• Journal of the Korean Statistical Society
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• v.27 no.2
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• pp.165-187
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• 1998

Shin and Sarkar (1993, 1994) studied the problem of testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are known. In this paper we consider the case when the MA parameters are unknown and to be estimated. Test statistics are defined using unit root parameter estimates based on three different estimation methods of Hannan and Rissanen (1982), Kohn (1979) and Shin and Sarkar (1995). An AR(p) process contaminated by MA(q) noise is a .estricted ARMA model, for which Shin and Sarkar (1995) derived an easy-to-compute Newton- Raphson estimator The two-stage estimation p.ocedu.e of Hannan and Rissanen (1982) is used to compute initial parameter estimates in implementing the iterative estimation methods of both Shin and Sarkar (1995) and Kohn (1979). In a simulation study we compare the relative performance of these unit root tests with respect to both size and power for p=q=1.

• Journal of applied mathematics & informatics
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• v.4 no.2
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• pp.341-378
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• 1997

We consider three classes of numerical methods for solv-ing the semi-explicit differential-algebraic equations of index 1 and higher. These methods use implicit multistep fixed stepsize methods and several iterative processes including simple iteration, full a2nd modified Newton iteration. For these methods we prove convergence theorems and derive error estimates. We consider different ways of choosing initial approximations for these iterative methods and in-vestigate their efficiency in theory and practice.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.135-145
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• 1995

A new algorithm was given to successively fit the multiexponential function/nonlinear function to data by a weighted least squares method, using Gauss-Newton, Marquardt, gradient and DUD methods for convergence. This study also considers the problem of linear-nonlimear weighted least squares estimation which is based upon the usual Taylor's formula process.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.23 no.5
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• pp.485-497
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• 2014

This paper presents the robot vision control schemes based on the Newton-Raphson (N-R) and the Extended Kalman Filter (EKF) methods for the tracking of moving targets. The vision system model used in this study involves the six camera parameters. The difference is that refers to the uncertainty of the camera's orientation and focal length, and refers to the unknown relative position between the camera and the robot. Both N-R and EKF methods are employed towards the estimation of the six camera parameters. Based on the these six parameters estimated using three cameras, the robot's joint angles are computed with respect to the moving targets, using both N-R and EKF methods. The two robot vision control schemes are tested by tracking the moving target experimentally. Given the experimental results, the two robot control schemes are compared in order to evaluate their strengths and weaknesses.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.1
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• pp.479-483
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• 2006

Indoor positioning is recently highlighted and various kinds of indoor positioning systems are under developments. Since positioning systems have their own characteristics, proper positioning scheme should be chosen according to the required specifications. Positioning methods are often classified into time-based and angle-based one, and this paper presents the error analysis of these location methods. Because measurement equations of these methods are nonlinear, linearization is usually needed to get the position estimate. In this paper, Gauss-Newton method is used in the linearization. To analyze the position error, we investigate the error ellipse parameters that include eccentricity, rotation angle, and the size of ellipse. Simulation results show that the major axes of error ellipses of TOA and AOA method lie in different quadrants at most region of workspace, especially where the geometry is poor. When the TOA/AOA hybrid scheme is employed, it is found that the error ellipse is reduced to the intersection of ellipses of TOA and AOA method.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.53 no.12
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• pp.820-826
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• 2004

In this paper, studied error of various signal interpolation methods in vibration signal analysis with digital order tracking. Because, interpolation errors are related with sampling rate and amount of calculation. Appled Signal interpolation methods are Lagrange, Newton and Cubic-spline. This paper proposed more proper interpolation method. Also, we suggest guideline for adaptive application of signal interpolation methods with Calculated results.

• Journal of the Earthquake Engineering Society of Korea
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• v.9 no.3 s.43
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• pp.23-32
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• 2005

Torsional behavior of eccentric structure under seismic leading may cause the stress and/or deformation concentration, which arouse the failure of the structure in an unexpected manner. This study suggests D-R relationship which shows the overall displacement and rotation of the system based on the ultimate displacement capacity of the each lateral load resistant member. Using the suggested D-R relationship and displacement spectrum, the seismic assessment is conducted and verified in comparison with the time history analysis result. Multi-level seismic assessment Is considered which takes multiple seismic hazard levels and respective performance levels into account. Finally, based on the seismic assessment result, seismic rehabilitation process is presented. In this research, two rehabilitation methods are considered. One is done by means of stiffening/strengthening the seismic resistant members, and the other is based on the member ductility. Especially, in the first method, to optimize the rehabilitation result, the rehabilitation problem is modeled as an optimization problem, and solved using BFGS quasi-Newton optimization method.

• The Journal of the Convergence on Culture Technology
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• v.6 no.1
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• pp.449-454
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• 2020

We propose an improved de-interlacing method that converts the interlaced images into the progressive images by one field. In the first, Inter-pixel values are calculated by applying Newton's forward difference, backward difference interpolation from upper and lower 5 pixel values. Using inter-pixel values obtained from upper and lower 5 pixel values, it makes more accurate a direction estimate by applying the correlation between upper and lower pixel. If an edge direction is determined from the correlation, a missing pixel value is calculated into the average of upper and lower pixel obtained from predicted direction of edge. From simulation results, it is shown that the proposed method improves subjective image quality at edge region and objective image quality at 0.2~0.3dB as quantitative calculation result of PSNR, compared to previous various de-interlacing methods.

• Journal of the Chungcheong Mathematical Society
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• v.25 no.4
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• pp.669-676
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• 2012

In this note we extend one well-known iteration formula to derive new third-order methods for solving a nonlinear equation. The comparison with other methods is given.

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.219-225
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• 1998

The parameters in linear models with censored normal responses are usually estimated by the iterative maximum likelihood and least square methods. However, the iterative least square method is simple but hardly has theoretical justification, and the iterative maximum likelihood estimating equations are complicatedly derived. In this paper, we justify these methods via Wedderburn (1974)'s quasi-likelihood approach. This provides an explicit justification for the iterative least square method and also directly the iterative maximum likelihood method for estimating the regression coefficients.