• Journal of the Korean Statistical Society
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• v.27 no.4
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• pp.515-529
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• 1998

Burman (1987) and Hall and Titterington (1987) studied kernel smoothing for sparse multinomial data in detail. Both of their estimators for cell probabilities are sparse asymptotic consistent under some restrictive conditions on the true cell probabilities. Dong and Simonoff (1994) adopted boundary kernels to relieve the restrictive conditions. We propose a local linear kernel estimator which is popular in nonparametric regression to estimate cell probabilities. No boundary adjustment is necessary for this estimator since it adapts automatically to estimation at the boundaries. It is shown that our estimator attains the optimal rate of convergence in mean sum of squared error under sparseness. Some simulation results and a real data application are presented to see the performance of the estimator.

• Journal of electromagnetic engineering and science
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• v.7 no.4
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• pp.195-200
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• 2007

Doubly-selective channel estimator for orthogonal frequency division multiplexing(OFDM) systems is proposed in this paper. Based on the generalized complex exponential basis expansion model(GCE-BEM), we describe the time-variant channel with time-invariant coefficients over multiple OFDM blocks. The time variation of the channel destroys the orthogonality between subcarriers, and the resulting channel matrix in the frequency domain is no longer diagonal, but the main interference comes from the near subcarriers. Based on this, we propose a channel estimator with low pilot ratio. We first develop a least-square(LS) estimator under the assumption that only the maximum Doppler frequency and the channel order are known at the receiver, and then verify that the correlation matrix of inter-channel interference(ICI) is a scaled identity matrix based on which we derive an optimal pilot insertion scheme for the LS estimator in the sense of minimum mean square error. The proposed estimator has the advantages of low pilot ratio and robustness against inter-carrier interference.

• Journal of the Korean Society for Precision Engineering
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• v.8 no.3
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• pp.64-72
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• 1991

This paper deals with the state estimator and controller. All state variables' feedback in the system were used to improve electro hydraulic servo sysem were used to improve electro hydraulic servo system's responese charact- eristics. Many gains of the state variables'and estimator's are produced by the algebraic Riccati equation, and every state variables'optimal gain and estimator gain is selected by trial and error method. For the designed estimator performance's examination, this paper simulate the time response for the step input, the reduced velocity output in subjected to load torque, and the time response for the step input in changing the inertiamoment.

• The Transactions of the Korean Institute of Electrical Engineers B
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• v.48 no.11
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• pp.625-631
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• 1999

In this paper, an accurate position control using new estimator which estimates the instantaneous speed and accurate position with a low precision shaft encoder is proposed. The overall performance of position control system is strongly depend on the accuracy of the position information and the performance of the speed controller in low speed range. In this paper the position and speed of the motor are obtained from Kalman filter which is an optimal full order estimator. This estimator has good performance even in very low speed range include standstill. The simulation and experimental results confirm the validity of the proposed estimation and control scheme.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2002.05a
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• pp.167-170
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• 2002

In this paper, we propose a new tracking algorithm that achieves good tracking performance in manuevering targets while capping the computation load to“low”Kalman Filter (KF) is generally known to be poor in tracking manuevering targets. IMM, on the other hand, compensates the weakness inherent in the mundane KF and is considered as a promising alternative for tracking maneuvering targets. However, IMM suffers from substantially increased computational load as the number of models increases. To remedy this problem, we propose a new method focused to reducing the computational load and attaining the desirable tracking performance at least as good that of IMM. It is achieved by essentially adopting the structure of IMM and injecting Optimal Two-Stage Kalman Estimator (OTSKE). The representative simulation shows a reduction in computational load with the proposed OTSKE but further reduction is shown achieved (by about 58%) with the Interacting Acceleration Compenstation(IAC)-OTSKE approach.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.45 no.1
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• pp.139-145
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• 1996

The input estimation method estimates maneuvering input acceleration in order to track a maneuvering target. In this paper, the optimal input estimator is derived by choosing the MAP hypothesis among maneuvering input transition hypotheses under the assumption that a maneuvering input acceleration is a semi-Markov process. The optimal input estimation method cannot be realized because the optimal filter should consider every maneuver onset time hypothesis from filter starting time to current time which increase rapidly. Hence the suboptimal filter using a sliding window is proposed. Since the proposed method can consider all hypotheses of input transitions inside the window, it is general enough to include Bogler's input estimation method. Simulation results show, however, that we can obtain a good performance even when the filter considering just one input transition in the window is used. (author). 9 refs., 3 figs., 1 tab.

• The Korean Journal of Applied Statistics
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• v.14 no.1
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• pp.81-90
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• 2001

One of the Repeated survey which estimates variability of population, we can be consider rotation sample survey. There are two kinds of rotation sample survey - onelevel rotation sample survey and multi-level rotation sample survey. In rotation sample survey, Composite estimator is used to measure level or level change of the population. This study suggests Generalized Composite estimator as considering intraclass correlation in multi-level rotation sample survey, and optimal weight minimizing variance of estimator. Numerical example shows efficiency of Generalized Composite estimator as considering intraclass correlation according to the sample unit and change degree of intraclass correlation in the rotation group.

• Journal of the Korean Statistical Society
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• v.34 no.3
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• pp.219-233
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• 2005

The 3-way balanced multi-level rotation design has been discussed (Park Kim and Kim, 2003), where the 3-way balancing is done on interview time, in monthly sample and rotation group and recall time. A greater advantage of 3-way balanced design is accomplished by an estimator. To obtain the advantage, we generalized previous generalized composite estimator (GCE). We call this as l-step GCE. The variance of the l-step GCE's of various characteristics of interest are presented. Also, we provide the coefficients which minimize the variance of the l-step GCE. Minimizing a weighted sum of variances of all concerned estimators of interest, we drive one set of the compromise coefficient of l-step GCE's to preserve additivity of estimates.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.303-312
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• 1995

We consider the following type of general semi-parametric non-linear regression model : $y_i = f_i(\theta) + \epsilon_i, i=1, \cdots, n$ where ${f_i(\cdot)}$ represents the set of non-linear functions of the unknown parameter vector $\theta' = (\theta_1, \cdots, \theta_p)$ and ${\epsilon_i}$ represents the set of measurement errors with unknown distribution. Under suitable finite-sample, small-dispersion asymptotic framework, we derive a general lower bound for the asymptotic mean squared error (AMSE) matrix of the Gauss-consistent estimator of $\theta$. We then prove the fundamental result that the general non-linear least squares estimator (NLSE) is an optimal estimator within the class of all regular Gauss-consistent estimators irrespective of the type of the distribution of the measurement errors.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.207-214
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• 1999

Optimal estimating functions for a class of autoregressive models with GARCH(1,1) error are discussed. The asymptotic properties of the estimator as the solution of the optimal estimating equation are investigated for the models. We have also some simulation results which suggest that the proposed optimal estimators have smaller sample variances than those of the Conditional least-squares estimators under the heavy-tailed error distributions.