• Journal of the Korea Institute of Military Science and Technology
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• v.8 no.4 s.23
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• pp.24-31
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• 2005

This paper presents an implementation of a real-time multi-sensor data fusion algorithm for Flight Test Computer. The sensor data consist of positional information of the target from a radar, a GPS receiver and an INS. The data fusion algorithm is designed by the 21st order distributed Kalman Filter which is based on the PVA model with sensor bias states. A fault detection and correction logics are included in the algorithm for bad measurements and sensor faults. The statistical parameters for the states are obtained from Monte Carlo simulations and covariance analysis using test tracking data. The designed filter is verified by using real data both in post processing and real-time processing.

• Journal of Communications and Networks
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• v.14 no.3
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• pp.257-266
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• 2012

A decode-and-forward two-way relay system benefits from orthogonal frequency division multiplexing (OFDM) and relay transmission. In this paper, we consider a decode-and-forward two-way relay system over OFDMwith two strategies: A joint subcarrier matching algorithm and a power allocation algorithm operating with a total power constraint for all subcarriers. The two strategies are studied based on average capacity using numerical analysis by uniformly allocating power constraints for each subcarrier matching group. An optimal subcarrier matching algorithm is proposed to match subcarriers in order of channel power gain for both transmission sides. Power allocation is defined based on equally distributing the capacity of each hop in each matching group. Afterward, a modified water-filling algorithm is also considered to allocate the power among all matching groups in order to increase the overall capacity of the network. Finally, Monte Carlo simulations are completed to confirm the numerical results and show the advantages of the joint subcarrier matching, power allocation and water filling algorithms, respectively.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.181-186
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• 2005

Many data sets obtained from surveys or medical trials often include missing observations. When these data sets are analyzed, it is general to use only complete cases. However, it is possible to have big biases or involve inefficiency. In this paper, we consider a method for estimating parameters in logistic linear models involving non-ignorable missing data mechanism. A binomial response and normal exploratory model for the missing data are used. We fit the model using the EM algorithm. The E-step is derived by Metropolis-hastings algorithm to generate a sample for missing data and Monte-carlo technique, and the M-step is by Newton-Raphson to maximize likelihood function. Asymptotic variances of the MLE's are derived and the standard error and estimates of parameters are compared.

• Communications for Statistical Applications and Methods
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• v.21 no.2
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• pp.147-160
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• 2014

In this paper, we introduce the exponentiated Weibull-geometric (EWG) distribution which generalizes two-parameter exponentiated Weibull (EW) distribution introduced by Mudholkar et al. (1995). This proposed distribution is obtained by compounding the exponentiated Weibull with geometric distribution. We derive its cumulative distribution function (CDF), hazard function and the density of the order statistics and calculate expressions for its moments and the moments of the order statistics. The hazard function of the EWG distribution can be decreasing, increasing or bathtub-shaped among others. Also, we give expressions for the Renyi and Shannon entropies. The maximum likelihood estimation is obtained by using EM-algorithm (Dempster et al., 1977; McLachlan and Krishnan, 1997). We can obtain the Bayesian estimation by using Gibbs sampler with Metropolis-Hastings algorithm. Also, we give application with real data set to show the flexibility of the EWG distribution. Finally, summary and discussion are mentioned.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.5 no.3
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• pp.508-522
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• 2011

Femtocell is an economical solution to provide high speed indoor communication instead of the conventional macro-cellular networks. Especially, OFDMA femtocell is considered in the next generation cellular network such as 3GPP LTE and mobile WiMAX system. Although the femtocell has great advantages to accommodate indoor users, interference management problem is a critical issue to operate femtocell network. Existing OFDMA resource management algorithms only consider optimizing system-centric metric, and cannot manage the co-channel interference. Moreover, it is hard to cooperate with other femtocells to control the interference, since the self-configurable characteristics of femtocell. This paper proposes a novel interference-aware resource allocation algorithm for OFDMA femtocell networks. The proposed algorithm allocates resources according to a new objective function which reflects the effect of interference, and the heuristic algorithm is also introduced to reduce the complexity of the original problem. The Monte-Carlo simulation is performed to evaluate the performance of the proposed algorithm compared to the existing solutions.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.30 no.9 s.252
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• pp.1116-1123
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• 2006

In this study, the effective method for reliability estimation is proposed using tow-staged kriging metamodel and genetic algorithm. Kriging metamodel can be determined by appropriate sampling range and the number of sampling points. The first kriging metamodel is made based on the proposed sampling points. The advanced f'=rst order reliability method is applied to the first kriging metamodel to determine the reliability and most probable failure point(MPFP) approximately. Then, the second kriging metamodel is constructed using additional sampling points near the MPFP. These points are selected using genetic algorithm that have the maximum mean squared error. The Monte-Carlo simulation is applied to the second kriging metamodel to estimate the reliability. The proposed method is applied to numerical examples and the results are almost equal to the reference reliability.

• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.333-351
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• 2022

The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

• Journal of Korea Water Resources Association
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• v.52 no.2
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• pp.141-148
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• 2019

When simulating the daily rainfall amount by existing Markov Chain model, it is general to simulate the rainfall occurrence and to estimate the rainfall amount randomly from the distribution which is similar to the daily rainfall distribution characteristic using Monte Carlo simulation. At this time, there is a limitation that the characteristics of rainfall intensity and distribution by time according to the rainfall duration are not reflected in the results. In this study, 1-day, 2-day, 3-day, 4-day rainfall event are classified, and the rainfall amount is estimated by rainfall duration. In other words, the distributions of the total amount of rainfall event by the duration are set using the Kernel Density Estimation (KDE), the daily rainfall in each day are estimated from the distribution of each duration. Total rainfall amount determined for each event are divided into each daily rainfall considering the type of daily distribution of the rainfall event which has most similar rainfall amount of the observed rainfall using the k-Nearest Neighbor algorithm (KNN). This study is to develop the limitation of the existing rainfall estimation method, and it is expected that this results can use for the future rainfall estimation and as the primary data in water resource design.

• Progress in Medical Physics
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• v.33 no.4
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• pp.150-157
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• 2022

Purpose: Elekta synergy^® was commissioned in the Seoul National University Veterinary Medical Teaching Hospital. Recently, Chung-Ang University Gwang Myeong Hospital commissioned Elekta Versa HD^TM. The beam characteristics of both machines are similar because of the same Agility^TM MLC Model. We compared measured beam data calculated using the Elekta treatment planning system, Monaco^®, for each institute. Methods: Beam of the commissioning Elekta linear accelerator were measured in two independent institutes. After installing the beam model based on the measured beam data into the Monaco^®, Monte Carlo (MC) simulation data were generated, mimicking the beam data in a virtual water phantom. Measured beam data were compared with the calculated data, and their similarity was quantitatively evaluated by the gamma analysis. Results: We compared the percent depth dose (PDD) and off-axis profiles of 6 MV photon and 6 MeV electron beams with MC calculation. With a 3%/3 mm gamma criterion, the photon PDD and profiles showed 100% gamma passing rates except for one inplane profile at 10 cm depth from VMTH. Gamma analysis of the measured photon beam off-axis profiles between the two institutes showed 100% agreement. The electron beams also indicated 100% agreement in PDD distributions. However, the gamma passing rates of the off-axis profiles were 91%-100% with a 3%/3 mm gamma criterion. Conclusions: The beam and their comparison with MC calculation for each institute showed good performance. Although the measuring tools were orthogonal, no significant difference was found.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.813-826
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• 2015

This research deals with an estimation method for kinetic reaction model. The kinetic reaction model is a model to explain spread or changing process based on interaction between species on the Biochemical area. This model can be applied to a model for disease spreading as well as a model for system Biology. In the search, we assumed that the spread of species is stochastic and we construct the reaction model based on stochastic movement. We utilized Gillespie algorithm in order to construct likelihood function. We introduced a Bayesian estimation method using Markov chain Monte Carlo methods that produces more stable results. We applied the Bayesian estimation method to the Lotka-Volterra model and gene transcription model and had more stable estimation results.