• Title/Summary/Keyword: asymptotic performance,

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On an Information Theoretic Diagnostic Measure for Detecting Influential Observations in LDA

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.25 no.2
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    • pp.289-301
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    • 1996
  • This paper suggests a new diagnostic measure for detecting influential observations in two group linear discriminant analysis(LDA). It is developed from an information theoretic point of view using the minimum discrimination information(MDI) methodology. MDI estimator of symmetric divergence by Kullback(l967) is taken as a measure of the power of discrimination in LDA. It is shown that the effect of an observation over the power of discrimination is fully explained by the diagnostic measure. Asymptotic distribution of the proposed measure is derived as a function of independent chi-squared and standard normal variables. By means of the distributions, a couple of methods are suggested for detecting the influential observations in LDA. Performance of the suggested methods are examined through a simulation study.

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독립모달공간 제어기법에서 작동기 수의 절감에 대한 연구

  • 황재혁;김준수;박명호
    • Journal of KSNVE
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    • v.7 no.2
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    • pp.273-279
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    • 1997
  • Reduction of number of actuators for independent modal space control In this paper, a new modified independent modal space control (IMSC), which relaxes the fundamental hardware limitation of IMSC, is suggested to handle the vibration and attitude control problem for flexible large structures. This method has adapted a new switching algorithm between controlled modes and a novel design technique for modal control force. The main advantage of this method is to minimize the discontinuity of the modal control forces and to assure the asymptotic stability of the closed-loop systems. This process is shown to be simple and efficient in a realistic example of vibration control of a cantiloever beam. It has been found that the modified IMSC suggested in this paper, which can reduce the number of actuators, is highly excellent compared to other previous methods in terms of the performance and stability of the vibration control systems.

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Moment inequalities of $NBU_{mgf}$ with testing hypotheses application

  • Mahmoud, M.A.W.;Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • v.13 no.2
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    • pp.57-69
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    • 2012
  • Our goal in this paper is to establish inequalities for the moments of new better than used in the moment generating function class ($NBU_{mgf}$). Using these inequalities we propose a new test for exponentiality versus $NBU_{mgf}$ class. Pitman's asymptotic relative efficiency, power and critical values of this test are calculated to assess the performance of the test. We proposed also a new test for exponentiality versus $NBU_{mgf}$ in the right censored data. Sets of real data are used as an example to elucidate the use of the proposed test for practical problems.

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A note on the test for the covariance matrix under normality

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.71-78
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    • 2018
  • In this study, we consider the likelihood ratio test for the covariance matrix of the multivariate normal data. For this, we propose a method for obtaining null distributions of the likelihood ratio statistics by the Monte-Carlo approach when it is difficult to derive the exact null distributions theoretically. Then we compare the performance and precision of distributions obtained by the asymptotic normality and the Monte-Carlo method for the likelihood ratio test through a simulation study. Finally we discuss some interesting features related to the likelihood ratio test for the covariance matrix and the Monte-Carlo method for obtaining null distributions for the likelihood ratio statistics.

Depth Control of Autonomous Underwater Vehicle Using Robust Tracking Control (강인추적 제어를 이용한 자율 무인 잠수정의 심도제어)

  • Chai, Chang-Hyun
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.20 no.4
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    • pp.66-72
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    • 2021
  • Since the behavior of an autonomous underwater vehicle (AUV) is influenced by disturbances and moments that are not accurately known, the depth control law of AUVs must have the ability to track the input signal and to reject disturbances simultaneously. Here, we proposed robust tracking control for controlling the depth of an AUV. An augmented closed-loop system is represented by an error dynamic equation, and we can easily show the asymptotic stability of the overall system by using a Lyapunov function. The robust tracking controller is consisted of the internal model of the command signal and a state feedback controller, and it has the ability to track the input signal and reject disturbances. The closed-loop control system is robust to parameter uncertainties. Simulation results showed the control performance of the robust tracking controller to be better than that of a P + PD controller.

Evaluation of One-particle Stochastic Lagrangian Models in Horizontally - homogeneous Neutrally - stratified Atmospheric Surface Layer (이상적인 중립 대기경계층에서 라그랑지안 단일입자 모델의 평가)

  • 김석철
    • Journal of Korean Society for Atmospheric Environment
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    • v.19 no.4
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    • pp.397-414
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    • 2003
  • The performance of one-particle stochastic Lagrangian models for passive tracer dispersion are evaluated against measurements in horizontally-homogeneous neutrally-stratified atmospheric surface layer. State-of-the-technology models as well as classical Langevin models, all in class of well mixed models are numerically implemented for inter-model comparison study. Model results (far-downstream asymptotic behavior and vertical profiles of the time averaged concentrations, concentration fluxes, and concentration fluctuations) are compared with the reported measurements. The results are: 1) the far-downstream asymptotic trends of all models except Reynolds model agree well with Garger and Zhukov's measurements. 2) profiles of the average concentrations and vertical concentration fluxes by all models except Reynolds model show good agreement with Raupach and Legg's experimental data. Reynolds model produces horizontal concentration flux profiles most close to measurements, yet all other models fail severely. 3) With temporally correlated emissions, one-particle models seems to simulate fairly the concentration fluctuations induced by plume meandering, when the statistical random noises are removed from the calculated concentration fluctuations. Analytical expression for the statistical random noise of one-particle model is presented. This study finds no indication that recent models of most delicate theoretical background are superior to the simple Langevin model in accuracy and numerical performance at well.

The Comparison of the Performance for LMS Algorithm Family Using Asymptotic Relative Efficiency (점근상대효율을 이용한 최소평균제곱 계열 적응여파기의 성능 비교)

  • Sohn, Won
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.37 no.6
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    • pp.70-75
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    • 2000
  • This paper examines the performance of adaptive filtering algorithms in relation to the asymptotic relative efficiency (ARE) of estimators. The adaptive filtering algorithms are Hybrid II and modified zero forcing (MZF) algorithms. The Hybrid II and MZF algorithms are simplified forms of the LMS algorithm, which use the polarity of the input signal, and polarities of the error and input signals, respectively. The ARE of estimators for each algorithm is analyzed under the condition of the same convergence speed. Computer simulations for adaptive equalization are performed to check the validity of the theory. The explicit expressions for the ARE values of the Hybrid II and MZF algorithms are derived, and its results have similar values to the results of computer simulation. It also revealed that the ARE values depend on the correlation coefficients between input signal and error signal.

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Delta-Operator-Based Digital Redesign of Linear Time-Invariant Systems

  • Lee, Ho-Jae;Park, Jin-Bae;Lee, Yeun-Woo;Joo, Young-Hoon
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.942-944
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    • 2004
  • This paper proposes a delta-operator-based digital redesign (DR) technique. An asymptotic property of the delta-operator-based DR is analyzed. The performance recovery is proved as a sampling time approaches zero.

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Optimum Design of Accelerated Degradation Tests for Lognormal Distribution

  • Lee, Nak-Young
    • Journal of Korean Society for Quality Management
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    • v.23 no.1
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    • pp.29-40
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    • 1995
  • This paper considers the problem of optimally designing accelerated degradation tests in which the performance value of a specimen is measured only at one of three test conditions for a given exposure time. For the product having lognormally distributed performance, the optimum plan-low stress level and sample proportion allocated to each test condition - is obtained, which minimize the asymptotic variance of maximum likelihood estimator of a stated quantile at design stress. An illustrative example for the optimum plan is given.

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Ayymptotic performance analysis and adaptive control of large scale limited service token-passing networks with priorities (우선순위 및 제한 서어비스를 갖는 대규모 토큰-패싱 네트워크의 점근적 성능해석 및 적응제어)

  • 심광현;임종태
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.1000-1005
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    • 1993
  • In this paper asymptotic formulate for performance characteristics throughput, delay) of large scale token-passing networks with priorities and limited service are given. In particular, adaptive control procedures for obtaining optimal buffer capacity with respect to each priority and optimal limited service are shown. All results obtained are supported by simulations.

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