• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.145-158
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• 2005

We formulate a stochastic control problem on proportional reinsurance that includes impulse and regular control strategies. For the first time we combine impulse control with regular control, and derive the expected total discount pay-out (return function) from present to bankruptcy. By relying on both stochastic calculus and the classical theory of impulse and regular controls, we state a set of sufficient conditions for its solution in terms of optimal return function. Moreover, we also derive its explicit form and corresponding impulse and regular control strategies.

• Proceedings of the KIEE Conference
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• 1999.07b
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• pp.683-685
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• 1999

As a method of obtaining pulse transfer function. transfer function of discrete-time from input-output data, there are method of obtaining unknown parameter of pulse transfer function from estimated impulse response before(1-3). There is no need to approximate to several meanings because of not being established algebraical relations between impulse response for estimation error and parameter of transfer function exactly. In this paper, I inquire the method[4] of obtaining the optimal pulse transfer function as a meaning of Hankel norm approximation from impulse response data and examine estimated property as computer simulation from this method.

• Journal of KSNVE
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• v.4 no.3
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• pp.337-343
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• 1994

A method of the leak detection from the pipe system by using accelerometer is proposed. The signal detected from accelerometer is proved experimentally to be a dispersive wave. Based on the experiments, a method using the narrow band pass filter and the unit impulse response function is analyzed. The method uses the characteristics of the unit impulse response function, that the function is available evenin the narrow band signal because, unlike the cross correlation, it is normalized by the auto spectrum. The accelerometer is quite easier to use than the hydrophone in adapting to the pipe system.

• The Journal of the Acoustical Society of Korea
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• v.19 no.8
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• pp.26-34
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• 2000

This paper presents a new adaptive impulse noise cancelling technique based on the adaptive nonlinear suppressing function. The proposed "adaptive threshold algorithm (ATA)" is controlled by the normalized power prior input data term, and this adaptive threshold makes the cancelling system highly robust against additive impulse noise. For the performance evaluation, we have tested the proposed algorithm with the observed signals simulated in various impulsive noise environments and real EMG signals. As a result the proposed algorithm shows superior performance of 51.7% to the available techniques in the points of SNR and MSE.

• 제어로봇시스템학회:학술대회논문집
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• 1992.10b
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• pp.164-169
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• 1992

Classical methods for estimating transfer function models have not always been successful. A statistic approach to the identification of transfer function models which is corrupted by disturbances or noise is presented. The estimated impulse response is obtained from the autocorrelation function and cross correlation function between the measured input and output. Several data analysis tools such as R- , S- and GPAC array for the estimated impulse response give us pretty clear information on the order of transfer function models.

• Communications for Statistical Applications and Methods
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• v.17 no.2
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• pp.255-261
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• 2010

A class of threshold-asymmetric GRACH(TGARCH, hereafter) models has been useful for explaining asymmetric volatilities in the field of financial time series. The cumulative impulse response function of a conditionally heteroscedastic time series often measures a degree of unstability in volatilities. In this article, a general form of the cumulative impulse response function of the TGARCH model is discussed. In particular, We present formula in their closed forms for the first two lower order models, viz., TGARCH(1, 1) and TGARCH(2, 2).

• Journal of the Korean Institute of Telematics and Electronics A
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• v.32A no.10
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• pp.1-7
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• 1995

In this paper, the properties of autocorrelation function of binary sequences are investigated. From these properties, the binary sequences which can be used for measurement of impulse response on fading channel are found by computer search. A receiver which can measure impulse response by use of these binary sequences is devised. This devised measurement system produces zero values of autocorrelation function for the all delays except zero sight.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• 2017.05a
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• pp.310-319
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• 2017

This paper introduces the method how to measure the thrust in impulse facility. In a Facility having such a short duration time of steady flow, there's no time to reach a steady state of the forces acting on model so that the test model vibrates until the end of the flow. The forces exerted on an engine exist with vibration so that the usual force balance can not be used. SWFB(Stress Wave Force Balance) technique is utilized in a shock tunnel to get the thrust. As an example, a model force balance has been calculated its strain against impulse force by using FEM(Finite Element Method). A transfer function between the impulse force and strain has been obtained by the way of de-convolution.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2002.05a
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• pp.71-77
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• 2002

The spectrum of impulse response signal which is obtained from an impulse hammer testing is used for frequency response function, nevertheless it has serious faults when the record length for the signal processing is not very long. The faults cannot be avoided with the conventional signal analyzer that is processing all the signals as if they are always periodic. The signals generated by the impact hammer are undoubtedly non-periodic because of the damping, and are acquired for limited recording time due to the memory as well as the computation performance of the signal analyzer. This paper will make clear the relation between the faults and the length of recording time, and propose the way for solving the faults.

• International Journal of Aeronautical and Space Sciences
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• v.10 no.1
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• pp.83-90
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• 2009

A new IRF (Impulse Response Function) analysis technique in high resolution SAR image is presented by taking into account the real clutter environment. In order to investigate the realistic effect of clutter background on the impulse response function of SAR image, an ideally generated impulse response function is superimposed with a large number of background clutter data which are extracted from the various regions of an actual SAR image. As a performance measure, PSLR (Peak Sidelobe Ratio) of the clutter-contained IRF is presented in the various groups of clutter background, and finally the results are compared with the stochastic model.