• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.349-360
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• 1995

This paper deals with the robustness properties of the minimum disparity estimation in linear regression models. The estimators defined as statistical quantities whcih minimize the blended weight Hellinger distance between a weighted kernel density estimator of the residuals and a smoothed model density of the residuals. It is shown that if the weights of the density estimator are appropriately chosen, the estimates of the regression parameters are robust.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.20 no.2
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• pp.137-150
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• 2016

In this paper we analyze an a posteriori error estimator based on flux recovery for lowest-order finite element discretizations of elliptic interface problems. The flux recovery considered here is based on averaging the discrete normal fluxes and/or tangential derivatives at midpoints of edges with weight factors adapted to discontinuous coefficients. It is shown that the error estimator based on this flux recovery is equivalent to the error estimator of Bernardi and $Verf{\ddot{u}}rth$ based on the standard edge residuals uniformly with respect to jumps of the coefficient between subdomains. Moreover, as a byproduct, we obtain slightly modified weight factors in the edge residual estimator which are expected to produce more accurate results.

• Communications for Statistical Applications and Methods
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• v.28 no.4
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• pp.315-327
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• 2021

The Spatial Autoregressive (SAR) models have drawn considerable attention in recent econometrics literature because of their capability to model the spatial spill overs in a feasible way. While considering the Bayesian analysis of these models, one may face the problem of lack of robustness with respect to underlying prior assumptions. The generalized Bayes estimators provide a viable alternative to incorporate prior belief and are more robust with respect to underlying prior assumptions. The present paper considers the SAR model with a set of linear restrictions binding the regression coefficients and derives restricted generalized Bayes estimator for the coefficients vector. The minimaxity of the restricted generalized Bayes estimator has been established. Using a simulation study, it has been demonstrated that the estimator dominates the restricted least squares as well as restricted Stein rule estimators.

• Transactions on Control, Automation and Systems Engineering
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• v.3 no.2
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• pp.117-123
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• 2001

To improve control performance of a non-linear system, many other reserches have used the sliding model control algorithm. The sliding mode controller is known to be robust against nonlinear and unmodeled dynamic terms. However, this algorithm raises the inherent chattering caused by excessive switching inputs around the sliding surface. Therefore, in order to solve the chattering problem and improve control performance, this study has developed the sliding mode controller with a perturbation estimator using the observer-based fuzzy adaptive network. The perturbation estimator based on the fuzzy adaptive network generates the control input of compensating unmodeled dynamics terms and disturbance. And the weighting parameters of the fuzzy adaptive network are updated on-line by adaptive law in order to force the estimation errors converge to zero. Therefore, the combination of sliding mode control and fuzzy adaptive network gives rise to the robust and intelligent routine. For evaluation control performance of the proposed approach, tracking control simulation is carried is carried out for the hydraulic motion simulator which is a 6-degree of freedom parallel manipulator.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.761-770
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• 2011

Robust principal components regression is suggested to deal with both the multicollinearity and outlier problem. A main aspect of the robust principal components regression is the selection of an optimal set of principal components. Instead of the eigenvalue of the sample covariance matrix, a selection criterion is developed based on the condition index of the minimum volume ellipsoid estimator which is highly robust against leverage points. In addition, the least trimmed squares estimation is employed to cope with regression outliers. Monte Carlo simulation results indicate that the proposed criterion is superior to existing ones.

• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.591-601
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• 2005

The results of fuzzy linear regression are very sensitive to irregular data. When this points exist in a set of data, a fuzzy linear regression model can be incorrectly interpreted. The purpose of this paper is to detect irregular data and to propose robust fuzzy linear regression based on M-estimators with triangular fuzzy regression coefficients for crisp input-output data. Numerical example shows that irregular data can be detected by using the residuals based on M-estimators, and the proposed robust fuzzy linear regression is very resistant to this points.

• Proceedings of the KIEE Conference
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• 1998.11b
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• pp.454-456
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• 1998

Traditional adaptive control algorithms are not robust to dynamic uncertainties. The adaptive control algorithms developed previously to deal with dynamic uncertainties do not facilitate quantitative design. We proposed a new robust adaptive control algorithms consists of an $H^{\infty}$ suboptimal control law and a robust parameter estimator. Numerical examples showing the effectiveness of the $H^{\infty}$ adaptive scheme are provided.

• Journal of the Korean Institute of Intelligent Systems
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• v.23 no.3
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• pp.214-219
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• 2013

This paper proposes the robust high-gain observer based SOC estimatro for uncertain RC model of Li-Ion batteries. In general, RC battery model has inevitable uncertainties and it cause some negative effect to estimate the accurate SOC of Li-Ion batteries. The proposed estimator overcomes such weakness with two techniques; high-gain observer design technique and sliding mode control technique. A high-gain observer provides the robustness against model uncertainties to the proposed estimator. A sliding mode control technique helps the proposed estimator by reducing the side effect of adopting a high-gain observer such as peaking phenomenon and perturbation. The performance of the proposed estimator is verified by some simulation.

• Communications for Statistical Applications and Methods
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• v.20 no.4
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• pp.311-319
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• 2013

Cooray and Ananda (2005) proposed a composite lognormal-Pareto model to analyze loss payment data in the actuarial and insurance industries. Their model is based on a lognormal density up to an unknown threshold value and a two-parameter Pareto density. In this paper, we implement the minimum density power divergence estimation for the composite lognormal-Pareto density. We compare the performances of the minimum density power divergence estimator (MDPDE) and the maximum likelihood estimator (MLE) by simulations and an example. The minimum density power divergence estimator performs reasonably well against various violations in the distribution. The minimum density power divergence estimator better fits small observations and better resists against extraordinary large observations than the maximum likelihood estimator.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2009.01a
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• pp.408-412
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• 2009

In this paper, a new efficient algorithm for global motion estimation is proposed. This algorithm uses a previous 4-parameter model based global motion estimation algorithm and M-estimator for improving the accuracy and robustness of the estimate. The first algorithm uses the block based motion vector fields and which generates a coarse global motion parameters. And second algorithm is M-estimator technique for getting precise global motion parameters. This technique does not increase the computational complexity significantly, while providing good results in terms of estimation accuracy. In this work, an initial estimation for the global motion parameters is obtained using simple 4-parameter global motion estimation approach. The parameters are then refined using M-estimator technique. This combined algorithm shows significant reduction in mean compensation error and shows performance improvement over simple 4-parameter global motion estimation approach.