• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2002년도 ICCAS
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• pp.32.3-32
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• 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
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• 제5권1호
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• pp.107-120
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• 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
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• 제11권1_2호
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• pp.373-378
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• 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
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• 제39권1호
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• pp.63-74
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• 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
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• 제23권1호
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• pp.89-102
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• 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
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• 제4권3호
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• pp.333-343
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• 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.

• 한국멀티미디어학회논문지
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• 제12권8호
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• pp.1182-1189
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• 2009

컴퓨터 기반 교육의 잠재적인 이점은 개별화 교습이다. 결국 수준별 교육과정의 운영과 열린 교육의 실천을 위하여 어떻게 학습자 개개인에 대해서 신속하고 정확하게 평가할 수 있는가에 대한 문제가 제기된다. 본 연구에서는 평가를 위한 문항 수가 두드러지게 감소하면서 반면에 합격과 불합격 판정이 비교적 정확한 기존의 SPRT(Sequential Probability Ratio Testing) 판정 방법에 대한 문제점을 보완하여 보다 최적의 판정을 내릴 수 있는 방안을 시뮬레이션 연구를 통하여 제안한다. 이를 위하여 실제 측정에 의해서 얻어진 피험자 자료를 활용하여 SPRT판정의 정확도 검증을 위한 시뮬레이션과 최적의 SPRT판정을 위한 초기 설정치와 다단계 (Multilevel) SPRT 모형 및 판정 기준을 제시하고 시뮬레이션을 통하여 타당성을 알아본다.

• 품질경영학회지
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• 제24권4호
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• pp.1-13
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• 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
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• 제15권4호
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• pp.867-877
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• 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.

• 품질경영학회지
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• 제26권3호
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• pp.31-45
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• 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.