• Journal of the Korean Mathematical Society
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• v.39 no.4
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• pp.495-507
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• 2002

In this paper, the characterization results related to Chernoff-type inequalities are applied for exponential-type (continuous and discrete) families. Upper variance bound is obtained here with a slightly different technique used in Alharbi and Shanbhag [1] and Mohtashami Borzadaran and Shanbhag [8]. Some results are shown with assuming measures such as non-atomic measure, atomic measure, Lebesgue measure and counting measure as special cases of Lebesgue-Stieltjes measure. Characterization results on power series distributions via Chernoff-type inequalities are corollaries to our results.

• Journal of Intelligence and Information Systems
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• v.22 no.2
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• pp.115-125
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• 2016

The Bollinger Band indicating the current price position in the recent price action range is obtained by adding/substracting the simple standard deviation (SSD) to/from the simple moving average (SMA). In this paper, we first compare the characteristics of the SMA and the exponential moving average (EMA) in the operator's point of view. A basic equation is obtained between the interval length N of the SMA operator and the weighting factor ${\rho}$ of the EMA operator, that makes the centers of the 1st order momentums of each operator impulse respoinse identical. For equivalent N and ${\rho}$, frequency response examples are obtained and compared by using the discrete time Fourier transform. Based on observation that the SMA operator reacts more excessively than the EMA operator, we propose a novel exponential standard deviation (ESD) band centered at the EMA and derive an auto recursive formula for the proposed ESD band. Practical examples for the ESD band show that it has a smoother bound on the price action range than the Bollinger Band. Comparisons are also made for the gap corrected chart to show the advantageous feature of the ESD band even in the case of gap occurrence. Trading techniques developed for the Bollinger Band can be straight forwardly applied to those for the ESD band.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.972-975
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• 1996

This paper presents a sufficient condition for robust stability of discrete-time systems with delayed nonlinear perturbations. Using state evolution method, the bound on the norms of nonlinear perturbation which guarantees the exponential stability of the systems, is found. The numerical example is given to illustrate the results.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.16 no.1
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• pp.51-64
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• 2012

This paper provides an efficient dimension reduction algorithm of the positive realization of discrete phase type(DPH) distributions. The relationship between the representation of DPH distributions and the positive realization of the positive system is explained. The dimension of the positive realization of a discrete phase-type realization may be larger than its McMillan degree of probability generating functions. The positive realization with sufficient large dimension bound can be obtained easily but generally, the minimal positive realization problem is not solved yet. We propose an efficient dimension reduction algorithm to make the positive realization with tighter upper bound from a given probability generating functions in terms of convex cone problem and linear programming.

• Journal of Institute of Control, Robotics and Systems
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• v.4 no.5
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• pp.567-573
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• 1998

본 논문에서는 입력과 상태변수에 hard constraint가 있는 이산시간 시스템에 대한 새로운 이동구간 제어기를 제안한다. 제안된 이동구간제어기가 terminal ellipsoid constraint를 이용하여 지수 안정성(exponential stability)을 보장함을 보인다. Feasibility를 증가시키기 위하여 시스템을 안정 모드와 불안정 모드로 바꾸는 방법, constraint를 완화하는 방법을 제안한다. Constraint를 완화할 때 constraint를 만족시키지 못하는 부분의 성능을 개선시키는 방법을 제안하고 예제를 통해서 몇 가지 제안한 방법들을 비교한다.

• Wind and Structures
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• v.18 no.3
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• pp.215-233
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• 2014

This paper presents a method to extract flutter derivatives of bridge decks based on a combination of the computational fluid dynamics (CFD), system simulations and system identifications. The incompressible solver adopts an Arbitrary Lagrangian-Eulerian (ALE) formulation with the finite volume discretization in space. The imposed sectional motion in heaving or pitching relies on exponential time series as input, with aerodynamic forces time histories acting on the section evaluated as output. System identifications are carried out to fit coefficients of the inputs and outputs of ARMA models, as to establish discrete-time aerodynamic models. System simulations of the established models are then performed as to obtain the lift and moment exerting on the sections to a sinusoidal displacement. It follows that flutter derivatives are identified. The present approaches are applied to a hexagon thin plate and a real bridge deck. The results are compared to the Theodorsen closed-form solution and those from wind tunnel tests. Satisfactory agreements are observed.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.340-340
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• 2000

This paper aims at deriving an equivalent finite dimensional discrete-time system for H$_{\infty}$ type problem for sampled-data control systems. A widely used ph is based on the lifting technique, but it needs somewhat complicate computation. Instead this paper derives an equivalent finite-dimensional discrete-time system directly from a description of the sampled-data system which is achieved via a closed-loop expression of the worst-case intersample disturbance.

• Journal of Electrical Engineering and Technology
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• v.7 no.6
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• pp.911-917
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• 2012

In this paper, a digital speed regulator system design method is developed for a permanent magnet synchronous motor (PMSM). Firstly, an accurate approximate discrete-time model is proposed for a PMSM considering its inherent nonlinearities. Based on the discrete-time model, a digital acceleration observer as well as a digital speed regulator is designed. The exponential stability of the augmented control system is analyzed. The proposed digital speed regulator system is implemented by using a TMS320F28335 floating point DSP. Simulation and experimental results are given to verify the effectiveness of the proposed method.

• Journal of applied mathematics & informatics
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• v.17 no.1_2_3
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• pp.519-536
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• 2005

The purpose of this paper is to propose several approximating methods to obtain the American option prices under jump-diffusion processes. The first method is to extend an approximating method to the optimal exercise boundary by a multipiece exponential function suggested by Ju [17]. The second approach is to modify the analytical methods of MacMillan [20] and Zhang [25] in a discrete time space. The third approach is to apply the simulation technique of Ibanez and Zapareto [14] to the problem of American option pricing when the jumps are allowed. Finally, we compare the numerical performance of each suggesting method with those of the previous numerical approaches.

• Nuclear Engineering and Technology
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• v.28 no.5
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• pp.488-499
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• 1996

We have extended the source projection analytic nodal discrete ordinates method (SPANDOM) for more flexible applicability in analysis of hexagonal assembly cores. The method (SPANDOM-FH) does not invoke transverse integration but instead solves the discrete ordinates equation analytically after the source term is projected and represented in hybrid form of high-order polynomials and exponential functions. SPANDOM-FH which treats a hexagonal node as one node is applied to two fast reactor benchmark problems and compared with TWOHEX. The results of comparison indicate that the present method SPANDOM-FH predicts accurately $k_eff$ and flux distributions in hexagonal assembly cores. In addition, SPANDOM-FH gives the continuous two dimensional intranodal scalar flux distributions in a hexagonal node. The reentering models between TWOHEX and SPANDOM were also compared and it was confirmed that SPANDOM's model is more realistic. Through the results of benchmark problems, we conclude that SPANDOM-FH has the sufficient accuracy for the nuclear design of fast breeder reactor (FBR) cores with hexagonal assemblies.