• The Transactions of the Korean Institute of Electrical Engineers
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• v.38 no.10
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• pp.848-855
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• 1989

The asymptotic properties of the Overdetermined Yule-Walker (OYW) estimators were studied. A formula was derived for the asymptotic covariance matrix of the estimation errors. It verified the experimentally observed fact that the frequency estimation accuracy is generally improved as the number of Yule-Walker equations is increased. The asymptotic estimation accuracies of the OYW method were compared with the Cramer-Rao low bound.

• Journal of the Korean Data and Information Science Society
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• v.10 no.2
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• pp.397-404
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• 1999

For two-dimensional causal spatial autoregressive processes, we propose and illustrate a method for determining asymptotic simultaneous confidence regions using Yule-Walker, unbiased Yule-Walker and least squres estimators. The spectral density for first-order spatial autoregressive model are looked at in more detail. Finite sample properties based on simulation study we also presented.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.35 no.3
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• pp.216-222
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• 2002

Autocorrelation in time series data can affect statistical inference in correlation or regression analyses. To improve a regression model from which the residuals are autocorrelated, Yule-Walker method, nonlinear least squares estimation, maximum likelihood method and 'prewhitening' method have been used to estimate the parameters in a regression equation. This study reviewed on the estimation methods of preventing spurious correlation in the presence of autocorrelation and applied the former three methods, Yule-Walker, nonlinear least squares and maximum likelihood method, to a 20-year real data set. Monte carlo simulation was used to compare the three parameter estimation methods. However, the simulation results showed that the mean squared error distributions from the three methods simulated do not differ significantly.

• Economic and Environmental Geology
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• v.17 no.4
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• pp.237-243
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• 1984

Burg's algorithm for maximum entropy spectral analysis is studied with respect to its computational efficiency and stableness. The Burg's method is not only less efficient than the Yule-Walker's method but also sometimes unstable due to its mathematical irrationality. This irrationality is demonstrated by analyzing an artificial time series, and more stable and effective method is proposed. An efficient procedure using Goertzel's algorithm to compute power spectral densities is also proposed.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.45 no.4
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• pp.84-91
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• 2008

This paper suggests the robust localization system in the application of ambient display with multiple ultrasonic range sensors. The ambient display provides the interactive image and video to improve the quality of life, especially for low mobility elders. Due to the limitation of indoor localization, this paper employs linear prediction algorithm to recover the missing information based on AR(Autoregressive) model by using Yule-Walker method. Numerous speculations from prediction error and computation load are considered to decide the optimal length of referred data and order. The results of these analyses demonstrate that the linear prediction algorithm with the 16th order and 50 reference data can improve reliability of the system in average 74.39% up to 97.97% to meet the performance of interactive system.

• Proceedings of the IEEK Conference
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• 1999.06a
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• pp.841-844
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• 1999

VDSL noises should be used for testing and evaluation of VDSL systems. In DMT systems for ADSL, noises are generated using IIR filters obtained from the Yule-Walker equations. However, this method cannot be directly applied to VDSL environments. In this paper, an DCT-based VDSL noise generation algorithm is proposed.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.47-58
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• 1996

The generalized partial autocorrelation (GPAC) method of Woodward and Gray (1981) and the 3-pattern method of Choi (1991) have been used for identifying ARMA processes. The methods are based on the extended Yule-Walker equations. The purpose of this paper is to show the 3-pattern method is superior to the GPAC method through theoretical analysis and computer simulations.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.37 no.4
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• pp.232-239
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• 1988

The approximate overdetermined method is proposed for high resolution spectral estimation in case of short data record length or narrow band signal. And a new recursive AR parameter estimation is derived in the form of fast algorithm. For ARMA spectral estimation, two stage procedure is used in estimating ARMA parameters. First AR parameters are estimated by using the modified Yule-Walker equations, and then MA parameters are implicitly estimated by estimating numerator spectral(NS) coefficients.

• 제어로봇시스템학회:학술대회논문집
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• 1987.10b
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• pp.446-450
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• 1987

In this paper, overdetermined method is used for high resolution spectral estimation in case of short data record length. To reduce the computational effort and to obtain recursive form of estimation algorithm, we modify data matrix to have near-Toeplitz structure. Then, new recursive algorithm is derived in the form of fast Kalman algorithm. Two stage procedure is used for the estimation of ARMA parameters. First AR parameters are estimated by using overdetermined modified Yule-walker equation, and then MA parameters are implicitly estimated by estimating numerator spectral coefficients(NS).

• Transactions of the Korean Society of Machine Tool Engineers
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• v.14 no.5
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• pp.7-12
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• 2005

This paper presents several time series methods to analyze the chatter mechanics by using the power spectrum of these algorithms considering the cutting dynamics. In this study, several time series models such as AR(burg, forwardbackward, geometric lattice, instrument variable, least square, Yule Walker), ARX(1s, iv4), ARMAX, ARMA, Box Jenkins, Output Error were modeled and compared with one another. Finally, it was proven that time series modelings are also a desirable and reliable algorithm than the other conventional methods(FFT) for the calculation of the chatter mode in turning operation. Also, the spectrum of times series methods is a little bit more powerful than the FFT fer the detection of a high noisy and weak chatter mode. The radial cutting force Fy has been used for spectrum and chatter stability lobe analysis in this study.