• Bulletin of the Korean Space Science Society
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• 2007.04a
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• pp.67-67
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• 2007

• Journal of the Korean Operations Research and Management Science Society
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• v.36 no.1
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• pp.13-26
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• 2011

In order to explain the U-shaped pattern of autocorrelations of stock returns i.e., autocorrelations starting around 0 for short-term horizons and becoming negative and then moving toward 0 for long-term horizons, researchers suggested the use of a state-space model consisting of an I(1) permanent component and an AR(1) stationary component, where the two components are assumed to be independent. They concluded that auto-regression coefficients derived from the state-space model follow a U-shape pattern and thus there is mean-reversion in stock prices. In this paper, we show that only negative autocorrelations are feasible under the assumption that the permanent component and the stationary component are independent in the state-space model. When the two components are allowed to be correlated in the state-space model, we show that the sign of the auto-regression coefficients is not restricted as negative. Monthly return data for all NYSE stocks for the period from 1926 to 2007 support the state-space model with correlated noise processes. However, the auto-regression coefficients of the ARIMA process, equivalent to the state-space model with correlated noise processes, do not follow a U-shaped pattern, but are always positive.

• Journal of the Korean Mathematical Society
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• v.35 no.1
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• pp.237-257
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• 1998

By introducing the notion of a generalized normal state space, we give a necessary and sufficient condition for that there exists a unital normal completely map from a von Neumann algebra into another, in terms of their generalized normal state spaces.

• Journal of Astronomy and Space Sciences
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• v.40 no.4
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• pp.149-171
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• 2023

ShadowCam is a National Aeronautics and Space Administration Advanced Exploration Systems funded instrument hosted onboard the Korea Aerospace Research Institute (KARI) Korea Pathfinder Lunar Orbiter (KPLO) satellite. By collecting high-resolution images of permanently shadowed regions (PSRs), ShadowCam will provide critical information about the distribution and accessibility of water ice and other volatiles at spatial scales (1.7 m/pixel) required to mitigate risks and maximize the results of future exploration activities. The PSRs never see direct sunlight and are illuminated only by light reflected from nearby topographic highs. Since secondary illumination is very dim, ShadowCam was designed to be over 200 times more sensitive than previous imagers like the Lunar Reconnaissance Orbiter Camera Narrow Angle Camera (LROC NAC). ShadowCam images thus allow for unprecedented views into the shadows, but saturate while imaging sunlit terrain.

• Journal of Information Processing Systems
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• v.16 no.5
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• pp.1223-1230
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• 2020

Recently, extensive studies have been conducted to apply deep learning to reinforcement learning to solve the state-space problem. If the state-space problem was solved, reinforcement learning would become applicable in various fields. For example, users can utilize dance-tutorial systems to learn how to dance by watching and imitating a virtual instructor. The instructor can perform the optimal dance to the music, to which reinforcement learning is applied. In this study, we propose a method of reinforcement learning in which the action space is dynamically adjusted. Because actions that are not performed or are unlikely to be optimal are not learned, and the state space is not allocated, the learning time can be shortened, and the state space can be reduced. In an experiment, the proposed method shows results similar to those of traditional Q-learning even when the state space of the proposed method is reduced to approximately 0.33% of that of Q-learning. Consequently, the proposed method reduces the cost and time required for learning. Traditional Q-learning requires 6 million state spaces for learning 100,000 times. In contrast, the proposed method requires only 20,000 state spaces. A higher winning rate can be achieved in a shorter period of time by retrieving 20,000 state spaces instead of 6 million.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.444-448
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• 2003

In this paper, the Lagrange dynamics is studied. A state space representation of Lagrange dynamics and control algorithm based on the state feedback pole placement are presented. The state space model presented is descriptor type linear parameter dependent system. It is shown that the control algorithms based on the linear system theory can be applicable to the state space representation of Lagrange dynamics. To show that the linear system theory can be applicable to the state space representation of Lagrange dynamics, the LMI based regional pole-placement design algorithm is developed and present two examples.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.11a
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• pp.169-172
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• 2006

Most studies using state-space models have been conducted under the assumption of independently distributed noises in measurement and state equation without adequate verification of the assumption. To avoid the improper use of state-space model, testing the assumption prior to the parameter estimation of state-space model is very important. The purpose of this paper is to investigate the general relationship between parameters of state-space models and those of ARIMA processes. Under the assumption, we derive restricted parameter spaces of ARIMA(p,0,p-1) models with mutually different AR roots where $p\;{\le}\;5$. In addition, the results of ARIMA(p,0,p-1) case can be expanded to more general ARIMA models, such as ARIMA(p-1,0,p-1), ARIMA(p-1,1,p-1), ARIMA(p,0,p-2) and ARIMA(p-1,1,p-2).

• Journal of Institute of Control, Robotics and Systems
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• v.14 no.8
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• pp.727-732
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• 2008

In this paper, the state-space representation of generalized complimentary filter is proposed. Complementary filter has the suitable structure to merge information from sensors whose frequency regions are complementary. First, the basic concept and structure of complementary filter is introduced. And then the structure of the generalized filter and its state-space representation are proposed. The state-space representation of complementary filter is able to design the complementary filter by applying modern filtering techniques like Kalman filter and $H_{\infty}$ filter. To show the usability of the proposed state-space representation, the design of Inertial Navigation System(INS) vertical channel damping loop using Global Positioning System(GPS) is described. The proposed GPS/INS damping loop lends the structure of Baro/INS(Barometer/INS) vertical channel damping loop that is an application of complementary filter. GPS altitude error has the non-stationary statistics although GPS offers navigation information which is insensitive to time and place. Therefore, $H_{\infty}$ filtering technique is selected for adding robustness to the loop. First, the state-space representation of GPS/INS damping loop is acquired. And next the weighted $H_{\infty}$ norm proposed in order to suitably consider characteristics of sensor errors is used for getting filter gains. Simulation results show that the proposed filter provides better performance than the conventional vertical channel loop design schemes even when error statistics are unknown.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.11a
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• pp.11-14
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• 2003

The dynamics of unobservable short rate are frequently estimated directly by using a proxy. We estimate the biases resulting from this practice ("proxy problem"). To solve this problem, State-Space models have been proposed by many researchers. State-Space models have been used to estimate the unobservable variables from the observable variables in econometrics. However, applications of State-Space models often result in a misleading interpretation of the underlying processes especially when the absorbability of the State-Space model and the assumption of noise processes in the state vector are not properly considered. In this study, we propose the exact State-Space model that properly considers the faults of previous researchers to solve the proxy problem.

• 제어로봇시스템학회:학술대회논문집
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• 1995.10a
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• pp.468-471
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• 1995

In this paper, we propose a new strategy for a space robot to control its attitude. A space robot is an example of a class of non-holonomic systems, a system of which cannot be stabilized into its equilibria with continuous static state feedbacks even in the case that the system is, in some sense, controllable. Thus, we cannot design stabilizing controllers for space robots using conventional control theories. The strategy presented here transforms the non-holonomic system into a time-state control form, and allows us to make the state of the original system any desired one. In the stabilization, any conventional control theory can be applied. For simplicity, a space robot with a two-link manipulator is considered, and a simulated motion of the controlled system is shown.