• 제어로봇시스템학회논문지
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• 제20권1호
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• pp.1-5
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• 2014

In this paper, we propose an optimal fixed-lag FIR (Finite-Impulse-Response) smoother for a class of discrete time-varying state-space signal models. The proposed fixed-lag FIR smoother is linear with respect to inputs and outputs on the recent finite horizon and estimates the delayed state so that the variance of the estimation error is minimized with the unbiased constraint. Since the proposed smoother is derived with system inputs, it can be adapted to feedback control system. Additionally, the proposed smoother can give more general solution than the optimal FIR filter, because it reduced to the optimal FIR filter by setting the fixed-lag size as zero. A numerical example is presented to illustrate the performance of the proposed smoother by comparing with an optimal FIR filter and a conventional fixed-lag Kalman smoother.

• 물과 미래
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• 제27권1호
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• pp.133-140
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• 1994

주변 관측지점의 자료가 유용한 경우 관측자료가 짧은 지점의 평균과 분산 추정치를 개선하기 위하여 상관계수를 이용한 수문자료 확충을 이용하여왔다. 본 연구에서는 관측지점의 분산 추정치를 개선하기 위한 다중 상관계수의 한계최소치를 얻기 위하여, 다변량 정규분포에 근거하여 Moran이 유도한 확충자료 분산( ${{\sigma}_v}^2$ )의 불편 최우도추정량의 분산식을 Matalas와 Jacobs가 2변량 정규분포에 근거하여 유도한 식의 형태로 변형하였으며, 다양한 자료수와 지점수에 따라 다중상관계수의 한계최소치를 도표화했다.

• 품질경영학회지
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• 제9권1호
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• pp.3-11
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• 1981

동일한 부품 K개를 갖고 있으며, 그 중에서 S개 이상의 스트렝스(strength)가 스트레스(stress) 보다 크게 될 경우 신뢰성이 유지되는 시스템에서 스트레스와 스트렝스가 모두 와이블(weibull) 분포를 하고 있을 때의 시스템 신뢰성을 고찰하였다. 2 절에서는 시스템 신뢰성의 최소분산불편추정량(MVU estimator)을 구하였고, 3 절에서는 최소분산불편추정량의 점근분포(asymototic distribution)를 구하고 표본크기가 클때 시스템 신뢰성의 최소분산불편추정량과 최우추정량(MLE)과의 관계를 구하였으며, 4 절에서는 시스템 신뢰성의 일양최적불편신뢰구간(uniformly most accurate unbiased confidence interval) 을 구하였고, 5 절에서는 몬데 카를로 씨뮤레이션(Monte Carlo Simulation)을 사용하여 작은 표본에서의 최우추정량과 최소분산불편추정량의 편기(bias)와 평균자승오차(MSE)를 비교하였고 6 절에서는 결과를 간단히 요약하고 본 논문을 더 확장할 경우에 문제점을 제시하였다.

• Communications for Statistical Applications and Methods
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• 제6권1호
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• pp.285-292
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• 1999

In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.

• Journal of the Korean Data and Information Science Society
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• 제8권1호
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• pp.79-83
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• 1997

This paper considers the problem of estimating the model parameters and reliability functions for Freund bivariate exponential distribution. Uniformly minimum variance unbiased estimators for model parameters, joint reliability and marginal reliability functions are obtained in the both case of non-identically distributed marginals and identically distributed marginals.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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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 and Information Science Society
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• 제1권
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• pp.67-76
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• 1990

For a two-parameter Pareto distribution, the uniformly minimum variance unbiased estimateors(UMVUE) for the function of the two parameters are expressed in terms of confluent hypergeometric function. The variance of the UMVUE is also expressed in terms of hypergeometric function of several variables. UMVUE's for the ${\gamma}th$ moment about zero and several useful parametric functions, and their variances are obtained as special cases. The estimators of Baxter(1980) and Saksena and Johnson(1984) are special cases of our estimator.

• 한국산업정보학회논문지
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• 제8권4호
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• pp.94-100
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• 2003

본 논문에서는k개 성분들이 지수분포를 따르는 병렬시스템에서 하나의 성분이 고장났을 때 나머지성분들의 수명분포에 영향을 줄 때 주어진 시각 t 에서 시스템의 신뢰도, 위험함수, 평균잔여수명, 신뢰도에 대한 최우추정량과 최소분산불편추정량을 제시하고 그리고 모의실험을 통하여 추정량들의 효율성을 연구한다.

• 응용통계연구
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• 제23권6호
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• pp.1125-1145
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• 2010

For modeling(skewed) semicircular data, we derive a new exponential family of distributions. We extend it to the l-axial exponential family of distributions by a projection for modeling any arc of arbitrary length. It is straightforward to generate samples from the l-axial exponential family of distributions. Asymptotic result reveals that the linear exponential family of distributions can be used to approximate the l-axial exponential family of distributions. Some trigonometric moments are also derived in closed forms. The maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for a goodness of t test of the l-axial exponential family of distributions. Samples of orientations are used to demonstrate the proposed model.

• 품질경영학회지
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• 제22권2호
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• pp.69-78
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• 1994

We obtain the Bayes estimator(BE), the minimum variance unbiased estimator(MVUE) and maximun likelihood estimator(MLE) of the reliability when the distribution of the stress and the strength are Weibull with known shape parameters. The experiment is terminated before all of the items on the test have failed and the failed items are partially replaced. Performance of the three estimators for moderate size samples are compared through Monte Carlo simulation.