• 한국전자파학회논문지
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• 제30권5호
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• pp.365-372
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• 2019

본 논문에서는 일반화우도비검정(generalized likelihood ratio test: GLRT)에 있는 모르는 파라미터(표적의 크기, 클러터의 파라미터)를 최대우도추정(maximum likelihood estimation: MLE) 방법 또는 Newton-Raphson method를 통해 추정하는 방법에 대해서 제안하였다. 클러터 환경에서 표적을 탐지할 경우, 실제 환경과 유사하게 클러터의 수식적인 모델을 세우는 것이 중요하다. 이러한 서로 상관된 클러터 모델은 SIRV(Spherically Invariant Random Vector)를 이용하여 생성할 수 있다. 생성된 클러터 모델에 대한 일반화우도비검정 식을 세우고, 추정된 파라미터에 대한 일반화우도비검정의 탐지확률을 모의실험을 통해 확인하였다.

• International Journal of Reliability and Applications
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• 제3권1호
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• pp.51-60
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• 2002

This paper presents the methodology for obtaining point and interval estimating of the parameters of a new two-parameter distribution with multiple-censored and singly censored data (Type-I censoring or Type-II censoring) as well as complete data, using the maximum likelihood method. The basis is the likelihood expression for multiple-censored data. Furthermore, this model can be extended to a three-parameter distribution that is added a scale parameter. Then, the parameter estimation can be obtained by the graphical estimation on probability plot.

• 전자공학회논문지
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• 제54권3호
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• pp.87-93
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• 2017

이 논문에서는 Swerling III 표적의 radar cross section (RCS)을 추정하기 위한 최대공산 (maximum likelihood (ML)) 추정방식을 제안하고 ML 추정값을 계산하기 위한 수치적 방법에 대해 검토하였다. 특히, ML 추정값을 계산하는 과정에서 expectation maximization (EM) 알고리즘에 바탕한 근사식을 활용하고, Monte Carlo 실험을 통해 이 수치적 방법의 정확도와 계산시간을 비교하여 가장 효율적인 방법을 제시한다. 이 결과는 기존에 제시된 방법의 성능과도 비교하여 제시한다. 나아가 Swerling I 표적의 경우에도 마찬가지로 동일한 방법이 가장 효율적이라는 것도 확인한다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2004년도 학술발표논문집
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• pp.1-8
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• 2004

We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Robin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method. A numerical example is also presented to illustrate the method.

• Communications for Statistical Applications and Methods
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• 제7권3호
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• pp.885-897
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• 2000

The use of an unweighted mean and of separate tests is part of the current practice for analyzing interlaboratory studies, and we hope to improve on this method. We fit, using maximum likelihood(ML), a rather intricate, multi-parameter measurement model with the material's true value as a latent variable in a situation where quite serviceable regression and ANOVA calculations have already been developed. The model fit leads to both a weighted estimate of he overall mean, and to tests for equality of means, slopes and variances. Maximum likelihood tests for difference among variances poses a challenge in that the likelihood can easily becoem unbounded. Thus the major objective become to provide a useful test of variance equality.

• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.135-145
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• 2012

It is well known that the maximum likelihood estimator(MLE) in normal mixture models with unequal variances does not fall in the interior of the parameter space. Recently, a doubly smoothed maximum likelihood estimator(DS-MLE) (Seo and Lindsay, 2010) was proposed as a general alternative to the ordinary maximum likelihood estimator. Although this method gives a natural modification to the ordinary MLE, its computation is cumbersome due to intractable integrations. In this paper, we derive an EM algorithm for the DS-MLE under normal mixture models and propose a fast computational tool using a local quadratic approximation. The accuracy and speed of the proposed method is then presented via some numerical studies.

• International Journal of Reliability and Applications
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• 제6권1호
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• pp.41-51
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• 2005

The Bayes estimators of the parameters included in the complementary Weibull reliability model are obtained. In the process of deriving Bayes estimators, the scale and shape parameters of the complementary Weibull distribution are considered to be independent random variables having prior exponential distributions. The maximum likelihood estimators of the desired parameters are derived. Further, the least square estimators are obtained in closed forms. Simulation study is made using Monte Carlo method to make a comparison among the obtained estimators. The comparison is made by computing the root mean squared errors associated to each point estimation. Based on the numerical study, the Bayes procedure seems better than the maximum likelihood and least square procedures in the sense of having smaller root mean squared errors.

• ETRI Journal
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• 제34권5호
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• pp.684-689
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• 2012

A mode-singular-value-decomposition (SVD) maximum likelihood (ML) estimation procedure is proposed for the source localization problem under an additive measurement error model. In a practical situation, the noise variance is usually unknown. In this paper, we propose an algorithm that does not require the noise covariance matrix as a priori knowledge. In the proposed method, the weight is derived by the inverse of the noise magnitude square in the ML criterion. The performance of the proposed method outperforms that of the existing methods and approximates the Taylor-series ML and Cram$\acute{e}$r-Rao lower bound.

• Journal of Communications and Networks
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• 제16권6호
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• pp.583-591
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• 2014

In wireless communications, knowledge of the signal-to-noise ratio is required in diverse communication applications. In this paper, we derive the variance of the maximum likelihood estimator in the data-aided and non-data-aided schemes for determining the optimal shrinkage factor. The shrinkage factor is usually the constant that is multiplied by the unbiased estimate and it increases the bias slightly while considerably decreasing the variance so that the overall mean squared error decreases. The closed-form biased estimators for binary-phase-shift-keying and quadrature phase-shift-keying systems are then obtained. Simulation results show that the mean squared error of the proposed method is lower than that of the maximum likelihood method for low and moderate signal-to-noise ratio conditions.

• 대한공간정보학회지
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• 제4권2호
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• pp.137-147
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• 1996

본 논문에서는 통계적 분류방법인 최대유사 분류법(MLC: maximum likelihood classifier)과 신경회로망을 이용한 분류법인 다층퍼셉트론(MLP: multiayer perceptron) 분류법간의 분류성능을 비교 평가하였으며, 또한 MLP 분류법에서 문제가 되고 있는 학습률(learning rate), 운동량 상수(,momentum constant), 은닉층의 노드수에 따른 MLP 분류법의 분류성능을 평가하였다. 부산지역에 대한 실제 인공위성 화상데이타인 Landsat TM 화상데이타를 사용하여 MLP 분류법과 MLC 분류법의 성능을 비교한 결과 MLP 분류법의 성능이 더 우사함을 확인할 수 있었으며, 학습률, 운동량 상수 및 은닉층의 노드수에 따른 분류성능도 평가하였다.