• 품질경영학회지
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• 제27권2호
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• pp.112-125
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• 1999

In a robust regression model, it is typically assumed that the errors are normally distributed. However, what if the error distribution is deviated from the normality and the response variables are not completely observable due to censoring? For complete data, Kim and Lai(1998) suggested a new adaptive M-estimator with an asymptotically efficient score function. The adaptive M-estimator is based on using B-splines to estimate the score function and simple cross validation to determine the knots of the B-splines, which are a modified version of Kun( 1992). We herein extend this method to right-censored data and study how well the adaptive M-estimator performs for various error distributions and censoring rates. Some impressive simulation results are shown.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2007년도 추계학술대회논문집
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• pp.661-668
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• 2007

In this paper, excitation systems using linear mass shaker (LMS) are presented in order to simulate the wind induced responses of a building structure. The actuator force for the excitation systems is calculated by using the inverse transfer function of a target structural response to the actuator. Filter and envelop function are used such that the error between the wind and actuator induced responses is minimized by preventing the actuator from exciting unexpected modal response and initial transient response. The analyses results from a 76-story benchmark building problem in which wind load obtained by wind tunnel test is given, indicate that the excitation system installed at a specific floor can approximately embody the structural responses induced by the wind load applied to each floor of the structure. The excitation system designed by the proposed method can be effectively used for evaluating the wind response characteristics of a practical building structure and for obtaining an accurate analytical model of the building under wind load.

• 제어로봇시스템학회논문지
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• 제21권9호
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• pp.807-810
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• 2015

In this paper, a finite impulse response(FIR) fixed-lag smoother is proposed for discrete-time nonlinear systems. If the actual state trajectory is sufficiently close to the nominal state trajectory, the nonlinear system model can be divided into two parts: The error-state model and the nominal model. The error state can be estimated by adapting the optimal time-varying FIR smoother to the error-state model, and the nominal state can be obtained directly from the nominal trajectory model. Moreover, in order to obtain more robust estimates, the linearization errors are considered as a linear function of the estimation errors. Since the proposed estimator has an FIR structure, the proposed smoother can be expected to have better estimation performance than the IIR-structured estimators in terms of robustness and fast convergence. Additionally the proposed method can give a more general solution than the optimal FIR filtering approach, since the optimal FIR smoother is reduced to the optimal FIR filter by setting the fixed-lag size as zero. To illustrate the performance of the proposed method, simulation results are presented by comparing the method with an optimal FIR filtering approach and linearized Kalman filter.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2008년도 춘계학술대회논문집
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• pp.735-741
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• 2008

Identification of asymmetry and anisotropy of rotor system is important for diagnosis of rotating machinery. Directional frequency response functions (dFRFs) are known to be a powerful tool in effectively detecting the presence of asymmetry or anisotropy. In this paper, an input noise effect of dFRFs for rotors is estimated, when both asymmetry and anisotropy are present. The normalized random errors of the dFRFs are calculated to verify the validity of the method, which is demonstrated by numerical simulation with a simple rotor model.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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• pp.289-294
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• 1998

The distributed-parameter structures expressed with the partial differential equations are considered as the infinite-dimensional dynamic system. For implementation of a controller in multivariate systems, it is necessary to derive the state-space reduced order model. By the eigensystem realization algorithm, we can yield tile subspace system with the Markov parameters derived from the measured frequency response function by the inverse discrete Fourier transformation. We also review the necessary conditions for the convergence of the approximation system and the error bounds in terms of the singular values of Markov-parameter matrices. To determine the natural frequencies and modal damping ratios, the modal coordinate transformation is applied to the realization system. The vibration test for a smart structure is performed to provide the records of frequency response functions used in the subspace system realization.

• 대한전자공학회논문지
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• 제25권8호
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• pp.867-873
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• 1988

The degradation due to channel distortion in a quadrature modulation system from the ideal constant values over the bandwidth of a direct sequence spread spectrum signal are considered. Through using series expansion for the channel gain and phase response, the degradation in the correlator output at the receiver is found as a function of the parameters involved , including phase error, delay error, linear gin variation, quadratic gain variation, and quadratic phase variation.

• 융합신호처리학회 학술대회논문집
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• 한국신호처리시스템학회 2000년도 하계종합학술대회논문집
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• pp.17-20
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• 2000

In a digital communication system, the transmission channel may introduce error into the digital signal being transmitted. It would be useful if a process could be devised so that the error could be removed in order to recover the transmitted digital signal. We design a corrective filter that is inverse filter, which will generate an output signal identical to the input signal. in order for two systems connected in cascade to produce an output which is identical to the input signal, the over-all unit sample response of the cascade connection must be a unit sample function.

• 재무관리연구
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• 제26권1호
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• pp.127-163
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• 2009

This paper examines the results of survey that the foreign ownership is cointegrated with capital market conditions in Korea using Vector Error Correction Model (VECM) and how the mechanism of innovations and dynamics among the foreign ownership and capital market proxies in the VECM was described. Specifically, we find that the foreign ownership and capital market proxies follow I (1) process and there are cointegrated relations between the foreign ownership and capital market proxies. Adopting the impulse response function and variance decomposition in the VECM, we suggest, in turn, the default risk premia, liquidity of market and the rate of interest in long term business cycle take on a special function on the KSE and KOSDAQ. Finally, we also offer evidences of which there are differences of the mechanism of dynamics and innovations between on the KSE and on the KOSDAQ.

• Journal of the Korean Statistical Society
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• 제23권1호
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• pp.115-134
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• 1994

Polynomial errors-in-variables model with one predictor variable and one response variable is defined and an estimator of model is derived following the Booth's linear model estimation procedure. Since polynomial model is nonlinear function of the unknown regression coefficients and error-free predictors, it is nonlinear model in errors-in-variables model. As a result of applying linear model estimation method to nonlinear model, some additional assumptions are necessary. Hence, an estimator is derived under the assumption that the error variances are decrasing as sample size increases. Asymptotic propoerties of the derived estimator are provided. A simulation study is presented to compare the small sample properties of the derived estimator with those of OLS estimator.

• The Journal of Asian Finance, Economics and Business
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• 제5권4호
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• pp.85-94
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• 2018

The cultural industry is treated as the sunrise industry in modern society. It has taken an increasing role in promoting the economic growth. Due to this, this paper attempts to explore the dynamic relationship between cultural industry and the economic growth. On the grounds of Cobb-Douglas production function, the cultural industry is regarded as a determinant such as the labor input and the capital input to impact the economic growth. Meanwhile, the quarterly datum form 2000-Q1 to 2017-Q4 are employed to perform an empirical analysis via the vector error correction model. The GDP is treated as an independent variable. The input of capital, the input of labor and the total input of cultural industry are treated as dependent variables. Furthermore, a menu of statistical approaches such as the co-integration test and the impulse response function will be used to testify the dynamic relationship between cultural industry and economic growth. Via the Johansen co-integration test, the results report that the cultural industry has a obviously positive effect on economic growth. Through the vector error correction estimation, the results also report that the cultural industry also has a significantly positive effect on economic growth, but less than that of the Johansen co-integration test. This paper provides a view that the cultural industry is a kind of a determinant to promote the economic growth. Therefore, the China's government should pay much attention to the cultural industry construction.