• 전기의세계
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• 제26권6호
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• pp.48-54
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• 1977

The object of this work is to study the optimal control strategy of constant speed characteristics for a D.C control motor under influence of disturbance. In the course of the analysis, the linearization and time invariance schemes on motor dynamics are presumed throughout under certain prescribed conditions and the performance measure for optimality is assumed to be quadratic in state and the control effort, with the initial and final time specified. When the motor speed is deviated from a stationary operating point by any external disturbance, the optimal continuous feedback control law is investigated by the application of the calculus of variation and realizability of the required control meachanism is suggested. Finally, the comparative study of the speed reasponses of the motor, with and without the optimal control effort is also presented to confirm the obtained results.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.231-242
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• 1995

In this paper we consider kernel type estimator of the spectral density at a point in the analysis of stationary time series data. The kernel entails choice of smoothing parameter called bandwidth. A data-based bandwidth choice is proposed, and it is obtained by solving an equation similar to Sheather(1986) which relates to the probability density estimation. A Monte Carlo study is done. It reveals that the spectral density estimates using the data-based bandwidths show comparatively good performance.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 추계 학술발표회 논문집
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• pp.55-58
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• 2005

This paper discusses the asymptotic efficiency of estimators for optimal portfolios when returns are vector-valued non-Gaussian stationary processes. We give the asymptotic distribution of portfolio estimators ${\hat{g}}$ for non-Gaussian dependent return processes. Next we address the problem of asymptotic efficiency for the class of estimators ${\hat{g}}$ First, it is shown that there are some cases when the asymptotic variance of ${\hat{g}}$ under non-Gaussianity can be smaller than that under Gaussianity. The result shows that non-Gaussianity of X(t) does not always affect worse. Second, we give a necessary and sufficient condition for ${\hat{g}}$ to be asymptotically efficient when the return process is Gaussian, which shows that ${\hat{g}}$ is not asymptotically efficient generally. From this point of view we propose to use maximum likelihood type estimators for g, which are asymptotically efficient. We examine our approach numerically.

• Journal of the Korean Statistical Society
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• 제32권4호
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• pp.401-409
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• 2003

We consider a particle walking on the nonnegative integers and each unit of time it makes, given it is at site k, either a jump of size m distance units to the right with probability $p_{k}$ or it goes back (falls down) to its starting point 0, a retaining barrier, with probability $v_{k}\;=\;1\;-\;p_{k}$. This is a Markov chain on the integers $mZ^{+}$. We show that if $v_{k}$ has a nonzero limit, then the Markov chain is positive recurrent. However, if $v_{k}$ speeds to 0, then we may get transient Markov chain. A critical speeding rate to zero is identified to get transience, null recurrence, and positive recurrence. Another type of random walk on $Z^{+}$ is considered in which a particle moves m distance units to the right or 1 distance unit to left with probabilities $p_{k}\;and\;q_{k}\;=\;1\;-\;p_{k}$, respectively. A necessary condition to having a stationary distribution and positive recurrence is obtained.

• 오토저널
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• 제12권1호
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• pp.33-39
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• 1990

This study has been conducted by experiments for distribution of concentration of helium gas, which is jetted into stationary atmosphere at the normal temperature and pressure. It is able to obtain the data for concentration of helium and air mixtures by the use of hot wire probe which has fast response. At an up stream, the concentration gradient which is attained is steep. At a down stream, the mixing time of helium and air is gradually shortened with the lapse of time in front of a jet. The arrival frequency of a jet in an unsteady area is mostly constant from 0% to 100% up to 80mm, but the time which is reaching to 100% is gradually to lengthen as a descending downstream. After starting a jet and the point of 90%, the mixing time is especially to lengthen. This reason comes from the turbulent intensity which causes for mixing of helium and air. This time difference which causes according to lengthen a jet should be considered in the design of combustion chamber.

• 태양에너지
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• 제19권3호
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• pp.115-123
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• 1999

An experimental study was carried out to investigate the flow characteristics of a stationary blade for six kinds of measuring angles of attack, $0^{\circ},\;10^{\circ},\;20^{\circ}\;and\;30^{\circ}$ at Reynolds number of $5.8{\times}10^4$. Instant simultaneous velocity vectors around blade were measured by 2-D PIV system where laser-based illumination and two-frame grey-level cross correlation algorithm were adopted. Velocity profiles show uniform approaching flow from the straightening equipment, and experimental results reveal that separation phenomena occur and the separation point moves upstream with increasing angle of attack.

• 호남수학학술지
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• 제9권1호
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• pp.113-119
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• 1987

Random variables $X_1$, $X_1$, ..., $X_m$ are said to be weakly associated if whenever $\pi$ is a permutation of {1, 2,..., m}, $1{\leq}k<m$, and f: $R^{k}{\rightarrow}R$, g: $R^{m-k}{\rightarrow}R$ are coordinatewise nondecreasing functions then Cov $[f(X_{x(1)},...,\;X_{\pi(k)},\;g(X_{x(k+1)},...,\;X_{x(m)})]{\geq}0$, whenever the covariance is defined. An infinite collection of random variables is weakly associated if every finite subcollection is weakly associated. The basic properties of weak association and central limit theorem for weakly associated random variables are derived. We also extend this idea to point random fields and prove that a Cox process with a stationary weakly associated intensity rardom measure is weakly associated. Another inequalities and the fact that positive correlated normal random variables are weakly associated are also proved.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2008년도 추계학술대회B
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• pp.2798-2803
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• 2008

The confined slot air jet impinging normally on a moving flat surface has been investigated numerically by using commercial CFD code Ansys CFX-V11. Turbulent flows are modeled using k-w turbulence model. Two-dimensional turbulent flow is considered. Calculations were conducted for a nozzle-to-plate spacing of eight slot nozzle width, at three Reynolds number(Re=4500, 6700 and 10,000) and four surface-to-velocity ratios i.e. 0, 0.25, 0.5 and 1. Results are compared against corresponding cases for heat transfer from a stationary plate. Local Nusselt number is calculated under constant wall temperature condition. The analysis reveals that the average Nusselt number increases considerably with the jet exit Reynolds number, but decrease with the plate velocity.

• 한국철도학회:학술대회논문집
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• 한국철도학회 2000년도 춘계학술대회 논문집
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• pp.645-651
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• 2000

In this paper, numerically evaluated is the regulations for crashworthy design of the Korean standard urban train suggested by KRRI. The 4-car consist of K-EMU(Korean Electric Multiple Unit) train developed in recent is analyzed under various collision conditions such as normal coupling, heavy shunt, light and heavy collisions. The collision conditions are assumed as K-EMU collides against another stationary one at 5 kph, 10 kph, 25 kph and 32 kph. According to the numerical results and bibliographical study, it is necessary that the regulations by KRRI be complemented from crashworthy point of view. Furthermore, the K-EMU train is recommended to adopt a new coupler with an additional energy absorber or a mechanical fuse.

• 응용통계연구
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• 제30권1호
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• pp.195-202
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• 2017

가끔 비선형회귀분석에서 수치해를 사용시 불안정성을 보게 된다. 비선형회귀분석에서 모든 반복처리 방법들은 초기추정값을 요구한다. 그러나, 오차제곱합에 복수 개의 국소최소값이 존재하면 잘못된 초기추정값은 원하지 않는 정상점에 수렴하게 된다. 이런 경우 초기추정값은 카오스 현상을 일으킨다.