• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.111-118
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• 1999

We treat the problem of estimating reliability R(t) = P[Y(t) < X(t)] in the time dependent strength-stress model in which a unit of strength X(t) is subjected to environmental stress Y(t) at time t. In this paper two nonparametric approaches to estimate of R(t) are analyzed and compared with parametric method by simulation.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.77-83
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• 1996

This paper is concerned with an estimation problem for the AR(1) process $Y_t, t=0, {\pm}1, {\cdots}$with time carying autoregressive coefficient, where coefficient itself is also stochastic process. Attention is directed to the problem of finding a consistent estimator of ${\Phi}$, the mean level of autoregressive coefficient. The asymptotic distribution of the resulting consistent estimator of ${\Phi}$, is them discussed. We do not assume any time series model for the time varying autoregressive coefficient.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.797-805
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• 2005

Multivariate unit root tests for the VAR(p) model have been commonly used in time series analysis. Several unit root tests were developed and recently Shin(2004) suggested a cointegration test based on weighted symmetric estimator. In this paper, we suggest a multivariate unit root test statistic based on the weighted symmetric estimator. Using a small simulation study, we compare the powers of the new test statistic with the statistics suggested in Shin(2004) and Fuller(1996).

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
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• pp.1006-1011
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• 1991

In this paper, a neural network estimator which estimates the output of the wide range oxygen sensor is proposed, The neural network estimator is constructed to give the output of the wide range oxygen sensor from rpm, fuel injection time, throttle position, and output voltage of the exhaust gas oxygen sensor. And, using this estimator, PI controller for air-fuel ratio control is designed. Experiment results show that the proposed method gives good results for SONATA engine under light load and constant rpms.

• 대한수학회보
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• 제47권5호
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• pp.889-905
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• 2010

In this paper, a distribution free approach to the parameter estimation of a simple bilinear model with periodic coefficients is presented. The proposed method relies on minimum distance estimator based on the autocovariances of the squared process. Consistency and asymptotic normality of the estimator, as well as hypotheses testing, are derived. Numerical experiments on simulated data sets are presented to highlight the theoretical results.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.2532-2537
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• 2005

FIR(Finite Impulse Response) filter is well known to be ideal for the finite time state-space model, but it requires much computation due to its inherent non-recursive structure especially when the measurement interval grows to a large extent. And often a fixed-lag smoother based on the finite time interval is needed to monitor the soundness of the system model and the measurement model, but the computation burden of FIR-type smoother imposes much restriction of its usage for real-time application. Conventional recursive forms of FIR estimator[1]-[4] could not be used for real time applications, since they are numerically unstable in their recursive equations. To cope with this problem, we suggest a stable recursive form FIR estimator(SRFIR) and its usefulness is demonstrated for designing the real-time fixed-lag smoother on the finite time window through an example of detection of rate bias in the anti-aircraft gun fire control system.

• The Journal of the Acoustical Society of Korea
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• 제29권2E호
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• pp.86-99
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• 2010

This paper analyzes the performance of various single channel speech enhancement algorithms when they are applied to automatic speech recognition (ASR) systems as a preprocessor. The functional modules of speech enhancement systems are first divided into four major modules such as a gain estimator, a noise power spectrum estimator, a priori signal to noise ratio (SNR) estimator, and a speech absence probability (SAP) estimator. We investigate the relationship between speech recognition accuracy and the roles of each module. Simulation results show that the Wiener filter outperforms other gain functions such as minimum mean square error-short time spectral amplitude (MMSE-STSA) and minimum mean square error-log spectral amplitude (MMSE-LSA) estimators when a perfect noise estimator is applied. When the performance of the noise estimator degrades, however, MMSE methods including the decision directed module to estimate a priori SNR and the SAP estimation module helps to improve the performance of the enhancement algorithm for speech recognition systems.

• 한국통신학회논문지
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• 제37B권10호
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• pp.912-920
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• 2012

이 논문에서는 발신자가 송출한 신호를 이용하여 TDOA(Time Difference of Arrival) 방식으로 발신자의 3 차원 위치를 추정할 때, BLUE(Best Linear Unbiased Estimator) 추정기를 닫힌 해 형태로 구하였다. 4 개의 기준국 또는 센서를 사용하여 3차원의 발신자 위치를 추정할 때, BLUE 추정기를 구하기 위해서 발신자의 위치에 대한 기준 위치를 설정한 후 이를 1 차 Taylor 급수로부터 유도된 근사화된 TDOA 쌍곡선 방정식을 사용하였다. 이 논문에서 근사화를 통해 구해진 유도식은 각 기준국 또는 센서에서의 TOA(Time of Arrival) 측정 잡음이 서로 상관관계가 없고 독립적이라는 가정하에서, 백색 가우시안 잡음에 대해서뿐만 아니라 평균이 제로인 모든 잡음에 대해서 적용할 수 있다.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.129-134
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• 1995

The ordinary least square estimator of the disturbance variance in the pooled cross-sectional and time series regression model is shown to be asymptotically unbiased without any restrictions on the regressor matrix when the disturbances follow an equicorrelated error component models.

• International Journal of Control, Automation, and Systems
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• 제3권4호
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• pp.646-647
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• 2005

A recently published paper demonstrates the utility of allowing delays in state estimators for linear systems with unknown inputs. In this note, we point out an error in the derivation of the estimator.