• Journal of the Korea Institute of Information and Communication Engineering
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• v.7 no.1
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• pp.34-41
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• 2003

As a channel of a DS-CDMA system is shared among several users, the receivers face the problem of MAI. Also the bandlimited channel leads to ISI. Both components are undesired, but unlike the additive noise process, which is usually completely unpredictable, their space-time structure helps to estimate and remove them. This paper investigates a DS-CDMA system with a fading multipath channel. The investigations have been separated into a channel estimation part and a reception part. In the estimation part of seperated two parts, the multipath parameters such as DOA and TOA are evaluated in this paper. In the part of receiver, we used these parameters and tested the performance of this receiver about space-time beamformers(Decorrelating, Match-Filter, Wiener-Hopf, Subspace-Based). To assess many different estimation techniques and beamformers, the simulation compared with theoretical values is performed.

• Journal of the Korean Mathematical Society
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• v.33 no.4
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• pp.823-855
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• 1996

We study Dirichlet forms and the associated diffusion processes for the Gibbs measures related to the quantum unbounded spin systems (lattice boson systems) interacting via superstable and regular potentials. This work is a continuation of the author's previous study on the classical systems [LPY] to the quantum cases. In [LPY], we constructed Dirichlet forms and the associated diffusion processes for the Gibbs measures of classical unbounded spin systems. Furthermore, we also showed the essential self-adjointness of the Dirichlet operator and the log-Sobolev inequality for any Gibbs measure under appropriate conditions on the potentials. In this atudy we try to extend the results of the classical systems to the quantum cases. Because of some technical difficulties, we are only able to construct a Dirichlet form and the associated diffusion process for any Gibbs measure of the quantum systems. We utilize the general scheme of the previous work on the theory in infinite dimensional spaces [AH-K1-2, AKR, AR1-2, Kus, MR, Ro, Sch] and the ideas we employed in our study of the calssical systems ]LPY].

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.959-973
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• 2014

Asset pricing models that account for asymmetric volatility in asset prices have been recently proposed. This article presents an efficient Bayesian method to analyze asset-pricing models. The method is developed by devising a partially collapsed Gibbs sampler that capitalizes on the functional incompatibility of conditional distributions without complicating the updates of model components. The proposed method is illustrated using simulated data and applied to daily S&P 500 data observed from September 1980 to August 2014.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2002.11a
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• pp.167-171
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• 2002

As a channel of a DS-CDMA system is shared among several users, the receivers face the problem of MAI. Also the multipath scenario leads to ISI. Both components are undesired, but unlike the additive noise process, which is usually completely unpredictable, their space-time structure helps to estimate and remove them. This paper investigates a DS-CDMA system with a fading multipath channel. The investigations have been separated into a channel estimation part and a reception part. In the first part, the estimation of multipath parameters(DOA, TOA) are considered, space-time beamformers(Decorrelating, Match-Filter, Wiener-Hopf) are performed in the second part. To assess many different estimation techniques and beamformers, the simulation compared with theoretical values is performed.

• Journal of information and communication convergence engineering
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• v.21 no.1
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• pp.90-97
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• 2023

Digital holographic microscopy (DHM) is a three-dimensional (3D) imaging technique that uses the phase information of coherent light. In the reconstruction process of DHM, a narrow region around the positive or negative sideband from the Fourier domain is windowed to avoid noise due to the DC spectrum of the hologram spectrum. However, the limited size of the window also degrades the high-frequency information of the 3D object profile. Although a large window can have more detailed information of the 3D object shape, the noise is increased. To solve this trade-off, we propose phase difference averaging (PDA). The proposed method yields high-frequency information of the specimen while reducing the DC noise. In this paper, we explain the reconstruction algorithm for this method and compare it to various conventional filtering methods including Gaussian, Wiener, average, median, and bilateral filtering methods.

• Nuclear Engineering and Technology
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• v.55 no.12
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• pp.4561-4569
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• 2023

A correct understanding of vibration-based degradation is crucial from the standpoint of maintenance for Steam Generators (SG) as crucial mechanical equipment in nuclear power plants. This study has established a novel approach to developing a model for investigating tube bundle degradation according to crack growth caused by two-phase Flow-Induced Vibration (FIV). An important step in the approach is to calculate the two-phase flow field parameters between the SG tube bundles in various zones using the porous media model to determine the velocity and vapor volume fraction. Afterward, to determine the vibration properties of the tube bundles, the Fluid-Solid Interaction (FSI) analysis is performed in eighteen thermal-hydraulic zones. Tube bundle degradation based on crack growth using the sixteen most probable initial cracks and within each SG thermal-hydraulic zone is performed to calculate useful lifetime. Large Eddy Simulation (LES) model, Paris law, and Wiener process model are considered to model the turbulent crossflow around the tube bundles, simulation of elliptical crack growth due to the vibration characteristics, and estimation of SG tube bundles degradation, respectively. The analysis shows that the tube deforms most noticeably in the zone with the highest velocity. As a result, cracks propagate more quickly in the tube with a higher height. In all simulations based on different initial crack sizes, it was observed that zone 16 experiences the greatest deformation and, subsequently, the fastest degradation, with a velocity and vapor volume fraction of 0.5 m/s and 0.4, respectively.

• Journal of the Institute of Electronics and Information Engineers
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• v.49 no.10
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• pp.202-208
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• 2012

Fetal heart rate monitoring is important information to assess fetal well-being. Non-invasive fetal ECG (electrocardiography) can be derived from maternal abdominal signal. And various promising signal processing methods have been introduced to extract fetal ECG from mother's composite abdominal signal. However, non-invasive fetal ECG monitoring still has not been widely used in clinical practice due to insufficient reliable measurement and difficulty of signal processing. In application of signal processing method to extract fetal ECG, it might be lower signal to noise ratio due to time varying white Gaussian noise. In this paper, time varying Kalman smoother is proposed to remove white noise in fetal ECG and its feasibility is confirmed. Wiener process was set as Kalman system model and covariance matrix was modified according to white Gaussian noise level. Modified error covariance matrix changed Kalman gain and degree of smoothness. Optimal covariance matrix according to various amplitude in Gaussian white noise was extracted by 5 channel fetal ECG model, and feasibility of proposed method could be confirmed.

• International Journal of Computer Science & Network Security
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• v.22 no.11
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• pp.308-318
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• 2022

Noise is a serious issue. While sending images via electronic communication, Impulse noise, which is created by unsteady voltage, is one of the most common noises in digital communication. During the acquisition process, pictures were collected. It is possible to obtain accurate diagnosis images by removing these noises without affecting the edges and tiny features. The New Average High Noise Density Median Filter. (HNDMF) was proposed in this paper, and it operates in two steps for each pixel. Filter can decide whether the test pixels is degraded by SPN. In the first stage, a detector identifies corrupted pixels, in the second stage, an algorithm replaced by noise free processed pixel, the New average suggested Filter produced for this window. The paper examines the performance of Gaussian Filter (GF), Adaptive Median Filter (AMF), and PHDNF. In this paper the comparison of known image denoising is discussed and a new decision based weighted median filter used to remove impulse noise. Using Mean Square Error (MSE), Peak Signal to Noise Ratio (PSNR), and Structure Similarity Index Method (SSIM) metrics, the paper examines the performance of Gaussian Filter (GF), Adaptive Median Filter (AMF), and PHDNF. A detailed simulation process is performed to ensure the betterment of the presented model on the Mini-MIAS dataset. The obtained experimental values stated that the HNDMF model has reached to a better performance with the maximum picture quality. images affected by various amounts of pretend salt and paper noise, as well as speckle noise, are calculated and provided as experimental results. According to quality metrics, the HNDMF Method produces a superior result than the existing filter method. Accurately detect and replace salt and pepper noise pixel values with mean and median value in images. The proposed method is to improve the median filter with a significant change.

• Structural Engineering and Mechanics
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• v.28 no.2
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• pp.129-152
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• 2008

This paper considers the solution of the stochastic differential equations (SDEs) with random operator and/or random excitation using the spectral SFEM. The random system parameters (involved in the operator) and the random excitations are modeled as second order stochastic processes defined only by their means and covariance functions. All random fields dealt with in this paper are continuous and do not have known explicit forms dependent on the spatial dimension. This fact makes the usage of the finite element (FE) analysis be difficult. Relying on the spectral properties of the covariance function, the Karhunen-Loeve expansion is used to represent these processes to overcome this difficulty. Then, a spectral approximation for the stochastic response (solution) of the SDE is obtained based on the implementation of the concept of generalized inverse defined by the Neumann expansion. This leads to an explicit expression for the solution process as a multivariate polynomial functional of a set of uncorrelated random variables that enables us to compute the statistical moments of the solution vector. To check the validity of this method, two applications are introduced which are, randomly loaded simply supported reinforced concrete beam and reinforced concrete cantilever beam with random bending rigidity. Finally, a more general application, randomly loaded simply supported reinforced concrete beam with random bending rigidity, is presented to illustrate the method.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.471-481
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• 2013

The current VaR Model based on J. P. Morgan's RiskMetrics has problem that actual loss exceeds VaR under unstable economic conditions because the current VaR Model can't re ect future economic conditions. In general, any corporation's stock price is determined by the rm's idiosyncratic factor as well as the common systematic factor that in uences all stocks in the portfolio. In this study, we propose an One-factor VaR Model for stock portfolio which is decomposed into the common systematic factor and the rm's idiosyncratic factor. We expect that the actual loss will not exceed VaR when the One-factor Model is implemented because the common systematic factor considering the future economic conditions is estimated. Also, we can allocate the stock portfolio to minimize the loss.