• Journal of Electrical Engineering and Technology
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• v.8 no.1
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• pp.80-89
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• 2013

This paper presents an efficient approach for solving economic dispatch (ED) problems with nonconvex cost functions using a 'Mean-Variance Optimization (MVO)' algorithm with Kuhn-Tucker condition and swap process. The aim of the ED problem, one of the most important activities in power system operation and planning, is to determine the optimal combination of power outputs of all generating units so as to meet the required load demand at minimum operating cost while satisfying system equality and inequality constraints. This paper applies Kuhn-Tucker condition and swap process to a MVO algorithm to improve a global minimum searching capability. The proposed MVO is applied to three different nonconvex ED problems with valve-point effects, prohibited operating zones, transmission network losses, and multi-fuels with valve-point effects. Additionally, it is applied to the large-scale power system of Korea. The results are compared with those of the state-of-the-art methods as well.

• Honam Mathematical Journal
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• v.31 no.3
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• pp.369-380
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• 2009

Let $X,X_1,X_2,\;{\cdots}$ be identically distributed and negatively associated random variables with mean zeros and positive, finite variances. We prove that, if $E{\mid}X_1{\mid}^r$ < ${\infty}$, for 1 < p < 2 and r > $1+{\frac{p}{2}}$, and $lim_{n{\rightarrow}{\infty}}n^{-1}ES^2_n={\sigma}^2$ < ${\infty}$, then $lim_{{\epsilon}{\downarrow}0}{\epsilon}^{{2(r-p}/(2-p)-1}{\sum}^{\infty}_{n=1}n^{{\frac{r}{p}}-2-{\frac{1}{p}}}E\{{{\mid}S_n{\mid}}-{\epsilon}n^{\frac{1}{p}}\}+={\frac{p(2-p)}{(r-p)(2r-p-2)}}E{\mid}Z{\mid}^{\frac{2(r-p)}{2-p}}$, where $S_n\;=\;X_1\;+\;X_2\;+\;{\cdots}\;+\;X_n$ and Z has a normal distribution with mean 0 and variance ${\sigma}^2$.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.1477-1480
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• 1997

This paper is concerned with the design of a suboptimal robust Kalman filter using LMI approach for system models in the state space, which are subjected to parameter uncertainties in both the state and measurement atrices. Under the assumption that augmented system composed of the uncertain system and the state estimation error dynamics should be stable, a Lyapunov inequality is obtained. And from this inequaltiy, the filter design problem can be transformed to the gneric LMI problems i.e., linear objective minimization problem and generalized eigenvalue minimization problem. When applied to uncertain linear system modles, the proposed filter can provide the minimum upper bound of the estimation error variance for all admissible parameter uncertainties.

• The Korean Journal of Applied Statistics
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• v.3 no.1
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• pp.89-103
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• 1990

An analysis of mean procedure is presented for testing the significance of two factor interactions for unbalanced case. When at least one factor if at only two levels, the technique is the same as that of Ott(1967) and Nelson(1988) except that we have used the critical value by using the Sidak's multiplicative inequality. The technique can be extended to the case in which both factors more than two levels. Tables of critical values g($\alpha ; (p, q) ; v$) are given for $\alpha$=0.05 and 0.01 ; (p, q) combinations satisfying $3 \leq p \leq q \leq 5$ ; and various degrees of freedom v. We present and prove the formula of the variance of the interactions for the n-way model.

• Journal of the Korean Home Economics Association
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• v.29 no.2
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• pp.135-154
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• 1991

The purposes of this study are: 1) To find out overall family life issues percieved by the middle-classhousewives in their forties. 2) To examine detailed aspects related to middle years crises, leisure activities, children issues, family economy issues, and housing issues. 3) To clarify solutions to, and provide basic data on family issues raised by the middle-class families. The middle-class housewives in their forties living in the Seoul area were the subject of the survey. The sample size analysed in this study was 422. Data were analysed by the frequency, mean, percentile, standard deviation, X2-test, analysis of variance, multiple classification analysis, analysis of multiple regression, and Scheffe-test as a post-hoc analysis. The conclusions are as follows: First, the middle-class housewives tend to give more importance on children issues, especially on academic achievement and career development. Second, family cohesion of middle-class families is comparatively high and intra-familial conflict is low, and middle years crisis of housewives is comparatively low, too. Third, the stability of middle-class families can be found in household economic management patterns. one fourth of the families own stocks and two fifths of the families own real estate except their own dwelling house. Be based on their property income add to their labor income, middle-class families are showed their economic stability, however, intra-class inequality is found, too. Fourth, the great part of middle-class families that possess their own house, tend to be unsatisfied with their housig scale, and a half of the families expect to enlarge their housing scale for more comfortable and convient living.

• Transactions on Control, Automation and Systems Engineering
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• v.1 no.2
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• pp.134-140
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• 1999

The robust generalized H2 filtering problem for a class of discrete time uncertain linear systems satisfying the sum quadratic constraints(SQCs) is considered. The objective of this paper is to develop robust stability condition using SQCs and design a robust generalized Ha filter to take place of the existing robust Kalman filter. The robust generalized H2 filter is designed based on newly derived robust stability condition. The robust generalized Ha filter bounds the energy to peak gain from the energy bounded exogenous disturbances to the estimation errors under the given positive scalar ${\gamma}$. Unlike the robust Lalman filter, it does not require any spectral assumptions about the exogenous disturbances . Therefore the robust generalized H2 filter can be considered as a deterministic formulation of the robust Kalman filter. Moreover, the variance of the estimation error obtained by the proposed filter is lower than that by the existing robust Kalman filter. The robustness of the robust generalized H2 filter against the uncertainty and the exogenous signal is illustrated by a simple numerical example.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.3
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• pp.234-240
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• 1999

This paper presents a new approach for large-scale generator maintenance scheduling optimizations. The generator preventive maintenance scheduling problems are typical discrete dynamic n-dimensional vector optimization ones with several inequality constraints. The considered objective function to be minimized a subset of{{{{ { R}^{n } }}}} space is the variance (i.g., second-order momentum) of operating reserve margin to levelize risk or reliability during a year. By its nature of the objective function, the optimal solution can only be obtained by enumerating all combinatorial states of each variable, a task which leads to computational explosion in real-world maintenance scheduling problems. This paper proposes a new priority search mechanism based on each generator's discrete sensitivity value which was analytically developed in this study. Unlike the conventional capacity-based priority search, it can prevent the local optimal trap to some extents since it changes dynamically the search tree in each iteration. The proposed method have been applied to two test systems (i.g., one is a sample system with 10 generators and the other is a real-world lage scale power system with 280 generators), and the results anre compared with those of the conventional capacith-based search method and combinatorial optimization method to show the efficiency and effectiveness of the algorithm.

• Asia-Pacific Journal of Business
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• v.15 no.2
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• pp.223-236
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• 2024

Purpose - The purpose of the paper is to empirically investigate the asymmetric adjustment of loan and deposit interest rates among banks and non-bank depository institutions. Design/methodology/approach - We construct a VAR model using time series data comprising loan and deposit interest rates of banks and non-bank depository institutions, along with the call rate. Based on this model, we conduct impulse-response analysis and variance decomposition to investigate the dynamic relationship between the interest rates. Findings - In the case of banks and credit unions, the responses of deposit rates to the call rate are larger than the responses of loan rates, and we cannot find evidence of non-linear responses. In the case of savings banks, the responses of loan rates to the call rate are larger than the responses of deposit rates. The responses of loan rates to a positive call rate shock are statistically significant, while the responses of loan rates to a negative call rate shock are not statistically significant. Research implications or Originality - This study differs from previous research in that it examines the asymmetric response of loan and deposit rates of both banks and non-bank financial institutions to changes in the call rate. The implications for the impact of these findings on the financial system and income inequality are presented.

• The Journal of the Korea institute of electronic communication sciences
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• v.16 no.4
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• pp.591-598
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• 2021

The digital phase-locked loops(DPLL) is a circuit used for phase synchronization and has been generally used in various fields such as communication and circuit fields. State estimators are used to design digital phase-locked loops, and infinite impulse response state estimators such as the well-known Kalman filter have been used. In general, the performance of the infinite impulse response state estimator-based digital phase-locked loop is excellent, but a sudden performance degradation may occur in unexpected situations such as inaccuracy of initial value, model error, and disturbance. In this paper, we propose a minimum variance finite impulse response filter with optimal horizon for designing a new digital phase-locked loop. A numerical method is introduced to obtain the measured value interval length, which is an important parameter of the proposed finite impulse response filter, and to obtain a gain, the covariance matrix of the error is set as a cost function, and a linear matrix inequality is used to minimize it. In order to verify the superiority and robustness of the proposed digital phase-locked loop, a simulation was performed for comparison and analysis with the existing method in a situation where noise information was inaccurate.

• Journal of Korean Society of Transportation
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• v.21 no.3
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• pp.15-22
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• 2003

In general, the linear regression model has been used to estimate trip generation in the travel demand forecasting procedure. However, the model suffers from several methodological limitations. First, trips as a dependent variable with non-negative integer show discrete distribution but the model assumes that the dependent variable is continuously distributed between -$\infty$ and +$\infty$. Second, the model may produce negative estimates. Third, even if estimated trips are within the valid range, the model offers only forecasted trips without discrete probability distribution of them. To overcome these limitations, a poisson model with a assumption of equidispersion has frequently been used to analyze count data such as trip frequencies. However, if the variance of data is greater than the mean. the poisson model tends to underestimate errors, resulting in unreliable estimates. Using overdispersion test, this study proved that the poisson model is not appropriate and by using Vuong test, zero inflated negative binomial model is optimal. Model reliability was checked by likelihood test and the accuracy of model by Theil inequality coefficient as well. Finally, marginal effect of the change of socio-demographic characteristics of households on trips was analyzed.