• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.383-391
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• 2011

This paper presents a modified entropy-based test of fit for the inverse Gaussian distribution. The test is based on the entropy difference of the unknown data-generating distribution and the inverse Gaussian distribution. The entropy difference estimator used as the test statistic is obtained by employing Vasicek's sample entropy as an entropy estimator for the data-generating distribution and the uniformly minimum variance unbiased estimator as an entropy estimator for the inverse Gaussian distribution. The critical values of the test statistic empirically determined are provided in a tabular form. Monte Carlo simulations are performed to compare the proposed test with the previous entropy-based test in terms of power.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.761-770
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• 2011

Robust principal components regression is suggested to deal with both the multicollinearity and outlier problem. A main aspect of the robust principal components regression is the selection of an optimal set of principal components. Instead of the eigenvalue of the sample covariance matrix, a selection criterion is developed based on the condition index of the minimum volume ellipsoid estimator which is highly robust against leverage points. In addition, the least trimmed squares estimation is employed to cope with regression outliers. Monte Carlo simulation results indicate that the proposed criterion is superior to existing ones.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1400-1404
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• 2010

In this study the flow duration curves and load duration curves for Nakdong river basin are analyzed. The TANK model is used as s hydrologic simulation model whose parameters are estimated from 8-days intervals flow data measured by Nakdong River Water Environment Laboratory. also in this study a Minimum Variance Unbiased Estimator(MVUE) is confirmed that it provides satisfactory load estimate. The Seven-Parameter Log Linear Model for estimating Total Organic Carbon(TOC) and Biochemical Oxygen Demand(BOD) loads in Nakdong river using a MVUE.

• Water for future
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• v.23 no.1
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• pp.79-87
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• 1990

In this study, a regression model, which relates annual flood peak flows collected at stramflow gaging stations in the Han river and Nakdong river basin to both basin characteristics and precipitation data, is developed by using the generalized least squares method which can provide reasonable and unbiased estimator of error variance by separating error variance of the regression model into that due to model error and due to sampling error. This model may be used as a mechanism for transferring hydrologic information from the gaged sites to ungaged sites.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.18 no.7
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• pp.1009-1017
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• 1993

The Robust Adaptive Servo Controller in this paper has an error-corrected and robust structure which guarantees asymptotic regulation and tracking in the presence of bounded parameter perturbations. The adaptive mechanism tunes the controller parameters such that a quadratic performance index is minimized. Through the speed and position control of the DC servo model with computer simulations, the minimum variance controller parameters are robust with respect to finite parameter perturbation and bounded disturbance.

• Journal of Korea Society of Industrial Information Systems
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• v.8 no.4
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• pp.94-100
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• 2003

In this paper, we study the estimation of reliability function for a parallel system with k dependent exponential components. We assume that the failure of one of the k components changes the life distribution of the remaining components. Also, we compare with Cramer-Rna lower bound for variances of the minimum variance unbiased estimator, and the mean square errors of the maximum likelihood estimator of reliability system with the through the Monte Carlo simulation.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.13 no.1
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• pp.89-93
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• 2013

This paper is estimating a target direction of arrival with incident to receiver in spatial. This paper presented covariance using constraint matrix to correlation interference signal cancellation in multi input multi output array antennas system. we proposed a target direction of arrival estimation algorithm using cost function and minimum variance method. Through simulation, we were analysis a performance to compare general SPT-LCMV algorithm and proposal algorithm. We showed that proposal algorithm improve more target estimation than general SPT-LCMV algorithm in direction of arrival.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.41 no.4
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• pp.21-28
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• 2004

This paper presents a direct multivariable self-tuning controller using neural network which adapts to the changing parameters of the higher order multivariable nonlinear system with nonminimum phase behavior, mutual interactions and time delays. The nonlinearities are assumed to be globally bounded, and a multivariable nonlinear system is divided linear part and nonlinear part. The neural network is used to estimate the controller parameters, and the control output is obtained through estimated controller parameter. In order to demonstrate the effectiveness of the proposed algorithm the computer simulation is done to adapt the multivariable nonlinear nonminimm phase system with time delays and changed system parameter after a constant time. The proposed method compared with direct multivariable adaptive controller using neural network.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.36S no.11
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• pp.22-33
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• 1999

This paper presents the method for the automatic tuning of a design weighting polynomial parameters of a generalized minimum-variance stochastic ultivariable self-tuning controller which adapts to changes in the higher order nonminimum phase system parameters with time delays and noises. The self-tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing the design weighting polynomial parameters of the controller. The proposed multivariable self-tuning method is simple and effective compared with pole restriction method. The computer simulation results are presented to adapt the higher order multivariable system with nonminimum phase and with changeable system parameters.

• Journal of the Korean Institute of Telematics and Electronics T
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• v.35T no.3
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• pp.87-95
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• 1998

This paper presents the method for the automatic tuning of a design weighting polynomial parameter of a generalized minimum-variance stochastic self tuning controller which adapts to changes in the system parameters with time delays and noises. The self tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing a design weighting polynomial parameters. The proposed self tuning method is simple and effective compared with other existing self tuning methods. The computer simulation results are presented to illustrate the procedure and to show the performance of the control system.