• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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• pp.370-372
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• 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
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• 제5권1호
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• pp.95-110
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• 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
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• 제25권2호
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• pp.277-288
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• 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.

• 한국음향학회지
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• 제36권2호
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• pp.100-107
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• 2017

초점 MVDR(Minimum Variance Distortionless Response) 빔 형성은 근접장에서 표적의 위치를 추정하는데 적용될 수 있다. 하지만 배열을 구성하는 센서의 수가 많아질수록 공분산 행렬의 역행렬을 구하는데 많은 계산량을 필요로 한다. 본 논문에서는 부 배열의 원거리 빔 형성기 출력들로부터 빔 공간을 형성하고 이를 이용하여 초점 MVDR 빔 형성을 수행하는 방식을 제안하였다. 제안된 방법의 성능을 분석하기 위하여 모의실험을 수행하였다. 모의실험 결과, 제안된 방법의 공간 분해능이 기존의 지연 합 빔 형성기를 이용한 경우 보다 높게 나타났다.

• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.657-667
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• 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.

• 대한전자공학회논문지
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• 제25권4호
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• pp.372-378
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• 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
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• 제4권3호
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• pp.281-292
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• 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.

• 대한산업공학회지
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• 제4권1호
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• pp.29-32
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• 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.

• 소음진동
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• 제10권6호
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• pp.985-990
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• 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
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• 제7권2호
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• pp.95-98
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• 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.