• Title/Summary/Keyword: GLR

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Poisson GLR Control Charts (Poisson GLR 관리도)

  • Lee, Jaeheon;Park, Jongtae
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.787-796
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    • 2014
  • Situations where sample size is not constant are common when monitoring a process with Poisson count data. In this paper, we propose a generalized likelihood ratio(GLR) control chart to detect shifts in the Poisson rate when the sample size varies. The performance of the proposed GLR chart is compared with the performance of several cumulative sum(CUSUM) type charts. It is shown that the overall performance of the GLR chart is comparable with CUSUM type charts and is significantly better in cases where the actual value of the shift is different from the pre-specified value in CUSUM type charts.

A GLR Chart for Monitoring a Zero-Inflated Poisson Process (ZIP 공정을 관리하는 GLR 관리도)

  • Choi, Mi Lim;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.27 no.2
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    • pp.345-355
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    • 2014
  • The number of nonconformities in a unit is commonly modeled by a Poisson distribution. As an extension of a Poisson distribution, a zero-inflated Poisson(ZIP) process can be used to fit count data with an excessive number of zeroes. In this paper, we propose a generalized likelihood ratio(GLR) chart to monitor shifts in the two parameters of the ZIP process. We also compare the proposed GLR chart with the combined cumulative sum(CUSUM) chart and the single CUSUM chart. It is shown that the overall performance of the GLR chart is comparable with CUSUM charts and is significantly better in some cases where the actual directions of the shifts are different from the pre-specified directions in CUSUM charts.

Fault Detection and Isolation of Integrated Inertial/Satellite Navigation Systems Using the Generalized Likelihood Ratio Test (일반공산비 기법을 이용한 INS/GPS 통합시스템의 고장 검출 및 격리)

  • Shin, Jung-Hoon;Im, Yu-Chul;Yoo, Jun
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.55-55
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    • 2000
  • This paper presents a fault detection and isolation(FDI) method based on Ceneralized Likelihood Ratio(GLR) test for the tightly coupled INS/GPS. State and measurement GLR tests detect INS or GPS fault. Once the fault is detected, Multi-hypothesized GLR scheme performs the fault isolation between INS and GPS and find which satellite malfunctions. Simulation results show that the GLR method is effective enough to detect and isolate a fault of the integrated navigation system.

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GLR Charts for Simultaneously Monitoring a Sustained Shift and a Linear Drift in the Process Mean

  • Choi, Mi Lim;Lee, Jaeheon
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.69-80
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    • 2014
  • This paper considers the problem of monitoring the mean of a normally distributed process variable when the objective is to effectively detect both a sustained shift and a linear drift. The design and application of a generalized likelihood ratio (GLR) chart for simultaneously monitoring a sustained shift and a linear drift are evaluated. The GLR chart has the advantage that when we design this chart, we do not need to specify the size of the parameter change. The performance of the GLR chart is compared with that of other control charts, such as the standard cumulative sum (CUSUM) charts and the cumulative score (CUSCORE) charts. And we compare the proposed GLR chart with the GLR charts designed for monitoring only a sustained shift and for monitoring only a linear drift. Finally, we also compare the proposed GLR chart with the chart combinations. We show that the proposed GLR chart has better overall performance for a wide range of shift sizes and drift rates relative to other control charts, when a special cause produces a sustained shift and/or a linear drift in the process mean.

An Efficient Adaptive Polarimetric Processor with an Embedded CFAR

  • Park, Hyung-Rae;Kwag, Young-Kil;Wang, Hong
    • ETRI Journal
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    • v.25 no.3
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    • pp.171-178
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    • 2003
  • To improve the detection performance of surveillance radars with polarization diversity, we developed an adaptive polarimetric processor and compared it with other polarimetric processors. We derived our adaptive polarimetric processor, called the polarization discontinuity detector (PDD), from the generalized likelihood ratio (GLR) test principle for the unspecified target component. We derived closed-form expressions of its probabilities of detection and false alarm, and compared its performance to that of the adaptive polarization canceller (APC) and Kelly's GLR processor. The PDD had a performance similar to Kelly's GLR in Gaussian clutter, and both the PDD and Kelly's GLR, which have embedded constant false alarm rates (CFARs), outperformed the APC, especially when the target polarization state was close to the clutter's polarization state. The important difference is that the PDD is much simpler than Kelly's GLR for hardware/software implementation, because the PDD does not require a costly two-parameter filter bank to cover the unknown target polarization state as Kelly's GLR does.

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Improved GLR Method to Instrument Failure Detection (측정기기 고장진단에 관한 개선된 GLR방식)

  • Hak Yeoung Jeong;Soon Heung Chang
    • Nuclear Engineering and Technology
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    • v.17 no.2
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    • pp.83-97
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    • 1985
  • The Generalized Likelihood Ratio (GLR) method performs statistical tests on the innovations sequence of a Kalman-Buchy filter state estimator for system failure detection and its identification. However, the major drawback of the conventional GLR is to hypothesize particular failure type in each case. In this paper, a method to solve this drawback is proposed. The improved GLR method is applied to a PWR pressurizer and gives successful results in detection and identification of any failure. Furthermore, some benefit on the processing time lier each cycle of failure detection and its identification can be accompanied.

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A generalized likelihood ratio chart for monitoring type I right-censored Weibull lifetimes (제1형 우측중도절단된 와이블 수명자료를 모니터링하는 GLR 관리도)

  • Han, Sung Won;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.647-663
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    • 2017
  • Weibull distribution is a popular distribution for modeling lifetimes because it reflects the characteristics of failure adequately and it models either increasing or decreasing failure rates simply. It is a standard method of the lifetimes test to wait until all samples failed; however, censoring can occur due to some realistic limitations. In this paper, we propose a generalized likelihood ratio (GLR) chart to monitor changes in the scale parameter for type I right-censored Weibull lifetime data. We also compare the performance of the proposed GLR chart with two CUSUM charts proposed earlier using average run length (ARL). Simulation results show that the Weibull GLR chart is effective to detect a wide range of shift sizes when the shape parameter and sample size are large and the censoring rate is not too high.

Generalized LR Parser with Conditional Action Model(CAM) using Surface Phrasal Types (표층 구문 타입을 사용한 조건부 연산 모델의 일반화 LR 파서)

  • 곽용재;박소영;황영숙;정후중;이상주;임해창
    • Journal of KIISE:Software and Applications
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    • v.30 no.1_2
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    • pp.81-92
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    • 2003
  • Generalized LR parsing is one of the enhanced LR parsing methods so that it overcome the limit of one-way linear stack of the traditional LR parser using graph-structured stack, and it has been playing an important role of a firm starting point to generate other variations for NL parsing equipped with various mechanisms. In this paper, we propose a conditional Action Model that can solve the problems of conventional probabilistic GLR methods. Previous probabilistic GLR parsers have used relatively limited contextual information for disambiguation due to the high complexity of internal GLR stack. Our proposed model uses Surface Phrasal Types representing the structural characteristics of the parse for its additional contextual information, so that more specified structural preferences can be reflected into the parser. Experimental results show that our GLR parser with the proposed Conditional Action Model outperforms the previous methods by about 6-7% without any lexical information, and our model can utilize the rich stack information for syntactic disambiguation of probabilistic LR parser.

Blind Detouring Problem in Geographic Routing for Wireless Ad-hoc Networks (무선 애드-혹 망을 위한 위치기반 라우팅에서의 맹목적 우회경로 결정문제)

  • Na, Jong-Keun;Kim, Chong-Kwon
    • Journal of KIISE:Information Networking
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    • v.33 no.6
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    • pp.428-437
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    • 2006
  • Wireless ad-hoc routing has been extensively studied and many clever schemes have been proposed over the last several years. One class of ad-hoc routing is geographic routing where each intermediate node independently selects the next hop using the given location information of destination. Geographic routing, which eliminates the overhead of route request packet flooding, is scalable and suitable for large scale ad hoc networks. However, geographic routing may select the long detour paths when there are voids between a source and a destination. In this paper, we propose a novel geographic routing approach called Geographic Landmark Routing(GLR). GLR recursively discovers the intermediate nodes called landmarks and constructs sub-paths that connect the subsequent landmarks. Simulation results on various network topologies show that GLR significantly improves the performance of geographic routing.

Fault Detection and Isolation of Integrated SDINS/GPS System Using the Generalized Likelihood Ratio (일반공산비 기법을 이용한 SDINS/GPS 통합시스템의 고장 검출 및 격리)

  • Shin, Jeong-Hoon;Lim, You-Chol;Lyou, Joon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.3 no.2
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    • pp.140-148
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    • 2000
  • This paper presents a fault detection and isolation(FDI) method based on Generalized Likelihood Ratio(GLR) test for the tightly coupled SDINS/CPS system. The GLR test is known to have the capability of detecting an assumed change while estimating its occurrence time and magnitude, and isolating the changing part. Once a fault is detected even if we don't know if the fault occurrs at either INS or GPS, multi-hypothesized GLR scheme performs the fault isolation between INS and GPS, and find which satellite malfunctions. However, in the INS faulty case, it turned out to fail to accomodate the fault isolation between accelerometer and gyroscope due to the coupling effects and a poor observability of the system. Hence, to isolate the INS fault, it needs to change the attitude of the vehicle resulting in enhancing the degree of observability.

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