• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.16-21
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• 2005

This paper considers the problem of state estimation in linear continuous-time systems with multi-sensor environment and observation uncertainties. We propose two suboptimal filtering algorithms for these types of systems. The filtering algorithms consist of two steps: The local optimal Kalman estimates are computed at the first step. And, these local estimates are lineally fused at the second step. The implementation of the two-step filtering algorithms needs a lower memory demand than the optimal Kalman and adaptive Lainiotis-Kalman filters. In consequence of parallel structure of the proposed filters, the parallel computers can be used for their design. The examples exhibit the effect of common noise on the performance of fusion of the local Kalman estimates based on observations from different sensors and in the presence of uncertainties.

• The Korean Journal of Applied Statistics
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• v.25 no.2
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• pp.239-249
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• 2012

We estimate nonlinear impulse responses of stock indices by asset class by the Local Projection method as suggested by Jorda (2005) to compute impulse responses. The method estimates impulse responses without the specification and estimation of the underlying multivariate dynamic system unlike the usual way of vector autoregression(VAR). It estimates Local Projections at each period of interest rather than extrapolating into increasingly distant horizons with the advantages of easy estimation and non-linear flexible specification. The Local Projection method adequately captures the nonlinearity and asymmetry of the impulse responses of the stock indices compared to those from VARs.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.273-283
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• 2006

In bioassay, the response curve is usually assumed monotone increasing, but its exact form is unknown, so it is very difficult to select the proper functional form for the parametric model. Therefore, we should probably use the nonparametric regression model rather than the parametric model unless we have at least the partial information about the true response curve. However, it is well known that the nonparametric regression estimate is not necessarily monotone. Therefore the monotonizing transformation technique is of course required. In this paper, we compare the finite sample properties of the monotone transformation methods which can be applied to the local linear quasi-likelihood response curve estimate.

• Journal of applied mathematics & informatics
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• v.41 no.6
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• pp.1341-1364
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• 2023

This article introduces a method for estimating the conditional hazard function of a real-valued response variable based on a functional variable. The method uses local linear estimation of the conditional density and cumulative distribution function and is applied to a functional stationary ergodic process where the explanatory variable is in a semi-metric space and the response is a scalar value. We also examine the uniform almost complete convergence of this estimation technique.

• Proceedings of the KIEE Conference
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• 1997.07b
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• pp.414-417
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• 1997

We propose a decentralized $H_{\infty}$ state estimation method in the multisensor state estimation problem. The proposed method bounds the maximum energy gain from unknown external disturbances to the estimation errors in the suboptimal case. And we formulate the decentralized state estimation method in the general case of different global and local models using alternative gain equation of the $H_{\infty}$ state estimator which can calculate global state estimates from the the linear combination of local state estimates. In addition, the proposed update equation between global and local Riccati solutions can reduce unnecessary calculation burden efficiently.

• Journal of the Korean Mathematical Society
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• v.60 no.3
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• pp.635-682
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• 2023

In this paper, we consider linear elliptic systems from composite materials where the coefficients depend on the shape and might have the discontinuity between the subregions. We derive a function which is related to the gradient of the weak solutions and which is not only locally piecewise Hölder continuous but locally Hölder continuous. The gradient of the weak solutions can be estimated by this derived function and we also prove the local piecewise gradient Hölder continuity which was obtained by the previous results.

• International Journal of Control, Automation, and Systems
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• v.4 no.4
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• pp.456-465
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• 2006

The problem of recursive filtering far linear discrete-time systems with uncertainties is considered. A new suboptimal filtering algorithm is herein proposed. It is based on the fusion formula, which represents an optimal mean-square linear combination of local Kalman estimates with weights depending on cross-covariances between local filtering errors. In contrast to the optimal weights, the suboptimal weights do not depend on current measurements, and thus the proposed algorithm can easily be implemented in real-time. High accuracy and efficiency of the suboptimal filtering algorithm are demonstrated on the following examples: damper harmonic oscillator motion and vehicle motion constrained to a plane.

• Communications for Statistical Applications and Methods
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• v.6 no.3
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• pp.781-790
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• 1999

In this paper we consider estimation of cancer incidence rates for local areas. The raw estimates usually are based on small sample sizes and hence are usually unreliable. A hierarchical Bayes generalized linear model is used which connects the local areas thereby enabling one to 'borrow strength' Random effects with pairwise difference priors model the spatial structure in the data. The methods are applied to cancer incidence estimation for census tracts in a certain region of the state of New York.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.57 no.7
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• pp.1247-1253
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• 2008

A design method of a T-S fuzzy model based reduced order nonlinear unknown input observer(NUIO) is presented. The fuzzy NUIO is designed based on the parallel distributed compensation(PDC) concept. It consists of a number of the linear UIOs, each of which is designed for each local linear model in the T-S fuzzy model of a class of nonlinear systems. The fuzzy NUIO provides not only the state estimates insensitive to the unknown inputs, for example, disturbances and faults etc., but also the estimates of the unknown inputs. Therefore, It can be employed in the state feedback control and disturbance rejection control of a class of nonlinear systems with unknown disturbances. It also applied to the robust residual generation for the fault detection and isolation systems and to the design of fault tolerant control systems. As an example, the NUIO is applied to an inverted pendulum system to show the state and disturbance estimation performance and to illustrate the fuzzy reduced order NUIO design method.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.379-387
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• 2006

Local polynomial regression is widely used because of good properties such as such as the adaptation to various types of designs, the absence of boundary effects and minimax efficiency Choi and Hall (1998) proposed an estimator of regression function using a convex combination idea. They showed that a convex combination of three local linear estimators produces an estimator which has the same order of bias as a local cubic smoother. In this paper we suggest another estimator of regression function based on a convex combination of five local constant estimates. It turned out that this estimator has the same order of bias as a local cubic smoother.