• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.20 no.1
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• pp.100-106
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• 2009

This paper deals with an estimation problem of the gain and phase imbalances between the in-phase and quadrature components in the quadrature receivers which are widely used in wireless communications. It is shown that the estimates derived from the suggested auto-calibration algorithm is asymptotically minimum-variance unbiased as a function of the sampling time. In order to show this characteristic, the probability density functions of the estimates for the gain and phase imbalances are derived first. Then the mean and variance functions are investigated analytically or numerically based on the density functions.

• Journal of Korean Society for Quality Management
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• v.17 no.2
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• pp.55-63
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• 1989

In this paper we present the shrunken testing estimator for the variance of normal population and we find the condition that can be used in seeking the situations in which the proposed estimator is superior to the minimum variance unbiased estimator.

• Journal of the Korean Statistical Society
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• v.10
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• pp.91-96
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• 1981

The development of Minimum Norm Quadratic Unbiased Estimation (MINQUE) has introduced a unified approach for the estimation of variance components in general linear models. The computational problem has been studied by Liu and Senturia (1977) and Goodnight (1978, setting a-priori values to 0). This paper further simplifies the computation and gives efficient and compact computational algorithm for the MINQUE and dispersion matrix in general linear random model.

• Journal of the Korean Statistical Society
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• v.18 no.1
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• pp.4-12
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• 1989

An efficient method for computing minimum norm quadratic unbiased estimates (MINQUE) of variance components in the mixed model is developed. This computing algorithm which used W-matrix saves both storage usage and computing time.

• Journal of Korean Society for Quality Management
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• v.10 no.1
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• pp.2-6
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• 1982

Suppose a system with m components is subjected to a random stress. We consider the estimation of reliability when data consist of random samples from the stress distribution and the strength distributions. All the distributions are assumed to be independent exponential with unknown scale parameters. An explicit form of system reliability and the minimun variance unbiased estimator are obtained. The asymptotic distribution is also obtained by expanding the minimum variance unbiased estimator about the maximum likelihood estimator and establishing their equivalance. The performance of the two estimators is compared by Monte Carlo Simulation.

• Water for future
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• v.27 no.1
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• pp.133-140
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• 1994

The augmenting hydrologic data using a correlation procedue has been used to improve the estimates of the mean and variance at the site of interest with short record when one or more nearby sites with longer records are available. The variance of the unbiased maximum likelihood estimator of ${{\sigma}_v}^2$ derived by Moran based on the multivariate normal distribution is modified into the form of Matalas and jacobs for the bivariate normal distribution to get the critical minimum values of the multiple correlation coefficient which give the improvement for estimation the variance at the site of interest. Those values are tabulated for various lengths of records and the number of sites.

• Structural Monitoring and Maintenance
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• v.6 no.4
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• pp.317-346
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• 2019

Performance assessment of pavements proves useful, in terms of handling the ride quality, controlling the travel time of vehicles and adequate maintenance of pavements. Roughness profiles provide a good measure of the deteriorating condition of the pavement. For the accurate estimates of pavement roughness from dynamic vehicle responses, vehicle parameters should be known accurately. Information on vehicle parameters is uncertain, due to the wear and tear over time. Hence, condition monitoring of pavement requires the identification of pavement roughness along with vehicle parameters. The present study proposes a scheme which estimates the roughness profile of the pavement with the use of accurate estimates of vehicle parameters computed in parallel. Pavement model used in this study is a two-layer Euler-Bernoulli beam resting on a nonlinear Pasternak foundation. The asphalt topping of the pavement in the top layer is modeled as viscoelastic, and the base course bottom layer is modeled as elastic. The viscoelastic response of the top layer is modeled with the help of the Burgers model. The vehicle model considered in this study is a half car model, fitted with accelerometers at specified points. The identification of the coupled system of vehicle-pavement interaction employs a coupled scheme of an unbiased minimum variance estimator and an optimization scheme. The partitioning of observed noisy quantities to be used in the two schemes is investigated in detail before the analysis. The unbiased minimum variance estimator (MVE) make use of a linear state-space formulation including roughness, to overcome the linearization difficulties as in conventional nonlinear filters. MVE gives estimates for the unknown input and fed into the optimization scheme to yield estimates of vehicle parameters. The issue of ill-posedness of the problem is dealt with by introducing a regularization equivalent term in the objective function, specifically where a large number of parameters are to be estimated. Effect of different objective functions is also studied. The outcome of this research is an overall measure of pavement condition.

• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.79-89
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• 2007

A test for normality introduced by Arizono and Ohta(1989) is based on fullback-Leibler discrimination information. The test statistic is derived from the discrimination information estimated using sample entropy of Vasicek(1976) and the maximum likelihood estimator of the variance. However, these estimators are biased and so it is reasonable to make use of unbiased estimators to accurately estimate the discrimination information. In this paper, Arizono-Ohta test for normality is improved. The derived test statistic is based on the bias-corrected entropy estimator and the uniformly minimum variance unbiased estimator of the variance. The properties of the improved KL test are investigated and Monte Carlo simulation is performed for power comparison.

• 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 Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.35 no.6
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• pp.573-580
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• 2017

Precise stochastic modeling for GPS measurements is one of key factors in adjustment computations for GPS positioning. To analyze the GPS measurement errors, Minimum Norm Quadratic Unbiased Estimators(MINQUE) approach is used in this study to estimate the variance components for measurement types with short-baseline GPS positioning model. The results showed the magnitudes of measurement errors for C1, P2, L1, L2 are 22.3cm, 27.6cm, 2.5mm, 2.2mm, respectively. To reduce the memory usage and computational burden, variance components are also estimated on epoch-by-epoch basis. The results showed that there exists slight differences between the solutions. However, epoch-by-epoch analysis may also be used for most of GPS applications considering the magnitudes of the differences.