• Proceedings of the Korean Society For Composite Materials Conference
• /
• 2001.05a
• /
• pp.102-105
• /
• 2001

In this paper, the solution of two dimensional deflection of circular wavy elastica beam was obtained for one end clamped boundary and concentrated load condition. The beam was regarded as a linear elastic material. Wavy shape was described as a combination of half-circular arc smoothly connected each other with constant curvature of all the same magnitude and alternative sign. Also load direction was taken into account. As a result, the solution was expressed in terms of a series of integral equations. While we found the exact solutions and expressed them in terms of elliptic integrals, the recursive ignition formulae about the displacement and arc length at each segment of circular section were obtained. Algorithm of determining unknown parameters was established and the profile curve of deflected beam was shown compared with initial shape.

• Journal of Institute of Control, Robotics and Systems
• /
• v.12 no.3
• /
• pp.201-207
• /
• 2006

A robust Kalman filtering method for uncertain stochastic systems is suggested by adopting a perturbation estimation process which is to reconstruct total uncertainty with respect to the nominal state transition equation. The predictor and corrector of discrete Kalman filter are reformulated with the perturbation estimator. Successively, the state and perturbation estimation error dynamics and the corresponding error covariance propagation equations are derived as well. Finally we have the recursive algorithm of Combined Kalman Filter-Perturbation Estimator (CKF). The proposed combined Kalman filter-perturbation estimator has the property of integrating innovations and the adaptation capability to system uncertainties. A numerical example is shown to demonstrate the effectiveness of the proposed scheme.

• Journal of Korean Institute of Industrial Engineers
• /
• v.23 no.3
• /
• pp.545-557
• /
• 1997

This paper deals with dynamic optimal pricing for new products by a firm which maximizes the discounted profit stream of it's own in a duopoly. The problem is constructed as differential games and dynamic optimization theory. Cost is assumed to decline as time goes on. A modified customer's choice model is formulated as a diffusion model and we solve a dynamic optimization problem by adopting the diffusion model. Since this paper focus on deriving real prices not showing a time trend, we formulate recursive form equations of costate variables(shadow price) and a simultaneous equation of price. Hence we derive a dynamic optimal pricing model for using in real market. In particular, we construct a dynamic optimal pricing model in the case that there are benefits from not only new subscribers but also previous subscribers. We analyze instant camera market in U.S.A(1976-1985) by utilizing the above model.

• The Transactions of the Korean Institute of Electrical Engineers
• /
• v.39 no.4
• /
• pp.364-370
• /
• 1990

In this paper, we propose a self-tuning PID controller for unknown systems with time-varying delay. Using pole placement equations, we derive the controller that can be extended to the multi-step time delay case. The time-varying delays are estimated by a prediction error delay method using multiple predictors. Since the order of the estimation vector is not increased, the persistant exciting condition of control input is alleviated. Since the least square method gives biased parameter estimates for colored noise cases, the recursive instrumental variable method is used to estimate system parameters. The computational burden of the proposed method is less than the conventional adaptive methods. Computer simulations are performed to illustrate the efficiency of the proposed method.

• Journal of Electrical Engineering and information Science
• /
• v.3 no.3
• /
• pp.373-384
• /
• 1998

This paper presents a maneuvering target model with the maneuver dynamics modeled as a jump process of Poisson-type. The jump process represents the deterministic maneuver(or pilot commands) and is described by a stochastic differential equation driven by a Poisson process taking values a set of discrete states. Employing the new maneuver model along with the noisy observations described by linear difference equations, the author has developed a new linear, recursive, unbiased minimum variance filter, which is structurally simple, computationally efficient, and hence real-time implementable. Futhermore, the proposed filter does not involve a computationally burdensome technique to compute the filter gains and corresponding covariance matrices and still be able to track effectively a fast maneuvering target. The performance of the proposed filter is assessed through the numerical results generated from the Monte-Carlo simulation.

• The Transactions of the Korean Institute of Electrical Engineers C
• /
• v.48 no.2
• /
• pp.141-146
• /
• 1999

The eigenvalue equations of multiple waveguides with step-index profile are derived by using the WKB theory. Phase changes unique to step-index discontinuity areintroduced when applying the WKB connection formula to turning points. The transfer matrix method is employed for the analysis of multiple structure and the derived eigenvalue equation are represented in the recursive form. The results by the WKB are compared with those by the FEM for a three-waveguide coupler.

• Journal of applied mathematics & informatics
• /
• v.22 no.1_2
• /
• pp.247-262
• /
• 2006

The main objective of this paper is to study the boundedness character, the periodic character and the global stability of the positive solutions of the following difference equation $x_{n+1}=\frac{{\alpha}x_n+{\beta}x_{n-1}+{\gamma}x_{n-2}+{\delta}x_{n-3}}{Ax_n+Bx_{n-1}+Cx_{n-2}+Dx{n-3}}$, n=0, 1, 1, ... where the coefficients A, B, C, D, ${\alpha},\;{\beta},\;{\gamma},\;{\delta}$ and the initial conditions x-3, x-2, x-1, x0 are arbitrary positive real numbers.

• Journal of applied mathematics & informatics
• /
• v.27 no.5_6
• /
• pp.1033-1047
• /
• 2009

In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

• Journal of Mechanical Science and Technology
• /
• v.19 no.spc1
• /
• pp.312-319
• /
• 2005

For real time dynamic simulation, two different subsystem synthesis methods with independent generalized coordinates have been developed and compared. In each formulation, the subsystem equations of motion are generated in terms of independent generalized coordinates. The first formulation is based on the relative Cartesian coordinates with respect to moving subsystem base body. The second formulation is based on the relative joint coordinates using recursive formulation. Computational efficiency of the formulations has been compared theoretically by the arithmetic operational counts. In order to verify real-time capability of the formulations, bump run simulations of a quarter car model with SLA suspension subsystem have been carried out to measure the actual CPU time.

• Proceedings of the KSME Conference
• /
• 2003.11a
• /
• pp.1724-1729
• /
• 2003

Two different subsystem synthesis methods with independent generalized coordinates have been developed and compared. In each formulation, the subsystem equations of motion are generated in terms of independent generalized coordinates. The first formulation is based on the relative Cartesian coordinates with respect to moving subsystem base (virtual) body. The second formulation is based on the relative joint coordinates using recursive formulation. Computational efficiency of the formulations has been compared theoretically by the operational counting method.