• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1995년도 추계학술대회 논문집
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• pp.173-178
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• 1995

This paper presents a new method to obtain parameters of end-mill cutting system. For high speed milling and precision surface finish, we have to predict the deflection of tool and the critical depth of cut. The cutting system can be modeled to a vibratory system to obtain the deflection of tooll and the critical depth of cut. A new method of the modeling of one degree of freedom system was developed using bisection method, ARMA(Autoregressive Moving average) and impact test.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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• pp.58-63
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• 1993

A recursive on-line algorithm with orthogonal ARMA identification is proposed for linear MIMO systems with unknown parameters, time delay, and order. This algorithm is based on the Gram-Schmidt orthogonalization of basis functions, and extended to a recursive form by using new functions of two dimensional autocorrelations and cross-correlations of inputs and outputs. The proposed algorithm can also cope with slowly time-varying or order-varying systems. Various simulations reveal the performance of the algorithm.

• Journal of the Korean Data and Information Science Society
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• 제6권2호
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• pp.41-50
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• 1995

In this paper, an iterative procedure, which detects the location of the outliers and the joint estimates of the outliers effects and the model parameters in the autoregressive moving average model with two types of outliers, is proposed. The performance of the procedure is compared with the one in Chen and Liu(1993) through the Monte Carlo simulation. The proposed procedure is very robust in the sense that applies the procedures to the stationary time series model with any types of outliers.

• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.195-210
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• 2007

This paper develops a consistent nonparametric test for Granger causality in the context of strong-mixing process, which covers a large class of stationary processes including ARMA and ARCH models. The previously proposed tests require absolute regularity ($\beta$-mixing) more stringent than the strong-mixing condition. We prove the consistency of the test under a high level assumption on the approximation error of U statistic by its projection. Due to the sample splitting, the test statistic we propose is asymptotically normally distributed under the null.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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• pp.431-436
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• 1989

A rule-based recognition system for Korean spoken place names using anti-formants which is analyzed by ARMA model is presented. The recognition system is composed of three parts; the extraction, the recognition and the recognition support. As a result of experiment, the recognition rates of city place names was 90.9%.

• 한국정밀공학회지
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• 제8권4호
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• pp.76-83
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• 1991

자기회귀-이동평균모델에 의하여 시스템의 파라미터를 추정할 수 있는 벡터채널 원형 격자 필터(vector channel circular lattice filter)의 알고리즘을 제시하였다. 이 알고리즘은 스칼라 연산만으로 이루어져 계산이 간단한 장점이 있다. 3자유도 시스템의 시뮬레이션 결과로부터 격자 필터의 성능을 검증하였으며, 1자유도 팔의 고유진동수와 감쇄비를 추정하였다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 19-21 Oct. 1992
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• pp.548-553
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• 1992

In this paper and recursive version of orthogonal ARMA identification algorithm is proposed. The basic algorithm is based on Gram-Schmidt orthogonalization of automatically selected basis functions from specified function space, but does not require explicit creation of orthogonal functions. By using two dimensional autocorrelations and crosscorrelations of input and output with constant data length, identification algorithm is extended to cope slowly time-varying or order-varying delayed system.

• 전자공학회논문지B
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• 제31B권4호
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• pp.48-54
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• 1994

A recursive on-line algorithm with orthogonal ARMA identification is proposed for linear systems with unkonwn time delay, order, and parameters. The algorithm is based on the Gram-Schmidt orthogonalization of basis functions, and extendedto recursive form by using two dimensional autocorrelations and crosscorrelations of input and output with constant data length. The proposed algorith can cope with slowly time-varying or order-varying delayed system. Various simulations reveal the performance of the algorithm.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 16-17 Oct. 1987
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• pp.168-173
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• 1987

The optimal Input design problem for linear system Which have the common parameters in the system and noise transfer functions. Exploiting the assumed Model structure and deriving the information matrix structure in detail, D-optimal open-loop stochastic input can be realized as an ARMA process under the Input or output variance constraints. In spite of the reduced order, It Is necessary to develop an efficient algorithms for the optimation with respect to the .rho..

• Journal of applied mathematics & informatics
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• 제12권1_2호
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• pp.67-79
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• 2003

An approximation for the bias in lag window estimators of the degree of differencing in fractionally integrated time series models is derived. The expression obtained is compared with the observed bias from simulations for various windows.