• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.155-167
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• 2007

Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the mean of a process in which the observations can be modeled as an AR(1) process plus an additional random error. The performance of the proposed MLE is compared to the performance of the built-in estimator when they are used in EWMA charts based on the residuals. The results show that the proposed MLE provides good performance in terms of both accuracy and precision of the estimator.

• Proceedings of the IEEK Conference
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• 2003.07a
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• pp.234-237
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• 2003

The accuracy of channel estimation significantly affects the performance of coherent OFDM receiver. It is desirable to employ a good channel estimator while requiring low implementation complexity. In this paper, we propose a channel estimator that employs a simple two-dimensional (2-D) moving average (MA) filter as the channel estimation filter. The optimum tap size of the 2-D MA FIR filter is analytically designed in the time and frequency domain in association with the channel condition and pilot signal to interference power ratio. The analytic results can be applied to the design of adaptive channel estimator. Finally, the performance of the proposed channel estimator is verified by computer simulation.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.525-533
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• 2015

Modern production process is a very complex structure combined observations which are correlated with several factors. When the error signal occurs in the process, it is very difficult to know the root causes of an out-of-control signal because of insufficient information. However, if we know the time of the change, the system can be controlled more easily. To know it, we derive a maximum likelihood estimator (MLE) of the change point in a process when observations are from a multivariate IMA(1,1) process by monitoring residual vectors of the model. In this paper, numerical results show that the MLE of change point is effective in detecting changes in a process.

• International Area Studies Review
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• v.18 no.3
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• pp.175-201
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• 2014

This paper analyses the effect of R&D investment on local economies. R&D investment contributes to the regional local economy by increasing employment and production activity of the investees. The investees may end up with increased productivity, sales and employment. At the regional R&D level, the central government R&D fund and firm self R&D budget will be the source of R&D investment. Further positive effects are inter-related with local industries. This study carried out an empirical analysis on the effect of R&D investment on local economies using Korean panel data after comparing international literatures. The dynamic panel estimator is used to estimate an autoregressive model with lagged dependent variable. Using the Da Silva method, mixed variance-component moving-average error process is estimated and selected. R&D investment is very important factor to improve the productivity of a region and the size of the effect is dependent on the time periods within the Korean economic history.

• Journal of the Korean Data and Information Science Society
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• v.22 no.5
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• pp.839-847
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• 2011

In this study, we derive an estimator based on autocovariance for the regression coefficients vector in the multiple linear regression model. This method is suggested by Park (2009), and although this method does not seem to be intuitively attractive, this estimator is unbiased for the regression coefficients vector. When the vectors of exploratory variables satisfy some regularity conditions, under mild conditions which are satisfied when errors are from autoregressive and moving average models, this estimator has asymptotically the same distribution as the least squares estimator and also converges in probability to the regression coefficients vector. Finally we provide a simulation study that the forementioned theoretical results hold for small sample cases.

• The Transactions of the Korean Institute of Power Electronics
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• v.9 no.1
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• pp.42-49
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• 2004

This paper presents a new method of external load disturbance compensation using deadbeat load torque observer and gain compensation by parameter estimator. The response of the permanent magnet synchronous motor(PMSM) follows the nominal plant. The load torque compensation method is composed of a deadbeat observer. To reduce the noise effect, the post-filter implemented by moving average(MA) process is adopted. The parameter compensator with recursive least square method(RLSM) parameter estimator is suggested to make the new system work as same as the name plate system which in used to take gains. The proposed estimator is combined with a high performance load torque observer to resolve the problems. As a result, the proposed control system has a robust and precise system against the load torque and the parameter variation. A stability and usefulness are verified by computer simulation and experiment.

• The Transactions of the Korean Institute of Electrical Engineers B
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• v.53 no.3
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• pp.188-195
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• 2004

This paper presents neural load torque observer that is used to deadbeat load torque observer and gain compensation by parameter estimator As a result, the response of the PMSM(permanent magnet synchronous motor) follows that nominal plant. The load torque compensation method is composed of a neural deadbeat observer To reduce the noise effect, the post-filter implemented by MA(moving average) process, is adopted. The parameter compensator with RLSM (recursive least square method) parameter estimator is adopted to increase the performance of the load torque observer and main controller The parameter estimator is combined with a high performance neural load torque observer to resolve the problems. The neural network is trained in on-line phases and it is composed by a feed forward recall and error back-propagation training. During the normal operation, the input-output response is sampled and the weighting value is trained multi-times by error back-propagation method at each sample period to accommodate the possible variations in the parameters or load torque. As a result, the proposed control system has a robust and precise system against the load torque and the Parameter variation. A stability and usefulness are verified by computer simulation and experiment.

• Journal of Power Electronics
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• v.8 no.4
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• pp.354-362
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• 2008

This paper presents neural load torque compensation method which is composed of a deadbeat load torque observer and gains compensation by a parameter estimator. As a result, the response of the PMSM (permanent magnet synchronous motor) obtains better precision position control. To reduce the noise effect, the post-filter is implemented by a MA (moving average) process. The parameter compensator with an RLSM (recursive least square method) parameter estimator is adopted to increase the performance of the load torque observer and main controller. The parameter estimator is combined with a high performance neural load torque observer to resolve problems. The neural network is trained in online phases and it is composed by a feed forward recall and error back-propagation training. During normal operation, the input-output response is sampled and the weighting value is trained multi-times by the error back-propagation method at each sample period to accommodate the possible variations in the parameters or load torque. As a result, the proposed control system has a robust and precise system against load torque and parameter variation. Stability and usefulness are verified by computer simulation and experiment.

• The Journal of the Acoustical Society of Korea
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• v.25 no.3E
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• pp.123-130
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• 2006

The adaptive echo canceller (AEC) has become an important component in speech communication systems, including mobile station. In these applications, the acoustic echo path has a long impulse response. We propose a running-average least mean square (RALMS) algorithm with a detection method for acoustic echo cancellation. Using colored input models, the result clearly shows that the RALMS detection algorithm has a convergence performance superior to the least mean square (LMS) detection algorithm alone. The computational complexity of the new RALMS algorithm is only slightly greater than that of the standard LMS detection algorithm but confers a major improvement in stability.

• Journal of the Korean Statistical Society
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• v.28 no.3
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• pp.371-387
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• 1999

For possibly nonstationary autoregressive moving average, modeling based on the original observations rather than the differenced observations is considered. Under this scheme, sample autocorrelation functions, parameter estimates, model diagnostic statistics, and prediction are all computed from the original data instead of the differenced data. The methods and results established under stationarity of data are shown to naturally extend to the nonstationarity of one autoregressive unit root. The sample ACF and PACF can be used for ARMA order determination. The BIC order is strongly consistent. The parameter estimates are asymptotically normal. The portmanteau statistic has chi-square distribution. The predictor is asymptotically equivalent to that based on the differenced data.