• International Journal of Aeronautical and Space Sciences
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• v.2 no.2
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• pp.73-81
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• 2001

This paper describes the procedure to develop a robust estimator design method for a target tracker that accounts for both structured real parameter uncertainties and unknown inputs. Two robust design approaches are combined: the Mini-p-Norm. design method to consider real parameter uncertainties and the $H_{\infty}$ design technique for unknown disturbances and unknown inputs. Constant estimator gains are computed that guarantee the robust performance of the estimator in the presence of parameter variations in the target model and unknown inputs to the target. The new estimator has two design parameters. One design parameter allows the trade off between small estimator error variance and low sensitivity to unknown parameter variations. Another design parameter allows the trade off between the robustness to real parameter variations and the robustness to unknown inputs. This robust estimator design method was applied to the longitudinal motion tracking problem of a T-38 aircraft.

• The Journal of Asian Finance, Economics and Business
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• v.5 no.1
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• pp.11-16
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• 2018

This research examines the alternative ways of estimating the coefficient of non-diversifiable risk, namely beta coefficient, in Capital Asset Pricing Model (CAPM) introduced by Sharpe (1964) that is an essential element of assessing the value of diverse assets. The non-parametric methods used in this research are the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator). The Jackknife, the resampling technique, is also employed to validate the results. According to finance literature and common practices, these coecients have often been estimated using Ordinary Least Square (LS) regression method and monthly return data set. The empirical results of this research pointed out that the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) performed much better than Ordinary Least Square (LS) in terms of eciency for large-cap stocks trading actively in the United States markets. Interestingly, the empirical results also showed that daily return data would give more accurate estimation than monthly return data in both Ordinary Least Square (LS) and robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) regressions.

• Journal of the Korean Statistical Society
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• v.20 no.2
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• pp.99-107
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• 1991

Behrens-Fisher problem is viewed from a model selection approach. Normal distribution is regarded as an approximating model, A criterion, called TIC, is derived and is compared with selection criteria such as AIC and a bootstrap estimator. Stochastic approximation is used since no closed form expression is available for the bootstrap estimator.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.735-741
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• 1997

In the present paper, we propose a new randomization device free mail survey method. The estimator based on proposed model is unbiased and more efficient than the estimator based on SIngh, Mangat and Singh model (SMS-model)(1993) when $\pi$<1/2, and more protective than SMS-model in view of the protection of privacy regardless of the values of $\pi$ and $\pi_Y$ only if we count the number of say 'Yes' from the respondents. However, If we consider the respondents that say 'No', the SMS-model is more protective than our model.

• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.333-344
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• 2012

We consider some statistical properties of the first order difference-based error variance estimator in nonparametric regression models with a single outlier. So far under an outlier(s) such difference-based estimators has been rarely discussed. We propose the first order difference-based estimator using the leave-one-out method to detect a single outlier and simulate the outlier detection in a nonparametric regression model with the single outlier. Moreover, the outlier detection works well. The results are promising even in nonparametric regression models with many outliers using some difference based estimators.

• Journal of the Korean Data and Information Science Society
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• v.22 no.3
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• pp.575-587
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• 2011

We investigate some statistical properties of several dierence-based error variance estimators in nonparametric regression model. Most of existing dierence-based methods are developed under asymptotical properties. Our focus is on the exact form of mean and variance for the lag-k dierence-based estimator and the second-order dierence-based estimator in a nite sample size. Our approach can be extended to Tong's estimator (2005) and be helpful to obtain optimal k.

• Journal of the Korean Statistical Society
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• v.31 no.4
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• pp.533-543
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• 2002

In this paper we propose a change-point estimator with left and right regressions using the sample Fourier coefficients on the orthonormal bases. The window size is different according to the data in the left side and in the right side at each point. The asymptotic properties of the proposed change-point estimator are established. The limiting distribution and the consistency of the estimator are derived.

• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.129-138
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• 1996

We propose a smoothing estimator of mean residual life function based on Ghorai and Susarla's (1990) smooth estimator of distribution function under random censorship model and provide the asymptotic properties of this estimator. The Monte Carlo simulation is performed to compare the proposed estimator with the other estimators and an exmple is also given using the real data.

• Journal of the Korean Institute of Intelligent Systems
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• v.23 no.3
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• pp.214-219
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• 2013

This paper proposes the robust high-gain observer based SOC estimatro for uncertain RC model of Li-Ion batteries. In general, RC battery model has inevitable uncertainties and it cause some negative effect to estimate the accurate SOC of Li-Ion batteries. The proposed estimator overcomes such weakness with two techniques; high-gain observer design technique and sliding mode control technique. A high-gain observer provides the robustness against model uncertainties to the proposed estimator. A sliding mode control technique helps the proposed estimator by reducing the side effect of adopting a high-gain observer such as peaking phenomenon and perturbation. The performance of the proposed estimator is verified by some simulation.

• Journal of Digital Convergence
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• v.10 no.10
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• pp.277-282
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• 2012

The speech recognition system can not quickly adapt to varied environmental noise factors that degrade the performance of recognition. In this paper, the echo noise robust HMM learning model using average estimator LMS algorithm is proposed. To be able to adapt to the changing echo noise HMM learning model consists of the recognition performance is evaluated. As a results, SNR of speech obtained by removing Changing environment noise is improved as average 3.1dB, recognition rate improved as 3.9%.