• The Journal of the Acoustical Society of Korea
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• v.20 no.2
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• pp.3-9
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• 2001

In this paper, a random number generator for simulation of speech-waveform coders was designed. A random number generator having a desired probability density function and a desired power spectral density is discussed and experimental results are presented. The technique is based on Sondhi algorithm which consists of a linear filter and a memoryless nonlinearity. Several methods of obtaining memoryless nonlinearities for some typical continuous distributions are discussed. Sondhi algorithm is analyzed in the time domain using the diagonal expansion of the bivariate Gaussian probability density function. It is shown that the Sondhi algorithm gives satisfactory results when the memoryless nonlinearity is given in an antisymmetric form as in uniform, Cauchy, binary and gamma distribution. It is shown that the Sondhi algorithm does not perform well when the corresponding memoryless nonlinearity cannot be obtained analytically as in Student-t and F distributions, and when the memoryless nonlinearity can not be expressed in an antisymmetric form as in chi-squared and lognormal distributions.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.25 no.6
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• pp.394-404
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• 2013

In the present study, the characteristics of spectral peakedness parameter $Q_p$, bandwidth parameter ${\varepsilon}$, and spectral width parameter ${\nu}$ were analyzed as a first step to define the swell waves quantitatively. For the analysis, the joint probability density function of significant wave heights and peak periods were newly developed. The MCMC(Markov Chain Monte Carlo) simulations have been performed to generate the significant wave heights and peak periods from the developed probability density functions. Applying the simulated significant wave heights and peak periods to the theoretical wave spectrum models, the spectral shapes parameters were obtained and analyzed. Among the spectral shape parameters, only the spectral peakedness parameter $Q_p$, is shown to be independent with the significant wave height and peak wave period. It also best represents the peakedness of the spectral shape, and henceforth $Q_p$ should be used to define the swell waves with a wave period. For the field verification of the results, wave data obtained from Hupo port and Ulleungdo were analyzed and results showed the same trend with the MCMC simulation results.

• Journal of the Chungcheong Mathematical Society
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• v.22 no.3
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• pp.519-524
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• 2009

In multivariate analysis, the inversion formula of the Stieltjes transform is used to find the density of a spectral distribution of random matrices of sample covariance type. Let $B_{n}\;=\;\frac{1}{n}Y_{m}^{T}T_{m}Y_{m}$ where $Ym\;=\;[Y_{ij}]_{m{\times}n}$ is with independent, identically distributed entries and $T_m$ is an $m{\times}m$ symmetric nonnegative definite random matrix independent of the $Y_{ij}{^{\prime}}s$. In the present paper, using the inversion formula of the Stieltjes transform, we will find the density function of the limiting distribution of $B_n$ away from zero.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.10 no.4
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• pp.53-66
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• 1990

Rainfall is a phenomenon that shows a high variability both in space and time, Hy drologists are usually interested in the description of spatial distribution of rainfall over watershed. The theory of Kriging, generalized covariance technique using nonstationary mean in the regions under orographic effect, was chosen to construct random surface of total storm depth. For the constructed random surface, the double Fourier analysis of the total storm depths was performed, and the principal harmonics of storm were determined. The local component, or storm residuals was obtained by subtracting the periodic component of the storm from total storm depths. It is assumed that the residuals are a sample function of a homogeneous random field. This random field can be characterized by an isotropic one dimensional autocorrelation function or its corresponding spectral density function. Under this assumption, this study proposed a theorectical model for spectral density function adapted to two watersheds.

• Structural Engineering and Mechanics
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• v.36 no.5
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• pp.561-573
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• 2010

The potential of the liquid column vibration absorber (LCVA) as a seismic vibration control device for structures has been explored in this paper. In this work, the structure has been modeled as a linear, viscously damped single-degree-of-freedom (SDOF) system. The governing differential equations of motion for the damper liquid and for the coupled structure-LCVA system have been derived from dynamic equilibrium. The nonlinear orifice damping in the LCVA has been linearized by a stochastic equivalent linearization technique. A transfer function formulation for the structure-LCVA system has been presented. The design parameters of the LCVA have been identified and by applying the transfer function formulation the optimum combination of these parameters has been determined to obtain the most efficient control performance of the LCVA in terms of the reduction in the root-mean-square (r.m.s.) displacement response of the structure. The study has been carried out for an example structure subjected to base input characterized by a white noise power spectral density function (PSDF). The sensitivity of the performance of the LCVA to the coefficient of head loss and to the tuning ratio have also been examined and compared with that of the liquid column damper (LCD). Finally, a simulation study has been carried out with a recorded accelerogram, to demonstrate the effectiveness of the LCVA.

• Wind and Structures
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• v.31 no.6
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• pp.549-560
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• 2020

Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

• Progress in Superconductivity and Cryogenics
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• v.17 no.4
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• pp.16-20
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• 2015

We investigated optical properties of an electron-doped copper oxide high temperature superconductor, $Pr_{0.85}LaCe_{0.15}CuO_4$ (PLCCO) single crystal. We obtained the optical conductivity from measured reflectance at various temperatures. We found our data contained c-axis longitudinal optical (LO) phonon modes due to miscut and intrinsic lattice distortion. We applied an extended Drude model to study the correlations between charge carriers in the system. The LO phonons appear as strong sharp peaks in the optical scattering rate. We tried to remove the LO phonon modes by using the energy loss function, which also shows the LO phonons as peaks, and could not remove them completely. We extracted the electron-boson spectral density function using a generalized Allen's formula. We observed that the resulting electron-boson density show similar temperature dependence as hole-doped cuprates.

• Journal of the Korean Institute of Telematics and Electronics
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• v.26 no.4
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• pp.1-6
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• 1989

This paper addresses modeling of the gyro drift by using the structure function approach which has been originally developed for characterization of the oscillator phase noise. It is shown that by using this approach, an arbitrary order of random and deterministic gyro drift processes can be characterized and easily measured. The relationship between the drift power spectral density and structure function is clarified. It is also shown that this approach simplifies analysis of the effect of drift on the control system performance.

• The Journal of the Acoustical Society of Korea
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• v.41 no.4
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• pp.397-409
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• 2022

A model is developed for the calculation of sea surface generated ambient noise in the range dependent ocean environment. The sources are located in the horizontal plane all around and their depths are at the near-surface. The receiver array is located in the range dependent ocean waveguide. One-way coupled mode method is used to model the acoustic propagation between the sources and receiver in the range dependent waveguide, and the cross spectral density matrix of noise is derived. In simulation, noise intensity, beamforming result and coherence function are calculated from the cross spectral density matrix. These results are compared with those in the range independent environment. The modeling result shows the effect of the vertical directionality and asymmetry characteristics of the horizontal plane.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.271-282
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• 1996

this paper deal with the estimation of the power spectral density function of time series. A kernel estimator which is based on local average is defined and the rates of convergence of the pointwise, $$L_2$-norm; and; $L{\infty}$-norm associated with the estimator are investigated by restricting as to kernels with suitable assumptions. Under appropriate regularity conditions, it is shown that the optimal rate of convergence for 0$N^{-r}$ both in the pointwiseand $$L_2$-norm, while; $N^{r-1}(logN)^{-r}$is the optimal rate in the $L{\infty}-norm$. Some examples are given to illustrate the application of main results.