• International Journal of Aeronautical and Space Sciences
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• v.3 no.1
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• pp.39-49
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• 2002

This paper presents a robust tracker design method that is specific to the trajectories of target aircraft. This method assumes that representative trajectories of the target aircraft are available. The exact trajectories known to the tracker enables the incorporation of the exact data in the tracker design instead of the measurement data. An estimator is designed to have acceptable performance in tracking a finite number of different target trajectories with a capability to trade off the mean and maximum errors between the exact trajectories and the estimated or predicted trajectories. Constant estimator gains that minimize the cost functions related to the estimation or prediction error are computed off-line from an iterative algorithm. This tracker design method is applied to the longitudinal motion tracking of target aircraft.

• ETRI Journal
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• v.44 no.6
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• pp.915-924
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• 2022

In this paper, we present a two-stage scalable channel estimator (TSCE), a deep learning (DL)-based scalable, and robust channel estimator for wireless cellular networks, which is made up of two DL networks to efficiently support different resource allocation sizes and reference signal configurations. Both networks use the transformer, one of cutting-edge neural network architecture, as a backbone for accurate estimation. For computation-efficient global feature extractions, we propose using window and window averaging-based self-attentions. Our results show that TSCE learns wireless propagation channels correctly and outperforms both traditional estimators and baseline DL-based estimators. Additionally, scalability and robustness evaluations are performed, revealing that TSCE is more robust in various environments than the baseline DL-based estimators.

• Journal of the Korea Society of Computer and Information
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• v.10 no.2 s.34
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• pp.21-30
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• 2005

In general, the robust estimation method is well known for a good statistical estimator that is insensitive to small departures from the idealized assumptions for which the estimation is optimized. While there are many existing robust estimation techniques that have been proposed in the literature, two main techniques used in computer vision are M-estimators and least-median of squares (LMS). Among these. we utilized the M-estimators since they are known to provide an optimal estimation of affine motion parameters. The M-estimators have higher statistical efficiency but tolerate much lower percentages of outliers unless properly initialized. To resolve these problems, we proposed an adaptive M-estimators algorithm that effectively separates outliers from non-outliers and estimate affine model parameters, using a continuous sigmoid weight function. The experimental results show the superiority of our method.

• Structural Engineering and Mechanics
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• v.37 no.4
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• pp.351-365
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• 2011

This study proposes an inverse estimation method for the input forces of a fixed beam structural system. The estimator includes the fuzzy Kalman Filter (FKF) technology and the fuzzy weighted recursive least square method (FWRLSM). In the estimation method, the effective estimator are accelerated and weighted by the fuzzy accelerating and weighting factors proposed based on the fuzzy logic inference system. By directly synthesizing the robust filter technology with the estimator, this study presents an efficient robust forgetting zone, which is capable of providing a reasonable trade-off between the tracking capability and the flexibility against noises. The period input of the fixed beam structure system can be effectively estimated by using this method to promote the reliability of the dynamic performance analysis. The simulation results are compared by alternating between the constant and adaptive and fuzzy weighting factors. The results demonstrate that the application of the presented method to the fixed beam structure system is successful.

• Journal of Korean Society for Quality Management
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• v.27 no.2
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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.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.38C no.4
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• pp.365-370
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• 2013

In this paper, we propose robust blind estimators for the frequency offset of orthogonal frequency division multiplexing in non-Gaussian noise environments. We first propose a maximum likelihood (ML) estimator in non-Gaussian noise modeled as a complex isotropic Cauchy process, and then, a simpler estimator based on the ML estimator is proposed. From numerical results, we confirm that the proposed estimators are robust to the non-Gaussian noise and have a better estimation performance over the conventional estimator in non-Gaussian noise environments.

• The Korean Journal of Applied Statistics
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• v.19 no.1
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• pp.97-110
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• 2006

Since it is well-established that even high quality data tend to contain outliers, one would expect fat? greater reliance on robust regression techniques than is actually observed. But most of all robust regression estimators suffers from the computational difficulties and the lower efficiency than the least squares under the normal error model. The weighted self-tuning estimator (WSTE) recently suggested by Lee (2004) has no more computational difficulty and it has the asymptotic normality and the high break-down point simultaneously. Although it has better properties than the other robust estimators, WSTE does not have full efficiency under the normal error model through the weighted least squares which is widely used. This paper introduces a new approach as called the reweighted WSTE (RWSTE), whose scale estimator is adaptively estimated by the self-tuning constant. A Monte Carlo study shows that new approach has better behavior than the general weighted least squares method under the normal model and the large data.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.1097-1102
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• 2009

Classification of subjects with unknown distribution in small sample size setup may involve order-restricted constraints in multivariate parameter setups. Those problems makes optimality of conventional likelihood ratio based statistical inferences not feasible. Fortunately, Roy (1953) introduced union-intersection principle(UIP) which provides an alternative avenue. Redescending M-estimator along with that principle yields a considerably appropriate robust testing procedure. Furthermore, conditionally distribution-free test based upon exact permutation theory is used to generate p-values, even in small sample. Applications of this method are illustrated in simulated data and read data example (Lobenhofer et al., 2002)

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.287-293
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• 2003

In this paper we consider the problem of parameter change based on the cusum test proposed by Lee et al. (2003). The cusum test statistic is constructed utilizing the estimator minimizing density-based divergence measures. It is shown that under regularity conditions, the test statistic has the limiting distribution of the sup of standard Brownian bridge. Simulation results demonstrate that the cusum test is robust when there arc outliers.

• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.151-165
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• 1999

This paper considers the trimmed least squares estimator of the autoregression parameter in the unstable AR(1) model: X\ulcorner=ØX\ulcorner+$\varepsilon$\ulcorner, where $\varepsilon$\ulcorner are iid random variables with mean 0 and variance $\sigma$$^2$> 0, and Ø is the real number with │Ø│=1. The trimmed least squares estimator for Ø is defined in analogy of that of Welsh(1987). The limiting distribution of the trimmed least squares estimator is derived under certain regularity conditions.