• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.129-138
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• 1996

We propose a smoothing estimator of mean residual life function based on Ghorai and Susarla's (1990) smooth estimator of distribution function under random censorship model and provide the asymptotic properties of this estimator. The Monte Carlo simulation is performed to compare the proposed estimator with the other estimators and an exmple is also given using the real data.

• 대한수학회지
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• 제35권3호
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• pp.727-740
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• 1998

Controlling traffic lights at a bottleneck, in [5] a time of open passage is called optimal, if it minimizes the first moment of the asymptotic distribution of the queue length. The discussion of the first moment as function of the time of open passage is based on an analysis of the behavior of a fixed point when varying control parameters and delivers theoretical and computational aspects of the traffic problem.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.1901-1904
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• 2003

MPC or model predictive control is representative of control methods which are able to handle physical constraints. Closed-loop stability can therefore be ensured only locally in the presence of constraints of this type. However, if the system is neutrally stable, and if the constraints are imposed only on the input, global aymptotic stability can be obtained; until recently, use of infinite horizons was thought to be inevitable in this case. A globally stabilizing finite-horizon MPC has lately been suggested for neutrally stable continuous-time systems using a non-quadratic terminal cost which consists of cubic as well as quadratic functions of the state. The idea originates from the so-called small gain control, where the global stability is proven using a non-quadratic Lyapunov function. The newly developed finite-horizon MPC employs the same form of Lyapunov function as the terminal cost, thereby leading to global asymptotic stability. A discrete-time version of this finite-horizon MPC is presented here. The proposed MPC algorithm is also coded using an SQP (Sequential Quadratic Programming) algorithm, and simulation results are given to show the effectiveness of the method.

• 제어로봇시스템학회논문지
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• 제14권12호
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• pp.1197-1204
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• 2008

This paper presents an asymptotic formation control scheme for a group of underactuated autonomous underwater vehicles (AUVs) where only three control inputs - surge force, yaw moment and pitch moment are available for each vehicle's six degree of freedom (DOF) underwater motion. Usually, the dynamics agents applied in most of the formation algorithms presented so far have been modeled as particle systems, which is a simple double-integrator system. Therefore, these algorithms cannot be directly applicable to the practical systems, especially to the underwater vehicles whose dynamics are highly nonlinear. Moreover, the vehicles considered in this paper are underactuated. The formation control is derived using general potential function method, and the corresponding potential function consists of two parts: interactions between vehicles and virtual-leader following. Proposed formation scheme guarantees asymptotic local stability of closed-loop system. Numerical simulations are carried out to illustrate the effectiveness of proposed formation scheme.

• Journal of applied mathematics & informatics
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• 제12권1_2호
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• pp.81-105
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• 2003

This paper deals with the very interesting problem about the influence of piecewise smooth boundary conditions on the distribution of the eigenvalues of the negative Laplacian in R$^3$. The asymptotic expansion of the trace of the wave operator (equation omitted) for small ｜t｜ and i=√-1, where (equation omitted) are the eigenvalues of the negative Laplacian (equation omitted) in the (x$^1$, x$^2$, x$^3$)-space, is studied for an annular vibrating membrane $\Omega$ in R$^3$together with its smooth inner boundary surface S$_1$and its smooth outer boundary surface S$_2$. In the present paper, a finite number of Dirichlet, Neumann and Robin boundary conditions on the piecewise smooth components (equation omitted)(i = 1,...,m) of S$_1$and on the piecewise smooth components (equation omitted)(i = m +1,...,n) of S$_2$such that S$_1$= (equation omitted) and S$_2$= (equation omitted) are considered. The basic problem is to extract information on the geometry of the annular vibrating membrane $\Omega$ from complete knowledge of its eigenvalues by analysing the asymptotic expansions of the spectral function (equation omitted) for small ｜t｜.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.225-234
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• 1999

We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

• Journal of the Korean Data and Information Science Society
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• 제9권1호
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• pp.19-27
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• 1998

본 논문에서는 커널 회귀함수의 추정방법에서 최적수렴율 $n^{-1/2}$을 가지는 평활량을 선택하는 방법에 대한 연구를 고려하였다. 이러한 평활량의 선택을 위하여 먼저 평활량의 수행측도인 기대평균제곱오차의 근사값을 4차항까지 테일러 급수전개를 하고 그 전개식을 최소화하는 평활량을 고려하였다. 이때 이 평활량이 포함하고 있는 미지의 범함수를 높은 차수의 커널함수를 이용하여 더욱 정확히 추정할 수 있음을 제안한다. 또한 이렇게 구한 평활량과 최적 평활량과의 상대적 수렴율이 $n^{-1/2}$가 됨을 보였다.

• 응용통계연구
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• 제6권2호
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• pp.393-399
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• 1993

반응이 두 가지로 나타나는 자료에서 설명변수와 반응변수와의 관계를 연구할 때 많이 사용되는 로지스틱 회귀모형에 대하여 그 모수들을 최우추정법으로 구할 때 추정량의 표준오차는 보통 로그우도함수의 2차도함수에 바탕을 두어 계산하게 된다. 한편 피셔정보량이 로그우도함수의 1차도함수를 제곱한 통계량의 기대값으로도 계산된다는 점에 착안하여 얻어지는 피셔정보량의 추정량도 이와 거의 비슷한 대표본 성질을 갖는 것으로 알려져 있다. 이러한 피셔정보량의 추정량들은 최우추정량을 구할 때의 반복 알고리즘과 깊은 관련을 갖고 있다. 어느 방법이 더 효과적으로 최우추정량을 계산하는 지 평균반복횟수를 비교하고 대표본분산의 추정량으로서 각 방법에서 계산되는 분산의 추정량들을 비교하였다.

• 한국디지털정책학회:학술대회논문집
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• 한국디지털정책학회 2006년도 추계학술대회
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• pp.327-336
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• 2006

The odds ratio is used for assessing the disease-exposure association, because epidemiological data for case-control of cohort studies are often summarized into 2 ${\times}$ 2 tables. In this paper we define the odds ratio function(ORF) that extends odds ratio used on discrete survival event data to continuous survival time data and propose estimation procedures with censored data. The first one is a nonparametric estimator based on the Nelson-Aalen estimator of comulative hazard function, and the others are obtained using the concept of empirical odds ratio. Asymptotic properties such as consistency and weak convergence results are also provided. The ORF provides a simple interpretation and is comparable to survival function or comulative hazard function in comparing two groups. The mean square errors are investigated via Monte Carlo simulation. The result are finally illustrated using the Melanoma data.

• Journal of Mechanical Science and Technology
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• 제14권1호
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• pp.39-47
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• 2000

Bifurcation intability modes of axially compressed circular cylindrical shell are investigated in the limit of zero thickness (i.e., h (thickness) ${\rightarrow}$ 0) analytically, adopting the general stability theory developed by Triantafyllidis and Kwon (1987) and Kwon (1992). The primary state of the shell is obtained in a closed form using the asymptotic technique, and then the straight-forward bifurcation analysis is followed according to the general stability theory to obtain the bifurcation modes in the limit of zero thickness in a full analytical manner. Hence, the closed form bifurcation solution is obtained. Finally, the result is compared with the classical one.