• Journal of the Korean Data and Information Science Society
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• v.8 no.2
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• pp.119-125
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• 1997

We handle the stochastic processes of independent and identically distributed random variables. But random variables are usually dependent among themselves in actual life. So in this paper, we find out a new process not satisfying Markov property. We investigate the probability mass functions and study on the probability of the first-passage time. Also we find out the average frequency of continuous successes in from 0 to n time.

• Journal of the Korean Mathematical Society
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• v.32 no.1
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• pp.141-149
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• 1995

Let N denote the set of positive integers. Fix $d_1, d_2 \in N with d = d_1 + d_2$. Let X and Y be real random variables and let ${X_i : i \in N^d_1} and {Y_j : j \in N^d_2}$ be independent families of independent identically distributed random variables with $L(X) = L(X_i) and L(Y) = L(Y_j)$, where $L(\cdot)$ denote the law of $\cdot$.

• 전기의세계
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• v.19 no.6
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• pp.1-7
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• 1970

In this paper, to determine process dynamic characteristics, the correlation method for measuring the impulse response of process using a pseudo-random binary signal as the test signal instead of white noise was studied. The error caused by using the signal of Mesquence signal generator which was built up by the authors was analysed. Experments were performed on the 1st and 2nd order lag systems and the results were in good coincidence with theoretical values. It is expected that applying these results, it may be possible to develop a continuous measuring method adaptable to modern control systems.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.34 no.5
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• pp.173-178
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• 1985

The control of a linear system with random coefficients is discussed here. The cost function is of a quadratic form and the random coefficients are assumed to be completely observable by the controller. Stochastic Process involved in the problem by the controller. Stochastic Process involved in the problem formulation is presented to be the unique strong solution to the corresponding stochastic differential equations. Condition for the optimal control is represented through the existence of solution to a Cauchy problem for the given nonlinear partial differential equation. The optimal control is shown to be a linear function of the states and a nonlinear function of random parameters.

• The Pure and Applied Mathematics
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• v.11 no.2
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• pp.139-147
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• 2004

Let {<$\mathds{X}_t$} be an m-dimensional linear process of the form $\mathbb{X}_t\;=\sumA,\mathbb{Z}_{t-j}$ where {$\mathbb{Z}_t$} is a sequence of stationary m-dimensional negatively associated random vectors with $\mathbb{EZ}_t$ = $\mathbb{O}$ and $\mathbb{E}\parallel\mathbb{Z}_t\parallel^2$ < $\infty$. In this paper we prove the central limit theorems for multivariate linear processes generated by negatively associated random vectors.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.20 no.6
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• pp.44-50
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• 2021

This study analyzed the stability of antenna equipped on vehicles by the link of modal analysis and random vibration analysis with the vibration data of MIL-STD-810H, METHOD 514.8. As a result of the random vibration analysis of antenna, the maximum equivalent stress 41.9MPa and minimum margin of safety 8.37 was generated in the bracket of antenna by the vertical direction vibration. Thus, it was found that antenna has enough stability during the operation.

• Journal of the Korea Safety Management & Science
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• v.23 no.4
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• pp.105-112
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• 2021

This paper presents a periodic replacement policy for a system subject to shocks when the system is operating for a finite random horizon. The system is subject to shocks during operation, and each shock causes downgrading of the system performance and makes it more expensive to run by the additional running cost. Shocks arrive according to a nonhomogeneous or a renewal process, and we develop periodic replacement policies under a finite random operating horizon. The optimum periodic replacement interval which minimizes the total operating cost during the horizon is found. Numerical examples are presented to demonstrate the results.

• Journal of the Korean Operations Research and Management Science Society
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• v.12 no.1
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• pp.19-26
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• 1987

In analyzing time series, estimating the level or the current mean of the process plays an important role in understanding its structure and in being able to make forecasts. The studies the class of time series models where the level of the process is assumed to follow a random walk and the deviation from the level follow an ARMA process. The estimation and forecasting problem in a Bayesian framework and uses the Kalman filter to obtain forecasts based on estimates of level. In the analysis of time series, we usually make the assumption that the time series is generated by one model. However, in many situations the time series undergoes a structural change at one point in time. For example there may be a change in the distribution of random variables or in parameter values. Another example occurs when the level of the process changes abruptly at one period. In order to study such problems, the assumption that level follows a random walk process is relaxed to include a major level change at a particular point in time. The major level change is detected by examining the likelihood raio under a null hypothesis of no change and an alternative hypothesis of a major level change. The author proposes a method for estimation the size of the level change by adding one state variable to the state space model of the original Kalman filter. Detailed theoretical and numerical results are obtained for th first order autoregressive process wirth level changes.

• Journal of KSNVE
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• v.10 no.6
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• pp.971-976
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• 2000

High level random vibration environments induced while launching of spacecraft can damage sensitive electronic equipment, unless the equipment is properly packaged. Thus careful consideration on the launch environment, especially for high level random vibration, is required in the design stage of electronic equipment of spacecraft. This paper describes the development process of Solar Array Regulator for KOMPAT-2, which is designed and tested by Korean engineers. Both analytical and experimental techniques are introduced in this paper.

• Journal of the Korean Institute of Telematics and Electronics
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• v.17 no.1
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• pp.1-9
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• 1980

In this paper several basic techniques for signal processing and analysis are surveyed. Firstly by the intervention of the uncertainty principle, an equality sign may have different degree of precision if non commutable operators are applied. Seconds y maximum entropy estimate and randam process based viewpoint must be enhanced to get rid of the well established and reigning deterministic image of science. Thirdly techniques for the analysis of a signal namely detection. ess]motion and modulation are explained as well as the positive definiteness of a covariance function, Karhunen-Loeve expansion and SVD of an image.