• 품질경영학회지
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• 제40권2호
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• pp.117-125
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• 2012

For the highly reliable products, an accelerated degradation test (ADT) is a useful tool which has been employed in industry to obtain reliability-related information within an affordable amount of time and cost. In an ADT, as all other reliability tests, it is important to carefully design the ADT beforehand to obtain estimates of the quantities of interest as precisely as possible. In this paper, optimal ADTs are developed assuming that the constant-stress loading method is employed and the degradation characteristic follows a Wiener process. Under the constraint that the total cost does not exceed a pre-specified budget, the stress levels, the number of test units allocated to each stress level and the number of measurement (termination time) are determined such that the asymptotic variance of the maximum likelihood estimator of the q-th quantile of the lifetime distribution at the use condition is minimized.

• 한국인터넷방송통신학회논문지
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• 제11권4호
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• pp.245-249
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• 2011

본 논문에서 등가의 Wiener-Hopf 공식을 제안한다. 제안된 알고리듬은 입력신호들이 직교하는 경우 TDL 필터의 가중치 벡터와 오차를 동시에 가질 수 있게 된다. 등가의 Wiener-Hopf 방정식은 최소 평균 자승 오차 방식에 근여 이론적으로 분석이 되었다. 제안된 알고리듬의 성능 결과는 원래 Wiener-Hopf 방정식의 성능과 동일함을 확인할 수 있다. 결론적으로 제안된 방식은 격자 필터가 적용되는 경우 TDL 필터 계수를 가지게 된다. 게다가 새로운 비용함수가 제안되어 더욱 우수한 적응신호처리 분야에서의 발전을 보일 것으로 기대된다.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제16권1호
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• pp.107-119
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• 2009

In this paper we define a Banach algebra on very general function space induced by a generalized Brownian motion process rather than on Wiener space, but the Banach algebra can be considered as a generalization of Fresnel class defined on Wiener space. We then show that several interesting functions in quantum mechanic are elements of the class.

• 한국정보과학회:학술대회논문집
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• 한국정보과학회 1998년도 가을 학술발표논문집 Vol.25 No.2 (1)
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• pp.676-678
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• 1998

본 논문에서는 Information-Based Complexity분양의 문제들 중 그 complexity를 계산하기 매우 어렵거나 불가능한 문제들의 오차를 분석하기 위해서 k-fold Wiener process를 생성하는 algorithm에 대해 연구하고, 이 algorithm을 실제 프로그램 하였다. 또한 이 프로그램이 생성한 함수가 실제 k-fold Wiener process와 아주 근사하다는 것을 Kolmogorov-Smirnov test를 통하여 보여준다. 이 프로그램을 이용하면 여러 문제들의 average case error를 Monte-Carlo Simulation 과 같은 방법을 사용하여 실험적으로 계산할 수 있다.

• International Journal of Internet, Broadcasting and Communication
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• 제4권1호
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• pp.18-22
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• 2012

In this paper, we propose an equivalent Wiener-Hopf equation. The proposed algorithm can obtain the weight vector of a TDL(tapped-delay-line) filter and the error simultaneously if the inputs are orthogonal to each other. The equivalent Wiener-Hopf equation was analyzed theoretically based on the MMSE(minimum mean square error) method. The results present that the proposed algorithm is equivalent to original Wiener-Hopf equation. In conclusion, our method can find the coefficient of the TDL (tapped-delay-line) filter where a lattice filter is used, and also when the process of Gram-Schmidt orthogonalization is used. Furthermore, a new cost function is suggested which may facilitate research in the adaptive signal processing area.

• Journal of the Korean Statistical Society
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• 제26권1호
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• pp.57-74
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• 1997

Csorgo-Revesz type theorems for Wiener process are developed to those for Gaussian process. In particular, some results of superior and inferior limits for the increments of a Gaussian process are differently obtained under mild conditions, via estimating probability inequalities on the suprema of a Gaussian process.

• 충청수학회지
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• 제5권1호
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• pp.23-34
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• 1992

This is an extension of results of Wiener's nonlinear noise theory from noises generated by the Wiener process to noises generated by processes with stationary Gaussian increments. In particular, using Nisio's Approach, we show that every measurable ergodic noise can be approximated in law by Gaussian process-presentable noise.

• 대한전자공학회논문지
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• 제17권3호
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• pp.1-11
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• 1980

전자공학분야와 관련분야(일반력학, 물리 및 수학등) 사이의 용어의 차이를 해소하기 위한 노력을 계속하였고 통계학의 석학Box 씨와 Jenkins씨의 time series analysis의 입문을 위한 주변설명과 용어소개를 꾀하였다. 끝으로 Wiener의 filter와 Kalman-Bucy의 Algorithm을 설명하고 Hadamard를 위시한 변환기술의 유리점을 정리하여 보았다.

• 대한수학회논문집
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• 제15권4호
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• pp.715-721
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• 2000

It is known that one can generate functions distributed according to ${\gamma}$-fold Wiener measure. So we could estimate the average case errors in a similar way as in Monte-Carlo method. Hence we study the basic properties of the generator of random functions. n addition, because the ${\gamma}$-fold Wiener process is truly infinitely dimensional and a computer can only handle finitely dimensional spaces, we study in this paper, the properties of generator for an m-dimensional approximation of the ${\gamma}$-fold Wiener process.

• Journal of information and communication convergence engineering
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• 제9권5호
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• pp.500-504
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• 2011

In this paper, we propose an equivalent Wiener-Hopf equation. The proposed algorithm can obtain the weight vector of a TDL(tapped-delay-line) filter and the error simultaneously if the inputs are orthogonal to each other. The equivalent Wiener-Hopf equation was analyzed theoretically based on the MMSE(minimum mean square error) method. The results present that the proposed algorithm is equivalent to original Wiener-Hopf equation. The new algorithm was applied into the identification of an unknown system for evaluating the performance of the proposed method. We compared the Wiener-Hopf solution with the equivalent Wiener-Hopf solution. The simulation results were similar to those obtained in the theoretical analysis. In conclusion, our method can find the coefficient of the TDL (tapped-delay-line) filter where a lattice filter is used, and also when the process of Gram-Schmidt orthogonalization is used. Furthermore, a new cost function is suggested which may facilitate research in the adaptive signal processing area.