• Korean Journal of Mathematics
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• 제25권1호
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• pp.45-60
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• 2017

This paper focuses on estimation of an non-integral quadratic function (NIQF) and integral quadratic function (IQF) of a random signal in dynamic system described by a linear stochastic differential equation. The quadratic form of an unobservable signal indicates useful information of a signal for control. The optimal (in mean square sense) and suboptimal estimates of NIQF and IQF represent a function of the Kalman estimate and its error covariance. The proposed estimation algorithms have a closed-form estimation procedure. The obtained estimates are studied in detail, including derivation of the exact formulas and differential equations for mean square errors. The results we demonstrate on practical example of a power of signal, and comparison analysis between optimal and suboptimal estimators is presented.

• Structural Engineering and Mechanics
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• 제22권4호
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• pp.401-418
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• 2006

Solutions to the problems of structural parameter estimation from modal response using leastsquares minimization of force or displacement residuals are generally sensitive to noise in the response measurements. The sensitivity of the parameter estimates is governed by the physical characteristics of the structure and certain features of the noisy measurements. It has been shown that the regularization method can be used to reduce effects of the measurement noise on the estimation error through adding a regularization function to the parameter estimation objective function. In this paper, we adopt the regularization function as the Euclidean norm of the difference between the values of the currently estimated parameters and the a priori parameter estimates. The effect of the regularization function on the outcome of parameter estimation is determined by a regularization factor. Based on a singular value decomposition of the sensitivity matrix of the structural response, it is shown that the optimal regularization factor is obtained by using the maximum singular value of the sensitivity matrix. This selection exhibits the condition where the effect of the a priori estimates on the solutions to the parameter estimation problem is minimal. The performance of the proposed algorithm is investigated in comparison with certain algorithms selected from the literature by using a numerical example.

• 대한전기학회논문지:전력기술부문A
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• 제51권8호
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• pp.371-378
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• 2002

This paper presents the rapid and accurate algorithm for fault detection and location estimation in the transmission line. This algorithm uses wavelet transform for fault detection and harmonics elimination and utilizes least square error method for fault impedance estimation. Wavelet transform decomposes fault signals into high frequence component Dl and low frequence component A3. The former is used for fault phase detection and fault types classification and the latter is used for harmonics elimination. After fault detection, an adaptive data window technique using LSE estimates fault impedance. It can find a optimal data window length and estimate fault impedance rapidly, because it changes the length according to the fault disturbance. To prove the performance of the algorithm, the authors test relaying signals obtained from EMTP simulation. Test results show that the proposed algorithm estimates fault location within a half cycle after fault irrelevant to fault types and various fault conditions.

• Journal of the Korean Statistical Society
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• 제31권4호
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• pp.415-431
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• 2002

A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.

• 대한수학회지
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• 제46권5호
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• pp.1007-1025
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• 2009

First-order least-squares method of a distributed optimal control problem for the incompressible Stokes equations is considered. An optimality system for the optimal solution are reformulated to the equivalent first-order system by introducing the vorticity and then the least-squares functional corresponding to the system is defined in terms of the sum of the squared $H^{-1}$ and $L^2$ norms of the residual equations of the system. Finite element approximations are studied and optimal error estimates are obtained. Resulting linear system of the optimality system is symmetric and positive definite. The V-cycle multigrid method is applied to the system to test computational efficiency.

• 대한전자공학회논문지TC
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• 제43권3호
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• pp.49-58
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• 2006

본 논문에서는 시변 주파수 선택적 페이딩 채널에서 OFDM (orthogonal frequency division multiplexing) 시스템을 위한 curve-fitting 채널추정 방법을 제안한다. 제안된 방법은 시간영역 및 주파수영역에서 1차원 curve-fitting을 통하여 smoothing과 interpolation을 순차적으로 수행함으로써 채널추정 정확도를 크게 개선할 수 있다. 먼저, 파일럿 심벌들을 사용하여 LS(least-Square) 추정치를 구하고, 이를 바탕으로 파일럿 밀도가 상대적으로 높은 영역을 선택하여 최소자승오차 기준에 따라 적절한 차수의 다항식으로 1차원 curve-fitting을 수행한다. 다음으로, 이 다항식을 이용하여 주어진 범위 내에 존재하는 LS 추정치들을 smoothing하고, interpolation 또는 prediction을 통하여 데이터 전송을 위하여 필요한 채널추정치들을 구한다. 이어서, 선택된 영역에서 얻어진 채널추정치들을 나머지 영역에서 또 다른 다항식을 사용하여 동일한 과정으로 1차원 curve-fitting을 통하여 smoothing과 interpolation을 수행함으로써 시간영역 및 주파수영역에서의 채널추정을 완료한다. 모의실험을 통하여 다양한 채널환경에서 MSE (mean square error) 및 BER (bit error rate) 성능을 분석한 결과, 제안된 방법이 기존의 채널추정 방법들에 비하여 월등히 우수하며, 최적의 Wiener 필터링 방법보다도 우수함을 보였다.

• 대한수학회지
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• 제58권3호
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• pp.553-569
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• 2021

In this paper, we present and analyze a fully discrete numerical method for solving the time-fractional diffusion wave equation: ∂^β_tu - div(a∇u) = f, 1 < β < 2. We first construct a difference formula to approximate ∂^β_tu by using an interpolation of derivative type. The truncation error of this formula is of O(△t^2+δ-β)-order if function u(t) ∈ C^2,δ[0, T] where 0 ≤ δ ≤ 1 is the Hölder continuity index. This error order can come up to O(△t^3-β) if u(t) ∈ C³ [0, T]. Then, in combinination with the linear finite volume discretization on spatial domain, we give a fully discrete scheme for the fractional wave equation. We prove that the fully discrete scheme is unconditionally stable and the discrete solution admits the optimal error estimates in the H¹-norm and L₂-norm, respectively. Numerical examples are provided to verify the effectiveness of the proposed numerical method.

• Journal of Electrical Engineering and Technology
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• 제12권1호
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• pp.378-384
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• 2017

In this paper, an efficient short-time Fourier analysis method for the quasi-periodic signals is proposed via an optimal fixed-lag finite impulse response (FIR) smoother approach using a receding horizon scheme. In order to deal with time-varying Fourier coefficients (FCs) of quasi-periodic signals, a state space model including FCs as state variables is augmented with the variants of FCs. Through an optimal fixed-lag FIR smoother, FCs and their increments are estimated simultaneously and combined to produce final estimates. A lag size of the optimal fixed-lag FIR smoother is chosen to minimize the estimation error. Since the proposed estimation scheme carries out the correction process with the estimated variants of FCs, it is highly probable that the smaller estimation error is achieved compared with existing approaches not making use of such a process. It is shown through numerical simulation that the proposed scheme has better tracking ability for estimating time-varying FCs compared with existing ones.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제14권2호
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• pp.125-140
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• 2010

This paper develops a least-squares approach to the solution of the optimal control problem for the Navier-Stokes equations. We recast the optimality system as a first-order system by introducing velocity-flux variables and associated curl and trace equations. We show that a least-squares principle based on $L^2$ norms applied to this system yields optimal discretization error estimates in the $H^1$ norm in each variable.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제11권4호
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• pp.55-68
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• 2007

First-order least-squares method of a distributed optimal control problem for the incompressible Navier-Stokes equations is considered. An optimality system for the optimal solution are reformulated to the equivalent first-order system by introducing velocity-flux variables and then the least-squares functional corresponding to the system is defined in terms of the sum of the squared $L^2$ norm of the residual equations of the system. The optimal error estimates for least-squares finite element approximations are obtained.