• Journal of Korean Society for Quality Management
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• v.26 no.4
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• pp.143-150
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• 1998

We propose an adaptive monitoring a, pp.oach for serially correlated data. This algorithm uses the adaptive linear prediction lattice filter (ALPLF) which makes it compute process parameters in real time and recursively update their estimates. It involves computation of the forward and backward prediction errors. CUSUM control charts are a, pp.ied to prediction errors simulaneously in both directions as an omnibus method for detecting changes in process parameters. Results of computer simulations demonstrate that the proposed adaptive monitoring a, pp.oach has great potentials for real-time industrial a, pp.ications, which vary frequently in their control environment.

• Proceedings of the Acoustical Society of Korea Conference
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• 1987.11a
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• pp.61-65
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• 1987

An algorithm for estimating incident angles of multiple broaband signals is proposed. The method adopts semicausal model for two dimensional linear prediction filter coefficients such that the arithmatic averag of the mean squared values of the forward and reverse prediction arrors is minimized. Preliminary results demonstrating the performance of the proposed method are presented. Simulation results indicate that the performance depends on signal-to-noise ratio and prediction order in spatial demension.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.20 no.12
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• pp.1287-1296
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• 2009

It is very important to estimate the Signal to Noise Ratio(SNR) of received signal in time varying channel state. Most SNR estimation techniques derive the SNR estimates solely from the samples of the received signal after the matched filter. In the severe distorted wireless channel, the performance of these estimators become unstable and degraded. LP-based SNR estimator which can operate on data samples collected at the front-end of a receiver shows more stable performance than other SNR estimator. In this paper, we study an efficient SNR estimation algorithm based on LP and propose a new estimation method to decrease the computation complexity. Proposed algorithm accomplishes the SNR estimation process efficiently because it uses the forward prediction error and its conjugate value during the linear prediction error update. Via the computer simulation, the performance of this proposed estimation method is compared and discussed with other conventional SNR estimators in digital communication channels.

• 제어로봇시스템학회:학술대회논문집
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• 1988.10b
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• pp.1041-1044
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• 1988

This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2009.01a
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• pp.838-841
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• 2009

This paper proposes a novel lossless coding scheme for Bayer color filter array (CFA) images which are generally used as internal data of color digital cameras having a single image sensor. The scheme employs a block-adaptive prediction method to exploit spatial and spectral correlations in local areas containing different color signals. In order to allow adaptive prediction suitable for the respective color signals, four kinds of linear predictors which correspond to 2 ${\times}$ 2 samples of Bayer CFA are simultaneously switched block-by-block. Experimental results show that the proposed scheme outperforms other state-of-the-art lossless coding schemes in terms of coding efficiency for Bayer CFA images.

• ETRI Journal
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• v.31 no.2
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• pp.162-172
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• 2009

A linear-prediction-based blind equalization algorithm for single-input single-output (SISO) finite impulse response/infinite impulse response (FIR/IIR) channels is proposed. The new algorithm is based on second-order statistics, and it does not require channel order estimation. By oversampling the channel output, the SISO channel model is converted to a special single-input multiple-output (SIMO) model. Two forward linear predictors with consecutive prediction delays are applied to the subchannel outputs of the SIMO model. It is demonstrated that the partial parameters of the SIMO model can be estimated from the difference between the prediction errors when the length of the predictors is sufficiently large. The sufficient filter length for achieving the optimal prediction is also derived. Based on the estimated parameters, both batch and adaptive minimum-mean-square-error equalizers are developed. The performance of the proposed equalizers is evaluated by computer simulations and compared with existing algorithms.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.7
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• pp.898-902
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• 1999

In this paper, we proposed an algorithm for estimating parameters of nonlinear continuous-discrete state-space system. This algorithm uses the conventional extended Kalman filter(EKF) for estimating state variables, and modifies the recursive prediction error method for parameter estimation of the nonlinear system. Simulation results for both linear and nonlinear measurements under the environment of process and measurement noises show a convincing performance of the proposed algorithm.

• Journal of KIISE:Information Networking
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• v.34 no.3
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• pp.156-167
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• 2007

In this paper, we develop the model based prediction algorithm for Variable-Bit-Rate(VBR) video traffic with regular Group of Picture(GOP) pattern. We use multiplicative ARIMA process called GOP ARIMA (ARIMA for Group Of Pictures) as a base stochastic model. Kalman Filter based prediction algorithm consists of two process: GOP ARIMA modeling and prediction. In performance study, we produce three video traces (news, drama, sports) and we compare the accuracy of three different prediction schemes: Kalman Filter based prediction, linear prediction, and double exponential smoothing. The proposed prediction algorithm yields superior prediction accuracy than the other two. We also show that confidence interval analysis can effectively detect scene changes of the sample video sequence. The Kalman filter based prediction algorithm proposed in this work makes significant contributions to various aspects of network traffic engineering and resource allocation.

• Journal of the Korean Professional Engineers Association
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• v.18 no.2
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• pp.1-5
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• 1985

In the flood prediction research, it is pointed out that the difficulty of flood prediction is the frequently experienced overestimation of flood peak. That is caused by the rainfall prediction difficulty and the nonlinearity of hydrological phenomena. Even though the former reason will remain still unsolved, but the latter one can be possibly resolved the method of the AMRA (Auto Regressive Moving Average) model for each runoff component as developed by Dr. Hino and Dr. Hasebe. The principle of the method consists of separating though the numerical filters the total runoff time series into long-term, intermediate and short-term components, or ground water flow, interflow, and surface flow components. As a total system, a hydrological system is a non-linear one. However, once it is separated into two or three subsystems, each subsystem may be treated as a linear system. Also the rainfall components into each subsystem a estimated inversely from the runoff component which is separated from the observed flood. That is why flood prediction can be done without rainfall data. In the prediction of surface flow, the Kalman filter will be applicable but this paper shows only impulse function method.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.61 no.2
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• pp.276-283
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• 2012

In this paper, a practical quasi-optimal DOA(direction of arrival) estimator is proposed in order to develop a one-axis gimbaled ultrasonic source tracker for mobile robot applications. With help of the gimbal structure, the ultrasonic moving source tracking problem can be simply reduced to the DOA estimation. The DOA estimation is known as one of the representative long-pending nonlinear filtering problems, but the conventional nonlinear filters might be restrictive in many actual situations because it cannot guarantee the reliable performance due to the use of nonlinear signal model. This motivates us to reformulate the DOA estimation problem in the linear robust state estimation setting. Based on the assumption that the received ultrasonic signals are noisy sinusoids satisfying linear prediction property, a linear uncertain measurement model is newly derived. To avoid the DOA estimation performance degradation caused by the stochastic parameter uncertainty contained in the linear measurement model, the recently developed NCRKF (non-conservative robust Kalman filter) scheme [1] is utilized. The proposed linear DOA estimator provides excellent DOA estimation performance and it is suitable for real-time implementation for its linear recursive filter structure. The effectiveness of the suggested DOA estimation scheme is demonstrated through simulations and experiments.