• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.167.5-167
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• 2001

Single point attitude determination method provides an optimal attitude minimizing the Wahba loss function. However, for the insufficient number of measurement vectors, the conventional single point methods has no unique solution. Thus, we introduce the sequential method to and an optimal attitude minimizing the windowed loss function. In this paper, this function is de ned as the sum of square errors for all measurement vectors within the axed sliding window. For simple implementation, the proposed algorithm is rewritten as a recursive form. Moreover, the covariance matrix is derived and expressed as a recursive form. Finally, we apply this algorithm to the attitude determination system with three LOS measurement sensors.

• Water for future
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• v.29 no.5
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• pp.215-222
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• 1996

An expression for the cross covariance of the logconductivity and the head in nonstationary porous formation is obtained. This cross covariance plays a key role in the inverse problem, i.e., in inferring the statistical characteristics of the conductivity field from head data. The nonstationary logconductivity is modeled as superposition of definite linear trend and stationary fluctuation and the hydraulic head in saturated aquifers is found through stochastic analysis of a steady, two-dimensional flow. The cross covariance with a Gaussian correlation function is investigated for two particular cases where the trend is either parallel or normal to the head gradient. The results show that cross covariances are stationary except along separation distances parallel to the mean flow direction for the case where the trend is parallel to head gradient. Also, unlike the stationary model, the cross covariance along distances normal to flow direction is non-zero. From these observations we conclude that when a trend in the conductivity field is suspected, this information must be incorporated in the analysis of groundwater flow and solute transjport.

• Kyungpook Mathematical Journal
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• v.19 no.2
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• pp.249-255
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• 1979

In this paper we give a characterization of Stationary Gaussian 2nd order Markov processes in terms of its covariance function $R({\tau})=E[X(t)X(t+{\tau})]$ and also give some relationship among quasi-Markov, Markov and 2nd order Markov processes.

• Communications for Statistical Applications and Methods
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• v.12 no.3
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• pp.635-642
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• 2005

In statistical diagnostics a large number of influence measures have been proposed for identifying outliers and influential observations. However it seems to be few accounts of the influence diagnostics on test statistics. We study influence analysis on the likelihood ratio test statistic whether the two sets of variables are uncorrelated with one another or not. The influence of observations is measured using the case-deletion approach, the influence function. We compared the proposed influence measures through two illustrative examples.

• Communications for Statistical Applications and Methods
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• v.18 no.3
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• pp.357-365
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• 2011

This paper investigates a penalized likelihood method for estimating the parameter of normal mixtures in multivariate settings with full covariance matrices. The proposed model estimates the number of components through the addition of a penalty term to the usual likelihood function and the construction of a penalized likelihood function. We prove the consistency of the estimator and present the simulation results on the multi-dimensional nor-mal mixtures up to the 8-dimension.

• Journal of the Korean Statistical Society
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• v.27 no.4
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• pp.471-483
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• 1998

The influence of observations on the misclassification probability in multiple discriminant analysis under the equal covariance assumption is investigated by the local influence method. Under an appropriate perturbation we can get information about influential observations and outliers by studying the curvatures and the associated direction vectors of the perturbation-formed surface of the misclassification probability. We show that the influence function method gives essentially the same information as the direction vector of the maximum slope. An illustrative example is given for the effectiveness of the local influence method.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10a
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• pp.456-459
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• 1993

CADET is used to analyze the performance of the missile. Miss distance is calculated for a given lateral fin force saturation level due to the aerodynamic characteristics, target acceleration, and glint and fading noises which is assumed as Gaussian noises. As .alpha.-.betha. filter is studied to attenuate the noises, the results are compared with those of without filter. For the easy simulation, the transfer function of a discrete .alpha.-.betha. filter is converted into the continuous model. Simulation results show that the results of CADET simulation is similar to those of Monte-Carlo simulation. Moreover CADET is the better in computing time demand.

• Journal of applied mathematics & informatics
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• v.5 no.2
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• pp.465-474
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• 1998

Results on the analytic behavior to the limiting spectral distribution of matrices of sample convariance type. studied in Marcenko and Pastur [2] are derived. using the Stieltjes transform it is shown that the limiting distrbution has a continuous derivative away from zero the derivative being analytic whenever it is positive and the behavior of it resembles the behavior of a square root function near the boundary of its support.

• Proceedings of the Korean Institute of Communication Sciences Conference
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• 1983.10a
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• pp.88-92
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• 1983

The performance of noncoherent fast frequency-hopped spread spectrum multiple access communication systems with square-law combining over fading channel is presented. The expression for the probalility of error as a performance measure is derived by means of momenting function of the dedecision variables, and the cross-covariance of the fading process the ambiguty function of the transmitted signals.

• 한국데이터정보과학회:학술대회논문집
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• 2001.10a
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• pp.13-16
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• 2001

We compare methods for detecting influential observations that have a large influence on the likelihood ratio test statistics that the two sets of variables are uncorrelated with one another. For this purpose we derive results of the deletion diagnostic, the influence function, the standardized influence matrix and the local influence. An illustrative example is given.