• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.243-250
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• 2002

This paper considers the problem of estimating parameters of the bivariate exponential distribution with a location parameter for a two-component shared parallel system using component data from system-level life test terminated at the time of the prespecified number of system failure. In the system-level life testing, there are three patterns of failure types ; 1) both component failed 2) both component censored 3) one is failed and the other is censored. In the third case, we assume that the failure time might be known or unknown. The maximum likelihood estimators are obtained for the case of known/unknown failure time when the other component is censored.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2005.06a
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• pp.1828-1831
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• 2005

Time Delay Control (TDC) method was proposed as a promising technique in the robust control area, where the plants have unknown dynamics with parameter variations and substantial disturbances are present. In this paper we concerns vibration control of rotor system using TDC. Based on the rotor system model, the TDC is designed, and the PD-controller is also designed for comparison. The simulation results show that the TDC is much robust than the PD-controller to the unknown dynamics with parameter variations and disturbances.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.149-160
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• 1995

We consider the problem of optimal adaptive estiamtion of the euclidean parameter vector $\theta$ of the univariate non-linerar autogressive time series model ${X_t}$ which is defined by the following system of stochastic difference equations ; $X_t = \sum^p_{i=1} \theta_i \cdot T_i(X_{t-1})+e_t, t=1, \cdots, n$, where $\theta$ is the unknown parameter vector which descrives the deterministic dynamics of the stochastic process ${X_t}$ and ${e_t}$ is the sequence of white noises with unknown density $f(\cdot)$. Under some general growth conditions on $T_i(\cdot)$ which guarantee ergodicity of the process, we construct a sequence of adaptive estimatros which is locally asymptotic minimax (LAM) efficient and also attains the least possible covariance matrix among all regular estimators for arbitrary symmetric density.

• Structural Engineering and Mechanics
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• v.45 no.4
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• pp.423-437
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• 2013

Complex structures are usually assembled from several substructures with joints connecting them together. These joints have significant effects on the dynamic behavior of the assembled structure and must be accurately modeled. In structural analysis, these joints are often simplified by assuming ideal boundary conditions. However, the dynamic behavior predicted on the basis of the simplified model may have significant errors. This has prompted the researchers to include the effect of joint stiffness in the structural model and to estimate the stiffness parameters using inverse dynamics. In the present work, structural joints have been modeled as a pair of translational and rotational springs and frequency equation of the overall system has been developed using sub-structure synthesis. It is shown that using first few natural frequencies of the system, one can obtain a set of over-determined system of equations involving the unknown stiffness parameters. Method of multi-linear regression is then applied to obtain the best estimate of the unknown stiffness parameters. The estimation procedure has been developed for a two parameter joint stiffness matrix.

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.465-470
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• 2012

EWMA(exponentially weighted moving average) charts and CUSUM(cumulative sum) charts are very effective to detect small shifts in the process mean. These charts have some control-chart parameters that allow the charts and be tuned and be more sensitive to certain shifts. The EWMA chart requires users to specify the value of a smoothing parameter, which can also be designed for the size of the mean shift. However, the size of the mean shift that occurs in applications is usually unknown and EWMA charts can perform poorly when the actual size of the mean shift is significantly different from the assumed size. In this paper, we propose the design procedure to find the optimal smoothing parameter of the EWMA chart when the size of the mean shift is unknown.

• Geotechnical Engineering
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• v.8 no.4
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• pp.41-50
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• 1992

In general, the conceptual lumped-parameter groundwater flow model to predict the groundwater fluctuations in hillside slopes has unknown model parameters to be estimated from the known input -output data. The purpose of this study is to estimate the optimal model parameters of the groundwater flow model developed by authors. The Mazilnum A Posteriori( MAP) estimation method is utilized for this purpose and it is applied to a site which shows the typical landslide in Korea. The result of application shows tllat the 반AP estimation method can estimate the unknown parameters properly well. The groundwater model developed along with estimation technique applied in this paper will be used for assessing risk of landslides.

• Structural Engineering and Mechanics
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• v.53 no.2
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• pp.373-392
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• 2015

In the present work, structural joints have been modeled as a pair of translational and rotational springs and frequency equation of the overall system has been developed using sub-structure synthesis. It is shown that using first few natural frequencies of the system, one can obtain a set of over-determined system of equations involving the unknown stiffness parameters. Method of multi-linear regression is then applied to obtain the best estimate of the unknown stiffness parameters. The estimation procedure has been developed first for a two parameter joint model and then for a three parameter model, in which cross coupling terms are also included. Two cases of structural connections have been considered, first with a cantilever beam with support flexibility and then a pair of beams connected through lap joint. The validity of the proposed method is demonstrated through numerical simulation and by experimentation.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.53 no.6
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• pp.395-401
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• 2004

By using an adaptive algorithm, together with an additional dynamic system, this paper proposes a new approach to design of a state observer for a class of uncertain systems. We enlarge the class of linear systems from the canonical form of [1] by proposing an adaptive observer that allows unknown parameters to affect those unmeasured states. The result is based on a recent result which presents a design algorithm for an additional system to replace output derivative measurements with the additional dynamics. A numerical example illustrates the design procedure of the state observer.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.64 no.10
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• pp.1454-1459
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• 2015

In this paper, a drug treatment protocol is proposed for an HIV infection model that explicitly includes the concentration of healthy T cells, infected T cells, and HIV. Since real parameters of HIV infection model differ from patient to patient, most drug treatment protocols are not able to achieve the treatment goal in the presence of modelling errors. Recently, based on the nonlinear robust control theory, a robust treatment protocol has been proposed that deals with parameter uncertainties. Although the developed scheme is inherently complex, it cannot be applied to the case where all parameters are unknown. In this paper, we propose a new drug treatment protocol that is much simpler than the previous one but can achieve the treatment goal even when all model parameters are unknown. The simulation results verify that the substantial improvement in the performance can be achieved by the proposed scheme.

• Journal of the Korean Statistical Society
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• v.27 no.2
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• pp.165-187
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• 1998

Shin and Sarkar (1993, 1994) studied the problem of testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are known. In this paper we consider the case when the MA parameters are unknown and to be estimated. Test statistics are defined using unit root parameter estimates based on three different estimation methods of Hannan and Rissanen (1982), Kohn (1979) and Shin and Sarkar (1995). An AR(p) process contaminated by MA(q) noise is a .estricted ARMA model, for which Shin and Sarkar (1995) derived an easy-to-compute Newton- Raphson estimator The two-stage estimation p.ocedu.e of Hannan and Rissanen (1982) is used to compute initial parameter estimates in implementing the iterative estimation methods of both Shin and Sarkar (1995) and Kohn (1979). In a simulation study we compare the relative performance of these unit root tests with respect to both size and power for p=q=1.