• 제어로봇시스템학회:학술대회논문집
• /
• 1986.10a
• /
• pp.370-372
• /
• 1986

In this paper we propose a Generalized Minimum Variance Self-tuning Control of the system with an autoregressive noise model. To establish a Generalized Minimum Variance Control, the control input is also included in a cost function and a novel identity is introduced. The effectiveness of this algorithm is demonstrated by the computer simulation.

• East Asian mathematical journal
• /
• v.5 no.1
• /
• pp.95-110
• /
• 1989

In a general variance component model, nonnegative quadratic estimators of the components of variance are considered which are invariant with respect to mean value translaion and have minimum bias (analogously to estimation theory of mean value parameters). Here the minimum is taken over an appropriate cone of positive semidefinite matrices, after having made a reduction by invariance. Among these estimators, which always exist the one of minimum norm is characterized. This characterization is achieved by systems of necessary and sufficient condition, and by a cone restricted pseudoinverse. In models where the decomposing covariance matrices span a commutative quadratic subspace, a representation of the considered estimator is derived that requires merely to solve an ordinary convex quadratic optimization problem. As an example, we present the two way nested classification random model. An unbiased estimator is derived for the mean squared error of any unbiased or biased estimator that is expressible as a linear combination of independent sums of squares. Further, it is shown that, for the classical balanced variance component models, this estimator is the best invariant unbiased estimator, for the variance of the ANOVA estimator and for the mean squared error of the nonnegative minimum biased estimator. As an example, the balanced two way nested classification model with ramdom effects if considered.

• Journal of the Korean Statistical Society
• /
• v.25 no.2
• /
• pp.277-288
• /
• 1996

The minimum aberration criterion is commonly used for selecting good fractional factorial designs. In this paper we give same necessary conditions for $3^{n-k}$ fractional factorial designs. We obtain minimum aberration $3^{n-k}$ designs for k = 2 and any n. For k > 2, minimum aberration designs have not found yet. As an alternative, we select a design with minimum aberration among minimum-variance designs.

• The Journal of the Acoustical Society of Korea
• /
• v.36 no.2
• /
• pp.100-107
• /
• 2017

The focused MVDR (Minimum Variance Distortionless Response) can be applied for source localization in near field. However, if the number of sensors are increased, it requires a large amount of calculation to obtain the inverse of the covariance matrix. In this paper we propose a focused MVDR method using that beam space is formed from output of far field beamformer at the subarray. The performances of the proposed method was evaluated by simulation. As a result of simulation, the proposed method has the higher spatial resolution performance then the conventional delay-and-sum beamformer.

• Communications for Statistical Applications and Methods
• /
• v.13 no.3
• /
• pp.657-667
• /
• 2006

The concept of entropy, introduced in communication theory by Shannon (1948) as a measure of uncertainty, is of prime interest in information-theoretic statistics. This paper considers the minimum variance unbiased estimation for the maximum entropy of the transformed inverse Gaussian random variable by $Y=X^{-1/2}$. The properties of the derived UMVU estimator is investigated.

• Journal of the Korean Institute of Telematics and Electronics
• /
• v.25 no.4
• /
• pp.372-378
• /
• 1988

The elimination of offsets such as those induced by load disturbance is a principal requirement in the control of industrial processes. In this paper we propose a self-tuning minimum variance control in the two tuypes of k-incremental and integrating form. Since the objective of control design in this paper is a generalized minimum variance control, it can be applied to nonminimum phase system. And we compare the proposed algorithm wiht that of the positional self-tuning control and show that it can also be applied to nonminimum phase system by computer simulation.

• International Journal of Control, Automation, and Systems
• /
• v.4 no.3
• /
• pp.281-292
• /
• 2006

The design and implementation of Generalized Minimum Variance control laws for nonlinear multivariable systems that can include severe nonlinearities is considered. The quadratic cost index minimised involves dynamically weighted error and nonlinear control signal costing terms. The aim here is to show the controller obtained is simple to design and implement. The features of the control law are explored. The controller obtained includes an internal model of the process and in one form is a nonlinear version of the Smith Predictor.

• Journal of Korean Institute of Industrial Engineers
• /
• v.4 no.1
• /
• pp.29-32
• /
• 1978

We obtain the minimum variance unbiased estimate of system reliability when a system consists of n components whose life times are assumed to be independent and identically distributed either negative exponential or geometric random variables. For the case of a negative exponential life time, we obtain the minimum variance unbiased estimate of the probability density function of the i-th order statistic.

• Journal of KSNVE
• /
• v.10 no.6
• /
• pp.985-990
• /
• 2000

The signals that can be obtained from rotating machines often convey the information of machine. For example, if the machine under investigation has faults, then these signals often have pulse signals, embedded in noise. Therefore the ability to detect the fault signal in noise is major concern of fault diagnosis of rotating machine, In this paper, minimum variance cepstrum (MV cepstrum) . which can easily detect impulse in noise, has been applied to detect the type of faults of ball bearing system. To test the performance of this technique. various experiments have been performed for ball bearing elements that have man made faults. Results show that minimum variance cepstrum can easily detect the periodicity due to faults and also shows the pattern of excitation by the faults.

• Journal of the Korean Statistical Society
• /
• v.7 no.2
• /
• pp.95-98
• /
• 1978

This note deals with the estimations of the variance of a normal distribution $N(\theta,c\theta^2)$ where c, the square of coefficient of variation is assumed to be known. This amounts to the estimation of $\theta^2$. The minimum variance estimator among all unbiased estimators linear in $\bar{x}^2$ and $s^2$ where $\bar{x}$ and $s^2$ are the sample mean and variance, respectively, and the minimum risk estimator in the class of all estimators linear in $\bar{x}^2$ and $s^2$ are obtained. It is shown that the suggested estimators are BAN.