• International Journal of Control, Automation, and Systems
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• v.4 no.4
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• pp.456-465
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• 2006

The problem of recursive filtering far linear discrete-time systems with uncertainties is considered. A new suboptimal filtering algorithm is herein proposed. It is based on the fusion formula, which represents an optimal mean-square linear combination of local Kalman estimates with weights depending on cross-covariances between local filtering errors. In contrast to the optimal weights, the suboptimal weights do not depend on current measurements, and thus the proposed algorithm can easily be implemented in real-time. High accuracy and efficiency of the suboptimal filtering algorithm are demonstrated on the following examples: damper harmonic oscillator motion and vehicle motion constrained to a plane.

• East Asian Economic Review
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• v.25 no.3
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• pp.310-336
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• 2021

We use iterative numerical procedures combined with analytical methods due to Rapach and Wohar (2009) to solve for the dynamic asset allocation strategy for optimal portfolio demand. We compare different optimal portfolio demands when investors in each country have different access to overseas and domestic investment opportunities. The optimal dynamic asset allocation strategy without foreign investment opportunities leads domestic investors in Korea, Hong Kong, and Singapore to allocate more funds to domestic bonds than to domestic stocks. However, the U.S. investors allocate more wealth to domestic stocks than to domestic bonds. Investors in all countries short bills at a low level of risk aversion. Next, we investigate dynamic asset allocation strategy when domestic investors in Korea have access to foreign markets. The optimal portfolio demand leads investors in Korea to allocate most resources to domestic bonds and foreign stocks. On the other hand, the portfolio weights on foreign bonds and domestic stocks are relatively low. We also analyze dynamic asset allocation strategy for the investors in the U.S., Hong Kong, and Singapore when they have access to the Korean markets as overseas investment opportunities. Compared to the results when the investors only have access to domestic markets, the investors in the U.S. and Singapore increase the portfolio weights on domestic stocks in spite of the overseas investment opportunities in the Korean markets. The investors in the U.S., Hong Kong, and Singapore short domestic bills to invest more than initial funds in risky assets with a varying degree of relative risk aversion coefficients without exception.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.7A
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• pp.694-699
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• 2007

We consider an optimal antenna weighting scheme for a closed-loop transmit antenna diversity system in Rayleigh fading channels. We derive a closed-form expression for the optimal transmitter weights that minimize the average bit error rate (BER) subject to fixed average and peak transmit power constraints. It is shown that the peak power limitation degrades the average BER performance more significantly as the available average power and/or the number of transmit antennas increase.

• Journal of the Korean Institute of Intelligent Systems
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• v.12 no.3
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• pp.261-268
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• 2002

This paper represents that auto tunings of membership functions and weights in the fuzzy neural networks are effectively performed by immune algorithm. A number of hybrid methods in fuzzy-neural networks are considered in the context of tuning of learning method, a general view is provided that they are the special cases of either the membership functions or the gain modification in the neural networks by genetic algorithms. On the other hand, since the immune network system possesses a self organizing and distributed memory, it is thus adaptive to its external environment and allows a PDP (parallel distributed processing) network to complete patterns against the environmental situation. Also, it can provide optimal solution. Simulation results reveal that immune algorithms are effective approaches to search for optimal or near optimal fuzzy rules and weights.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.272-275
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• 1997

When a manipulator makes contact with an object having position uncertainty, performance measures vary considerably with the control law. To achieve the optimal solution for this problem, an unique objective function that weights time and impact force is suggested and is solved with the help of variational calculus. The resulting optimal velocity profile is then modified to define a sliding mode for the impact and force control. The sliding mode control technique is used to achieve the desired performance. Sets of experiments are performed, which show superior performance compared to any existing controller.

• Journal of applied mathematics & informatics
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• v.16 no.1_2
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• pp.143-150
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• 2004

In this paper we study the estimation problem of individual weights of objects using an A-optimal chemical balance weighing design. We assume that in this model errors are correlated and they have the same variances. The lower bound of tr$(X'G^{-1}X)^{-1}$ is obtained and a necessary and sufficient condition for this lower bound to be attained is given. There is given new construction method of A-optimal chemical balance weighing design.

• Journal of Positioning, Navigation, and Timing
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• v.2 no.1
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• pp.9-17
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• 2013

In this paper, a pseudorange correction regeneration algorithm was developed to improve the positioning accuracy of DGPS using multi-reference stations, and the optimal minimum number of reference sites was determined by trying out different numbers of reference. This research was conducted using from two to five sites, and positioning errors of less than 1 m were obtained when pseudorange corrections are collected from at least four reference stations and interpolated as the pseudorange correction at the rover. After determining the optimal minimum number of reference stations, the pseudorange correction regeneration algorithm developed was tested by comparison with the performance of other algorithms. Our approach was developed based on an exponential model. If pseudorange corrections are regenerated using an exponential model, the effect of a small difference in the baseline distance can be enlarged. Therefore, weights can be applied sensitively even when the baseline distance differs by a small amount. Also weights on the baseline distance were applied differently by assigning weights depending on the difference of the longest and shortest baselines. Through this method, the positioning accuracy improved by 19% compared to the result of previous studies.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.2
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• pp.528-544
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• 2015

Base Station Cooperation (BSC) has been a promising technique for combating the Inter-Cell Interference (ICI) by exchanging information through a high-speed optical fiber back-haul to increase the diversity gain. In this paper, we propose a novel pilot symbol assisted data fusion scheme for distributed Uplink BSC (UBSC) based on Differential Evolution (DE) algorithm. Furthermore, the proposed scheme exploits the pre-defined pilot symbols as the sample of transmitted symbols to constitute a sub-optimal Weight Calculation (WC) model. To circumvent the non-linear programming problem of the proposed sub-optimal model, DE algorithm is employed for searching the proper fusion weights. Compared with the existing equal weights based soft combining scheme, the proposed scheme can adaptively adjust the fusion weights according to the accuracy of cooperative information, which remains the relatively low computational complexity and back-haul traffic. Performance analysis and simulation results show that, the proposed scheme can significantly improve the system performance with the pilot settings of the existing standards.

• Proceedings of the Safety Management and Science Conference
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• 2010.11a
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• pp.199-207
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• 2010

Decision analysis has becomes an important technique for decision making in the face of uncertainty. It is characterized by enumerating all the available courses of action, identifying the payoffs for all possible outcomes, and quantifying the subjective probabilities for the all possible random events. When the data are available, decision analysis becomes a powerful tool for determining an optimal course of action. In this paper, we use the analytic hierarchy process in weights calculating. For the purpose of making optimal decision, the data of three different smart phones models are used.

• Journal of applied mathematics & informatics
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• v.28 no.1_2
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• pp.283-293
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• 2010

In this paper, inverse constrained minimum spanning tree problem under Hamming distance. Such an inverse problem is to modify the weights with bound constrains so that a given feasible solution becomes an optimal solution, and the deviation of the weights, measured by the weighted Hamming distance, is minimum. We present a strongly polynomial time algorithm to solve the inverse constrained minimum spanning tree problem under Hamming distance.