• Korean System Dynamics Review
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• v.15 no.4
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• pp.5-28
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• 2014

Derivatives can be easily bought by those companies that need to hedge foreign currency debt or foreign currency assets through the financial market, considering their exchange rate exposure from international trade. The derivatives market has been growing rapidly due to the needs for investment and hedging. To manage foreign exchange risk, companies hedge risks through financial derivatives. According to our study, hedging is an effective way to mitigate the impact of exposure to exchange risk, as long as companies are only hedging underlying assets. Yet, covetous attitude toward the profit from derivatives and unexpected changes in exchange rate can cause problems for companies. This study analyzed the structural risks of derivatives with analysis of system dynamics. In particular, many companies suffered substantial loss due to KIKO during the economic crisis. We explained the problem therein through dynamic analysis. In addition, we revealed the structural problem that could cause a sudden spike in losses through simulations.

• Journal of Navigation and Port Research
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• v.41 no.6
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• pp.389-394
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• 2017

In this paper, the captive model test of a submarine using the RA test was carried out in a square basin. The target model submarine consisted of four types varying according to the position of conning tower and control planes. Hydrodynamic derivatives were acquired by multi-regression analysis. As a result, horizontal dynamic stability indexes of the four types presented positive values and satisfied dynamic stability requirements. In addition, the stability index of type 1 and type 4 - each with the same cruciform configuration of the aft planes - scored within the acceptable range of motion stability.

• Bulletin of the Korean Chemical Society
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• v.34 no.8
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• pp.2531-2534
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• 2013

• International Journal of Naval Architecture and Ocean Engineering
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• v.12 no.1
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• pp.892-901
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• 2020

We used a numerical method to estimate the hydrodynamic maneuvering derivatives for the heave-pitch coupling motion of an underwater glider. It is very important to assess the hydrodynamic maneuvering characteristics of a specific hull form of an underwater glider in the initial design stages. Although model tests are the best way to obtain the derivatives, numerical methods such as the Reynolds-averaged Navier-Stokes (RANS) method are used to save time and cost. The RANS method is widely used to estimate the maneuvering performance of surface-piercing marine vehicles, such as tankers and container ships. However, it is rarely applied to evaluate the maneuvering performance of underwater vehicles such as gliders. This paper presents numerical studies for typical experiments such as static drift and Planar Motion Mechanism (PMM) to estimate the hydrodynamic maneuvering derivatives for a Ray-type Underwater Glider (RUG). A validation study was first performed on a manta-type Unmanned Undersea Vehicle (UUV), and the Computational Fluid Dynamics (CFD) results were compared with a model test that was conducted at the Circular Water Channel (CWC) in Korea Maritime and Ocean University. Two different RANS solvers were used (Star-CCM+ and OpenFOAM), and the results were compared. The RUG's derivatives with both static drift and dynamic PMM (pure heave and pure pitch) are presented.

• Journal of Institute of Control, Robotics and Systems
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• v.8 no.12
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• pp.998-1003
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• 2002

As nonholonomic dynamic systems have constraints imposed on motions that are not integrable, i.e., the constraints cannot be written as time derivatives of some functions of generalized coordinates, advanced techniques are needed for their control. In this paper, a sliding mode tracking control for nonholonomic dynamic systems is proposed. By introducing a general scheme of coordinate transformation, the state of nonholonomic systems is mapped into a bounded space and a robust controller for dynamic models of nonholonomic systems with input disturbances is designed using sliding mode control scheme. Simulation results of tacking control for a nonholonomic mobile robot with two actuated wheels are provided to show the effectiveness of the proposed controller.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.8 no.2
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• pp.49-55
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• 2008

To address the convergence issue of power control algorithms, a number of algorithms have been developed hat shape the dynamics of up-link power control for cellular network. Power algorithms based on fixed point iterations can be accelerated by the use of various methods, one of the simplest being the use of Newton iterations, however, this method has the disadvantage which not only needs derivatives of the cost function but also may be weak to noisy environment. we showed performance of the power control schemes to solve the fixed point problem under static or stationary channel. They proved goof performance to solve the fixed point problem due to their predictor based optimal control and quadratic convergence rate. Here, we apply the proposed power control schemes to the problem of the dynamic channel or to dynamic time varying link gains. The rigorous simulation results demonstrated the validity of our approach.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.52 no.1
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• pp.31-37
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• 2003

A robust tracking control for nonholonomic dynamic systems is proposed in this paper. Since nonholonomic dynamic systems have constraints imposed on motions that are not integrable, i.e., the constraints cannot be written as time derivatives of some functions of generalized coordinates, advanced techniques are needed for their control. It is shown that if the state of nonholonomic systems is mapped into a bounded space by a coordinate transformation, a robust controller for dynamic models of nonholonomic systems with input disturbances can be designed using sliding mode control. Stability and robustness of the proposed controller are proved in the Lyapunov sense. Numerical simulations on the trajectory tracking of a two-wheeled mobile robot are conducted to validate the effectiveness of the proposed controller.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.28 no.10
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• pp.1467-1474
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• 2004

In this study, a new damage identification method for beam-like structures with a fatigue crack is proposed. which does not require comparative measurement on an intact structure but require several measurements at different level of excitation forces on the cracked structure. The idea comes from the fact that dynamic behavior of a structure with a fatigue crack changes with the level of the excitation force. The 2$^{nd}$ spatial derivatives of frequency response functions along the longitudinal direction of a beam are used as the sensitive indicator of crack existence. Then, weighting function is employed in the averaging process in frequency domain to account for the modal participation of the differences between the dynamic behavior of a beam with a fatigue crack at the low excitation and one at the high excitation. Subsequently, a damage index is defined such that the location and level of the crack may be identified. It is shown from the analysis of vibration measurements in this study that comparison of frequency response characteristics of a beam with a single fatigue crack at different level of excitation forces enables an effective detection of the crack.

• Journal of the Society of Naval Architects of Korea
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• v.40 no.5
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• pp.43-52
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• 2003

Two methods which estimate manoeuvring derivatives in the model of hydrodynamic force and moment acting on a manoeuvring ship using sea trial data were compared. One is the widely used parameter estimation method by using the Extended Kalman Filter (EKF), which estimates state variables of linearized state space model at every instant after dealing with the coefficients as the augmented state variables. The other one is the Estimation-Before-Modeling (EBM) technique, so called the two-step method. In the first step, hydrodynamic force of which dynamic model is assumed the third-order Gauss-Markov process is estimated along with motion variables by the EKF and the modified Bryson-Frazier smoother. Then, in the next step, manoeuvring derivatives are identified through the regression analysis. If the exact structure of hydrodynamic force could be known, which was an ideal case, the EKF method would be regarded as being more superior compared to the EBM technique. However the EBM technique was more robust than the EKF method from a realistic point of view where the assumed model structure was slightly different from the real one.

• Wind and Structures
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• v.34 no.1
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• pp.73-80
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• 2022

This paper presents a study on amplitude-dependent self-excited aerodynamic forces of a 5:1 rectangular cylinder through free vibration wind tunnel test. The sectional model was spring-supported in a single degree of freedom (SDOF) in torsion, and it is found that the amplitude of the free vibration cylinder model was not divergent in the post-flutter stage and was instead of various stable amplitudes varying with the wind speed. The amplitude-dependent aerodynamic damping is determined using Hilbert Transform of response time histories at different wind speeds in a smooth flow. An approach is proposed to extract aerodynamic derivatives as nonlinear functions of the amplitude of torsional motion at various reduced wind speeds. The results show that the magnitude of A2^*, which is related to the negative aerodynamic damping, increases with increasing wind speed but decreases with vibration amplitude, and the magnitude of A3^* also increases with increasing wind speed but keeps stable with the changing amplitude. The amplitude-dependent aerodynamic derivatives derived from the tests can also be used to estimate the post-flutter response of 5:1 rectangular cylinders with different dynamic parameters via traditional flutter analysis.