• Journal of Institute of Control, Robotics and Systems
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• v.5 no.6
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• pp.764-776
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• 1999

In this paper, a tracking algorithm for a maneuvering single target in the presence of multiple data from multiple sensors is investigated. Allowing individual sensors to function by themselves, the estimates from individual sensors on the same target are fused for the purpose of improving the state estimate. The filtering method adopted in the local sensors is the variable dimensional filter with input estimatio technique, which consists of a constant velocity model and a constant acceleration model. A posteriori probability for the maneuvering hypothesis is newly derived. It is shown that the relation function of the a posteriori probability is a function of only the covariance of the fused estimates. Simulation results are provided.

• Communications for Statistical Applications and Methods
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• v.27 no.3
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• pp.377-383
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• 2020

The likelihood-based inference in a nonlinear generalized mixed model often requires computing moments of truncated multivariate normal random variables. Many methods have been proposed for the computation using a recurrence relation or the moment generating function; however, these methods rely on high dimensional numerical integrations. The numerical method is known to be inefficient for high dimensional integral in accuracy. Besides the accuracy, the methods demand too much computing time to use them in practical analyses. In this note, a moment calculation method is proposed under an assumption of a certain covariance structure that occurred mostly in generalized mixed models. The method needs only low dimensional numerical integrations.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.54-54
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• 2000

For its synergistic relationship, an integrated SDINS/GPS system has been adopted in many navigation areas. As an application of SDINS/GPS integration, the in-flight alignment process of a SDINS utilizing GPS carrier phase measurements is introduced and analyzed via an observability analysis using nul1 space method. A measurement model of double-differenced GPS carrier phase measurements is newly derived in order to be used with a SDINS error model. Also, conditions for determining the complete observability of a SDINS/GPS system are suggested and proved. Consequently, it is shown that the system is not completely observable in case of one basel me. With one baseline aligned with y-axis of body frame, pitch error and x-axis accelerometer bias are unobservable states. Also shown is that al1 states are completely observable when sequential maneuver is performed. Above results are confirmed by a covariance analysis.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.495-504
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• 2015

The Gaussian geostatistical model has been widely used for modeling spatial data. However, this model suffers from a severe difficulty in computation because inference requires to invert a large covariance matrix in evaluating log-likelihood. In addressing this computational challenge, three strategies have been employed: likelihood approximation, lower dimensional space approximation, and Markov random field approximation. In this paper, we reviewed statistical approaches attacking the computational challenge. As an illustration, we also applied integrated nested Laplace approximation (INLA) technology, one of Markov approximation approach, to real data to provide an example of its use in practice dealing with large spatial data.

• Wind and Structures
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• v.7 no.5
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• pp.333-344
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• 2004

This paper illustrates application of the proper orthogonal decomposition (POD) and the autoregressive (AR) model to simulate large wind pressures due to gusts on a low-rise building. In the POD analysis, the covariance of the ensemble of large wind pressures is employed to calculate the principal modes and coordinates. The POD principal coordinates are modeled using the AR process, and the fitted AR models are employed to generate the principal coordinates. The generated principal coordinates are then used to simulate large wind pressures. The results show that the structure characterizing large wind pressures is well represented by the dominant eigenmodes (up to the first fifteen eigenmodes). Also, wind pressures with large peak values are simulated very well using the dominant eigenmodes along with the principal coordinates generated by the AR models.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.35 no.3
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• pp.118-128
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• 2012

An attempt is given to the problem of analyzing the two-way binary attribute data using the logistic regression model in order to find a sound statistical methodology. It is demonstrated that the analysis of variance (ANOVA) may not be good enough, especially for the case that the proportion is very low or high. The logistic transformation of proportion data could be a help, but not sound in the statistical sense. Meanwhile, the adoption of generalized least squares (GLS) method entails much to estimate the variance-covariance matrix. On the other hand, the logistic regression methodology provides sound statistical means in estimating related confidence intervals and testing the significance of model parameters. Based on simulated data, the efficiencies of estimates are ensured with a view to demonstrate the usefulness of the methodology.

• Journal of Institute of Control, Robotics and Systems
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• v.1 no.1
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• pp.20-24
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• 1995

In this paper we analyze the performance bounds of the optimal FIR filter in continuous time systems with modeling uncertainty. The performance bounds are presented by the estimation error convariance and they are here expressed by the upper bounds of the difference of the estimation error covariance between the real and nominal values in case of the system with model uncertainties whose upper bounds are imperfrctly known a priori. The performance bounds of the optimal FIR filter are compared with those of the Kalman filter via a numerical example applied to the estimation of the motion of an aircraft carrier at sea, which shows the former has better performances than the latter.

• Phonetics and Speech Sciences
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• v.6 no.2
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• pp.29-34
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• 2014

In the Vector Taylor Series (VTS)-based noisy speech recognition methods, Hidden Markov Models (HMM) are usually trained with clean speech. However, better performance is expected by training the HMM with noisy speech. In a previous study, we could find that Minimum Mean Square Error (MMSE) estimation of the training noisy speech in the log-spectrum domain produce improved recognition results, but since the proposed algorithm was done in the log-spectrum domain, it could not be used for the HMM adaptation. In this paper, we modify the previous algorithm to derive a novel mathematical relation between test and training noisy speech in the cepstrum domain and the mean and covariance of the Multi-condition TRaining (MTR) trained noisy speech HMM are adapted. In the noisy speech recognition experiments on the Aurora 2 database, the proposed method produced 10.6% of relative improvement in Word Error Rates (WERs) over the MTR method while the previous MMSE estimation of the training noisy speech produced 4.3% of relative improvement, which shows the superiority of the proposed method.

• Journal of Korean Institute of Industrial Engineers
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• v.22 no.3
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• pp.459-471
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• 1996

This paper considers ramp tests for exponential lifetime distribution when there are limitations on test stress and test time. The inverse power law and a cumulative exposure model are assumed. Maximum likelihood (ML) estimators of model parameters and their asymptotic covariance matrix are obtained. The optimum ramp test plans are also found which minimize the asymptotic variance of the ML estimator of the log mean life at design constant stress. For selected values of the design parameters, tables useful for finding optimal test plans are given. The effect of the pre-estimates of design parameters is studied.

• ETRI Journal
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• v.29 no.5
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• pp.688-690
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• 2007

This letter presents a filter for a car navigation system integrating a low-grade inertial measurements unit (IMU) and a global positioning system receiver. The filter is designed according to the state variables to be estimated and the usable measurements. The usable measurements change from case to case, and the estimative state variables also change due to the measurements; therefore, multiple models must be used for real environmental maneuvers. In this letter, four models for land navigation are chosen and switched by rearranging the system matrix and resetting the error covariance matrices.