• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.173-178
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• 2005

We derive an It${\hat{o}}$ formula for generalized functionals for the fractional Brownian sheet with arbitrary Hurst parameter ${H_1},\;H_2$ ${\epsilon}$ (0,1). As an application, we consider a stochastic integral representation for the local time of the fractional Brownian sheet.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.14 no.4
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• pp.537-549
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• 2001

The effect of partially restrained(PR) connections and the uncertainties in them on the reliability of steel frames subjected to seismic loading is addressed. A stochastic finite element method(SFEM) is proposed combining the concepts of the response surface method(RSM), the finite element method(FEM), the first-order reliability method (FORM), and the iterative linear interpolation scheme. The behavior of PR connections is captured using moment-relative rotation curves, and is represented by the four-parameter Richard model. For seismic excitation, the loading, unloading, and reloading behavior at PR connections is modeled using moment-relative rotation curves and the Masing rule. The seismic loading is applied in the time domain for realistic representation. The reliability of steel frames in the presence of PR connections is calculated considering all major sources of nonlinearity. The algorithm is clarified with the help of an example.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.13 no.3
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• pp.373-384
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• 2000

To assess the safety of nonlinear steel frame structures subjected to short duration dynamic loadings, especially seismic loading, a nonlinear time domain reliability analysis procedure is proposed in the context of the stochastic finite element concept. In the proposed algorithm, the finite element formulation is combined with concepts of the response surface method, the first order reliability method, and the iterative linear interpolation scheme. This leads to the stochastic finite element concept. Actual earthquake loading time-histories are used to excite structures, enabling a realistic representation of the loading conditions. The assumed stress-based finite element formulation is used to increase its efficiency. The algorithm also has the potential to evaluate the risk associated with any linear or nonlinear structure that can be represented by a finite element algorithm subjected to seismic loading or any short duration dynamic loading. The algorithm is explained with help of an example and verified using the Monte Carlo simulation technique.

• Journal of the Korea Society for Simulation
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• v.33 no.1
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• pp.19-26
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• 2024

The phase-type, PH, distribution is defined as the time to absorption into a terminal state in a continuous-time Markov chain. As the PH distribution includes family of exponential distributions, it has been widely used in stochastic models. Since the PH distribution is represented and generated by an initial probability vector and a generator matrix which is called the Markovian representation, we need to find a vector and a matrix that are consistent with given set of moments if we want simulate a PH distribution. In this paper, we propose an approach to simulate a PH distribution based on distribution function which can be obtained directly from moments. For the simulation of PH distribution of order 2, closed-form formula and streamlined procedures are given based on the Jordan decomposition and the minimal Laplace transform which is computationally more efficient than the moment matching methods for the Markovian representation. Our approach can be used more effectively than the Markovian representation in generating higher order PH distribution in queueing network simulation.

• The Journal of Korea Robotics Society
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• v.3 no.3
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• pp.194-202
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• 2008

This paper describes a new method for indoor environment mapping and localization with stereo camera. For environmental modeling, we directly use the depth and color information in image pixels as visual features. Furthermore, only the depth and color information at horizontal centerline in image is used, where optical axis passes through. The usefulness of this method is that we can easily build a measure between modeling and sensing data only on the horizontal centerline. That is because vertical working volume between model and sensing data can be changed according to robot motion. Therefore, we can build a map about indoor environment as compact and efficient representation. Also, based on such nodes and sensing data, we suggest a method for estimating mobile robot positioning with random sampling stochastic algorithm. With basic real experiments, we show that the proposed method can be an effective visual navigation algorithm.

• Journal of Korea Multimedia Society
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• v.13 no.12
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• pp.1778-1785
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• 2010

This paper proposes a new video-based method of analyzing human gait which is a highly variable dynamic process. It captures a human gait of varying directions as a trajectory in the phase space. The proposed method includes two options of a stochastic process model and a self-organizing feature map as the tool of feature space representation and analysis. Test results show that the model is highly intuitive and we believe it can contribute to our understanding of human activity as well as gait behavior.

• Communications for Statistical Applications and Methods
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• v.21 no.5
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• pp.461-469
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• 2014

Characteristic functions play an important role in probability and statistics; however, a rigorous derivation of these functions requires contour integration, which is unfamiliar to most statistics students. Without resorting to contour integration, Datta and Ghosh (2007) derived the characteristic functions of normal, Cauchy, and double exponential distributions. Here, we derive the characteristic functions of t, truncated normal, skew-normal, and skew-t distributions. The characteristic functions of normal, cauchy distributions are obtained as a byproduct. The derivations are straightforward and can be presented in statistics masters theory classes.

• International Journal of Aeronautical and Space Sciences
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• v.18 no.4
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• pp.757-766
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• 2017

For implementing the proportional navigation guidance law on passive homing missiles equipped with strapdown imaging infrared seekers, the line-of-sight angles and rates with respect to the inertial frame should be estimated by carefully handling the parasitic instability effect due to the seeker's latency. By introducing a new state vector representation along with the Pade approximation for compensating the time-delay of the seeker, this paper proposes a new guidance filter structure, stochastic dynamic models and measurement equations, in three-dimensional homing problem. Then, it derives the line-of-sight angle and rate estimator in general two-dimensional engagement by applying the extended Kalman filter to the proposed structure. The estimation performance and the characteristics of the proposed filter were evaluated via a series of numerical experiments.

• Wind and Structures
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• v.15 no.3
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• pp.223-245
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• 2012

Multivariate simulation is necessary for cases where non-Gaussian processes at spatially distributed locations are desired. A simulation algorithm to generate non-Gaussian wind pressure fields is proposed. Gaussian sample fields are generated based on the spectral representation method using wavelet transforms method and then mapped into non-Gaussian sample fields with the aid of a CDF mapping transformation technique. To illustrate the procedure, this approach is applied to experimental results obtained from wind tunnel tests on the domes. A multivariate Gaussian simulation technique is developed and then extended to multivariate non-Gaussian simulation using the CDF mapping technique. It is proposed to develop a new wavelet-based CDF mapping technique for simulation of multivariate non-Gaussian wind pressure process. The efficiency of the proposed methodology for the non-Gaussian nature of pressure fluctuations on separated flow regions of different rise-span ratios of domes is also discussed.

• Wind and Structures
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• v.25 no.6
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• pp.589-608
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• 2017

A novel probabilistic approach is presented for estimating the equivalent static wind loads that produce a static response of the structure, which is "equivalent" in a probabilistic sense, to the extreme dynamic responses due to the unsteady pressure random field induced by the wind. This approach has especially been developed for complex structures (such as stadium roofs) for which the unsteady pressure field is measured in a boundary layer wind tunnel with a turbulent incident flow. The proposed method deals with the non-Gaussian nature of the unsteady pressure random field and presents a model that yields a good representation of both the quasi-static part and the dynamical part of the structural responses. The proposed approach is experimentally validated with a relatively simple application and is then applied to a stadium roof structure for which experimental measurements of unsteady pressures have been performed in boundary layer wind tunnel.