• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.23 no.6
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• pp.748-751
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• 2012

The performance of a monopulse estimator is depend on its monopulse ratio(MR) curve. To improve its performance, a mathematical expression of the MR curve that is associated with an array the parameters is needed. In this paper, we present a novel monopulse estimator that uses the inverse function of a MR curve for the Maximum Likelihood (ML)-based monopulse estimator. It is shown that the proposed method can extend the linear region of the MR curve, which in turn improve the estimation accuracy. Moreover, it's performance is compared with the ML-based method through simulation.

• ETRI Journal
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• v.36 no.5
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• pp.721-729
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• 2014

We propose a novel phase-based method for single-channel speech enhancement to extract and enhance the desired signals in noisy environments by utilizing the phase information. In the method, a phase-dependent a priori signal-to-noise ratio (SNR) is estimated in the log-mel spectral domain to utilize both the magnitude and phase information of input speech signals. The phase-dependent estimator is incorporated into the conventional magnitude-based decision-directed approach that recursively computes the a priori SNR from noisy speech. Additionally, we reduce the performance degradation owing to the one-frame delay of the estimated phase-dependent a priori SNR by using a minimum mean square error (MMSE)-based and maximum a posteriori (MAP)-based estimator. In our speech enhancement experiments, the proposed phase-dependent a priori SNR estimator is shown to improve the output SNR by 2.6 dB for both the MMSE-based and MAP-based estimator cases as compared to a conventional magnitude-based estimator.

• Journal of Integrative Natural Science
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• v.5 no.4
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• pp.241-245
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• 2012

Categorical data collected based on complex sample design is not proper for the standard Pearson multinomial-based chi-squared test because the observations are not independent and identically distributed. This study investigates effects of bias of point estimator of population proportion and its variance estimator to the standard Pearson chi-squared test statistics when the sample is collected based on complex sampling scheme. This study examines the effect under two population homogeneity test. The standard Pearson test statistic can be partitioned into two parts; the first part is the weighted sum of ${\chi}^2_1$ with eigenvalues of design matrix as their weights, and the additional second part which is added due to the biases of the point estimator and its variance estimator. Our empirical analysis shows that even though the bias of point estimator is small, Pearson test statistic is very much inflated due to underestimate the variance of point estimator. In the connection of design-based variance estimator and its design matrix, the bigger the average of eigenvalues of design matrix is, the larger relative size of which the first component part to Pearson test statistic is taking.

• Journal of Power Electronics
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• v.17 no.2
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• pp.398-410
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• 2017

This work presents the design of a dual extended Kalman filter (EKF) as a state/parameter estimator suitable for adaptive state-of-charge (SoC) estimation of an automotive lithium-iron-phosphate ($LiFePO_4$) cell. The design of both estimators is based on an experimentally identified, lumped-parameter equivalent battery electrical circuit model. In the proposed estimation scheme, the parameter estimator has been used to adapt the SoC EKF-based estimator, which may be sensitive to nonlinear map errors of battery parameters. A suitable weighting scheme has also been proposed to achieve a smooth transition between the parameter estimator-based adaptation and internal model within the SoC estimator. The effectiveness of the proposed SoC and parameter estimators, as well as the combined dual estimator, has been verified through computer simulations on the developed battery model subject to New European Driving Cycle (NEDC) related operating regimes.

• The Korean Journal of Applied Statistics
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• v.14 no.1
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• pp.13-24
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• 2001

In this paper, we investigated mean estimation methods in two-phase sampling. Under the fixed expected cost we reviewed the optimal sample sizes, minimum variances and approximate unbiased variance estimators for usual ratio estimator, stratified sample mean with proportional allocation and Rao's allocation of the second phase sample. Also we proposed combined ratio estimator, which uses both ratio estimation and stratification and derived optimal sample size, minimum variance and unbiased variance estimator. Through a limited simulation study, we compared estimators by design effects and came to know that ratio estimator is more efficient than stratified sample mean in some cases and inefficient in the other cases, but combined ratio estimator is more efficient than others in most cases.

• The Journal of Asian Finance, Economics and Business
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• v.5 no.3
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• pp.19-29
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• 2018

This research examined the alternatives of Jensen's alpha (α) estimation models in the Capital Asset Pricing Model, discussed by Treynor (1961), Sharpe (1964), and Lintner (1965), using the robust maximum likelihood type m-estimator (MM estimator) and Bayes estimator with conjugate prior. According to finance literature and practices, alpha has often been estimated using ordinary least square (OLS) regression method and monthly return data set. A sample of 50 securities is randomly selected from the list of the S&P 500 index. Their daily and monthly returns were collected over a period of the last five years. This research showed that the robust MM estimator performed well better than the OLS and Bayes estimators in terms of efficiency. The Bayes estimator did not perform better than the OLS estimator as expected. Interestingly, we also found that daily return data set would give more accurate alpha estimation than monthly return data set in all three MM, OLS, and Bayes estimators. We also proposed an alternative market efficiency test with the hypothesis testing Ho: α = 0 and was able to prove the S&P 500 index is efficient, but not perfect. More important, those findings above are checked with and validated by Jackknife resampling results.

• Communications for Statistical Applications and Methods
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• v.18 no.5
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• pp.625-636
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• 2011

This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

• Journal of the Korean Society for Precision Engineering
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• v.25 no.12
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• pp.89-99
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• 2008

In this paper, the position tracking control problem of the servo system with nonlinear dynamic friction is issued. The nonlinear dynamic friction contains a directly immeasurable friction state variable and the uncertainty caused by incomplete parameter modeling and its variations. In order to provide the efficient solution to these control problems, we propose the composite control scheme, which consists of the robust friction state observer, the FNN approximator and the approximation error estimator with sliding mode control. In first, the sliding mode controller and the robust friction state observer is designed to estimate the unknown internal state of the LuGre friction model. Next, the FNN estimator is adopted to approximate the unknown lumped friction uncertainty. Finally, the adaptive approximation error estimator is designed to compensate the approximation error of the FNN estimator. Some simulations and experiments on the servo system assembled with ball-screw and DC servo motor are presented. Results show the remarkable performance of the proposed control scheme. The robust friction state observer can successfully identify immeasurable friction state and the FNN estimator and adaptive approximation error estimator give the robustness to the proposed control scheme against the uncertainty of the friction parameters.

• Journal of the Korean Statistical Society
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• v.33 no.3
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• pp.313-321
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• 2004

We consider the problem of testing cell probabilities in sparse multinomial data. Aerts et al. (2000) presented T=${{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2$ as a test statistic with the local least square polynomial estimator ${{p}_{i}}^{*}$, and derived its asymptotic distribution. The local least square estimator may produce negative estimates for cell probabilities. The local maximum likelihood polynomial estimator ${{\hat{p}}_{i}}$, however, guarantees positive estimates for cell probabilities and has the same asymptotic performance as the local least square estimator (Baek and Park, 2003). When there are cell probabilities with relatively much different sizes, the same contribution of the difference between the estimator and the hypothetical probability at each cell in their test statistic would not be proper to measure the total goodness-of-fit. We consider a Pearson type of goodness-of-fit test statistic, $T_1={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ instead, and show it follows an asymptotic normal distribution. Also we investigate the asymptotic normality of $T_2={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ where the minimum expected cell frequency is very small.

• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.133-145
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• 2007

Local linear estimator has a number of advantages over the traditional kernel estimators. The better performance near boundaries is one of them. However, local linear estimator can produce erratic result in sparse regions in the realization of the design and to solve this problem much research has been done. Local linear quasi-likelihood estimator has many common properties with local linear estimator, and it turns out that sparse design can also lead local linear quasi-likelihood estimator to erratic behavior in practice. Several methods to solve this problem are proposed and their finite sample properties are compared by the simulation study.