be affected not by ESPI method itseif, but by its analysis scheme of the interference fringe,where the first-order interpolation has been applied to the points of strain measured. In this case, it is turned out that the more errors would be occured in the large interval of fringe. so, this paper describes a computer method for drawing when the height is available only for some arbitary collection of points, the method is based on a distance-weighted, least-squares approximation technique, with the weight varying with the distance of the data points.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 1983년도 제25회 수공학 연구발표회 논문초록집
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• pp.78-79
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• 1983

It is well known that small amplitude wave theory, a first approximation to the complete theoretical description of wave behavior, yields a maximum investment in mathematical endeavor. But, if the wave amplitude is large, the small amplitude considerations are not valid, and finite amplitude wave theory which retains higher-order terms to obtain an accurate representation of the wave motion is numercal theory. The Stream function wave theory, one of the numerical methods, was developed by Dean for use with asymmetric measured wave profiles and with symmetric theoretical wave profiles. Dalrymple later improved the comjputational procedure by adding two Lagrangian constraints so that more efficient convergence of the iterative numerical method to a specified wave heigh and to a zero mean free surface displacement resulted. This paper introduces in details the Dean and Darlymple Stream Function Method in case of the symmetric theoretical wave, because in design purposes, wave height and wave period are given.

• Steel and Composite Structures
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• 제22권2호
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• pp.277-299
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• 2016

In this paper, free vibration, forced vibration, resonance and stress wave propagation behavior in nanocomposite plates reinforced by wavy carbon nanotube (CNT) are studied by a mesh-free method based on first order shear deformation theory (FSDT). The plates are resting on Winkler-Pasternak elastic foundation and subjected to periodic or impact loading. The distributions of CNTs are considered functionally graded (FG) or uniform along the thickness and their mechanical properties are estimated by an extended rule of mixture. In the mesh-free analysis, moving least squares (MLS) shape functions are used for approximation of displacement field in the weak form of motion equation and the transformation method is used for imposition of essential boundary conditions. Effects of CNT distribution, volume fraction, aspect ratio and waviness, and also effects of elastic foundation coefficients, plate thickness and time depended loading are examined on the vibrational and stresses wave propagation responses of the nanocomposite plates reinforced by wavy CNT.

• 대한수학회지
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• 제41권2호
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• pp.345-368
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• 2004

A preconditioning algorithm is developed in this paper for the iterative solution of the linear system of equations resulting from the p-version boundary element approximation of the three dimensional integral equation with hypersingular operators. The preconditioner is derived by first making the nodal and side basis functions locally orthogonal to the element internal bases, and then by decoupling the nodal and side bases from the internal bases. Its implementation consists of solving a global problem on the wire-basket and a series of local problems defined on a single element. Moreover, the condition number of the preconditioned system is shown to be of order $O((1＋ln/p)^{7})$. This technique can be applied to discretization with triangular elements and with general basis functions.

• 한국통신학회논문지
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• 제30권11C호
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• pp.1116-1124
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• 2005

We investigated the mean and variance of the MSE and the MI-based image registration methods that have been widely applied for image registration. By using the first order Taylor series expansion, we have approximated the mean and the variance for one-dimensional image registration. The asymptotic results show that the MSE based method is unbiased and efficient for the same image registration problem while the MI-based method shows larger variance. However, for the different modality image registration problem, the MSE based method is largely biased while the MI based method still achieves registration. The results imply that the MI based method achieves robustness to the different image modalities at the cost of inefficiency. The analytical results are supported by simulation results.

• 제어로봇시스템학회논문지
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• 제13권5호
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• pp.507-512
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• 2007

This paper presents a tracking filter with ship's motion compensation for a ship-borne radar tracking system. The ship's maneuver is described by displacement and rotational motions in the ship-centered east-north frame. The first order Taylor series approximation of the measurement error covariance of the converted measurement is derived in the ship-centered east-north frame. The ship's maneuver is compensated by incorporating the measurement error covariance of the converted measurement and displacement of the position state in the tracking filter. The simulation results via 500 Monte-Carlo runs show that the proposed method follows the target successfully and provides consistent tracking performance during ship's maneuvers while the conventional tracking filter without ship motion compensation fails to track during such periods.

• 대한전자공학회논문지
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• 제6권3호
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• pp.12-23
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• 1969

본논문에서는 길이에 비해서 그 반지름을 무시할 수 있는 선형다피장 안테나에서 그 중앙점에 관하여 대칭인 3쌍의 급전점을 취하고 각쌍마다에 동일한 주전력을 급전하는 6점급전안테나계의 전류분포를 Hallen의 수차근사법에 따라서 이론적으로 해석하였으며, 이 결과 얻어진 전류분포식은 1차근사식으로서 일반적으로 6점급전안테나상 각부의 전류분포를 가늠하는데 사용될 수 있을 것임을 예시하였다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1999년도 하계학술대회 논문집 B
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• pp.507-509
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• 1999

In this paper, we propose a new fuzzy model identification method that can yield a successful fuzzy rule base for fundamental approximations. The method in this paper uses a set of input-output data and is based on a hybrid messy genetic algorithm (mGA) with a fine-tuning scheme. The mGA processes variable-length strings, while standard GAs work with a fixed-length coding scheme. For successfully identifying a complex nonlinear system, we first use the mGA, which coarsely optimizes the structure and the parameters of the fuzzy inference system, and then the gradient descent method which tine tunes the identified fuzzy model. In order to demonstrate the superiority and efficiency of the proposed scheme, we finally show its application to a nonlinear approximation.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 신호처리소사이어티 추계학술대회 논문집
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• pp.505-508
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• 2003

The current paper proposes a new vertex selection scheme for polygon-based contour ceding. To efficiently characterize the shape of an object, we incorporate the curvature information in addition to the conventional maximum distance criterion in vertex selection process. The proposed method consists of “two-step procedure.” At first, contour pixels of high curvature value are selected as key vertices based on the curvature scale space (CSS), thereby dividing an overall contour into several contour-segments. Each segment is considered as an open contour whose end points are two consecutive key vertices and is processed independently. In the second step, vertices for each contour segment are selected using progressive vertex selection (PVS) method in order to obtain minimum number of vertices under the given maximum distance criterion ( $D_{MAX}$). Experimental results are presented to compare the approximation performances of the proposed and conventional methods.s.