• The Korean Journal of Applied Statistics
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• v.30 no.3
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• pp.427-439
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• 2017

Quade (1967) proposed RANK ANCOVA, which is a nonparametric method to test differences between treatments when there are covariates. Hwang and Kim (2012) also proposed a joint placement test on covariate-adjusted residuals. In this paper, we proposed a new nonparametric method to control the effect of covariate on a response variable that uses linear statistics on covariate adjusted-residuals. The score function used in the linear statistics was proposed by Jeon and Kim (2016). Monte Carlo simulation is also conducted to compare the empirical powers of the proposed method with previous methods.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.18 no.4
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• pp.790-796
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• 2014

Identification of communication channels is a problem of important current theoretical and practical concerns. Recently proposed solutions for this problem exploit the diversity induced by antenna array or time oversampling. The method resorts to an adaptive filter with a linear constraint. In this paper, an approach is proposed that is based on decomposition. Indeed, the eigenvector corresponding to the minimum eigenvalue of the covariance matrix of the received signals contains the channel impulse response. And we present an adaptive algorithm to solve this problem. Proposed technique shows the better performance than one of existing algorithms.

• Journal of Electrical Engineering and Technology
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• v.12 no.3
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• pp.1016-1026
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• 2017

An adaptive extended Kalman filter based on the maximum likelihood (EKF-ML) is proposed for detecting voltage sag in this paper. Considering that the choice of the process and measurement error covariance matrices affects seriously the performance of the extended Kalman filter (EKF), the EKF-ML method uses the maximum likelihood method to adaptively optimize the error covariance matrices and the initial conditions. This can ensure that the EKF has better accuracy and faster convergence for estimating the voltage amplitude (states). Moreover, without more complexity, the EKF-ML algorithm is almost as simple as the conventional EKF, but it has better anti-disturbance performance and more accuracy in detection of the voltage sag. More importantly, the EKF-ML algorithm is capable of accurately estimating the noise parameters and is robust against various noise levels. Simulation results show that the proposed method performs with a fast dynamic and tracking response, when voltage signals contain harmonics or a pulse and are jointly embedded in an unknown measurement noise.

• The Journal of the Acoustical Society of Korea
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• v.36 no.2
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• pp.100-107
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• 2017

The focused MVDR (Minimum Variance Distortionless Response) can be applied for source localization in near field. However, if the number of sensors are increased, it requires a large amount of calculation to obtain the inverse of the covariance matrix. In this paper we propose a focused MVDR method using that beam space is formed from output of far field beamformer at the subarray. The performances of the proposed method was evaluated by simulation. As a result of simulation, the proposed method has the higher spatial resolution performance then the conventional delay-and-sum beamformer.

• Structural Engineering and Mechanics
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• v.56 no.4
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• pp.625-648
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• 2015

Modern super-tall buildings are more sensitive to strong winds. The evaluation of wind loads for the design of these buildings is of primary importance. A direct monitoring of wind forces acting on super-tall structures is quite difficult to be realized. Indirect measurements interpreted by inverse techniques are therefore favourable since dynamic response measurements are easier to be carried out. To this end, a Kalman filtering based inverse approach is developed in this study so as to estimate the wind loads on super-tall buildings based on limited structural responses. The optimum solution of Kalman filter gain by solving the Riccati equation is used to update the identification accuracy of external loads. The feasibility of the developed estimation method is investigated through the wind tunnel test of a typical super-tall building by using a Synchronous Multi-Pressure Scanning System. The effects of crucial factors such as the type of wind-induced response, the covariance matrix of noise, errors of structural modal parameters and levels of noise involved in the measurements on the wind load estimations are examined through detailed parametric study. The effects of the number of vibration modes on the identification quality are studied and discussed in detail. The made observations indicate that the proposed inverse approach is an effective tool for predicting the wind loads on super-tall buildings.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2516-2520
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• 2005

In this paper, finite impulse response (FIR) smoothers are proposed for discrete-time systems. The proposed FIR smoother is designed under the constraints of linearity, unbiasedness, FIR structure, and independence of the initial state information. It is also obtained by directly minimizing the performance criterion with unbiased constraints. The approach to the MVF smoother proposed in this paper is logical and systematic, while existing results have heuristic assumption, such as infinite covariance of the initial state. Additionally, the proposed MVF smoother is based on the general system model that may have the singular system matrix and has both system and measurement noises. Thorough simulation studies, it is shown that the proposed MVF smoother is more robust against modeling uncertainties numerical errors than fixed-lag Kalman smoother which is infinite impulse response (IIR) type estimator.

• Journal of the Korean Data Analysis Society
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• v.20 no.6
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• pp.2733-2746
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• 2018

The two inverse regression estimation methods, SIR and SAVE to estimate the central space are computationally easy and are widely used. However, SIR and SAVE may have poor performance in finite samples and need strong assumptions (linearity and/or constant covariance conditions) on predictors. The two non-parametric estimation methods, MAVE and dMAVE have much better performance for finite samples than SIR and SAVE. MAVE and dMAVE need no strong requirements on predictors or on the response variable. MAVE is focused on estimating the central mean subspace, but dMAVE is to estimate the central space. This paper explores and compares four methods to explain the dimension reduction. Each algorithm of these four methods is reviewed. Empirical study for simulated data shows that MAVE and dMAVE has relatively better performance than SIR and SAVE, regardless of not only different models but also different distributional assumptions of predictors. However, real data example with the binary response demonstrates that SAVE is better than other methods.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.45-55
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• 2002

The 2-level rotation design based on 3 rotation groups is discussed in view of Monthly Retail Trade Survey conducted by the Bureau of Census in U.S., and composite estimators for population characteristics are concerned. The generalized composite estimators and the recursive composite estimators are presented at 2-level rotation design with design gap and variance formulas for the composite estimators are provided. Also under the response variability related with covariance structure and correlation structure from repeated response, relative efficiencies of the composite estimators are compared.

• Korean Journal of Agricultural and Forest Meteorology
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• v.17 no.1
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• pp.15-24
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• 2015

$CH_4$ is a trace gas and one of the key greenhouse gases, which requires continuous and systematic monitoring. The application of eddy covariance technique for $CH_4$ flux measurement requires a fast-response, laser-based spectroscopy. The eddy covariance measurements have been used to monitor $CO_2$ fluxes and their data processing procedures have been standardized and well documented. However, such processes for $CH_4$ fluxes are still lacking. In this note, we report the first measurement of $CH_4$ flux in a rice paddy by employing the eddy covariance technique with a recently commercialized wavelength modulation spectroscopy. $CH_4$ fluxes were measured for five consecutive days before and after the rice transplanting at the Gimje flux monitoring site in 2012. The commercially available $EddyPro^{TM}$ program was used to process these data, following the KoFlux protocol for data-processing. In this process, we quantified and documented the effects of three key corrections: (1) frequency response correction, (2) air density correction, and (3) spectroscopic correction. The effects of these corrections were different between daytime and nighttime, and their magnitudes were greater with larger $CH_4$ fluxes. Overall, the magnitude of $CH_4$ flux increased on average by 20-25% after the corrections. The National Center for AgroMeteorology (www.ncam.kr) will soon release an updated KoFlux program to public users, which includes the spectroscopic correction and the gap-filling of $CH_4$ flux.

• Structural Engineering and Mechanics
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• v.64 no.4
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• pp.449-459
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• 2017

High-rise buildings are generally sensitive to strong winds. The evaluation of wind loads for the structural design, structural health monitoring (SHM), and vibration control of high-rise buildings is of primary importance. Nevertheless, it is difficult or even infeasible to measure the wind loads on an existing building directly. In this regard, a new inverse method for evaluating wind loads on high-rise buildings is developed in this study based on a discrete-time Kalman filter. The unknown structural responses are identified in conjunction with the wind loads on the basis of limited structural response measurements. The algorithm is applicable for estimating wind loads using different types of wind-induced response. The performance of the method is comprehensively investigated based on wind tunnel testing results of two high-rise buildings with typical external shapes. The stability of the proposed algorithm is evaluated. Furthermore, the effects of crucial factors such as cross-section shapes of building, the wind-induced response type, errors of structural modal parameters, covariance matrix of noise, noise levels in the response measurements and number of vibration modes on the identification accuracy are examined through a detailed parametric study. The research outputs of the proposed study will provide valuable information to enhance our understanding of the effects of wind on high-rise buildings and improve codes of practice.