• Journal of the Korean Statistical Society
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• 제27권2호
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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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• 제4권2호
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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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• 제2권2호
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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.

• 한국생산제조학회지
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• 제23권5호
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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.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.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.

• 대한전기학회논문지:시스템및제어부문D
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• 제53권12호
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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.

• 한국지진공학회논문집
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• 제9권3호
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• pp.23-32
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• 2005

편심이 있는 구조물이 지진하중을 받는 경우 비틀림의 발생으로 특정부재에 응력 및 변위가 집중되고 이는 전혀 예상치 못한 구조물의 파괴를 유발할 수 있다. 본 연구에서는 각 횡저항 부재의 한계 변위를 기반으로 하여 구조물 전체의 횡변위와 비틀림각의 관계도(D-R Relationship: Displacement-Rotation Relationship)를 작성하고 변위스펙트럼을 이용하여 내진성능평가를 수행하는 방법을 제안한다. 제안된 내진성능평가의 방법은 시간이력해석의 결과를 이용해서 검증하였다. 또한 다양한 지진수준에 대해 구조물의 다른 성능수준을 기준으로 하는 다단계 내진성능평가를 수행하였다. 최종적으로 그 결과를 기준으로 D-R 관계도를 이용한 내진보강 전략을 제시하였다. 내진보강은 각 부재의 강도/강성을 증가시키는 방법과 연성도를 증가시키는 두 가지의 방법을 사용하였다. 특히 강도/강성을 증가시키는 내진보강 전략에서는 보강의 최적화를 위하여 보강전략을 최적화 문제로 구성하고 BFGS Quasi-Newton method를 이용하여 최적보강전략을 수립하는 과정을 제시하였다.

• 문화기술의 융합
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• 제6권1호
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• pp.449-454
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• 2020

본 논문에서는 하나의 필드만을 사용하여 비월 주사 영상을 순차 주사 영상으로 변환하는 개선된 디인터레이싱 방법을 제안한다. 먼저, 구하고자 하는 화소의 위와 아래 각각 5개 화소를 이용하여 세분화된 화소 사이의 값들을 Newton의 전향차분과 후향차분을 이용하여 구한다. 이렇게 얻어진 화소 사이의 값과 5개의 알려진 화소값들을 이용하여 구하고자하는 화소를 중심으로 위와 아래화소의 방향을 세분화하여 각각의 상관관계를 구한다. 구하고자 하는 화소에서의 에지의 방향성은 위와 아래 상관관계가 가장 최소가 되는 방향으로 예측한다. 구하고자 하는 화소값 결정은 예측된 방향에 따라 위와 아래 화소값의 평균값으로 결정한다. 모의실험 결과 기존의 제시된 여러 디인터레이싱 방법에 비해 엣지에서의 주관적 화질이 개선되었으며 또한 객관적 화질에 있어서 정량적으로 PSNR 계산결과 0.2~0.3dB정도의 화질개선이 이루어졌다.

• 충청수학회지
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• 제25권4호
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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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• 제9권2호
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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.