• Wind and Structures
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• v.15 no.3
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• pp.223-245
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• 2012

Multivariate simulation is necessary for cases where non-Gaussian processes at spatially distributed locations are desired. A simulation algorithm to generate non-Gaussian wind pressure fields is proposed. Gaussian sample fields are generated based on the spectral representation method using wavelet transforms method and then mapped into non-Gaussian sample fields with the aid of a CDF mapping transformation technique. To illustrate the procedure, this approach is applied to experimental results obtained from wind tunnel tests on the domes. A multivariate Gaussian simulation technique is developed and then extended to multivariate non-Gaussian simulation using the CDF mapping technique. It is proposed to develop a new wavelet-based CDF mapping technique for simulation of multivariate non-Gaussian wind pressure process. The efficiency of the proposed methodology for the non-Gaussian nature of pressure fluctuations on separated flow regions of different rise-span ratios of domes is also discussed.

• East Asian mathematical journal
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• v.39 no.5
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• pp.537-547
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• 2023

In this paper, we introduce the optimal approximation by a Gaussian function for a probability density function. We show that the approximation can be obtained by solving a non-linear system of parameters of Gaussian function. Then, to understand the non-normality of the empirical distributions observed in financial markets, we consider the nearly Gaussian function that consists of an optimally approximated Gaussian function and a small periodically oscillating density function. We show that, depending on the parameters of the oscillation, the nearly Gaussian functions can have fairly thick heavy tails.

• Journal of the Korean Mathematical Society
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• v.59 no.6
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• pp.1047-1065
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• 2022

For two dimensional lattices, a Gaussian basis achieves all two successive minima. For dimension larger than two, constructing a pairwise Gaussian basis is useful to compute short vectors of the lattice. For three dimensional lattices, Semaev showed that one can convert a pairwise Gaussian basis to a basis achieving all three successive minima by one simple reduction. A pairwise Gaussian basis can be obtained from a given basis by executing Gauss algorithm for each pair of basis vectors repeatedly until it returns a pairwise Gaussian basis. In this article, we prove a necessary and sufficient condition for a pairwise Gaussian basis to achieve the first k successive minima for three dimensional lattices for each k ∈ {1, 2, 3} by modifying Semaev's condition. Our condition directly checks whether a pairwise Gaussian basis contains the first k shortest independent vectors for three dimensional lattices. LLL is the most basic lattice basis reduction algorithm and we study how to use LLL to compute a pairwise Gaussian basis. For δ ≥ 0.9, we prove that LLL(δ) with an additional simple reduction turns any basis for a three dimensional lattice into a pairwise SV-reduced basis. By using this, we convert an LLL reduced basis to a pairwise Gaussian basis in a few simple reductions. Our result suggests that the LLL algorithm is quite effective to compute a basis with all three successive minima for three dimensional lattices.

• Structural Engineering and Mechanics
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• v.84 no.5
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• pp.651-664
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• 2022

A precise prediction of the ultimate bond strength between rebar and surrounding concrete plays a major role in structural design, as it effects the load-carrying capacity and serviceability of a member significantly. In the present study, Gaussian models are employed for modelling bond strength of ribbed steel bars embedded in concrete. Gaussian models offer a non-parametric method based on Bayesian framework which is powerful, versatile, robust and accurate. Five different Gaussian models are explored in this paper-Gaussian Process (GP), Variational Heteroscedastic Gaussian Process (VHGP), Warped Gaussian Process (WGP), Sparse Spectrum Gaussian Process (SSGP), and Twin Gaussian Process (TGP). The effectiveness of the models is also evaluated in comparison to the numerous design formulae provided by the codes. The predictions from the Gaussian models are found to be closer to the experiments than those predicted using the design equations provided in various codes. The sensitivity of the models to various parameters, input feature space and sampling is also presented. It is found that GP, VHGP and SSGP are effective in prediction of the bond strength. For large data set, GP, VHGP, WGP and TGP can be computationally expensive. In such cases, SSGP can be utilized.

• Journal of the Optical Society of Korea
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• v.19 no.4
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• pp.363-370
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• 2015

The current waveform model of a laser altimeter is based on a Gaussian laser beam of fundamental mode, while the flattened Gaussian beam has many advantages such as nearly constant energy distribution on the center of the cross-section. Following the theory of the flattened Gaussian beam and the waveform theory of the laser altimeter, some of the primary parameters of the received waveform were derived, and a laser altimetry waveform simulator and waveform processing software were programmed and improved under the circumstance of a flattened Gaussian beam. The result showed that the bias between theoretical and simulated waveforms was less than 3% for every order mode, the waveform width and range error would increase as target slope or order number rose. Under higher order mode, the shapes of the received waveforms were no longer Gaussian, and could be fitted more precisely as a generalized Gaussian function with power bigger than 2. The flattened beam got much better performance for a multi-surface target, especially when the small surface is far from the center of the laser footprint. This article provides the waveform theoretical basis for the use of a flattened Gaussian beam in a laser altimeter.

• The Journal of the Korea institute of electronic communication sciences
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• v.7 no.4
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• pp.733-739
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• 2012

In this paper, a smoke detection algorithm robust to brightness and color variations depending on time and weather is proposed. The proposed smoke detection algorithm specifies the candidate region using difference images of input and background images, determines smoke by comparing feature coefficients of Gaussian mixture model of difference images. Thresholds for specifying candidate region is divided by four levels according to average brightness and chrominance of input images. Clusters of Gaussian mixture models of difference images are aligned according to average brightness. Smoke is determined by comparing distance of Gaussian mixture model parameters. The proposed algorithm is implemented by media dedicated DSP. As results of experiments, it is shown that the proposed algorithm is effective to detect smoke with camera installed outdoor.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.13 no.4
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• pp.427-436
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• 2000

This study presents the nonlinear responses of a hinged-clamped beam under broadband random excitation. By using Galerkin's method the governing equation is reduced to a system or nonautonomous nonlinear ordinary differential equations. The Fokker-Planck equation is used to generate a general first-order differential equation in the joint moments of response coordinates. Gaussian and non-Gaussian closure schemes are used to close the infinite coupled moment equations. The closed equations are then solved for response statistics in terms of system and excitation parameters. The case of two mode interaction is considered in order to compare it with the case of three mode interaction. Monte Carlo simulation is used for numerical verification.

• Communications for Statistical Applications and Methods
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• v.20 no.5
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• pp.395-404
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• 2013

This paper studies the skewness of the absolute value GARCH(1, 1) models with Gaussian mixture innovations (Gaussian mixture AVGARCH(1, 1) models). The maximum estimated-likelihood estimator (MELE) employed (a two- step estimation method in order to estimate the skewness of Gaussian mixture AVGARCH(1, 1) models. Through the real data analysis, the adequacy of adopting Gaussian mixture innovations is exhibited in reflecting the skewness of two major Korean stock indices.

• ETRI Journal
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• v.32 no.1
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• pp.145-147
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• 2010

In this letter, we present a new approximation for the twodimensional (2-D) Gaussian Q-function. The result is represented by only the one-dimensional (1-D) Gaussian Q-function. Unlike the previous 1-D Gaussian-type approximation, the presented approximation can be applied to compute the 2-D Gaussian Q-function with large correlations.

• Journal of information and communication convergence engineering
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• v.20 no.2
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• pp.73-78
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• 2022

Based on experimental measurements conducted on many different practical wireless communication systems, ambient noise has been shown to be decidedly non-Gaussian owing to impulsive phenomena. However, most multiuser detection techniques proposed thus far have considered Gaussian noise only. They may therefore suffer from a considerable performance loss in the presence of impulsive ambient noise. In this paper, we consider a large-scale multiuser multiple-input multiple-output system in the presence of non-Gaussian noise and propose a genetic algorithm (GA) based detector for large-dimensional multiuser signal detection. The proposed algorithm is more robust than linear multi-user detectors for non-Gaussian noise because it uses a multi-directional search to manipulate and maintain a population of potential solutions. Meanwhile, the proposed GA-based algorithm has a comparable complexity because it does not require any complicated computations (e.g., a matrix inverse or derivation). The simulation results show that the GA offers a performance gain over the linear minimum mean square error algorithm for both non-Gaussian and Gaussian noise.