• 재무관리연구
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• 제25권1호
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• pp.85-108
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• 2008

본 연구는 Bender(2003), Duncan et al.(2000)등의 Wick 적분을 이용하여, fBm을 이자율모형의 불확실성으로 사용하였다. Affine 모형에 대표적인 CIR, Hull and White 모형, Quadratic 모형, 그리고 HJM 모형에 차례로 적용한 결과 이론적으로 새로운 결과를 얻었으며, 특히 새로운 확률측도(probability measure)를 정의하여, 할인채권의 옵션가격을 제시하였다.

• 대한수학회지
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• 제33권4호
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• pp.777-791
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• 1996

Let $S(R^d)$ be the Schwartz space of infinitely differentiable functions on $R^d$ which vanish at $\infty$ and $S'(R^d)$ be its dual space. The theory of stochastic differential equations(SDEs) governing processes that takes values in the dual of countably Hilbertian nuclear space such as $S'(R^d)$ studied by many authors(e.g [M],[KM]). Let M be a martingale measure defined by Walsh[W], then M can be considered as a $S'(R^d)$-valued process in a certain condition i.e. M has a version of $S'(R^d)$-valued martingale process. (See [W] for detailed discussion)

• 통상정보연구
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• 제9권1호
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• pp.3-21
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• 2007

The explosive growth of e-marketplace transactions requires an appropriate trust measuring framework to protect involving transacting entities such as buyers and sellers. As a strategic competitive edge, e-marketplace service providers have been adopting various system features that make sure no one transacting entity takes a major risk in online transactions involved. In this paper, an improved trust measuring method using fuzzy theory for an e-marketplace is proposed. The proposed methodology incorporates fuzzy set and calculation concepts to help build trust matrices and models, which are used to measure the level of risk involved in a specific e-marketplace transaction concerned. The proposed framework can be utilized to optimize the transaction costs by recommending a differentiated transaction process according to the risk level involved in each online transaction.

• 대한전기학회논문지:시스템및제어부문D
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• 제54권12호
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• pp.705-712
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• 2005

This paper deals with speed-sensorless control of an AC servo motor using Fuzzy-Tuning High Gain Observer(FTHGO). Resolver or encoder can be used to measure a rotor speed, but it has a limit to detect motor speed precisely. To solve this problem, it is studied to measure a speed of an AC servo motor without sensor. In this paper, the gain of an observer to estimate motor speed is properly set up and designed using the fuzzy control theory. It calculates the differentiation of the rotor current of the AC motor and estimates the rotor speed using it. Proposed speed sensorless control is performed using the estimated speed as the control variable. Designed FTHGO is applied to AC servo motor to verify the feasibility of the proposed observer. Feasibility of the FTHGO proposed in this paper is proven comparing the experimental results with/without the speed sensor.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 26-27 Oct. 1990
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• pp.469-474
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• 1990

The implementation of modern guidance law derived from optimal control theory requires accurate current states of target, for example, position, velocity and acceleration etc. But there is no sensors that measure the target states directly. So they are estimated from measurable data. For atmospheric missile engagement, direct application of the modern guidance laws may result In deterioration of Intercept performance because of poor observability associated with angles only-measurements by passive seeker and homing geometry. In this paper, a trajectory modulation method called "adaptive Intermittent maneuvers" is added to the modern guidance law, so the observability is enhanced and, consequently, improved the intercept performance. The estimation algorithm called "modified gain pseudo-measurement filter" is used for tracking filter. It is assumed that the passive seeker measure the angles between line of sight and Inertial frame. The Monte-Carlo simulation for realistic air-to-air Intercept scenario are conducted to demonstrate the effectiveness of intermittent maneuvers.ermittent maneuvers.

• 대한수학회보
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• 제33권4호
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• pp.545-551
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• 1996

It is well known in the theory of distributions and proved in [GS, S] that $$ (i) (Bochner-Schwartz) Every positive definite (tempered) distribution is the Fourier transform of a positive tempered measure \mu. $$ $$ (ii) (Schwartz kernel theorem) Let B(\varphi, \psi) be a bilinear distribution. Then for some u \in D'(R^n \times R^n) B(\varphi, \psi) = u(\varphi(x)\bar{\psi}(y)) for every \varphi, \psi \in C_c^\infty. $$ $$ (iii) A translation invariant positive definite bilinear distribution B(\varphi, \psi) is of the form B(\varphi, \psi) = \smallint \varphi(x)\psi(x) d\mu(x) for every \varphi, \psi \in C_c^\infty (R^n), where \mu is a positive tempered measure.

• 한국정보과학회논문지:시스템및이론
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• 제32권11_12호
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• pp.578-586
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• 2005

본 논문에서 다루는 문제는 품질 정보를 가지는 서열을 배치(alignment)하는 알고리즘이다. 시퀀싱(sequencing) 작업의 일부인 염기 결정 프로그램(base-calling program)에 의해서 생성되는 DNA 서열은 각 염기가 어느 정도 신뢰할 수 있는 가를 나타내는 품질 정보를 가진다. 그러나 지금까지 개발된 서열 배치 알고리즘들은 이러한 품질 정보를 고려하지 않았다. 본 논문에서는 품질 정보를 가지는 두 서열의 배치를 평가하는 기준을 제시한다. 이 평가 기준에 의한 최적의 서열 배치는 동적 프로그래밍(dynamic programming) 기법에 의해서 찾을 수 있다.

• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 2004년도 추계학술대회
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• pp.361-368
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• 2004

The purpose of the study was to explore the potential of the Social Network Analysis as an analytical tool for scientific investigation of learner-learner, or learner-tutor interaction within an Computer Supported Corporative Learning (CSCL) environment. Theoretical and methodological implication of the Social Network Analysis had been discussed. Following theoretical analysis, an exploratory empirical study was conducted to test statistical correlation between traditional performance measures such as achievement and team contribution index, and the centrality measure, one of the many quantitative measures the Social Network Analysis provides. Results indicate the centrality measure was correlated with the higher order learning performance and the peer-evaluated contribution indices. An interpretation of the results and their implication to instructional design theory and practices were provided along with some suggestions for future research.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1999년도 하계학술대회 논문집 G
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• pp.3286-3288
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• 1999

The electrostatically actuated test structure was presented to measure the micro mechanical characteristics of micromaterials as thin films forming the microactuators. The test structure was fabricated by the surface micromachining processes and driven by the electrostatic force, In order to measure the fracture toughness, the sharp notch in the test structure was introduced by the etching process. On the basis of the beam bending theory, the elastic modulus was measured by using the microcantilevr beam and the mechanical displacement, curvature and deflection curve under the electrostatic force was evaluated by using the electrostatic structure.

• 한국방송∙미디어공학회:학술대회논문집
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• 한국방송공학회 1999년도 KOBA 방송기술 워크샵 KOBA Broadcasting Technology Workshop
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• pp.35.2-42
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• 1999

When we see a binary black and white image, it appears. to our visual sense, to become clearer because of a pseudo halftone. This is because when we don't notice of all the details of the image, instead we see from a more global standpoint. We presented a theory and experimental results for layered model which extended external world, retina and brain of the two dimensional visual model. This paper propose the objective evaluation to coincide with the subjective evaluation of the human in ordered to evaluate the relative merits of the various modulation method. We obtain experimentally the restored images and the measure of approximation of the density four division and ordered dither method. The measure of approximation present s the objective evaluation scale to coincide with the subjective evaluation of the two modulation images.