• 제목/요약/키워드: Generalized measure theory

검색결과 27건 처리시간 0.027초

견실성능 최적화를 위한 혼합 H_2/H_{\infty}$ 제어기설계 알고리즘 (Mixed H_2/H_{\infty}$ controller design algorithm for robust performance optimization)

  • 김종해;방경호;박홍배
    • 전자공학회논문지B
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    • 제33B권5호
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    • pp.10-16
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    • 1996
  • In this paper, we consider a generalized mixed H_2/H_{\infty}$ output feedback problem. It is finding an internally stabilizing controller that minimizes a mixed $H_{2}$/ $H_{performance}$ measure. We show that a generalized mixed H_2/H_{\infty}$ system with two exogenous inputs and two controlled signals is transformed into auxiliary system with two exogenous inputs and one controlled signal. The two systems have equivalent performance. Therefore, a complete solution of generalized mixed H_2/H_{\infty}$ output feedback problem is achieved by existing results of mixed H_2/H_{\infty}$ control theory.

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A GENERALIZED SIMPLE FORMULA FOR EVALUATING RADON-NIKODYM DERIVATIVES OVER PATHS

  • Cho, Dong Hyun
    • 대한수학회지
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    • 제58권3호
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    • pp.609-631
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    • 2021
  • Let C[0, T] denote a generalized analogue of Wiener space, the space of real-valued continuous functions on the interval [0, T]. Define $Z_{\vec{e},n}$ : C[0, T] → ℝn+1 by $$Z_{\vec{e},n}(x)=\(x(0),\;{\int}_0^T\;e_1(t)dx(t),{\cdots},\;{\int}_0^T\;e_n(t)dx(t)\)$$, where e1,…, en are of bounded variations on [0, T]. In this paper we derive a simple evaluation formula for Radon-Nikodym derivatives similar to the conditional expectations of functions on C[0, T] with the conditioning function $Z_{\vec{e},n}$ which has an initial weight and a kind of drift. As applications of the formula, we evaluate the Radon-Nikodym derivatives of various functions on C[0, T] which are of interested in Feynman integration theory and quantum mechanics. This work generalizes and simplifies the existing results, that is, the simple formulas with the conditioning functions related to the partitions of time interval [0, T].

이상 비트율 할당과 신호왜곡 문제점을 고려한 멀티미디어 신호의 연판정 양자화 방법 (Soft-Decision Based Quantization of the Multimedia Signal Considering the Outliers in Rate-Allocation and Distortion)

  • 임종욱;노명훈;김무영
    • 한국음향학회지
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    • 제29권4호
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    • pp.286-293
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    • 2010
  • 기존 데이터 압축 방식에는 크게 resolution-constrained quantization (RCQ) 방식과entropy-constrained quantization (ECQ) 방식이 있다. RCQ 방식은 고정 비트율 전송을 가능하게 하지만 셀 크기의 변화에 따른 이상 신호왜곡이 발생하며, ECQ 방식은 셀 크기가 고정된 대신에 이상 비트율 할당 문제가 발생한다. 본 논문에서는 기존 RCQ 방식의 대표적인 학습기법인 generalized Lloyd algorithm (GLA)을 개선한 cell-size constrained vector quantization (CCVQ) 방식을 제안한다. CCVQ 알고리즘은 셀 크기에 따라 유동적으로 패널티 척도를 주는 방식으로 기존의 RCQ와 ECQ 사이의 soft-decision을 가능하게 한다. 제안 알고리즘을 사용할 경우 기존의 GLA에 비해 약간의 평균왜곡 증가는 발생하나 이상 신호왜곡을 줄일 수 있다.

The Impact of Market Discipline on Charter Value of Commercial Banks: Empirical Evidence from Pakistan Stock Exchange

  • AKHTAR, Muhammad Naveed;SALEEM, Sana
    • The Journal of Asian Finance, Economics and Business
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    • 제8권4호
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    • pp.249-261
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    • 2021
  • To tranquilize the devastating impact of unnecessary risk-taking behavior of banks towards the economy for maximizing their profits that usually arises due to widely known 'moral-hazard' problem originating from market competition and intensified by bank's limited liability, the banking system is strongly monitored across all countries of the world. The goal of controlling would become more feasible if there exist some self-discipline and motivations which could safeguard the banks' charter value through the mechanism of market discipline. Therefore, our study is aimed to scrutinize the relation between market discipline and charter value of local commercial banks that are registered on the Pakistan Stock Exchange by analyzing a balanced panel data from the year 2007 to 2019. Deposit growth, interbank deposits, and subordinate debt are taken as proxies to measure market discipline whereas Tobin's Q theory is applied for calculating the charter value. Generalized Least Square Regression with Fixed Effect Model is used for evaluation. The outcomes reveal that in the existence of control variables, all proxies of market discipline have a significant positive impact on bank charter value. Our research has important policy implications for monitoring and supervising financial intermediaries for their stability and soundness by offsetting the complications of moral-hazard in the financial systems.

Integrated Method for Knowledge Discovery in Databases

  • Hong Chung;Park, Kyoung-Oak;Chung, Hwan-Mook
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 1998년도 The Third Asian Fuzzy Systems Symposium
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    • pp.122-127
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    • 1998
  • This paper suggests an integrated method for discovering knowledge from a large database. Our approach applies an attribute-oriented concept hierarchy ascension technique to extract generalized data from actural data in databases, induction of decision trees to measure the value of information, and knowledge reduction of rough set theory to remove dispensable attributes and attribute values. The integrated algorithm first reduce the size of database for the concept generalization, reduces the number of attributes by way of elimination condition attributes which have little influence on decision attribute, and finally induces simplified decision rules removing the dispensable attribute values by analyzing the dependency relationships among the attributes.

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Metamagnetism in $Fe_3$Al Alloy

  • Rhee, Joo-Yull;Lee, Young-Pak
    • 한국진공학회지
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    • 제12권S1호
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    • pp.60-62
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    • 2003
  • In this study we report the results of ab initio first-principles calculations to investigate the possibility of metamagnetic behavior in Fe$_3$Al alloy. We used the WIEN2k package of full-potential linearized-augmented- plane-wave method within the local-spin-density approximation to the density-functional theory. The exchange-correlation functional is the generalized-gradient approximation of Perdew-Burke-Ernzerhof. The theoretical lattice constant, which is about 0.5% smaller than the experimental one, is obtained by minimizing the total energy. If the volume decreases about 9 % from the equilibrium, the total magnetic moment decreases abruptly from 4.6 $\mu_{B}$/f.u. to 4.0 $\mu_{B}$/f.u. Since this change is considerably large (∼14%), it is possible to measure by a simple high-pressure experiment at about 180 kbar.

일반화된 허프변환의 성능평가 (Performance Evaluation of the Generalized Hough Transform)

  • 장지영
    • 융합정보논문지
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    • 제7권6호
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    • pp.143-151
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    • 2017
  • 일반화된 허프변환은 임의의 형태의 2차원 모델을 입력영상에서 탐지 및 추출하는데 사용되어지는 효과적인 방법이다. 그러나 일반화된 허프변환의 단점으로 실행시간이 오래 걸린다는 것과 과도한 메모리 사용을 들 수 있다. 그래서 현재까지의 대부분의 연구는 일반화된 허프변환의 실행시간과 메모리 사용량을 줄이는데 집중되어왔다. 그러나 실행시간과 메모리 사용을 줄여서 개선된 알고리즘이 입력 영상에 존재하는 노이즈를 고려할 경우 어떤 성능을 제공하는가는 여전히 불분명하다. 그러므로 본 논문은 일반화된 허프변환의 성능 평가를 위한 새로운 프레임워크를 제안한다. 이를 위해 일반화된 허프변환을 신호탐지 이론의 탐지기로 간주하며 ROC 커브를 사용해서 일반화된 허프변환의 성능을 정의한다. 마지막으로 입력 영상에서의 노이즈를 고려한 정량적인 성능 평가가 가능함을 보인다.

Peacks over threshold를 이용한 Value at Risk: 모수추정 방법론의 비교 (Value at Risk with Peaks over Threshold: Comparison Study of Parameter Estimation)

  • 강민정;김지연;송종우;송성주
    • 응용통계연구
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    • 제26권3호
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    • pp.483-494
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    • 2013
  • 국제적인 금융위기가 연달아 발생하면서, 금융리스크관리의 중요성이 어느 때보다 더 커지고 있다. 금융리스크관리의 주요 현안 가운데 하나는 리스크를 어떻게 측정할 것인가이며, 가장 널리 사용되고 있는 방법이 Value at Risk(VaR)이다. 금융자료가 최근 시장에서처럼 두꺼운 꼬리를 갖는 분포를 보일 때, 우리는 극단치 이론을 이용하여 VaR를 측정하는 방법을 고려할 수 있다. 이 논문에서는 꼬리가 매우 두꺼운 분포를 갖는 자료를 적합시킬 때 많이 사용되는 Peaks over Threshold(POT)를 이용하여 VaR를 측정하는 방법을 연구하였다. POT를 이용하기 위해서는 우선 일반화 파레토 분포(GPD)의 모수를 추정해야 하는데, 여기서 우리는 KOSPI 5분 자료를 이용하여 추정된 VaR의 성능을 살펴봄으로써 세 가지 다른 모수추정 방법을 비교하였다. 또한, Normal Inverse Gaussian(NIG) 분포에서 자료를 생성하여 두 가지 다른 모수추정 방법을 비교하기도 하였다. 이러한 비교를 통하여 KOSPI 수익률 자료의 첨도가 매우 큰 경우에는 최근 제안된 모수추정 방법들이 최대가능도 추정법에 비해 월등히 나은 성능을 보임을 알 수 있었고, 모의실험 자료에서도 같은 결과를 확인하였다.

수학자 테일러의 선 원근법과 화가 커비의 해설서 (Mathematician Taylor's Linear Perspective Theory and Painter Kirby's Handbook)

  • 조은정
    • 미술이론과 현장
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    • 제7호
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    • pp.165-188
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    • 2009
  • In the development of linear perspective, Brook Taylor's theory has achieved a special position. With his method described in Linear Perspective(1715) and New Principles of Linear Perspective(1719), the subject of linear perspective became a generalized and abstract theory rather than a practical method for painters. He is known to be the first who used the term 'vanishing point'. Although a similar concept has been used form the early stage of Renaissance linear perspective, he developed a new method of British perspective technique of measure points based on the concept of 'vanishing points'. In the 15th and 16th century linear perspective, pictorial space is considered as independent space detached from the outer world. Albertian method of linear perspective is to construct a pavement on the picture in accordance with the centric point where the centric ray of the visual pyramid strikes the picture plane. Comparison to this traditional method, Taylor established the concent of a vanishing point (and a vanishing line), namely, the point (and the line) where a line (and a plane) through the eye point parallel to the considered line (and the plane) meets the picture plane. In the traditional situation like in Albertian method, the picture plane was assumed to be vertical and the center of the picture usually corresponded with the vanishing point. On the other hand, Taylor emphasized the role of vanishing points, and as a result, his method entered the domain of projective geometry rather than Euclidean geometry. For Taylor's theory was highly abstract and difficult to apply for the practitioners, there appeared many perspective treatises based on his theory in England since 1740s. Joshua Kirby's Dr. Brook Taylor's Method of Perspective Made Easy, Both in Theory and Practice(1754) was one of the most popular treatises among these posterior writings. As a well-known painter of the 18th century English society and perspective professor of the St. Martin's Lane Academy, Kirby tried to bridge the gap between the practice of the artists and the mathematical theory of Taylor. Trying to ease the common readers into Taylor's method, Kirby somehow abbreviated and even omitted several crucial parts of Taylor's ideas, especially concerning to the inverse problems of perspective projection. Taylor's theory and Kirby's handbook reveal us that the development of linear perspective in European society entered a transitional phase in the 18th century. In the European tradition, linear perspective means a representational system to indicated the three-dimensional nature of space and the image of objects on the two-dimensional surface, using the central projection method. However, Taylor and following scholars converted linear perspective as a complete mathematical and abstract theory. Such a development was also due to concern and interest of contemporary artists toward new visions of infinite space and kaleidoscopic phenomena of visual perception.

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지식 발견을 위한 라프셋 중심의 통합 방법 연구 (Integrated Method Based on Rough Sets for Knowledge Discovery)

  • 정홍;정환묵
    • 한국지능시스템학회논문지
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    • 제8권6호
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    • pp.27-36
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    • 1998
  • 본 논문은 대규모 데이터베이스에서 유용한 지식을 발견하기 위해 라프셋을 중심으로 한 통합적 방법을 제시한다. 본 방업에서는 데이터베이스에 있는 실제 데이터에서 일반화된 데이터를 추출하기 위해 속성중심의 개념계층 상승기법을 사용하고, 획득 정보량을 측정하기 위해 결정 트리에 의한 귀납법을 사용한다. 그리고 불필요한 속성 및 속성값을 제거하기 위해 라프셋 이론의 지식감축 방법을 적용한다. 통합 알고리즘은 먼저, 개념의 일반화에 의해 데이터베이스의 크기를 줄이고, 다음으로 결정속성에 영향을 적게 미치는 조건속성을 제거함으로써 속성의 수를 줄인다. 마지막으로 속성간의 종속관계를 분석함으로써 불필요한 속성값을 제거하여 간략화된 결정규칙을 유도한다.

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