• Communications for Statistical Applications and Methods
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• v.22 no.3
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• pp.295-304
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• 2015

This paper considers the problem of estimation of the Hurst parameter H ${\in}$ (1/2, 1) from longitudinal data with the error term of a fractional Brownian motion with Hurst parameter H that gives the amount of the long memory of its increment. We provide a new estimator of Hurst parameter H using a two scale sampling method based on $A{\ddot{i}}t$-Sahalia and Jacod (2009). Asymptotic behaviors (consistent and central limit theorem) of the proposed estimator will be investigated. For the proof of a central limit theorem, we use recent results on necessary and sufficient conditions for multi-dimensional vectors of multiple stochastic integrals to converges in distribution to multivariate normal distribution studied by Nourdin et al. (2010), Nualart and Ortiz-Latorre (2008), and Peccati and Tudor (2005).

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.3
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• pp.270-277
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• 1999

This paper deals with the maneuver detection and target tracking problem in uncertain parameter systems using a robust{{{{ { H}_{ } }}}} FIR filter to improve the unacceptable tracking performance due to the parametr uncertainty. The tracking filter used in the current paper is based on the robust{{{{ { H}_{ } }}}} FIR filter proposed by Kwon et al. [1,2] to estimate the state signal in uncertain systems with parameter uncertainty, and the basic scheme of the proposed method is the input estimation approach. Tracking performance of the maneuver detection and target tracking method proposed is compared with other techniques, Bogler allgorithm [4] and FIR tracking filter [2], via some simulations to examplify the good tracking performance of the proposed method over other techniques.

• International Journal of Control, Automation, and Systems
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• v.4 no.6
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• pp.689-696
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• 2006

This paper presents a new algorithm for the closed-loop $H_{\infty}$ composite control of weakly coupled bilinear systems with time-varying parameter uncertainties and exogenous disturbance using the successive Galerkin approximation(SGA). By using weak coupling theory, the robust $H_{\infty}$ control can be obtained from two reduced-order robust $H_{\infty}$ control problems in parallel. The $H_{\infty}$ control theory guarantees robust closed-loop performance but the resulting problem is difficult to solve for uncertain bilinear systems. In order to overcome the difficulties inherent in the $H_{\infty}$ control problem, two $H_{\infty}$ control laws are constructed in terms of the approximated solution to two independent Hamilton-Jacobi-Isaac equations using the SGA method. One of the purposes of this paper is to design a closed-loop parallel robust $H_{\infty}$ control law for the weakly coupled bilinear systems with parameter uncertainties using the SGA method. The other is to reduce the computational complexity when the SGA method is applied to the high order systems.

• Korean Journal of Mathematics
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• v.26 no.2
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• pp.155-166
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• 2018

Consider FARIMA time series with innovations that have infinite variances. We are interested in the estimation of self-similarities $H_n$ of FARIMA(0, d, 0) by using modified R/S statistic. We can confirm that the $H_n$ converges to Hurst parameter $H=d+\frac{1}{2}$. Finally, we figure out ARMA and minimum variance power spectrum density of FARIMA processes.

• International Journal of Control, Automation, and Systems
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• v.5 no.2
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• pp.170-183
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• 2007

This paper presents a delay-dependent approach to robust filtering for linear parameter-varying (LPV) systems with discrete and distributed time-invariant delays in the states and outputs. It is assumed that the state-space matrices affinely depend on parameters that are measurable in real-time. Some new parameter-dependent delay-dependent stability conditions are established in terms of linear matrix inequalities (LMIs) such that the filtering process remains asymptotically stable and satisfies a prescribed $H_{\infty}$ performance level. Using polynomially parameter-dependent quadratic (PPDQ) functions and some Lagrange multiplier matrices, we establish the parameter-independent delay-dependent conditions with high precision under which the desired robust $H_{\infty}$ filters exist and derive the explicit expression of these filters. A numerical example is provided to demonstrate the validity of the proposed design approach.

• Journal of Power System Engineering
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• v.10 no.4
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• pp.147-152
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• 2006

The current type amplifier is the device that is used for an actuator as the motor's torque controller. However, it is too difficult to select the parameter value that has the desired output because the current type amplifier's transfer function is too complex. This study concern about the design of the current type amplifier with the desired output. From the modeled transfer function of the current type amplifier, the optimal parameter values of the transfer function can be selected in order to have the desired output using the Real Coded Genetic Algorithm(RCGA). The real circuit is made with the selected parameter value. The step response of the real circuit is in good agreement with the desired step response.

• Proceedings of the IEEK Conference
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• 1998.06a
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• pp.219-222
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• 1998

This paper presents the Mixed H2/H$\infty$ controller design method with the regional pole placements for underwater vehicle. Since the small and light underwater vehicle is sensitive to disturbances and parameter uncertainties, we design the controller which guarantees robustness against time-delays, parameter uncertainties and disturbances. The LMI(linear matrix inequality) formulations for pole placements in specific regions and H2 and H$\infty$ performances are reviewed. The desired controller can be obtained by solving these LMIs.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10b
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• pp.355-359
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• 1993

This paper deals with the problem of robust TDF(Two Degree of Freedom) H$_{\infty}$ control design for a linear system with parameter uncertainty in the state space model. The uncertain system considered here is with the time-invariant norm-bounded parameter uncertainty in the state matrix. A TDF H$_{\infty}$ control design is presented which robustly stabilizes the plant, guarantees the robust H$_{\infty}$ performance and improves the tracking performance for the closed-loop system in the face of parameter uncertainty. It is shwon that a suitable stabilizing control law can be constructed in terms of a positive definite solution to a certain parameter-dependent algebraic Riccati equation and a good tracking performance can be constructed in terms of suitable feedforward control law.aw.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.759-762
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• 1996

In previous work Kwon and Yoo [5] have shown that the FIR tracking algorithm using the input estimation technique. However, it has not solved the problem of systems with parameter uncertainties. Therefore, in this paper we propose a new robust $H_{\infty}$ FIR tracking filter to solve the target tracking problems under systems with parameter uncertainties. Also, we use here the input estimation approach to account for the possibility of maneuver. Simulation results show that the robust $H_{\infty}$ FIR tracking filter proposed here still has good tracking performance for a maneuvering target tracking problem even under all system parameter uncertainties.

• Journal of Institute of Control, Robotics and Systems
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• v.11 no.11
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• pp.920-929
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• 2005

This paper presents controller design method for nonlinear radar gimbal system with parameter uncertainty and time delay. In order to consider nonlinearity of gimbal bearing frictional torque, we firstly represent fuzzy model for the nonlinear gimbal system, which is achieved by fuzzy combination of linear models through nonlinear fuzzy membership functions. And secondly we propose a delay dependent fuzzy $H_\infty$ controller design method for the delayed fuzzy model with parameter uncertainty and design radar gimbal controller. The designed controller stabilize gimbal system and guarantee $H_\infty$ performance. A computer simulation is given to illustrate stabilized control performances of the designed controller.