• Journal of Institute of Control, Robotics and Systems
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• v.7 no.10
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• pp.874-881
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• 2001

By showing the existence of the ARE solution and the convergence property of the DRE solution, this paper proves that a Kalman filter for the linear system with the unobservable bias is stable. It is also shown that the Kalman filter has a biased steady state estimation error whose covariance is affected mainly by the unobservable bias. Finally, the results are illustrated through a 2nd order system example including the inertial navigation system.

• Journal of Institute of Control, Robotics and Systems
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• v.4 no.1
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• pp.56-61
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• 1998

The velocity measurement error in the velocity-aided SDINS on the maneuvering vehicle is unavoidable and degrades the performance of the SDINS. The characteristics of the velocity measurement error can be modeled as a random bias. This paper proposes a new method for estimating the velocity measurement error in the SDINS. The generalized likelihood ratio test is used for detecting the error and a modified separate-bias Kalman filter in the feedback configuration is suggested for estimating the magnitude of the velocity measurement error.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1995.10a
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• pp.80-85
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• 1995

Too see the effects of finite record on the estimation of WVD in practice, a window which has time varying length is examined. Its length increases linearly with time in the first half of the record, and decreases from the center of the record. The bias error due to this window decreases inversely proportionally to the window length as time increases in the first half. In the second half, the bias error increases and the resolution decreases as time increases. The bias error due to the smoothing of WVD, which is obtained by two-dimensional convolution of the true WVD and the smoothing window, which has fixed lengths along time and frequency axes, is derived for arbitrary smoothing window function. In the case of using a Gaussian window as a smoothing window, the bias error is found to be expressed as an infinite summation of differential operators. It is demonstrated that the derived formula is well applicable to the continuous WVD, but when WVD has some discontinuities, it shows the trend of the error. This is a consequence of the assumption of the derivation, that is the continuity of WVD. For windows other than Gaussian window, the derived equation is shown to be well applicable for the prediction of the bias error.

• Journal of Ocean Engineering and Technology
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• v.31 no.2
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• pp.177-182
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• 2017

This paper describes an unscented Kalman filter approach to estimate the bias in magnetic field measurements. A microelectromechanical systems attitude heading reference system (MEMS AHRS) was used to measure the magnetic field, together with the acceleration and angular rate. A magnetic field is usually used for yaw detection, while the acceleration serves to detect the roll and pitch. Magnetic field measurements are vulnerable to distortion due to hard-iron effect and soft-iron effect. The bias in the measurement accounts for the hard-iron effect, and this paper focuses on an approach to estimate this bias. The proposed method is compared with other methods through experiments that implement the navigation of an underwater robot using an AHRS and Doppler velocity log. The results verify that the compensation of the bias by the proposed method improves the navigation performance more than or comparable to the compensation by other methods.

• Journal of Labour Economics
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• v.42 no.3
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• pp.39-74
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• 2019

In this paper, the wage equations of local labor markets for college graduates in Korea are estimated by Dahl(2002)'s methodology to correct for selection bias. The results suggest that the variations of coefficients in wage equations across the local labor markets are mostly remained after correcting for selection bias. The gender wage gap is hardly affected by selection bias. The variations of return to education and the major premium are reduced about 18% and 11% respectively. Meanwhile, the selection bias is negligible in the national capital region, which suggests that college graduates prefer the national capital region regardless of their gender, level of education, and major.

• Journal of Institute of Control, Robotics and Systems
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• v.22 no.6
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• pp.470-476
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• 2016

This paper proposes a practical algorithm for the reduction of measurement errors due to drift in a micro-electromechanical system (MEMS) gyros that are used for a mobile robot. Any drift in a MEMS gyro will cause an unbounded growth of errors in the estimation of heading, which makes it nearly useless in applications that require high accuracy over a long operating time. In proposed method, maneuvers of a cleaning robot are observed through encoders' measurement process and a decision to correct bias drift will be made if necessary. The method used in this paper is called the "heading estimation filter". To evaluate the accuracy of the proposed method, a comparison was made between the estimation of the heading of the cleaning robot and one from a motion capture system.

• The Korean Journal of Applied Statistics
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• v.21 no.3
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• pp.537-546
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• 2008

One of main goals of time series analysis is to estimate prediction of future values. In this paper, we investigate the bias problem when the transformation and back- transformation approach is applied in ARMA models and introduce a modified smearing estimation to reduce the bias. An empirical study on the returns of KOSDAQ index via Yeo-Johnson transformation was executed to compare the performance of existing methods and proposed methods and showed that proposed approaches provide a bias-reduced estimation of the prediction value.

• The Korean Journal of Applied Statistics
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• v.34 no.6
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• pp.923-936
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• 2021

A large number of non-responses are occurring in the sample survey, and various methods have been developed to deal with them appropriately. In particular, the bias caused by non-ignorable non-response greatly reduces the accuracy of estimation and makes non-response processing difficult. Recently, Chung and Shin (2017, 2020) proposed an estimator that improves the accuracy of estimation using parametric super-population model and response rate model. In this study, we suggested a bias corrected non-response mean estimator using a nonparametric function generalizing the form of a parametric super-population model. We confirmed the superiority of the proposed estimator through simulation studies.

• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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• pp.183-188
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• 2002

Multiple imputation, proposed by Rubin, is a procedure for handling missing data. One of the attractive parts of multiple imputation is the simplicity of the variance estimation formula. Because of the simplicity, it has been often abused and misused beyond its original prescription. This paper provides the bias of the multiple imputation variance estimator for a linear point estimator and discusses when the bias can be safely neglected.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.65-73
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• 2000

Kernel estimator is very popular in nonparametric density estimation. In this paper we propose an estimator which reduces the bias to the fourth power of the bandwidth, while the variance of the estimator increases only by at most moderate constant factor. The estimator is fully nonparametric in the sense of convex combination of three kernel estimators, and has good numerical properties.