• ETRI Journal
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• v.24 no.3
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• pp.226-238
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• 2002

A spatial object changes its states over time. However, existing spatial and temporal database systems cannot fully manage time-varying data with both spatial and non-spatial attributes. To overcome this limitation, we present a framework for spatio-temporal databases that can manage all time-varying historical information and integrate spatial and temporal relationship operators into the select statement in SQL3. For the purpose of our framework, we define three referencing macros and a history aggregate operator and classify the existing spatial and temporal relationship operators into three groups: exclusively spatial relationship operators, exclusively temporal relationship operators, and spatio-temporal common relationship operators. Finally, we believe the integration of spatial and temporal relationship operators into SQL3 will provide a useful framework for the history management of time-varying spatial objects in a uniform manner.

• Journal of Institute of Control, Robotics and Systems
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• v.10 no.7
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• pp.658-668
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• 2004

This paper is concerned with a control allocation strategy using the dynamic inversion and the pseudo inverse control which generates the nominal control input trajectories. In addition, an autopilot design method is proposed by using time-varying control technique which is time-varying version of the pole placement of linear time-invariant system for an agile missile with aerodynamic fin and thrust vectoring control. The control allocation proposed in this paper is capable of extracting the maximum performance by combining each control effector, aerodynamic fin and thrust vectoring control. The adopted time-varying control technique for the autopilot design enhances the robustness of the tracking performance for a reference command. The main results are validated through the nonlinear simulations with aerodynamic data.

• Transactions on Control, Automation and Systems Engineering
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• v.2 no.4
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• pp.255-261
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• 2000

This paper presents the results of the robust H(sub)$\infty$ FIR filtering for a class of nonlinear continuous time-varying systems subject to real norm-bounded parameter uncertainty and know Lipschitz nonlinearity under sampled measurements. We address the problem of designing filters, using sampled measurements, which guarantee a prescribed H(sub)$\infty$ performance in continuous time-varying context, irrespective of the parameter uncertainty and unknown initial states. The infinite horizon causal H(sub)$\infty$FIR filter are investigated using the finite moving horizon in terms of two Riccati equations with finite discrete jumps.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.9
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• pp.4240-4258
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• 2016

A practical iterative channel estimation technique is proposed for the multiple-input-multiple-output orthogonal frequency division multiplexing (MIMO-OFDM) system in the high-speed mobile environment, such as high speed railway scenario. In the iterative algorithm, the Kalman filter and data detection are jointed to estimate the time-varying channel, where the detection error is considered as part of the noise in the Kalman recursion in each iteration to reduce the effect of the detection error propagation. Moreover, the employed Kalman filter is from the canonical state space model, which does not include the parameters of the autoregressive (AR) model, so the proposed method does not need to estimate the parameters of AR model, whose accuracy affects the convergence speed. Simulation results show that the proposed method is robust to the fast time-varying channel, and it can obtain more gains compared with the available methods.

• 제어로봇시스템학회:학술대회논문집
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• 2002.10a
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• pp.118.1-118
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• 2002

Recent trends in internet access to the device network require that information be provided from anywhere in the enterprise. One then needs to integrate both device network protocol and data network protocol to realize Virtual Device Network (VDN). Interoperability between devices and equipments is essential to enhance the quality and the performance of VDN. LonWorks technology is incorporated as device network protocol for interoperability. VDN integrating both device network and data network has varying time delay. Inherent varying time delay of VDN can significantly degrade the reliability of Distributed Control System. This study investigates the transmission characteristics of VDN and s...

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.651-658
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• 2013

For the marginal model and generalized estimating equations (GEE) method there is important full covariates conditional mean (FCCM) assumption which is pointed out by Pepe and Anderson (1994). With longitudinal data with time-varying stochastic covariates, this assumption may not necessarily hold. If this assumption is violated, the biased estimates of regression coefficients may result. But if a diagonal working correlation matrix is used, irrespective of whether the assumption is violated, the resulting estimates are (nearly) unbiased (Pan et al., 2000).The quadratic inference functions (QIF) method proposed by Qu et al. (2000) is the method based on generalized method of moment (GMM) using GEE. The QIF yields a substantial improvement in efficiency for the estimator of ${\beta}$ when the working correlation is misspecified, and equal efficiency to the GEE when the working correlation is correct (Qu et al., 2000).In this paper, we interest in whether the QIF can improve the results of the GEE method in the case of FCCM is violated. We show that the QIF with exchangeable and AR(1) working correlation matrix cannot be consistent and asymptotically normal in this case. Also it may not be efficient than GEE with independence working correlation. Our simulation studies verify the result.

• Journal of the Korean Data and Information Science Society
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• v.22 no.3
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• pp.423-436
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• 2011

Many of the theoretical studies have considered herd behavior as a source of the volatility in financial markets, but there have been few empirical studies on the dynamic herding due to the technical difficulty of detecting herd behavior with time-series data. In this context, this paper proposes a new method for measuring time-varying herd behavior based on QR-GARCH model. Using daily data of KOSPI stocks, this paper provides some empirical evidence for strong and volatile herding among traders of stocks of medium firms, and shows that time-varying herd behavior in traders of some stocks has persistent autocorrelation.

• Journal of the Korean Statistical Society
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• v.25 no.4
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• pp.567-576
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• 1996

The multiprocess dynamic survival model is proposed for the application of the regression model on the analysis of survival data with time-varying effects of covariates : where the survival data consists of numbers of deaths at certain time-points. The algorithm for the recursive estimation of a time-varying parameter vector is suggested. Also the algorithm of forecasting of numbers of deaths of each group in the next time interval based on the information gathered until the end of current time interval is suggested.

• The Korean Journal of Applied Statistics
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• v.26 no.5
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• pp.697-712
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• 2013

When analyzing repeated binary data, the generalized estimating equations(GEE) approach produces consistent estimates for regression parameters even if an incorrect working correlation matrix is used. However, time-varying covariates experience larger changes in coefficients than time-invariant covariates across various working correlation structures for finite samples. In addition, the GEE approach may give biased estimates under missing at random(MAR). Weighted estimating equations and multiple imputation methods have been proposed to reduce biases in parameter estimates under MAR. This article studies if the two methods produce robust estimates across various working correlation structures for longitudinal binary data with time-varying covariates under different missing mechanisms. Through simulation, we observe that time-varying covariates have greater differences in parameter estimates across different working correlation structures than time-invariant covariates. The multiple imputation method produces more robust estimates under any working correlation structure and smaller biases compared to the other two methods.

• Journal of Advanced Navigation Technology
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• v.17 no.6
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• pp.679-686
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• 2013

In this paper, the new stability conditions for discrete systems with time-varying delay time are proposed by Lyapuniv theory for the stability analysis of NCS(Networked Control System) having data communication. The proposed stability conditions are very simple and easily calculated compared to the previous conditions having complex numerical calculations. The proposed results can include several previous works on the same issue. From the simulation results, the proposed conditions show the better performance and less conservative on checking stability compared with previous results.