• Transactions of the Korean Society of Mechanical Engineers A
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• v.33 no.8
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• pp.753-759
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• 2009

Feed-forward neural networks have been widely used as function approximation tools in the context of global approximate optimization. In the present study, a wavelet neural network (WNN) which is based on wavelet transform theory is suggested as an alternative to a traditional back-propagation neural network (BPN). The basic theory of wavelet neural network is briefly described, and approximation performance is tested using a nonlinear multimodal function and a composite rotor blade analysis problem. Laplacian of Gaussian function, Mexican function, and Morlet function are considered during the construction of WNN architectures. In addition, approximation results from WNN are compared with those from BPN.

• Journal of Korean Institute of Industrial Engineers
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• v.42 no.2
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• pp.86-95
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• 2016

We propose a new approach to the stochastic version of Lanchester model. Commonly used approach to stochastic Lanchester model is through the Markov-chain method. The Markov-chain approach, however, is not appropriate to high dimensional heterogeneous force case because of large computational cost. In this paper, we propose an approximation method of stochastic Lanchester model. By matching the first and the second moments, the distribution of each unit strength can be approximated with multivariate normal distribution. We evaluate an approximation of discrete Markov-chain model by measuring Kullback-Leibler divergence. We confirmed high accuracy of approximation method, and also the accuracy and low computational cost are maintained under high dimensional heterogeneous force case.

• Journal of Korea Multimedia Society
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• v.22 no.10
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• pp.1160-1167
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• 2019

Because of the dynamic range limitation of digital equipment, it is impossible to obtain dark and bright areas at the same time with one shot. In order to solve this problem, an exposure fusion technique for fusing a plurality of images photographed at different exposure amounts into one is being studied. Among them, Laplacian pyramid decomposition based fusion method can generate natural HDR image by fusing images of various scales. But this requires a lot of computation time. Therefore, in this paper, we propose an approximation technique that achieves similar performance and greatly shortens computation time. The concept of vanishing point image for approximation is introduced, and the validity of the proposed approach is verified by comparing the computation time with the resultant image.

• International Journal of Control, Automation, and Systems
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• v.5 no.3
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• pp.251-268
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• 2007

A Gaussian sum filter (GSF) is proposed in this paper on simultaneous localization and mapping (SLAM) for mobile robot navigation. In particular, the SLAM problem is tackled here for cases when only bearing measurements are available. Within the stochastic mapping framework using an extended Kalman filter (EKF), a Gaussian probability density function (pdf) is assumed to describe the range-and-bearing sensor noise. In the case of a bearing-only sensor, a sum of weighted Gaussians is used to represent the non-Gaussian robot-landmark range uncertainty, resulting in a bank of EKFs for estimation of the robot and landmark locations. In our approach, the Gaussian parameters are designed on the basis of minimizing the representation error. The computational complexity of the GSF is reduced by applying the sequential probability ratio test (SPRT) to remove under-performing EKFs. Extensive experimental results are included to demonstrate the effectiveness and efficiency of the proposed techniques.

• Journal of the Korean Institute of Intelligent Systems
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• v.18 no.3
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• pp.297-305
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• 2008

Recently, kernel methods have attracted great interests in the areas of pattern classification, function approximation, and anomaly detection. The role of the kernel is particularly important in the methods such as SVM(support vector machine) and KPCA(kernel principal component analysis), for it can generalize the conventional linear machines to be capable of efficiently handling nonlinearities. This paper considers the problem of combining radar and rain gauge observations utilizing the regression approach based on the kernel-based gaussian process and support vector learning. The data-assimilation results of the considered methods are reported for the radar and rain gauge observations collected over the region covering parts of Gangwon, Kyungbuk, and Chungbuk provinces of Korea, along with performance comparison.

• Journal of the Korea Institute of Military Science and Technology
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• v.12 no.5
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• pp.577-584
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• 2009

Fusion of decisions in wireless sensor networks having flexibility on energy efficiency is studied in this paper. Two representative distributions, the generalized Gaussian and $\alpha$-stable probability density functions, are used to model non-Gaussian noise channels. By incorporating noise channels into the parallel fusion model, the optimal fusion rules are represented and suboptimal fusion rules are derived by using a large signal-to-noise ratio(SNR) approximation. For both distributions, the obtained suboptimal fusion rules are same and have equivalent form to the Chair-Varshney fusion rule(CVR). Thus, the CVR does not depend on the behavior of noise distributions that belong to the generalized Gaussian and $\alpha$-stable probability density functions. The simulation results show the suboptimality of the CVR at large SNRs.

• Journal of Communications and Networks
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• v.5 no.4
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• pp.365-373
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• 2003

This paper investigates the performance of M-ary pulse position modulation (PPM) multiuser ultra-wideband (UWB) communication systems in terms of symbol error rate (SER) over fading and additive white Gaussian noise (AWGN) channel. Based on Gaussian approximation for the multiple access interference, an expression for the signal-to-noise ratio (SNR) is derived for the UWB system. This expression is used to derive exact SER expressions for coherent UWB receivers. The effect of pulse selection on the SER of multiuser UWB system is studied. In addition to rectangular pulse, the 2nd derivative Gaussian waveform and Rayleigh pulses were considered. We show that the system capacity and/or SER performance can be significantly increased by using the monocycle pulse in fading channels.

• Management Science and Financial Engineering
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• v.20 no.1
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• pp.21-26
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• 2014

A lot of researches have been conducted to estimate the volatility smile effect shown in the option market. This paper proposes a method to approximate an implied volatility function, given noisy real market option data. To construct an implied volatility function, we use Gaussian Processes (GPs). Their output values are implied volatilities while moneyness values (the ratios of strike price to underlying asset price) and time to maturities are as their input values. To show the performances of our proposed method, we conduct experimental simulations with Korean Equity-Linked Warrant (ELW) market data as well as toy data.

• Proceedings of the IEEK Conference
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• 2002.07a
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• pp.26-29
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• 2002

Radial Basis Function (RBF) networks is known as efficient method in classification problems and function approximation. The basis function of RBF networks is usual adopted normal distribution like the Gaussian function. The output of the Gaussian function has the maximum at the center and decrease as increase the distance from the center. For learning of neural network, the method treating the limited area of input space is sometimes more useful than the method treating the whole of input space. The q-normal distribution is the set of probability density function include the Gaussian function. In this paper, we introduce the RBF networks with the basis function of q-normal distribution and actually approximate a function using the RBF networks.

• Journal of the Korean Data and Information Science Society
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• v.27 no.3
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• pp.803-814
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• 2016

Recent times have seen an exponential increase in the amount of spatial data, which is in many cases associated with temporal data. Recent advances in computer technology and computation of hierarchical Bayesian models have enabled to analyze complex spatio-temporal data. Our work aims at modeling data of daily average nitrogen dioxide (NO2) levels obtained from 25 air monitoring sites in Seoul between 2003 and 2010. We considered an independent Gaussian process model and an auto-regressive model and carried out estimation within a hierarchical Bayesian framework with Markov chain Monte Carlo techniques. A Gaussian predictive process approximation has shown the better prediction performance rather than a Hierarchical auto-regressive model for the illustrative NO2 concentration levels at any unmonitored location.