• Smart Structures and Systems
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• v.2 no.2
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• pp.127-140
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• 2006

In this study, a wavelet-based covariance-driven system identification technique is proposed for damage assessment of structures under ambient excitation. Assuming the ambient excitation to be a white-noise process, the covariance computation is shown to be able to separate the effect of random excitation from the response measurement. Wavelet transform (WT) is then used to convert the covariance response in the time domain to the WT magnitude plot in the time-scale plane. The wavelet coefficients along the curves where energy concentrated are extracted and used to estimate the modal properties of the structure. These modal property estimations lead to the calculation of the stiffness matrix when either the spectral density of the random loading or the mass matrix is given. The predicted stiffness matrix hence provides a direct assessment on the possible location and severity of damage which results in stiffness alteration. To demonstrate the proposed wavelet-based damage assessment technique, a numerical example on a 3 degree-of-freedom (DOF) system and an experimental study on a three-story building model, which are all under a broad-band excitation, are presented. Both numerical and experimental results illustrate that the proposed technique can provide an accurate assessment on the damage location. It is however noted that the assessment of damage severity is not as accurate, which might be due to the errors associated with the mode shape estimations as well as the assumption of proportional damping adopted in the formulation.

• Communications for Statistical Applications and Methods
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• v.29 no.5
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• pp.591-601
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• 2022

In gene set analysis with microarray expression data, a group of genes such as a gene regulatory pathway and a signaling pathway is often tested if there exists either differentially expressed (DE) or differentially co-expressed (DC) genes between two biological conditions. Recently, a statistical test based on covariance estimation have been proposed in order to identify DC genes. In particular, covariance regularization by hard thresholding indeed improved the power of the test when the proportion of DC genes within a biological pathway is relatively small. In this article, we compare covariance thresholding methods using four different regularization penalties such as lasso, hard, smoothly clipped absolute deviation (SCAD), and minimax concave plus (MCP) penalties. In our extensive simulation studies, we found that both SCAD and MCP thresholding methods can outperform the hard thresholding method when the proportion of DC genes is extremely small and the number of genes in a biological pathway is much greater than a sample size. We also applied four thresholding methods to 3 different microarray gene expression data sets related with mutant p53 transcriptional activity, and epithelium and stroma breast cancer to compare genetic pathways identified by each method.

• Journal of the Korean Data and Information Science Society
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• v.19 no.2
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• pp.413-420
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• 2008

This paper suggests a marginal logit mixed-effects for analyzing repeated binary response data. Since binary repeated measures are obtained over time from each subject, observations will have a certain covariance structure among them. As a plausible covariance structure, 1st order auto-regressive correlation structure is assumed for analyzing data. Generalized estimating equations(GEE) method is used for estimating fixed effects in the model.

• Journal of the Korean Data and Information Science Society
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• v.4
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• pp.31-44
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• 1993

Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. A variable sampling interval (VSI) feature is considered in these charts. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average time to signal (ATS) performances. The numerical results show that multivariate VSI EWMA control charts are more efficient than corrsponding multivariate fixed sampling interval (FSI) EWMA control charts.

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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• pp.313-323
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• 2003

For the growth curve model with arbitrary covariance structure, known as unstructured covariance matrix, the problems of detecting outliers are discussed in this paper. In order to detect outliers in the growth curve model, the test statistics using U-distribution is established. After detecting outliers in growth curve model, we test homo and/or hetero-geneous covariance matrices using PSR Quasi-Bayes Criterion. For illustration, one numerical example is discussed, which compares between before and after outlier deleting.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.53-62
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• 1994

When a comparison is made with respect to the unknown best treatment, Hsu (1984, 1985) proposed the so called multiple comparisons procedures with the best in the analysis of variance model. Applying Hsu's results to the analysis of covariance model, simultaneous confidence intervals for multiple comparisons with the best in a balanced one-way layout with a random covariate are developed and are applied to a real data example.

• Journal of information and communication convergence engineering
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• v.1 no.4
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• pp.189-193
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• 2003

A new algorithm is presented for adaptive notch filtering of narrow band or sine signals for embedded among broad band noise. The notch filter is implemented as a constrained infinite impulse response filter with a minimal number of parameters, Based on the recursive prediction error (RPE) method, the algorithm has the advantages of the fast convergence, accurate results and initial estimate of filter coefficient and its covariance is revealed. A convergence criterion is also developed. By using the information of the noise-to-signal power, the algorithm can self-adjust its initial filter coefficient estimate and its covariance to ensure convergence.

• Journal of the Korean Data and Information Science Society
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• v.17 no.1
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• pp.161-171
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• 2006

In this paper, we consider the random number generation method for multivariate Poisson distribution with specific covariance matrix. Random number generating method for the multivariate Poisson distribution is considered into two part, by first solving the linear equation to determine the univariate Poisson parameter, then convoluting independent univariate Poisson variates with appropriate expectations. We propose a numerical algorithm to solve the linear equation given the specific covariance matrix.

• Journal of Institute of Control, Robotics and Systems
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• v.9 no.7
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• pp.563-568
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• 2003

In this paper, We propose a target tracking filter which utilizes the PDA for data association in a clutter environment and also propose an analytic solution for ideal filter covariance which accounts for all the possible events in the PDA. Monte Carlo simulation for the proposed filter in a clutter environment indicates that the proposed analytic solution forms the true error covariance of the PDA Filter.

• International Journal of Aeronautical and Space Sciences
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• v.3 no.1
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• pp.19-29
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• 2002

Decentralized filtering for a formation flight instrumentation system by INS/GPS integration is considered in this paper. An elaborate tuning method of the measurement noise covariance is suggested to compensate modeling errors caused by decentralizing the extended Kalman filter. It does not require large data transfer between formation vehicles. Covariance analysis exhibits the superior performance of the proposed approach when compared with the existent decentralized filter and the global filter, which has the target-filter performance.