• Title/Summary/Keyword: realized variance

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Synthesis of the State-space Digital Filter with Minimum Statistical Cofficient Sensitivity (최소총계적계수 감도를 갖는 상태공간 디지틀 필터의 합성)

  • 문용선;박종안
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.13 no.6
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    • pp.510-520
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    • 1988
  • In this paper, the output error variance due to the differential vcariation of the state-space coefficient [ABCD], which is the coefficient quentization error, is normalized on the variance for cases that infinite wordlength state-space digital filter is realized by the finite one. That is, defining S as the statistical sensitivity and extending controllability gramian, observability gramian, and 2nd order mode analysis method to the state space digital filter, we synthesize the realization structure with the minimum statistical sensitivity and prove the effecency of the minimum statistical sensitivity structure synthesis by the simulation.

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Design of the optimal stochastic inputs for linear system parameter estimation (선형계통의 파라미터 추정을 위한 최적 확률 입력신호의 설계)

  • ;;Lee, S. W.
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.168-173
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    • 1987
  • The optimal Input design problem for linear system Which have the common parameters in the system and noise transfer functions. Exploiting the assumed Model structure and deriving the information matrix structure in detail, D-optimal open-loop stochastic input can be realized as an ARMA process under the Input or output variance constraints. In spite of the reduced order, It Is necessary to develop an efficient algorithms for the optimation with respect to the .rho..

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Combining Ability Analysis and Selection Effectiveness for Tolerance to Cold-Induced Sterility in Rice (벼 장해형 내냉성의 조합능력검정과 선발효과)

  • Huhn Pal, Moon;J. Neil, Rutger
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.33 no.4
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    • pp.412-419
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    • 1988
  • Cold-induced sterility is a problem of rice (Oryza sativa L.) production in temperate regions and high elevation tropics. The present study was conducted to measure combining ability, determine character associations. and to evaluate effectiveness of F$_2$selection for tolerance to this type of cold injury. The F$_1$, F$_2$, F$_3$ and reciprocal backcross F$_1$ populations of a nine-parent diallel were grown at Davis, California. a relatively cool location for rice. Additive genetic variance was predominant but some non -additive genetic variance existed for cold tolerance. Good general combining ability (GCA) was generally associated with the cold tolerant parents, 'M-201', and 'L-201', and poor GCA with the most susceptible parent. 7703008. Sterility was positively correlated with late heading. negatively with mature plant height. and negatively with spikelet number. Of the three agronomic characters, heading date had the greatest influence on sterility. Selection of F$_2$'s in seven crosses involving M-101, the most cold-tolerant parent, was effective for increasing cold tolerance. Realized heritability estimates for cold tolerance averaged 0.53, and observed selection response for cold-induced sterility averaged -9.4 percentage points.

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THE VALUATION OF TIMER POWER OPTIONS WITH STOCHASTIC VOLATILITY

  • MIJIN, HA;DONGHYUN, KIM;SERYOONG, AHN;JI-HUN, YOON
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.26 no.4
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    • pp.296-309
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    • 2022
  • Timer options are one of the contingent claims that, for given the variance budget, its payoff depends on a random maturity in terms of the realized variance unlike the standard European vanilla option with a fixed time maturity. Since it was first launched by Société Générale Corporate and Investment Banking in 2007, the valuation of the timer options under several stochastic environment for the volatility has been conducted by many researches. In this study, we propose the pricing of timer power options combined with standard timer options and the index of the power to the underlying asset for the investors to actualize lower risks and higher returns at the same time under the uncertain markets. By using the asymptotic analysis, we obtain the first-order approximation of timer power options. Moreover, we demonstrate that our solution has been derived accurately by comparing it with the solution from the Monte-Carlo method. Finally, we analyze the impact of the stochastic volatility with regards to various parameters on the timer power options numerically.

A Study on SOA Driver with Capability to Control Current and Temperature Transient Response (온도 및 전류의 과도응답 제어가 가능한 SOA Driver에 관한 연구)

  • Eom, Jinseob
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.28 no.2
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    • pp.1-8
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    • 2014
  • In this paper, SOA Current and Temperature Driver which consisted of LabVIEW programming part capable of current and temperature transient response pattern design, DAQ module for analog voltage in&out, and voltage to current converting chips has realized. The output current(possible to 3A) from the Driver to SOA was clearly constant without ripple and also showed no variance until 1mA unit for a long time operation. The temperature of TEC took several seconds to reach a set temperature, and were maintained stably within ${\pm}^0.1{\circ}C$ for several hours. The proposed Driver can replace the previous high cost SOA Drivers for wavelength swept lasers fully and provides the convenience of transient response design capability for current and temperature.

A Study on SOA Dimming Driver with Current Pattern Design Capability (전류 패턴의 설계가 가능한 SOA Dimming Driver에 관한 연구)

  • Lee, Juchan;Eom, Jinseob
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.27 no.2
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    • pp.22-28
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    • 2013
  • In this paper, the low cost SOA Dimming Driver which consisted of LabVIEW programming part capable of current pattern design, DAQ module for analog voltage output, and voltage to current converter has realized. The output current(possible to 3A) from the Driver was clearly constant without ripple and also showed no variance until 1mA unit for a long time operation. The proposed low cost Driver can replace the previous high cost SOA Drivers for wavelength swept lasers fully and provide the convenience and safety of auto-supplying a designed current pattern.

The Design of a Fuzzy Adaptive Controller for the Process Control (공정제어를 위한 퍼지 적응제어기의 설계)

  • Lee Bong Kuk
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.30B no.7
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    • pp.31-41
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    • 1993
  • In this paper, a fuzzy adaptive controller is proposed for the process with large delay time and unmodelled dynamics. The fuzzy adaptive controller consists of self tuning controller and fuzzy tuning part. The self tuning controller is designed with the continuous time GMV (generalized minimum variance) using emulator and weighted least square method. It is realized by the hybrid method. The controller has robust characteristics by adapting the inference rule in design parameters. The inference processing is tuned according to the operating point of the process having the nonlinear characteristics considering the practical application. We review the characteristics of the fuzzy adaptive controller through the simulation. The controller is applied to practical electric furnace. As a result, the fuzzy adaptive controller shows the better characteristics than the simple numeric self tuning controller and the PI controller.

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A Study on the Characteristics of Intake Port Flow and Performance with Swirl Ratio Variance in a Turbocharged D.I. Diesel Engine (과급 디젤엔진에서 선회비 변경에 따른 흡기 포트유동 및 엔진성능 특성에 관한 연구)

  • Yoon, Jun-Kyu;Cha, Kyung-Ok
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.24 no.9
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    • pp.1185-1194
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    • 2000
  • The characteristics of intake port flow and engine performance with swirl ratio variance in a turbocharged D.I. diesel engine were studied in this paper. The intake port flow is important factor which have influence on the engine performance and exhaust emission because the properties in the injected fuel depend on the combustion characteristics. Through these experiments it can be expected to satisfy performance and emission by optimizing the main parameters; the swirl ratio of intake port, injection timing and compression ratio. The swirl ratio for ports was modified by hand-working and measured by impulse swirl meter. For the effects on performance and emission, the brake torque and brake specific fuel consumption were measured by engine dynamometer, NOx and smoke were measured by gas analyzer and smoke meter. The results of steady flow test are as follows; as the valve eccentricity ratio are closed to cylinder wall, the flow coefficient and swirl intensity are increased. Also we realized that there is a trade-off that the increase of swirl ratio decreases mean flow coefficient and increases the Gulf factor. And the optimum parameters to meet performance and emission through engine test are as follows; the swirl ratio 2.43, injection timing BTDC 13oCA and compression ratio 15.5.

Performance Analysis of Clock Recovery for OFDM/QPSK-DMR System Using Band Limited-Pulse Shaping Filter (대역 제한 필터를 이용하는 OFDM/QPSK-DMR 시스템을 위한 클럭 복조기의 성능 분석)

  • 안준배;양희진;강희곡;오창헌;조성준
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.8 no.2
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    • pp.245-249
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    • 2004
  • In this paper, we have proposed a clock recovery algorithm of Orthogonal Frequency Division Multiplexing/Quadrature Phase Shift Keying Modulation-Digital Microwave Radio(OFDM/QPSK-DMR) system using Band Limited-Pulse Shaping Filter(BL-PSF) and compared the clock phase error variance of OFDM/QPSK-DMR system with that of single carrier DMR system. The OFDM/QPSK-DMR system using windowing method requires training sequence or Cyclic Prefix (CP) to synchronize the clock phase of received signal. But transmit efficient is increased in our proposed DMR system because of no using redundant data such as training sequence or CP. The proposed clock recovery algorithm is simply realized in the OFDM/QPSK-DMR system using BL-PSF. The simulation results confirm that the proposed clock recovery algorithm has the same clock phase error variance performance in a single carrier DR system under Additive White Gaussian Noise(AWGN) environment.

Stock Price Return and Variance of Unlisted Start-ups (비상장 스타트업의 주가수익률과 분산)

  • KANG, Won;SHIN, Jung-Soon
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.17 no.1
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    • pp.29-43
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    • 2022
  • This study measures the realized rate of return of venture capital(VC) fund at the level of investment agreement(as opposed to fund level returns reported by most of the relevant studies). It also measures the stock price return of the VC's portfolio firms (unlisted start-ups) at firm level(as opposed to fund returns) and its variance for the first time using unique data of the VC funds held by the Korean Venture Capital Association. Results of the analysis confirm that VC fund returns exceed individual stock price returns. Additionally, it is confirmed that VC portfolio firms exhibit a positive relationship between risk and return measured by total risk. Finally, we find that stock price returns at firm level are lower than that implied by the associated levels of risk. Consequently, this may make individual investors hesitate to directly buy unlisted startups' stocks even when investment in individual startup companies guarantees high risk-high returns relationship.