• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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• pp.1041-1044
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• 1988

This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.

• 응용통계연구
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• 제27권4호
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• pp.513-521
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• 2014

일반적으로 현 시점에서 목표로 하고 있는 추정량의 산포가 지난시점의 추정량의 산포보다 크다면 지난시점과 비교하여 현 시점의 표본의 크기는 줄어드는 것이 타당하다. 계속조사에서 지난 시점의 추정량의 변동계수와 모집단의 크기 변동과 현 시점의 추정량의 목표오차를 이용하여 표본의 크기를 결정하는 것을 연구한 여러 논문들이 있다. 그런데 모집단은 크기의 변동과 산포의 변동이 있을 수 있으므로 본 연구에서는 지난 시점의 추정량의 변동계수와 모집단의 크기, 모집단의 산포 변동과 현 시점의 추정량의 목표오차를 반영하여 현 시점의 표본의 크기를 구하는 문제를 연구한다. 또한 모의실험을 통하여 기존 표본크기의 공식들과 비교분석한다.

• Journal of the Korean Statistical Society
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• 제27권3호
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• pp.359-368
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• 1998

Let ξ$_{p}$(z$_{0}$) be the pth quantile of the distribution of the survival time of an individual with time-invariant covariate vector z$_{0}$ in the additive risk model. We propose an estimator of (ξ$_{p}$(z$_{0}$) and derive its asymptotic distribution, and then construct an approximate confidence interval of ξ$_{p}$(z$_{0}$) . Simulation studies are carried out to investigate performance of the proposed estimator far practical sample sizes in terms of empirical coverage probabilities. Also, the estimator is illustrated on small cell lung cancer data taken from Ying, Jung, and Wei (1995) .d Wei (1995) .

• 대한전기학회:학술대회논문집
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• 대한전기학회 2003년도 하계학술대회 논문집 D
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• pp.2082-2084
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• 2003

A practical real-time LOS rate estimator is proposed to handle the time-varying measurement noise statistics. To calculate the optimal Kalman gain, the algebraic transformation method is taken into account. By using the algebraic transformation, the differential algebraic Riccati equation(DARE) regarding estimation error covariance is replaced by the simple algebraic Riccati equation(ARE). The proposed LOS estimation filter gain is only a function of relative range. Consequently, the proposed method is computationally very efficient and suitable for embedded environment.

• Smart Structures and Systems
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• 제17권4호
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• pp.647-667
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• 2016

In this paper, dynamic displacement is estimated with high accuracy by blending high-sampling rate acceleration data with low-sampling rate displacement measurement using a two-stage Kalman estimator. In Stage 1, the two-stage Kalman estimator first approximates dynamic displacement. Then, the estimator in Stage 2 estimates a bias with high accuracy and refines the displacement estimate from Stage 1. In the previous Kalman filter based displacement techniques, the estimation accuracy can deteriorate due to (1) the discontinuities produced when the estimate is adjusted by displacement measurement and (2) slow convergence at the beginning of estimation. To resolve these drawbacks, the previous techniques adopt smoothing techniques, which involve additional future measurements in the estimation. However, the smoothing techniques require more computational time and resources and hamper real-time estimation. The proposed technique addresses the drawbacks of the previous techniques without smoothing. The performance of the proposed technique is verified under various dynamic loading, sampling rate and noise level conditions via a series of numerical simulations and experiments. Its performance is also compared with those of the existing Kalman filter based techniques.

• 동력기계공학회지
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• 제13권2호
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• pp.71-82
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• 2009

This paper presents a real-time haptic rendering method for a realistic force feedback in a remote environment with varying communication time-delay. The remote environment is assumed as a virtual environment based on a computer graphics, for example, on-line shopping mall, internet game and cyber-education. The properties of a virtual object such as stiffness and viscosity are assumed to be unknown because they are changed according to the contact position and/or a penetrated depth into the object. The DARMAX model based output estimator is proposed to trace the correct impedance of the virtual object in real-time. The output estimator is developed on the input-output relationship. It can trace the varying impedance in real-time by virtue of P-matrix resetting algorithm. And the estimator can trace the correct impedance by using a white noise that prevents the biased input-output information. Realistic output forces are generated in real-time, by using the inputs and the estimated impedance, even though the communication time delay and the impedance of the virtual object are unknown and changed. The generated forces trace the analytical forces computed from the virtual model of the remote environment. Performance is demonstrated by experiments with a 1-dof haptic device and a spring-damper-based virtual model.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 1998년도 The Third Asian Fuzzy Systems Symposium
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• pp.331-336
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• 1998

A systematic design method for PDC(Parallel Distributed Compensation)-type continuous time Takagi-Sugeno(T-S in short) fuzzy control systems which have inaccessible states is developed in this paper. Reduced-dimensional fuzzy state estimator is introduced from existing T-S fuzzy model using the PDC structure of Wang et al. [1] LMI(Linear Matrix Inequalities) problems which represent the stabililty of the reduced-dimensional fuzzy state estimator are derived. Pole placement constraints idea for each rules is adopted to determine the estimator gains and they are also revealed as LMI problems. these LMI problems are combined with Joh et al's [7][8] LMI problems for PDC -type continuous time T-S fuzzy controller design to yield a systematic design method for PDC -type continuous time T-S fuzzy control systems which have inaccessible states.

• 전자공학회논문지A
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• 제33A권5호
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• pp.31-43
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• 1996

In this paper, we analyze the delay characteristics of the multimdedia traffic in B-ISDN, and propose a weighted variable-size window estimator considering the QoS characteristics of the media and the variable delay characteristics of the networks, and present a delay estimator-based synchronization protocol for the efficient synchronization in ATM-based B-ISDN. The proposed estimator assigns a high weight value to recent cells arrived in the receiver, and suitably adjusts window size in order to efficiently adapt to delay variation by the prameter to detect the delay variation of the networks. The proposed synchronization protocol estimates end-to-end delay by the weighted variable-size window estimator, and dynamically schedules th evirtual channel of the transmitter to playout multimedia data on time in the receiver. Also, we evaluate the performance of the delay estimator, which is the most importnat functional element in our proposed synchronization protocol, by the simulation and analyze the results of the simulation.

• 대한전기학회논문지:전력기술부문A
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• 제48권3호
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• pp.286-293
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• 1999

A new control scheme using a torsional torque estimator based on a neural network is proposed and investigated for improving control characteristics of the high-performance motion control system. This control method presents better performance in the corresponding speed vibration response, compared with the disturbance observer-based control method. This result comes from the fact that the proposed neural network estimator keeps the self-learning capability, whereas the disturbance observer-based torque estimator with low pass filter should dbjust the time constant of the adopted filter according to the natural resonance frequency detemined by considering the system parameters varied. The simulation results shows the validity of the proposed control scheme.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.633-641
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• 2001

The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.