• 제어로봇시스템학회:학술대회논문집
• /
• 2002.10a
• /
• pp.32.3-32
• /
• 2002

We analyze the effect of main inertial sensor errors such as, misalignment, scale factor error and bias on the performance of modified sequential probability ratio test (SPRT) for sequential fault detection and isolation (FDI). The inertial sensor errors cause the modified SPRT method to give false alarm. We use a two-stage KF to obtain a modified parity vector with which the inertial sensor errors can be removed and thus modified SPRT method can be used regardless of inertial sensor errors.

• Communications for Statistical Applications and Methods
• /
• v.5 no.1
• /
• pp.107-120
• /
• 1998

This research aims here to develop a certain extended double sampling plan, EDS, which is an extension of ordinary double sampling plan in the sense that the second-stage sampling effort and second-stage critical value are allowed to depend on the point at which the first-stage continuation region is traversed. For purpose of comparison, single sampling plan, optimal ordinary double sampling plan(ODS) and sequential probability ratio test are considered with the same overall error rates, respectively. It is observed that the EDS idea allows less sampling effort than the optimal ODS.

• Journal of applied mathematics & informatics
• /
• v.11 no.1_2
• /
• pp.373-378
• /
• 2003

consider the problem of sequentially hypotheses about a parameter $\theta$ in the presence of the nuisance parameter $\rho$. and we investigate further to computing the error probabilities and expected sample sizes in the frequentist properties of the adaptive S.P.R.T. for $\theta$.

• Nuclear Engineering and Technology
• /
• v.39 no.1
• /
• pp.63-74
• /
• 2007

In this paper, a reconfigurable controller consisting of a normal controller and a standby controller is designed to control the thermoelectric (TE) power in the SP-100 space reactor. The normal controller uses a model predictive control (MPC) method where the future TE power is predicted by using support vector regression. A genetic algorithm that can effectively accomplish multiple objectives is used to optimize the normal controller. The performance of the normal controller depends on the capability of predicting the future TE power. Therefore, if the prediction performance is degraded, the proportional-integral (PI) controller of the standby controller begins to work instead of the normal controller. Performance deterioration is detected by a sequential probability ratio test (SPRT). A lumped parameter simulation model of the SP-100 nuclear space reactor is used to verify the proposed reconfigurable controller. The results of numerical simulations to assess the performance of the proposed controller show that the TE generator power level controlled by the proposed reconfigurable controller could track the target power level effectively, satisfying all control constraints. Furthermore, the normal controller is automatically switched to the standby controller when the performance of the normal controller degrades.

• Journal of the Korean Statistical Society
• /
• v.23 no.1
• /
• pp.89-102
• /
• 1994

A new method for approximating the average run length (ARL) of cumulative sum (CUSUM) chart is proposed. This method uses the conditional expectation for the test statistic before the stopping time and its asymptotic conditional density function. The values obtained by this method are compared with some other methods in normal and exponential case.

• International Journal of Control, Automation, and Systems
• /
• v.4 no.3
• /
• pp.333-343
• /
• 2006

In this paper, the baseline-length information is directly modeled as a measurement for the Wald test, which speeds up the resolution convergence of the integer ambiguity of GPS carrier phase measurements. The convergent speed improvement is demonstrated using numerical simulation and real experiments. It is also shown that the integer ambiguities can be resolved using only four actual satellite measurements with very reasonable convergence speed, if the baseline-length information is used just like one additional observable satellite measurement. Finally, it is shown that the improvement of convergence speed of the Wald test is due to the increase of the probability ratio with the use of the baseline-length constraint.

• Journal of Korea Multimedia Society
• /
• v.12 no.8
• /
• pp.1182-1189
• /
• 2009

A potential advantage of computer-based education is individualized instruction. In this regard, issues regarding how to evaluate individual learners fast and accurately in order to implement customized instruction program and to open education are raised. In this study, we suggest through a simulation study a way to reach an optimal decision by complementing the insufficient point of the way of the decision of the existing SPRT(Sequential Probability Ratio Testing) in which the number of questions in a test decreases while decision on pass or fail is relatively exact. For the purpose, the data of the examinees obtained from actual tests were used in this study and we present that simulation to verify the accuracy of decision and Multilevel SPRT decision standard for initial set point for optimal SPRT decision and evaluate the ground of the same through simulation.

• Journal of Korean Society for Quality Management
• /
• v.24 no.4
• /
• pp.1-13
• /
• 1996

The sequential sampling inspection method is an extension of the double-sampling and multiple-sampling methods and its theory is based on the sequential probability ratio test(SPRT). In this paper, the characteristics of SPRT for testing the propotion of defectives are approximated by using the estimated excess over the boundaries. The use of the estimated excess shows good performances in estimating the operating characteristic function and the average sample number of SPRT compared to the method by neglecting the excess. It also makes it possible to determine the boundary values which satisfy the desired error probabilities.

• Journal of the Korean Data and Information Science Society
• /
• v.15 no.4
• /
• pp.867-877
• /
• 2004

The sequential sampling inspection method is an extension of the multiple-sampling methods, and its theory is based on the sequential probability ratio test (SPRT) of Wald. In this paper, the characteristics of SPRT for testing the number of defects are approximated by using the estimated excess over the boundaries. The use of the estimated excess shows good performances in estimating the operating characteristic function and the average sample number of SPRT compared to the method by neglecting the excess. It also makes it possible to determine the boundary values which satisfy the desired error probabilities.

• Journal of Korean Society for Quality Management
• /
• v.26 no.3
• /
• pp.31-45
• /
• 1998

This paper proposes a method of designing one-sided cumulative scored control charts to control the process mean with a normally distributed quality characteristic. The average run length(ARL) is obtained from the average sample number of sequential probability ratio test(SPRT) on trinomial distribution. Using the analogy between cumulative scored control chart and SPRT for trinomial observations, a procedure is presented to determine three control chart parameters; lower and u, pp.r scoring boundaries and action limit. The parameters are determined by minimizing the ARL when the process is out of control with prespecified ARL when the process is in control.