• Proceedings of the KIEE Conference
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• 2008.07a
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• pp.1551-1552
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• 2008

본 논문은 네트워크 기반 제어시스템(NCS: Networked Control Systems)에 모델매칭 제어기법을 적용한 효율적인 제어알고리즘을 제안한다. 비선형의 특징을 가지는 제어기 및 관측기의 시간지연을 Taylor 근사법으로 선형화하여 선형시스템 이론을 적용한 모델매칭 제어기를 설계하였다. 또한, 제어기의 차수를 우세극 기법과 극,영점 상쇄기법(Pole-Zero Cancelation)을 통해 저차화한 후 그 타당성을 검증하였다. 제안한 제어알고리즘의 컴퓨터 시뮬레이션을 실시하였으며 기존의 고차 모델매칭 제어기와 비교분석하여 타당성 및 신뢰성을 검증하였다.

• Nuclear Engineering and Technology
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• v.31 no.2
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• pp.172-181
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• 1999

Series expansion methods to compute the exponential of a matrix have been compared by applying them to fuel depletion calculations. Specifically, Taylor, Pade, Chebyshev, and rational Chebyshev approximations have been investigated by approximating the exponentials of bum matrices by truncated series of each method with the scaling and squaring algorithm. The accuracy and efficiency of these methods have been tested by performing various numerical tests using one thermal reactor and two fast reactor depletion problems. The results indicate that all the four series methods are accurate enough to be used for fuel depletion calculations although the rational Chebyshev approximation is relatively less accurate. They also show that the rational approximations are more efficient than the polynomial approximations. Considering the computational accuracy and efficiency, the Pade approximation appears to be better than the other methods. Its accuracy is better than the rational Chebyshev approximation, while being comparable to the polynomial approximations. On the other hand, its efficiency is better than the polynomial approximations and is similar to the rational Chebyshev approximation. In particular, for fast reactor depletion calculations, it is faster than the polynomial approximations by a factor of ∼ 1.7.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.27 no.3
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• pp.180-193
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• 2023

Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.10 no.3
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• pp.7-17
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• 1990

The objective of this paper is to provide a method of optimizing are as of the members as well as shape of both truss and arch structures. The design process includes satisfaction of stress and Euler buckling stress constraints for truss and combined stress constraints for arch structures. In order to reduce the number of detailed finite element analysis, the Force Approximation Method is used. A finite element analysis of the initial structure is performed and the gradients of the member end forces are calculated with respect to the areas and nodal coordinates. The gradients are used to form an approximate structural analysis based on first order Taylor series expansions of the member end forces. Using move limits, a numerical optimizer minimizes the volume of the structure with information from the approximate structural analysis. Numerical examples are performed and compared with other methods to demonstrate the efficiency and reliability of the Force Approximation Method for shape optimization. It is shown that the number of finite element analysis is greatly reduced and that it leads to a highly efficient method of shape optimization of structures.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.3
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• pp.321-327
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• 2007

This study presents a new gridless finite difference method for solving elastic crack problems. The method constructs the Taylor expansion based on the MLS(Moving Least Squares) method and effectively calculates the approximation and its derivatives without differentiation process. Since no connectivity between nodes is required, the modeling of discontinuity embedded in the domain is very convenient and discontinuity effect due to crack is naturally implemented in the construction of difference equations. Direct discretization of the governing partial differential equations makes solution process faster than other numerical schemes using numerical integration. Numerical results for mode I and II crack problems demonstrates that the proposed method accurately and efficiently evaluates the stress intensity factors.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.28 no.10
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• pp.819-824
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• 2017

This paper presents a target localization scheme for distributed Multi-input Multi-output(MIMO) radar system using ToA measurements obtained from multiple transmitter and receiver pairs. The proposed method can locate the target from an arbitrary initial point by iteratively finding the Taylor linear approximation equation. The simulation results show that proposed method achieves the better mean square error(MSE) performance than the existing target localization methods, and furthermore, attains Cramer-Rao Lower Bound(CRLB).

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.4
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• pp.493-499
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• 2007

The Taylor expansion expresses a differentiable function and its coefficients provide good approximations for the given function and its derivatives. In this study, m-th order Taylor Polynomial is constructed and the coefficients are computed by the Moving Least Squares method. The coefficients are applied to the governing partial differential equation for solid problems including crack problems. The discrete system of difference equations are set up based on the concept of point collocation. The developed method effectively overcomes the shortcomings of the finite difference method which is dependent of the grid structure and has no approximation function, and the Galerkin-based meshfree method which involves time-consuming integration of weak form and differentiation of the shape function and cumbersome treatment of essential boundary.

• Journal of Institute of Control, Robotics and Systems
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• v.18 no.3
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• pp.175-180
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• 2012

A nonlinear navigation filter for biomimetic robot using analytic approximation of mean and covariance of state variable is proposed. The approximations are performed at the time update step in the filter structure. The mean is approximated to the 3rd order of Taylor's series expansion of true mean and the covariance is approximated to the 3rd order either. The famous EKF is a nonlinear filtering method approximating the mean to 1st order and the covariance to the 3rd order. The UKF approximate them to the higher orders by numerical method. The proposed method derived a analytical approximation of them for navigation system and therefore don't need so called sigma point transformation in UKF. The simulation results show that the proposed method can be a good alternative of UKF in the systems which require less computational burden.

• Proceedings of the KIEE Conference
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• 2003.11c
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• pp.946-949
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• 2003

In this paper, a DDFS(Direct Digital Frequency Synthesis)chip has been designed focusing on the reduction of ROM size and implemented using FPGA. When calculating the sine value for the input phase value, we used the Taylor series expansion approximation method to reduce the number of addresses of ROM. We also used the piecewise straight line approximation method, ie, the stored value int the ROM is the difference of the sine value and the straight line approximation. Using this method, we could reduce four bits for each ROM data.

• Journal of Convergence for Information Technology
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• v.11 no.11
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• pp.51-56
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• 2021

In this paper, performance degradation in the cross-eye jamming due to amplitude mismatch of two jamming antennas is considered. The mismatch of the amplitude ratio is modeled as a random variable with a normal distribution of the difference between the actual amplitude ratio and the nominal amplitude ratio due to mechanical defects. In the proposed analytic performance analysis, the first-order Taylor series expansion and the second-order Taylor series expansion is adopted. Performance measure of the cross-eye jamming is the mean square difference (MSD). The analytically derived MSD is validated by comparing the analytically derived MSD with the first-order Taylor series-based simulation-based MSD and the second-order Taylor series-based simulation-based MSD. It shows that the analysis-based MSD is superior to the Monte-Carlo-based MSD, which has a high calculation cost.