• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.115-134
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• 1994

Polynomial errors-in-variables model with one predictor variable and one response variable is defined and an estimator of model is derived following the Booth's linear model estimation procedure. Since polynomial model is nonlinear function of the unknown regression coefficients and error-free predictors, it is nonlinear model in errors-in-variables model. As a result of applying linear model estimation method to nonlinear model, some additional assumptions are necessary. Hence, an estimator is derived under the assumption that the error variances are decrasing as sample size increases. Asymptotic propoerties of the derived estimator are provided. A simulation study is presented to compare the small sample properties of the derived estimator with those of OLS estimator.

• Journal of applied mathematics & informatics
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• v.13 no.1_2
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• pp.501-508
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• 2003

Although the estimate of regression function is important, some have focused the variance estimation of error term in regression model. Different variance estimators perform well under different conditions. In many practical situations, it is rather hard to assess which conditions are approximately satisfied so as to identify the best variance estimator for the given data. In this article, we suggest SHM estimator compared to LS estimator, which is common estimator using in parametric multiple regression analysis. Moreover, a combined estimator of variance, VEM, is suggested. In the simulation study it is shown that VEM performs well in practice.

• Korean Journal of Mathematics
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• v.22 no.3
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• pp.429-441
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• 2014

In this work we study two a posteriori error estimators of hierarchical type for lowest-order mixed finite element methods. One estimator is computed by solving a global defect problem based on the splitting of the lowest-order Brezzi-Douglas-Marini space, and the other estimator is locally computable by applying the standard localization to the first estimator. We establish the reliability and efficiency of both estimators by comparing them with the standard residual estimator. In addition, it is shown that the error estimator based on the global defect problem is asymptotically exact under suitable conditions.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.5
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• pp.607-614
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• 1999

This paper deals with the design problem of the state estimator for servo system. The servo system has input time delay which depends on the computational time of control algorithm. The delayed input is a factor that brings out the state estimation error. So in order to reduce the state estimation error of the system, we propose a state estimator in which the delayed input of the system is considered. For this purpose, discrete time state space model is established accounting for the delayed input and a state estimator is designed based on this model. Kalman filter algorithm is employed in the design of the state estimator. The proposed estimator is used in the speed control of servo system with delayed input. Performance of the proposed state estimator is exemplified via simulations and experiments for servo system. Also, robustness of the proposed estimator to modeling error by variation of the system parameters is also shown in simulations.

• The Korean Journal of Applied Statistics
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• v.6 no.1
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• pp.79-93
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• 1993

We consider adaptive L-estimation of estimating slope parameter in regression model. The proposed estimator is simple extension of trimmed least squares estimator proposed by ruppert and carroll. The efficiency of the proposed estimator is especially well compared with usual least squares estimator, least absolute value estimator, and M-estimators designed for asymmetric distributions under asymmetric error distributions.

• Proceedings of the KIEE Conference
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• 1998.07b
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• pp.537-540
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• 1998

This thesis deals with the design problem of the state estimator for digital servo system. Digital servo system has input time delay, which depends on the size of control algorithm. The delayed input is a factor that brings out the state estimation error. So, in order to reduce this state estimation error of the system, we proposes a state estimator in which the delayed input of the system is considered. At first, a discrete-time state-space model is established accounting for the delayed input. Next, the state estimator is designed based on this model. we employ Kalman filter algorithm in design of the state estimator. The performance of proposed state estimator is exemplified via some simulations and experiment for servo system. And robustness of the proposed estimator to modelling error by variation of the system parameter is also shown in these simulations.

• Journal of the Korean Statistical Society
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• v.34 no.4
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• pp.345-366
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• 2005

This paper considers the cointegrating vector estimator in the error correction model with stationary covariates, which combines the stationary vector autoregressive model and the nonstationary error correction model. The cointegrating vector estimator is shown to follow the locally asymptotically mixed normal distribution. The variance of the estimator depends on the co­variate effect of stationary regressors, and the asymptotic efficiency improves as the magnitude of the covariate effect increases. An economic application of the money demand equation is provided.

• Structural Engineering and Mechanics
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• v.4 no.1
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• pp.1-8
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• 1996

A new error measure for a static finite element analysis is proposed. This error measure is a modification to the Zienkiewicz and Zhu energy norm. The new error estimator is a global error measure for the analysis and is independent of finite element model size and internal stresses, hence it is readily transportable to other error calculations. It is shown in this paper the the new error estimator also produces conservative error measurements, making it a suitable procedure to adopt in commerical packages.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.1469-1472
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• 1997

For system state estimation, existing LMS type esimators widely used. For example Kalman filter is one of them. In this paper, a state estimator is derived for the H$_{\infty}$ norm of the estimation error spectrum matrix to be minimized. For the solution of this problem classical NP interpolation problem is used. Also, by deriving the duality between the filter problem and the well-known H$_{\infty}$ control problem, another solution is obtained. The computer simuation results show that H$_{\infty}$ estimator has less estimation error and so this is better than the existing Kalman filter estimator.or.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.8C
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• pp.613-616
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• 2008

In this paper, a fine residual frequency offset estimation scheme is proposed for multiband orthogonal frequency division multiplexing ultra-wideband (MB-OFDM UWB) systems. The basic idea of our approach is based on the fact that two adjacent OFDM symbols carry the identical information in the MB-OFDM UWB system, thus removing the need of pilot symbols. The mean square error of the synchronization scheme is evaluated and simulation results are used to verify the effectiveness of the proposed estimator. When compared to the pilot-aided conventional estimator, the proposed estimator has a lower estimation error.