• 한국전자파학회논문지
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• 제13권8호
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• pp.797-803
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• 2002

본 논문에서는 라이시안(Rician) 감쇄가 존재하는 채널 환경에서 협대역 잡음이 더하여진 경우에 대역 여파기를 통과한 수신신호의 위상오류에 대한 확률 밀도 함수를 유도하고 0차 모먼트가 1이 됨을 보임으로써 확률밀도 함수로서의 타당성을 검증한다. 일반적으로 감쇄 환경에서 시스템의 오류 확률은 먼저 가산성 백색 가우시안 잡음(AWGN : Additive White Gaussian Noise)만이 존재할 때의 오류 확률을 구한 후, 그 결과 식을 해당 감쇄에 대한 확률 밀도 함수로 평균을 취하여 구한다. 하지만 본 논문에서는 감쇄 환경에서의 수신 신호에 대한 위상 오류식을 구한 다음, 그 식을 한번의 이중 적분을 취함으로써 오류 확률을 구하게 된다.

• 전기학회논문지
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• 제56권10호
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• pp.1826-1835
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• 2007

In this paper, we present a new approach for automatic detection and tracking for multiple targets. We combine a highest probability data association(HPDA) algorithm for target detection with a particle filter for multiple target tracking. The proposed approach evaluates the probabilities of one-to-one assignments of measurement-to-track and the measurement with the highest probability is selected to be target- originated, and the measurement is used for probabilistic weight update of particle filtering. The performance of the proposed algorithm for target tracking in clutter is compared with the existing clustering algorithm and the sequential monte carlo method for probability hypothesis density(SMC PHD) algorithm for multi-target detection and tracking. Computer simulation studies demonstrate that the HPDA algorithm is robust in performing automatic detection and tracking for multiple targets even though the environment is hostile in terms of high clutter density and low target detection probability.

• 한국지진공학회논문집
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• 제9권6호
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• pp.53-58
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• 2005

본 연구에서는 지진하중을 받는 교량의 거동을 확률밀도함수를 통하여 분석할 수 있는 기법을 개발하였다. 확률밀도함수의 전개는 추계론적 이론을 이용한 반해석적 방법을 통하여 구하였으며, 반해석적 방법은 교량운동방정식으로부터 상응하는 Fokker-Planck equation을 구한 후, path-integral solution을 유도하여 이를 수치적으로 해석함으로써 구할 수 있다. 교량거동의 확률밀도 함수전개로부터 교량거동의 확률적 특성을 파악하고 확률밀도함수의 범위로부터 교량응답거동의 포락선을 얻을 수 있으며 이를 이용하여 최대응답의 범위를 결정할 수 있다는 것을 밝혔다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.408-413
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• 2005

A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

• 한국음향학회지
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• 제28권3호
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• pp.239-244
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• 2009

본 연구는 현대 한국어 단어의 말소리가 결합하는 음소결합확률 (Phonotactic Probability)을 예측하는 계산기 엔진 개발에 관한 연구이다. 한국어 음소결합확률계산기 (이하, KPPC)는 첫째로, 한국어의 주어진 단어에서의 음소와 그 음소의 음소결합의 빈도를 예측하여 말소리가 단어내의 특정위치에서 특정 분절음이 나타나는 빈도 값, 두 음소간의 결합의 빈도값, 그리고 세 음소간의 결합의 빈도 출현률을 예측하여 계산한다. 둘째로 한국어의 주어진 단어에서 말소리 하나만 다르면서 실제로 존재할 수 있는 근접밀도 (neighborhood density)의 값을 계산한다. University of Kansas에서 개발된 음소결합계산기는 영어 20,000단어의 D/B를 대상으로 위치별 분절음빈도와 두 음소간의 음소결합률 빈도를 컴퓨터가 읽을 수 있는 발음기호를 통해서만 가능하다. 본 연구에서는 분절음빈도와 두 음소간의 빈도뿐만 아니라 세 음소간의 결합률 빈도와 근접밀도율을 예측할 수 있고 입력할 때 발음기호뿐만 아니라 단어를 입력하면 확률값을 얻을 수 있다. 이 엔진은 67,284단어의 한국어 표준발음을 D/B로 구축하여 고빈도 음소결합확률, 저빈도 음소결합확률, 고빈도 근접밀도, 저빈도 근접밀도의 값을 예측할 수 있다.

• 대한금속재료학회지
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• 제46권9호
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• pp.554-562
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• 2008

The distribution and prediction interval for the misorientation angle of grain boundary at which $Cr_2N$ was precipitated during heating at $900^{\circ}C$ for $10^4$ sec were newly estimated, and followed by the estimation of mathematical and median rank methods. The probability density function of the misorientation angle can be estimated by a statistical analysis. And then the ($1-{\alpha}$)100% prediction interval of misorientation angle obtained by the estimated probability density function. If the estimated probability density function was symmetric then a prediction interval for the misorientation angle could be derived by the estimated probability density function. In the case of non-symmetric probability density function, the prediction interval could be obtained from the cumulative distribution function of the estimated probability density function. In this paper, 95, 99 and 99.73% prediction interval obtained by probability density function method and cumulative distribution function method and compared with the former results by median rank regression or mathematical method.

• 대한기계학회논문집
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• 제18권4호
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• pp.1039-1049
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• 1994

The intermitternt and transient fuel spray have been investigated from the simultaneous measurement of droplet sizes and velocities by using Phase/Doppler Particle Analyzer(PDPA). Measurement have been done on the spray axis and at the edge of the spray near nozzle at various gas-to-liquid density ratios(.rho./sub g//.rho./sub l/) that ranges from those found in free atmospheric jets to conditions typical of diesel engines. Probability density distributions of the droplet size and velocity were obtained from raw data and mathematical probability density functions which can fit the experimental distribations were extracted using the principle of maximum likelihood. In the near nozzle region on the spray axis, droplet sizes ranged from the lower limit of the measurement system to the order of nozzle diameter for all (.rho./sub g/ /.rho./sub l/) and droplet sizes tended to be small on the spray edge. At the edge of spray, average droplet velocity peaked during needle opening and needle closing. The rms intensity is greatly incresed as the radial distance from the nozzle is increased. The probability density function which can best fit the physical breakage process such as breakup of fuel drops is exponecially decreasing log-hypebolic function with 4 parameters.

• 한국국방경영분석학회지
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• 제28권2호
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• pp.56-69
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• 2002

A technique of finding both probability density and distribution function for interkilling times is considered and demonstrated. An important result is that any arbitrary interfiring time random variables fit to this study, The interfiring renewal density function given a certain interfiring probability density function can be applied to obtain the corresponding interkilling renewal density function which helps us to estimate the expected number of killing events in a time period. The numerical inversion of Laplace transformation makes these possible and the results appear to be excellent. In case of ammunition supply is limited, an alternative way of getting the probability density function of time to the killing is investigated. The convolution technique may give us a means of settling for this new problem.

• Journal of applied mathematics & informatics
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• 제28권1_2호
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• pp.257-273
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• 2010

One can construct a theory of probability of fractional order in which the exponential function is replaced by the Mittag-Leffler function. In this framework, it seems of interest to generalize some useful classical mathematical tools, so that they are more suitable in fractional calculus. After a short background on fractional calculus based on modified Riemann Liouville derivative, one summarizes some definitions on probability density of fractional order (for the motive), and then one introduces successively fractional Euler's integrals (first and second kind) and fractional Hermite polynomials. Some properties of the Gaussian density of fractional order are exhibited. The fractional probability so introduced exhibits some relations with quantum probability.

• Journal of the Korean Data and Information Science Society
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• 제10권2호
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• pp.415-428
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• 1999

In this paper, we study the saddlepoint approximations for the ratio of two independent sequences of random variables. In Section 2, we review the saddlepoint approximation to the probability density function. In section 3, we derive an saddlepoint approximation formular for the tail probability by following Daniels'(1987) method. In Section 4, we represent a numerical example which shows that the errors are small even for small sample size.