• Proceedings of the KIEE Conference
• /
• 2007.04a
• /
• pp.95-97
• /
• 2007

In this paper, we propose the optimal lag size which is optimize the performance of the fixed-lag minimum variance FIR smoother. Since the performance of estimation is represented with two Riccati equation and the nonlinear equation of lag size, it is difficult to obtain the optimal lag size. Therefore, we consider the optimal lag size for the scalar system and the numerical example is provided to demonstrate the proposed algorithm.

• The Korean Journal of Financial Studies
• /
• v.13 no.1
• /
• pp.47-76
• /
• 2007

본 논문은 현물 가격이 외화로 표시되고 헷지 수단인 상품 선물이 해외에 상장되어서 선물 가격이 외화로 표시된 경우에, 상품 선물과 통화 선물을 이용하여 현물 가격의 위험과 환 위험을 헷지하는 "이중 헷지"를 연구한다. 일반적으로 최소분산 헷지(minimum-variance hedge)를 하려면, 최적 헷지 비율을 구하기 위해 통계 분석을 하여야 한다. 본 논문은 최소 분산 헷지를 하면서도, 통계 분석을 할 필요가 없는 "단순화"한 최적 헷지 비율을 구한다. 헷지 개시 시점의 현물 가격, 상품 선물 가격, 통화 선물 가격 및 환율만으로 쉽고 간단하게 최적 헷지 비율을 구할 수 있다. 헷지 효과성은 1이다.

• Communications for Statistical Applications and Methods
• /
• v.3 no.2
• /
• pp.205-216
• /
• 1996

Consider the problem of estimating a multivariate normal mean with an unknown covarience matrix under a weighted sum of squared error losses. We first provide hierarchical Bayes estimators which shrink the usual (maximum liklihood, uniformly minimum variance unbiased) estimator towards a regression surface and then prove the admissibility of these estimators using Blyth's (1951) method.

• Journal of Positioning, Navigation, and Timing
• /
• v.8 no.1
• /
• pp.19-29
• /
• 2019

This paper analyzes the design factors for GNSS anti-jamming receiver system in which the adaptive beamforming algorithm is applied in GNSS receiver system. The design analysis factors used in this paper are divided into three: antenna, beamforming algorithm, and operation environment. This paper analyzes the above three factors and presents numerical simulation results on antenna and beamforming algorithm.

• Journal of The Korean Society of Agricultural Engineers
• /
• v.63 no.3
• /
• pp.75-85
• /
• 2021

This study evaluated variations in the paddy rice water demand based on the continuous changing in rice transplanting period and ponding depth at the four study paddy fields, which represent typical rice producing regions in Korea. Total 7 scenarios on rice transplanting periods were applied while minimum ponding depth of 0 and 20 mm were applied in accordance with maximum ponding depth ranging from 40 mm to 100 mm with 20 mm interval. The weather data from 2013 to 2019 was also considered. The results indicated that the highest rice water demand occurred at high temperature and low rainfall region. Increased rice transplanting periods showed higher rice water demand. The rice water demand for 51 transplanting days closely matched with the actual irrigation water supply. In case of ponding depth, the results showed that the minimum ponding depth had a proportional relationship with rice water demand, while maximum ponding depth showed the contrary results. Minimum ponding depth had a greater impact on rice water demand than the maximum ponding depth. Therefore, these results suggest that increasing the rice transplanting period, which reflects the current practice is desirable for a reliable estimation of rice water demand.

• The Journal of the Acoustical Society of Korea
• /
• v.23 no.4
• /
• pp.288-295
• /
• 2004

Detection and localization of a slow and quiet target in shallow water environments is a challenging problem for which it is well known that snapshot is deficient because of a fast and strong interferer. This paper presents waveguide interference filtering technique that mitigate strong interferer problems in adaptive matched field processing. MCM (multiple constraint method) based on NDC (null direction constraint) has been proposed for new spatial interferer filter. MCM-NDC using replica force a interferer component to be filtered through CSDM (cross-spectral density matrix). This filtering have an effect on sidelobe reduction and restoring of signal gain of a quiet target. This technique was applied to a simulation on Pekeris waveguide and vertical array data from MAPLE03 (matched acoustic properties and localization experiment) in the East Sea and was shown to improve SBNR (signal-to-background-and-noise ratio) over the standard MVDR (minimum-variance distortionless response) and NSP (null space projection) technique.

• The Journal of the Acoustical Society of Korea
• /
• v.39 no.3
• /
• pp.179-190
• /
• 2020

In this paper, we estimated the Direction of Arrival (DOA) using Conventional BeamForming (CBF), adaptive beamforming and compressive beamforming. Minimum Variance Distortionless Response (MVDR) and Multiple Signal Classification (MUSIC) are used as the adaptive beamforming, and grid-free compressive sensing is applied for the compressive sensing beamforming. Theoretical background and limitations of each technique are introduced, and the performance of each technique is compared through simulation and real experiments. The real experiments are conducted in the presence of reflected signal, transmitting a sound using two speakers and receiving acoustic data through a linear array consisting of eight microphones. Simulation and experimental results show that the adaptive beamforming and the grid-free compressive beamforming have a higher resolution than conventional beamforming when there are uncorrelated signals. On the other hand, the performance of the adaptive beamforming is degraded by the reflected signals whereas the grid-free compressive beamforming still improves the conventional beamforming resolution regardless of reflected signal presence.

• Journal of Broadcast Engineering
• /
• v.23 no.4
• /
• pp.519-525
• /
• 2018

This paper deals with noise suppression of multi-channel data captured by microphone array using multi-channel Wiener filter. Multi-channel Wiener filter does not rely on information about the direction of the target speech and can be partitioned into an MVDR (Minimum Variance Distortionless Response) spatial filter and a single channel spectral filter. The acoustic transfer function between the single speech source and microphones can be estimated by subspace decomposition of multi-channel Wiener filter. The errors are incurred in the estimation of the acoustic transfer function due to the errors in the estimation of correlation matrices, which in turn results in speech distortion in the MVDR filter. To alleviate the speech distortion in the MVDR filter, diagonal loading is applied. In the experiments, database with seven microphones was used and MFCC distance was measured to demonstrate the effectiveness of the diagonal loading.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.16 no.12
• /
• pp.8222-8227
• /
• 2015

The visibility range is defined from where one can see, which can be changed by the character sizes and illuminances and so on, which of one-hundred and twelve students are measured for three illuminances and three character sizes in this paper. In determining the character sizes and illuminances, the visibility range can be an important data. Functions are proposed whose independent variable is illuminance and whose dependent variable is visibility range in order to predict the visibility range of unmeasured illuminances. The fractional functions are used for three character sizes because the visibility range is invariant according to illuminance. There are three parameters to be determined - k, m, n, which are selected based on the measured visibility ranges. Because the visibility ranges of three character sizes are measured, three k's can be calculated. In this paper the case of minimum variance of three k's is selected, and three parameters - k,m,n- of that case is selected. The three functions according to three character sizes are proposed. The small differences between the measured data and the postulated functions verifies the accuracy of the functions.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
• /
• v.26 no.3
• /
• pp.317-325
• /
• 2015

In an interference environment, adaptive sidelobe blanking(adaptive SLB: ASB) algorithm effectively cancels the high-duty cycle jammer and blocks the sidelobe signals without the auxiliary antenna. The adaptive SLB for the linearly constrained minimum variance (LCMV) is proposed in this paper. In the proposed scheme, the interference covariance matrix is modified to satisfy the direction constraints of LCMV and the normalized output can be obtained to block sidelobe signals. As the LCMV can be represented as a generalized sidelobe canceller(GSC) form, which is the general framework of various adaptive beamforming(ABF) algorithms, the proposed adaptive SLB can be applied to various ABF methods. The performance of the proposed method is verified through simulation and analysis.