• Communications for Statistical Applications and Methods
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• 제26권6호
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• pp.611-622
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• 2019

This paper considers the estimation of the long memory parameter in nonparametric regression with strongly correlated errors. The key idea is to minimize a unified mean squared error of long memory parameter to select both kernel bandwidth and the number of frequencies used in exact local Whittle estimation. A unified mean squared error framework is more natural because it provides both goodness of fit and measure of strong dependence. The block bootstrap is applied to evaluate the mean squared error. Finite sample performance using Monte Carlo simulations shows the closest performance to the oracle. The proposed method outperforms existing methods especially when dependency and sample size increase. The proposed method is also illustreated to the volatility of exchange rate between Korean Won for US dollar.

• 한국수자원학회논문집
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• 제30권6호
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• pp.641-648
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• 1997

상관계수가 변수간의 선형 상관관계를 나타내듯이 mutual information은 변수간의비선형 상관관계를 나타내준다. 본 논문에서는 mutual information 추정법으로 다변수 핵 미도함수(multivariate kernel density estimator)를 이용한 방법이 여러 time lags값에 대하여 산정 되었다. 많은 수문자료에서 보여지는 비선형 관계를 Mutual Information으로 확인하여 보았고, 또한 Mutual Information값이 거의 0인 점에서 optimal delay time을 구하여, 하나의 자료로부터 다변수 회귀분석 모델을 만들 때 이용할 수 있다.

• 한국멀티미디어학회논문지
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• 제12권1호
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• pp.26-30
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• 2009

본 논문에서는 로버스트 통계학의 순위 추정을 기반으로 하고 순서통계학의 L-추정자를 이용한 적응 순환 최소 순위(RLR) L-필터를 제안한다. 제안한 RLR-L 필터는 비선형 적응알고리즘을 가진 비선형 적응 필터로서 오차의 분산측정을 최소화하는 관점의 최적 필터로 가변적인 스텝 크기를 가지며 적응한다. 제안한 필터는 영상신호와 같은 비정체 신호나 가우시안 잡음 또는 임펄스 잡음과 같은 비선형 채널에 적합하다.

• Journal of Electrical Engineering and information Science
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• 제3권2호
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• pp.193-201
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• 1998

In this paper, the standard Dole, Glover, Khargoneker, and Francis (abbr. : DGKF 1989) H\ulcorner controller (H\ulcornerC) is extended to the nonlinear feedback linearization-H\ulcorner/sliding mode controller (NFL-H\ulcorner/SMC), to tackle the problem of the unmeasurable state variables as in the conventional SMC, to obtain smooth control as the linearized controller in a linear system, and to improve the time-domain performance under a worst scenario. The proposed controller is obtained by combining the H\ulcorner estimator with the nonlinear feedback linearization-sliding mode controller (NFL-SMC) and it does not need to measure all the state variables as in the traditional SMC. The proposed controller is applied as a nonlinear power system stabilizer (PSS) for the improvement of the power system damping characteristics of an single machine infinite bus system (SMIBS) connected through a double circuit line. The effectiveness of the proposed controller is verified by nonlinear time-domain simulation in case of a 3-cycle line-to-ground fault and in case of the parameter variations for the AVR gain K\ulcorner and for the inertia moment M.

• 한국정보통신설비학회:학술대회논문집
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• 한국정보통신설비학회 2006년도 하계학술대회
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• pp.145-150
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• 2006

For most of the measuring methods of traditional control theory, measuring equipments are located at the output of the system to measure quantities transformed from non-electrical form into electrical one. This method helps us to define the value of parameters to be measured, but it has limitation because it can only assess the efficiency of a movement process. That means we can not understand the inner kinetics which is the essence of the system. In the modern control theory, states of system are considered as the feedback to the control process, which helps us to assess the elements in the inside of the system. In this paper, we survey methods for estimating states being not exposed to the correct measurements. Using this method, we also suggest an application for giving an estimate of the traffic on the LSPs to adapt the network configuration for changing traffic conditions.

• 대한수학회지
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• 제50권4호
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• pp.879-897
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• 2013

Shannon entropy is one of the widely used randomness measures especially for cryptographic applications. However, the conventional entropy tests are less sensitive to the inter-bit dependency in random samples. In this paper, we propose new online randomness test schemes for true random number generators (TRNGs) based on the mutual information between consecutive ${\kappa}$-bit output blocks for testing of inter-bit dependency in random samples. By estimating the block entropies of distinct lengths at the same time, it is possible to measure the mutual information, which is closely related to the amount of the statistical dependency between two consecutive data blocks. In addition, we propose a new estimation method for entropies, which accumulates intermediate values of the number of frequencies. The proposed method can estimate entropy with less samples than Maurer-Coron type entropy test can. By numerical simulations, it is shown that the new proposed scheme can be used as a reliable online entropy estimator for TRNGs used by cryptographic modules.

• International Journal of Quality Innovation
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• 제6권2호
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• pp.31-45
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• 2005

The target costing technique, mathematically discussed by Sauers, only uses the $C_p$ index along with Taguchi loss function and ${\bar{X}}-R$ control charts to set up goal control limits. The new specification limits derived from Taguchi loss function is linked through the $C_p$ value to ${\bar{X}}-R$ control charts to obtain goal control limits. This study further considers the reflected normal loss function as well as the $C_{pk}$ index along with its lower confidence interval in forming goal control limits. With the use of lower confidence interval to replace the point estimator of the $C_{pk}$ index and reflected normal loss function proposed by Spiring to measure the loss to society, this modified and improved target costing technique would become more robust and applicable in practice. Finally, an example is provided to illustrate how this modified and improved target costing technique works.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1994년도 추계학술대회 논문집
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• pp.3-8
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• 1994

This paper presents a practical method of measuring the cutting force milling process by sensing the feed-drive servo motor current,avoiding the use of a dynamomenter. The relation between the cutting force and the servo motor currents is obtained after the feed-drive system of machining center is modelled. In order to measure the cutting force indirectly, the cutting force in the feed-drive system is regrared as a disturbance, and a disturbance estimator is designed using Kalman filter. A horizontal type machining center is used in the experimental study. A comparison is made between the cutting force measured from the dynamometer and the servo motor current.

• Communications for Statistical Applications and Methods
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• 제25권6호
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• pp.673-685
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• 2018

Procrustes analysis is a useful technique useful to measure, compare shape differences and estimate a mean shape for objects; however it is based on a least squares criterion and is affected by some outliers. Therefore, we propose two generalized Procrustes analysis methods based on M-estimation and least median of squares estimation that are resistant to object outliers. In addition, two algorithms are given for practical implementation. A simulation study and some examples are used to examine and compared the performances of the algorithms with the least square method. Moreover since these resistant GPA methods are available for higher dimensions, we need some methods to visualize the objects and mean shape effectively. Also since we have concentrated on resistant fitting methods without considering shape distributions, we wish to shape analysis not be sensitive to particular model.

• 한국전자통신학회논문지
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• 제10권4호
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• pp.469-475
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• 2015

본 논문은 반도체 센서를 이용하여 공간상 시스템의 자세를 정확히 측정할 수 있도록 확장 칼만 필터를 설계하는 방법에 관한 연구이다. 공간상 자세는 관성좌표계(고정 좌표계)로부터 몸체에 부착된 회전좌표계의 상호 관계로 표현한다. 자세를 표현하는데 있어서 간결한 방법인 쿼터니언을 상태변수로 이용하며, 속도 센서로부터 계측된 값을 입력으로 가정하고, 상태 변화를 추정하였다. 그리고 가속도 센서로부터 획득된 값을 관측 데이터로 하여 추정한 값과의 정합과정을 통해 최적의 추정치를 얻어낸다. 이때 추정의 정밀도를 높이기 위해 추정 주기를 센서특성에 맞춰 조절하도록 확장 칼만 필터를 설계하였다. 그 결과, 3축 속도 센서와 3축 가속도 센서를 이용하여 설계된 추정기의 RMS(: Root Mean Square) 추정오차가 시뮬레이션에서 약 1.7 [$^{\circ}$] 이하로 유지되었고, 실험에서 100 [ms] 의 주기로 상태추정을 함으로 추정기가 유용함을 입증하였다.