• 대한수학회보
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• 제46권1호
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• pp.183-198
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• 2009

In this paper, we derive a characterization of orthonormal balanced multiwavelets of order p in terms of the continuous moments of the multiscaling function $\phi$. As a result, the continuous moments satisfy the discrete polynomial preserving properties of order p (or degree p - 1) for orthonormal balanced multiwavelets. We derive polynomial reproduction formula of degree p - 1 in terms of continuous moments for orthonormal balanced multiwavelets of order p. Balancing of order p implies that the series of scaling functions with the discrete-time monomials as expansion coefficients is a polynomial of degree p - 1. We derive an algorithm for computing the polynomial of degree p - 1.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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• pp.147-150
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• 1997

In the study, we consider chua's circuit which is a paradigmatic chaotic system belonging to Lur'e form. It is shown that the dynamic behavior of such a system can be influenced in such a way as to obtain out of chaotic behavior a desired periodic orbit corresponding to an unstable periodic trajectory which exists in the system. This kind of control can be achieved via injection of a single continuous time signal representing the output of the system associated with an unstable periodic orbit embedded in the chaotic attractor We investigate the case when this signal is sampled, i.e. we supply to the system the control signal at discrete time moments only.

• 전기학회논문지
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• 제67권8호
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• pp.1062-1070
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• 2018

This paper presents a simple identification method for discrete-time low-order model of unknown delay process from pulse response. The key idea is to find the parameters of the model such that the first N moments of the unknown process and the model are equal. We first show that the k-th moment of a process can be determined by the moments of the input and output. The parameters and delay are estimated separately. It is shown that for a given delay, the parameters of the low-order model can be determined by solving linear equations in a matrix form. Delay of the model is estimated such that the integral of the absolute errors (IAE) of the candidate models with possible delays minimizes. The illustrative example shows that the proposed method can directly identify low-order models without order reduction process from a single pulse response.

• 한국통신학회논문지
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• 제28권9B호
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• pp.783-792
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• 2003

We consider a finite-buffer discrete-time queueing system with fixed-size bulk-service discipline: Geo/ $G^{B}$1/K＋B. The main purpose of this paper is to present a performance analysis of this system that has a wide range of applications in Asynchronous Transfer Mode (ATM) and other related telecommunication systems. For this purpose, we first derive the departure-epoch probabilities based on the embedded Markov chain method. Next, based on simple rate in and rate out argument, we present stable relationships for the steady-state probabilities of the queue length at different epochs: departure, random, and arrival. Finally, based on these relationships, we present various useful performance measures of interest such as the moments of number of packets in the system at three different epochs and the loss probability. The numerical results are presented for a deterministic service-time distribution - a case that has gained importance in recent years.s.

• Journal of the Korean Statistical Society
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• 제35권3호
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• pp.281-303
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• 2006

In an earlier work, we investigated the problem of using linear programming to bound performance measures in a discrete time Jackson network. There it was assumed that the system evolution is controlled by the early arrival scheme. This assumption implies that the system can't be modelled by a Markov chain. This problem was resolved and performance bounds were calculated. In the present work, we use a modification of the early arrival scheme (without corrupting it) in order to make the system evolves as a Markov chain. This modification enables us to obtain explicit expressions for certain moments that could not be calculated explicitly in the pure early arrival scheme setting. Moreover, this feature implies a reduction in the linear program size as well as the computation time. In addition, we obtained tighter bounds than those appeared before due to the new setting.

• 한국산업정보학회논문지
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• 제23권3호
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• pp.49-57
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• 2018

Cho는 확률적 활동 네트워크 분석에서 활동시간이 상호 독립적이고 정규분포를 따른다는 가정 하에서 사업완성시간의 적률 (평균, 분산, 왜도, 첨도)을 추정하기 위한 방법을 제안하였다. 본 논문에서는 활동시간의 분포가 일반적인 분포일 때 사업완성시간의 적률을 추정하기 위한 방법을 제안한다. 제안된 방법은 활동시간 분포의 이산화를 위해 적률매칭 방법을 사용하며, 사업완성시간의 계산에 사용될 활동시간을 결정하는데 이산형 역변환 방법을 사용한다. 제안된 방법은 대규모 네트워크에 적용하기 쉽고, 몬테칼로 시뮬레이션 보다 계산적으로 효율적이며, 제안된 방법의 결과는 몬테칼로 시뮬레이션에 의한 결과와 잘 일치함을 보여준다.

• International Journal of Control, Automation, and Systems
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• 제2권3호
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• pp.384-389
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• 2004

Recently a method of model reduction for discrete systems has been proposed in the literature based on a new impulse response Gramian. In this method, the system matrix$A_r$ of a reduced model is computed by approximating the reduced-order impulse response Gramian. The remaining matrices $b_r$ and $c_r$ are obtained so that various initial Markov parameters and time-moments of the original system are preserved in the reduced model. In this paper a different approach is presented based on the recursive relationship among the impulse response Gramians.

• 산업경영시스템학회지
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• 제42권4호
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• pp.91-105
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• 2019

Discrete-time Queueing models are frequently utilized to analyze the performance of computing and communication systems. The length of busy period is one of important performance measures for such systems. In this paper, we consider the busy period of the Geo/Geo/1/K queue with a single vacation. We derive the moments of the length of the busy (idle) period, the number of customers who arrive and enter the system during the busy (idle) period and the number of customers who arrive but are lost due to no vacancies in the system for both early arrival system (EAS) and late arrival system (LAS). In order to do this, recursive equations for the joint probability generating function of the busy period of the Geo/Geo/1/K queue starting with n, 1 ≤ n ≤ K, customers, the number of customers who arrive and enter the system, and arrive but are lost during that busy period are constructed. Using the result of the busy period analysis, we also numerically study differences of various performance measures between EAS and LAS. This numerical study shows that the performance gap between EAS and LAS increases as the system capacity K decrease, and the arrival rate (probability) approaches the service rate (probability). This performance gap also decreases as the vacation rate (probability) decrease, but it does not shrink to zero.

• 한국산업정보학회논문지
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• 제22권1호
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• pp.61-67
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• 2017

프로젝트 네트워크 분석에서 사업완성시간의 분포를 추정하는 것은 매우 기본적이다. 본 논문에서는 활동시간이 상호 독립적이고 정규분포를 따른다는 가정 하에서 사업완성시간의 적률(평균, 분산, 왜도, 첨도)을 추정하기 위한 방법을 제안한다. 제안된 방법은 연속형의 활동시간 분포를 이산형 분포로 근사화하기 위한 이산화 기법과 난수발생을 이용한다. 제안된 방법은 대규모 네트워크에 대해서도 쉽게 적용 가능하며, 그리고 제안된 방법에 의한 결과는 몬테칼로 시뮬레이션에 의해 얻어진 결과와 비교할 때 매우 정확함을 보여준다.

• 한국전자통신학회논문지
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• 제15권6호
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• pp.1037-1044
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• 2020

윈드프로파일러(RWP, radar wind profiler)는 기상 상태와 관계없이 시공간 분해능이 높은 바람장 자료를 제공하며 생산된 바람의 정확도나 품질에 대한 검증이 필수적이다. 기존 정확도 검증 방식은 레윈존데와의 동시 관측을 통해 윈드프로파일러에서 생성된 바람 벡터를 기준 자료로 활용하는 것이다. 본 연구에서는 평균 모멘트 자료로부터 스펙트럼과 원시 시계열 자료를 시뮬레이션하는 알고리즘을 통해 윈드프로파일러의 신호처리 알고리즘을 단계별로 검증하는 방안을 제시하고, LAP-3000의 원시 자료와의 비교를 통해 해당 알고리즘의 가능성을 확인하였다. 기상 신호의 밀도 함수를 모멘트값을 인자로 하는 왜곡된 정규 분포의 밀도 함수로 가정하여 생성하였고, 난수를 통해 시뮬레이션 스펙트럼을 생성하였다. 또한, 난수 위상과 역 이산푸리에 변환으로 간섭 평균된 시뮬레이션 원시 시계열 자료를 생성하고 최종적으로 디리클레 분포(Dirichlet distribution)를 통해 간섭 평균 전 단계의 원시 시계열 자료를 생성하였다.