• Journal of Communications and Networks
• /
• v.12 no.5
• /
• pp.475-479
• /
• 2010

The clipping value, defined as the log-likelihood ratio (LLR) in the case wherein all the list of candidates have the same binary value, is investigated, and an effective method to estimate it is presented for iterative tree search detection. The basic principle behind the method is that the clipping value of a channel bit is equal to the LLR of the maximum probability of correct decision of the bit to the corresponding probability of erroneous decision. In conjunction with multilevel bit mappings, the clipping value can be calculated with the parameters of the number of transmit antennas, $N_t$; number of bits per constellation point, $M_c$; and variance of the channel noise, $\sigma^2$, per real dimension in the Rayleigh fading channel. Analyses and simulations show that the bit error performance of the proposed method is better than that of the conventional fixed-value method.

• 제어로봇시스템학회:학술대회논문집
• /
• 2003.10a
• /
• pp.502-507
• /
• 2003

Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

• Communications for Statistical Applications and Methods
• /
• v.16 no.5
• /
• pp.821-840
• /
• 2009

This article addresses the problem of estimating a family of general population parameter ${\theta}_{({\alpha},{\beta})}$ using auxiliary information in the presence of measurement errors. The general results are then applied to estimate the coefficient of variation $C_Y$ of the study variable Y using the knowledge of the error variance ${\sigma}^2{_U}$ associated with the study variable Y, Based on large sample approximation, the optimal conditions are obtained and the situations are identified under which the proposed class of estimators would be better than conventional estimator. Application of the main result to bivariate normal population is illustrated.

• Journal of the Korean Statistical Society
• /
• v.36 no.1
• /
• pp.57-76
• /
• 2007

Kriging is a nonparametric regression method used in geostatistics for estimating curves and surfaces for spatial data. It may come as a surprise that the Kriging estimator, normally derived as the best linear unbiased estimator, is also the solution of a particular variational problem. Thus, Kriging estimators can also be interpreted as generalized smoothing splines where the roughness penalty is determined by the covariance function of a spatial process. We build off the early work by Silverman (1982, 1984) and the analysis by Cox (1983, 1984), Messer (1991), Messer and Goldstein (1993) and others and develop an equivalent kernel interpretation of geostatistical estimators. Given this connection we show how a given covariance function influences the bias and variance of the Kriging estimate as well as the mean squared prediction error. Some specific asymptotic results are given in one dimension for Matern covariances that have as their limit cubic smoothing splines.

• Proceedings of the KIEE Conference
• /
• 1998.11b
• /
• pp.420-422
• /
• 1998

In this paper, we propose a position-speed control of servo system with a state estimator. And also we utilized two mass modelling in order to deals with real system accurately. The overall control system consists of two parts: the position-speed controller and state estimator. The Kalman filter applied as state - feedback controller is an optimal state estimator applied to a dynamic system that involves random perturbations and gives a linear,unbiased and minimun error variance recursive algorithm to estimate the unknown state optimally. Therefore we consider the error problem about the servo system modelling, the measurement noise at low-speed ranges a stochastic system, and implement a optimal state observer. Performance of the proposed state estimator are demonstrated by computer simulations.

• Journal of the Korean Data and Information Science Society
• /
• v.27 no.1
• /
• pp.111-120
• /
• 2016

In usual, the discontinuous variance function was estimated nonparametrically using a kernel type estimator with data sets split by an estimated location of the change point. Kang et al. (2000) proposed the Gasser-$M{\ddot{u}}ller$ type kernel estimator of the discontinuous regression function using the adjusted observations of response variable by the estimated jump size of the change point in $M{\ddot{u}}ller$ (1992). The adjusted observations might be a random sample coming from a continuous regression function. In this paper, we estimate the variance function using the Nadaraya-Watson kernel type estimator using the adjusted squared residuals by the estimated location of the change point in the discontinuous variance function like Kang et al. (2000) did. The rate of convergence of integrated squared error of the proposed variance estimator is derived and numerical work demonstrates the improved performance of the method over the exist one with simulated examples.

• 유체기계공업학회:학술대회논문집
• /
• 2003.12a
• /
• pp.143-148
• /
• 2003

This study was experimentally performed in order to estimate the errors due to the leakage of transmitter gaugelines in the orifice flow meter for natural gas. It would be a serious problem in safety if a large quantity of leak was occurred at the tubes or fittings like valve. But in most cases the safety problems might be rarely happened because the gas leak detectors could be operated in advance and the various kinds of inspection would be also fulfilled periodically. If the leakage was occurred continuously with an undetectable amount at the gaugelines for measuring the pressure or the differential pressure(DP), the amount of leakage might be an error or an unaccounted flow(UAE). In addition if the measuring value of pressure or DP were affected by the leakage, it might also be a measurement error. The experiments were performed to estimate the amount of leakage and to check the DP changes if it exited. First, through the measurement of the air pressure changes in the airtight container connected to a transmitter with gaugelines as the time passed, the amount of leakage causing from the fittings of gaugelines was roughly estimated. As changing the leak position of the gaugeline, the leak was intentionally made to break out. The variance of DP was checked as controlling the extent of leakage and compared to no leak conditions. Consequently, under the normal maintenance conditions, the result represented that the amount of leakage causing from the gaugelines was insignificant and also the DP changes on leakage conditions were too small to cause the errors of measurements.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.37 no.3A
• /
• pp.163-171
• /
• 2012

The signal model and weighted-average based estimation techniques are proposed to estimate the angle-of-arrival (AOA) parameters of multiple clusters for a low data rate ultrawide band (LR-UWB) based wireless positioning system. It is observed that the weighted-average based AOA estimation technique gives an optimal AOA estimate under few clusters condition, and the average based AOA estimation technique gives a correct AOA estimate under many clusters condition through computer simulation. Also, we can observe that the variance estimation error decreases as SNR increases, and the proposed techniques are superior to the conventional technique from the viewpoint of performance.

• Communications for Statistical Applications and Methods
• /
• v.27 no.3
• /
• pp.349-363
• /
• 2020

Penalized spline is a suitable nonparametric approach in estimating mean model in small area. However, application of the approach in informative sampling in a published article is uncommon. We propose a semiparametric mixed-model using penalized spline under informative sampling to estimate mean of small area. The response variable is explained in terms of mean model, informative sample effect, area random effect and unit error. We approach the mean model by penalized spline and utilize a penalized spline function of the inclusion probability to account for the informative sample effect. We determine the best and unbiased estimators for coefficient model and derive the restricted maximum likelihood estimators for the variance components. A simulation study shows a decrease in the average absolute bias produced by the proposed model. A decrease in the root mean square error also occurred except in some quadratic cases. The use of linear and quadratic penalized spline to approach the function of the inclusion probability provides no significant difference distribution of root mean square error, except for few smaller samples.

• The Korean Journal of Applied Statistics
• /
• v.25 no.1
• /
• pp.15-27
• /
• 2012

We have studied the realized variance(RV) of intra-day returns and market microstructure noise based on high-frequency stock transaction data for the four largest companies in terms of market capitalization in the KOSPI. First, non-negligible biases are observed for the RV and for the bias-corrected realized variance($RV_{AC_1}$) which is constructed by adjusting RV for the first order autocorrelation in intra-day returns. Bias is more obvious for the RV and the $RV_{AC_1}$ when intra-day returns are sampled more frequently than every 2 minutes. Transaction Time Sampling(TTS) is shown to be better than Calendar Time Sampling(CTS) in terms of biases of the RV and the $RV_{AC_1}$ for the 4 companies. The analysis reveals that market microstructure noise is temporally dependent. Second, by using the Noise-to-Signal Ratio(NSR), we estimate sampling frequencies that are optimal in terms of the Mean Square Errors(MSE) of the RV and the $RV_{AC_1}$. The optimal sampling frequencies are around 200 for RV and is around 5000 for the $RV_{AC_1}$ for all the four stock prices. For the 6 hour transaction period of the Korean stock trading, these correspond to about 2 minutes and 6 seconds.