• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.980-983
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• 1996

A new version of the discrete-time optimal FIR (finite impulse response) filter utilizing only the measurements of finite sliding estimation window is suggested for linear time-invariant state-space models. This filter is called the BLUFIR (best linear unbiased finite impulse response) filter since it provides the BLUE (best linear unbiased estimate) of the state obtained from the measurements of the estimation window. It is shown that the BLUFIR filter has the deadbeat property when there are no noises in the estimation window.

• ETRI Journal
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• v.34 no.4
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• pp.511-517
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• 2012

The best linear unbiased estimator (BLUE) is most suitable for practical application and can be determined with knowledge of only the first and second moments of the probability density function. Although the BLUE is an existing algorithm, it is still largely unexplored and has not yet been applied to channel estimation in amplify and forward (AF)-based wireless relay networks (WRNs). In this paper, a BLUE-based algorithm is proposed to estimate the overall channel impulse response between the source and destination of AF strategy-based WRNs. Theoretical mean square error (MSE) performance for the BLUE is derived to show the accuracy of the proposed channel estimation algorithm. In addition, the Cram$\acute{e}$r-Rao lower bound (CRLB) is derived to validate the MSE performance. The proposed BLUE channel estimation algorithm approaches the CRLB as the length of the training sequence and number of relays increases. Further, the BLUE performs better than the linear minimum MSE estimator due to the minimum variance characteristic exhibited by the BLUE, which happens to be a function of signal-to-noise ratio.

• Genomics & Informatics
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• v.12 no.4
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• pp.254-260
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• 2014

Best linear unbiased prediction (BLUP) has been used to estimate the fixed effects and random effects of complex traits. Traditionally, genomic relationship matrix-based (GRM) and random marker-based BLUP analyses are prevalent to estimate the genetic values of complex traits. We used three methods: GRM-based prediction (G-BLUP), random marker-based prediction using an identity matrix (so-called single-nucleotide polymorphism [SNP]-BLUP), and SNP-SNP variance-covariance matrix (so-called SNP-GBLUP). We used 35,675 SNPs and R package "rrBLUP" for the BLUP analysis. The SNP-SNP relationship matrix was calculated using the GRM and Sherman-Morrison-Woodbury lemma. The SNP-GBLUP result was very similar to G-BLUP in the prediction of genetic values. However, there were many discrepancies between SNP-BLUP and the other two BLUPs. SNP-GBLUP has the merit to be able to predict genetic values through SNP effects.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.36 no.11C
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• pp.702-711
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• 2011

In this paper, we derived a closed-form equation of a Best Linear Unbiased Estimator (BLUE) and its Crammer-Rao Lower Bound (CRLB) for the estimation of the position of the emitter based on the Time Difference of Arrival (TDOA) teclmique. The BLUE and CRLB were derived for the case of estimating 2 dimensional position of the emitter with 3 base stations or sensors, and for this purpose, we nsed an approximated equation of the TDOA hyperbola equation obtained from the first order Taylor-series after setting the reference points of the position. The derived equation can be used for any kind of noises which are uncorrelated in each other in the TOA measurement noises and for a white Gaussian noise also.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.37B no.10
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• pp.912-920
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• 2012

In this paper, we derived a closed-form equation of a Best Linear Unbiased Estimator (BLUE) estimator for the 3 dimensional estimation of the position of the emitter based on the Time Difference of Arrival (TDOA) technique. The BLUE derived for the case of estimating 3 dimensional position of the emitter with 4 base stations or sensors, and for this purpose, we used an approximated equation of the TDOA hyperbola equation obtained from the first order Taylor-series after setting the reference points of the position. The derived equation can be used for any kind of noises which are uncorrelated in each other in the TOA measurement noises and for a white Gaussian noise also.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.46 no.2
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• pp.46-52
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• 2009

In this paper, the timing estimator based on the principle of the best linear unbiased estimator (BLUE) is proposed in OFDMA uplink systems. The proposed timing estimator exploits the phase information of the differential correlation between adjacent subcarriers. The differential correlation can extract the information about timing offset and mitigate the distortion of the signal caused by the frequency selectivity of channel. Compared with conventional methods, the proposed estimator shows more accurate capability in estimation. In addition, the estimator is hardly affected by the distortion caused by the frequency selectivity of channel. Simulation results confirm that the proposed estimator shows a small error mean and a relatively small error variance. In addition, the performance of the estimator is evaluated by means of SNR loss. It is shown by simulations that the SNR loss of the proposed estimator by estimation errors is less than 0.4 dB for the SNR values between 0 and 20 dB. This might indicate that the proposed estimator is suitable for the timing synchronization of multiple users in OFDMA uplink systems.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.101.5-101
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• 2001

A linear input/output data-based predictive control with integral action is developed. The control input is obtained directly from the input/output data in a single step. However, the state estimation in subspace identification gives a biased estimate and there is model mismatch when the controller is applied to a nonlinear process. To overcome such difficulties, we add integral action to a linear input/output data-based predictive controller by augmenting the integrated white noise disturbance model and use each of best linear unbiased estimation(BLUE) filter and Kalman filter as a stochastic observer for the unmeasured disturbance. When applied to a continuous styrene polymerization reactor the proposed controller demonstrates.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.357-357
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• 2000

In this study, we consider a multi-input multi-output styrene polymerization reactor system for which the monomer conversion and the weight average molecular weight are controlled by manipulating the jacket inlet temperature and the feed flow rate. The reactor system is identified by using a linear subspace identification method and then the output feedback model predictive controller is constructed on the basis of the identified model. Here we use the Best Linear Unbiased Estimation (BLUE) filter as a stochastic estimator instead of the Kalman filter. The BLUE filter observes the state successfully without any a priori information of initial states. In contrast to the Kalman filter, the BLUE filter eliminates the offset by observing the state of the augmented system regardless of a priori information of the initial state for an integral white noise augmented system. A BLUE filter has a finite impulse response (FIR) structure which utilizes finite measurements and inputs on the most recent time interval [i-N, i] in order to avoid long processing times.

• Transactions on Control, Automation and Systems Engineering
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• v.2 no.1
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• pp.7-12
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• 2000

A new speech enhancement algorithm for speech corrupted by slowly varying additive colored noise is suggested based on a state-space signal model. Due to the FIR structure and the unimportance of long-term past information, the receding horizon (RH) FIR filter known to be a best linear unbiased estimation (BLUE) filter is utilized in order to obtain noise-suppressed speech signal. As a special case of the colored noise problem, the suggested approach is generalized to perform the single blind signal separation of two speech signals. It is shown that the exact speech signal is obtained when an incoming speech signal is noise-free.

• Journal of Preventive Medicine and Public Health
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• v.24 no.1 s.33
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• pp.29-36
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• 1991

A multiple regression analysis using ordinary least square (OLS) is frequently used for the projection of health expenditure as well as for the identification of factors affecting health care costs. Data for the analysis often have mixed characteristics of time series and cross section. Parameters as a result of OLS estimation, in this case, are no longer the best linear unbiased estimators (BLUE) because the data do not satisfy basic assumptions of regression analysis. The study theoretically examined statistical problems induced when OLS estimation was applied with the time series cross section data. Then both the OLS regression and time series cross section regression (TSCS regression) were applied to the same empirical da. Finally, the difference in parameters between the two estimations were explained through residual analysis.