• The Korean Journal of Applied Statistics
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• v.10 no.1
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• pp.105-119
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• 1997

Barnwal and Paul(1988) derived the likelihood ratio statistic and $C(\alpha)$ statistic for testing the equality of the means of several groups of count data in the presence of a common dispersion parameter. These tests are generalized to be applicable without the restriction of a common dispersion parameter. And the assumed model of data is also extended from negative binomial to double exponential Poisson model. Monte Carlo simulations show the superiority of $C(\alpha)$ statistic based on the double exponential Poisson family which has a very simple form and requires estimates of the parameters only under the null hypothesis.

• ETRI Journal
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• v.33 no.1
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• pp.27-31
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• 2011

This paper addresses estimating the frequency of a cisoid in the presence of white Gaussian noise, which has numerous applications in communications, radar, sonar, and instrumentation and measurement. Due to the nonlinear nature of the frequency estimation problem, there is threshold effect, that is, large error estimates or outliers will occur at sufficiently low signal-to-noise ratio (SNR) conditions. Utilizing the ideas of averaging to increase SNR and weighted linear prediction, an optimal frequency estimator with smaller threshold SNR is developed. Computer simulations are included to compare its mean square error performance with that of the maximum likelihood (ML) estimator, improved weighted phase averager, generalized weighted linear predictor, and single weighted sample correlator as well as Cramer-Rao lower bound. In particular, with smaller computational requirement, the proposed estimator can achieve the same threshold and estimation performance of the ML method.

• Proceedings of the KSRS Conference
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• 2004.10a
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• pp.622-625
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• 2004

This paper presents multi-source spatial data integration models based on probability theory for landslide hazard assessment. Four probabilistic models such as empirical likelihood ratio estimation, logistic regression, generalized additive and predictive discriminant models are proposed and applied. The models proposed here are theoretically based on statistical relationships between landslide occurrences and input spatial data sets. Those models especially have the advantage of direct use of continuous data without any information loss. A case study from the Gangneung area, Korea was carried out to quantitatively assess those four models and to discuss operational issues.

• 제어로봇시스템학회:학술대회논문집
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• 1988.10b
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• pp.1055-1058
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• 1988

A systematic way of failure diagnosis in a linear system with decentralized estimators is developed. The generalized likelihood ratio (G.L.R) approach to failure detection and identification is used for designing a diagnosis system in each subsystem based on the innovation analysis. For the simplicity of the theoretical formulation, a design scheme of failure diagnosis is developed for the system decomposed into two subsystems. To demonstrate the effectiveness of our approach, several simulation studies have been carried out on a third-order linear system which is constructed of a second-order damped oscillator and a first-order lag.

• Journal of Institute of Control, Robotics and Systems
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• v.10 no.1
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• pp.1-9
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• 2004

Inertial navigation system with hardware redundancy must use FDI(Fault Detection and Isolation) method to remove the influence of faulty sensors. Until now, several FDI methods such as PSA(Parity Space Approach), GLT(Generalized Likelihood ratio Test) and OPT(Optimal Parity vector Test) method are generally used. However, because these FDI methods only consider the situation that the system has one faulty sensor, these methods cannot be directly adapted for the system with two faulty sensors. To solve this problem, in this paper, PSA method is analyzed and based on this result, new FDI method called EPSA is proposed to consider a detection and an isolation of two faulty sensors in inertial navigation system.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.63 no.11
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• pp.1545-1550
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• 2014

Fault detection and diagnosis (FDD) of photovoltaic (PV) power systems is one of significant techniques for reducing economic loss due to abnormality occurred in PV modules. This paper presents a new FDD method against PV power systems by using statistical comparison. This comparative approach includes deviation signals between the outputs of two neighboring PV modules. We first define a binary hypothesis testing under such deviation and make use of a generalized likelihood ratio testing (GLRT) theory to derive its FDD algorithm. Additionally, a recursive computational mechanism for our proposed FDD algorithm is presented for improving a computational effectiveness in practice. We carry out a real-time experiment to test reliability of the proposed FDD algorithm by utilizing a lab based PV test-bed system.

• Journal of Institute of Control, Robotics and Systems
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• v.4 no.1
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• pp.56-61
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• 1998

The velocity measurement error in the velocity-aided SDINS on the maneuvering vehicle is unavoidable and degrades the performance of the SDINS. The characteristics of the velocity measurement error can be modeled as a random bias. This paper proposes a new method for estimating the velocity measurement error in the SDINS. The generalized likelihood ratio test is used for detecting the error and a modified separate-bias Kalman filter in the feedback configuration is suggested for estimating the magnitude of the velocity measurement error.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.365-376
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• 2003

In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.605-614
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• 2008

Oh (2008) has proposed the one-sided likelihood ratio test of the equality of two agreement measures. However the use of this test may be limited since the computations of test statistic and critical value are not easy. We propose a test for comparing two dependent agreements using some well known tests for marginal homogeneity, for instance, Bhapkar test, Stuart-Maxwell test. Data obtained from 2008 world figure skating championship ladies single is analyzed for illustration purposes.

• Speech Sciences
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• v.8 no.4
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• pp.59-72
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• 2001

In this paper, we experimented with speaker change detection that uses a statistical method for NOD (News On Demand) service. A specified speaker's change can find out content of each data in speech if analysed because it means change of data contents in news data. Speaker change detection acts as preprocessor that divide input speech by speaker. This is an important preprocessor phase for speaker tracking. We detected speaker change using GLR(generalized likelihood ratio) distance base division and BIC (Bayesian information criterion) base division among matrix method. An experiment verified speaker change point using BIC base division after divide by speaker unit using GLR distance base method first. In the experimental result, FAR (False Alarm Rate) was 63.29 in high noise environment and FAR was 54.28 in low noise environment in MDR (Missed Detection Rate) 15% neighborhood.