• 한국정보통신학회:학술대회논문집
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• 한국해양정보통신학회 2008년도 추계종합학술대회 B
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• pp.49-52
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• 2008

In this letter, we derive a tight closed form formula for an ergodic rapacity of a multiple-input multiple-output (MIMO) for the application of wireless communications. The derived expression is a simple close-form formula to determine the ergodic capacity of MIMO systems. Assuming the channels are independent and identically distributed (i.i.d.) Rayleigh flat-fading between antenna pairs, the ergodic capacity can be expressed in a closed form as the finite sum of exponential integrals.

• 대한수학회논문집
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• 제29권3호
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• pp.489-496
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• 2014

We drive a closed-form expression for the price of a European quanto call option in the double square root stochastic volatility model.

• 대한수학회논문집
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• 제31권2호
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• pp.415-422
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• 2016

We derive a closed-form expression for the price of a European quanto call option when both foreign and domestic interest rates follow the Vasicek's short rate model.

• 대한수학회보
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• 제56권2호
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• pp.351-364
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• 2019

We derive full closed-form expressions for the prices of European symmetric power quanto call options with four different forms of terminal payoffs under the assumption of the classical lognormal asset price and exchange rate model.

• 한국지진공학회논문집
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• 제22권4호
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• pp.245-251
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• 2018

In this paper, we address some issues in existing seismic hazard closed-form equations and present a novel seismic hazard equation form to overcome these issues. The presented equation form is based on higher-order polynomials, which can well describe the seismic hazard information with relatively high non-linearity. The accuracy of the proposed form is illustrated not only in the seismic hazard data itself but also in estimating the annual probability of failure (APF) of the structural systems. For this purpose, the information on seismic hazard is used in representative areas of the United States (West : Los Angeles, Central : Memphis and Kansas, East : Charleston). Examples regarding the APF estimation are the analyses of existing platform structure and nuclear power plant problems. As a result of the numerical example analyses, it is confirmed that the higher-order-polynomial-based hazard form presented in this paper could predict the APF values of the two example structure systems as well as the given seismic hazard data relatively accurately compared with the existing closed-form hazard equations. Therefore, in the future, it is expected that we can derive a new improved APF function by combining the proposed hazard formula with the existing fragility equation.

• 한국전자통신학회논문지
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• 제10권4호
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• pp.507-512
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• 2015

거리 측정정보를 사용하는 무선위치추정시스템에서 추정기법으로 반복기법기반 근사해를 주로 많이 사용하고 있으나 지역최소문제 및 계산량을 고려해 대안으로 선형 닫힌 형태의 해가 연구되어 왔다. 그러나 각 닫힌 형태의 해는 별도의 특성을 가진 오차요인을 갖고 있으며 이 문제로 인해 그 사용이 제한되기도 한다. 본 논문에서는 대표적인 두 닫힌 형태의 해를 융합하여 각 해가 갖는 오차요인을 서로 상쇄시키는 기법을 제안한다. 두 해를 융합하기 위한 가중치를 각 오차요인이 갖는 오차 특성 기반 퍼지 기법으로 결정하는 방법을 사용한다. 제안된 기법의 성능은 시뮬레이션 기반으로 검증한다.

• 제어로봇시스템학회논문지
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• 제5권3호
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• pp.324-337
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• 1999

In this work, a new 3-PSP type spatial 3-degree-of-freedom parallel mechanism is proposed. And a 6 DOF hybrid manipulator which consists of a 3-PPR type planar 3 DOF parallel mechanism and a new 3-PSP type spatial 3-degree-of-freedom parallel mechanism is proposed. Both 3 DOF mechanism modules have closed-form forward position solutions and particularly, 3-PSP spatial module has unique forward position solution. Firstly, the closed-form position analysis and first-order kinematic analysis for the proposed 3-PSP type module are carried out, and the first-order kinematic characteristics are examined via maximum singular value and the isotropic index of the mechanism. It is shown through these analyses that the mechanism has excellent isotrpic property throughout the workspace. Secondly, position and kinematic analysis of the 3-PPR planar module are briefly described. Thirdly, the forward position analysis for the 3-PPR 3-PSP type 6 degree-of-freedom hybrid mechanism consisting of a 3-PPR planar module and a 3-PSP spatial module is performed along with the analysis of the workspace size and first-order kinematic characteristics. The kinematic characteristics of the proposed hybrid manipulator are compared to those of geometrically similar Stewart manipulator.

• 한국산업정보학회논문지
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• 제19권3호
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• pp.75-85
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• 2014

This paper is to develop and estimate a closed form inflation model using the estimates for real marginal costs in manufacturing industries during the sample period 1975-2010. The production function in manufacturing industry incorporates labor, capital, domestic material, and foreign material, assuming constant returns to scale technology and AR(1) process of technological coefficient. We derive real marginal costs from firm's cost minimization with quarterly data and provide new evidences on the new Keynesian Phillips curve for Korea. The main empirical result is that the closed form coefficients ${\delta}_1$ and ${\delta}^{-1}_2$ in manufacturing for PPI inflation proved to be 0.5086 and 0.8779 respectively, similar to the estimates in the U.S. case. These results also are consistent with the functional relationship between the coefficients in hybrid model and its closed form. Thus the paper suggests that the empirical studies on inflation dynamics need to focus on the manufacturing industry with market power, treating PPI inflation as the dependent variable.

• 한국전자파학회논문지
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• 제17권8호
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• pp.788-794
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• 2006

본 논문에서는 임피던스 반 평면 문제에서 나오는 Sommerfeld 적분의 closed-form을 계산한다. 우선 주어진 Sommerfeld 적분을 두 개의 급수 형태로 표현한다. 급수 중 하나는 exponential integral로 알려진 초월 함수로, 다른 것은 Lommel 함수로 표현이 된다. Lommel 함수 표현으로부터 주어진 Sommerfeld 적분의 closed-form을 incomplete Weber integral로 표현한다. incomplete Weber integral은 여러 분야에서 사용되고 있고 많은 성질들이 알려져 있다. 또 exponential integral 함수 표현으로부터 Sommerfeld 적분을 incomplete Gamma 함수로 근사화한다. 구한 모든 식들은 수칙 적분 결과와 비교하여 validation을 한다.

• 대한전자공학회논문지TC
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• 제37권11호
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• pp.23-31
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• 2000

평면형 구조에서 공간영역 그린함수를 구하기 위해서는 무한 Sommerfeld 적분을 계산하여야 한다. 무한 적분을 짧은 시간에 계산하기 위한 복소 영상법(complex image method)과 2단계 근사화법(two-level method)은 전원점과 관측점 사이의 거리가 가까운 경우에는 정확하지만, 거리가 멀어지면 오차가 커지게 된 다. 본 논문에서는 실수축 상의 적분경로에서 파수영역 그린함수를 근사화 함으로써 코플래너 도파로 구조에서 기존의 결과에 비해 정확한 closed-form 그린함수를 구하는 방법을 제시하였다.