• Title/Summary/Keyword: stochastic comparison

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A Performance Comparison of Nonlinear Kalman Filtering Based Terrain Referenced Navigation (비선형 칼만 필터 기반의 지형참조항법 성능 비교)

  • Mok, Sung-Hoon;Bang, Hyo-Choong;Yu, Myeong-Jong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.40 no.2
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    • pp.108-117
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    • 2012
  • This paper focuses on a performance analysis of TRN among various nonlinear filtering methods. In a TRN research, extended Kalman filter(EKF) is a basic estimation algorithm. In this paper, iterated EKF(IEKF), EKF with stochastic linearization(SL), and unscented Kalman filter(UKF) algorithms are introduced to compare navigation performance with original EKF. In addition to introduced sequential filters, bank of Kalman filters method, which is one of the batch method, is also presented. Finally, by simulating an artificial aircraft mission, EKF with SL was chosen as the most consistent filter in the introduced sequential filters. Also, results suggested that the bank of Kalman filters can be alternative for TRN, when a fast convergence of navigation solution is needed.

A Bayesian Approach to Dependent Paired Comparison Rankings

  • Kim, Hea-Jung;Kim, Dae-Hwang
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.85-90
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    • 2003
  • In this paper we develop a method for finding optimal ordering of K statistical models. This is based on a dependent paired comparison experimental arrangement whose results can naturally be represented by a completely oriented graph (also so called tournament graph). Introducing preference probabilities, strong transitivity conditions, and an optimal criterion to the graph, we show that a Hamiltonian path obtained from row sum ranking is the optimal ordering. Necessary theories involved in the method and computation are provided. As an application of the method, generalized variances of K multivariate normal populations are compared by a Bayesian approach.

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On Multiple Comparison of Geometric Means of Exponential Parameters via Graphical Model (그래프 모형을 이용한 지수분포 모수들의 기하평균 비교에 관한 연구)

  • Kim, Dae-Hwang;Kim, Hea-Jung
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.447-460
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    • 2006
  • This paper develops a multiple comparison method for finding an optimal ordering of K geometric means of exponential parameters. This is based on the paired comparison experimental arrangement whose results can naturally be represented by a completely oriented graph. Introducing posterior preference probabilities and stochastic transitivity conditions to the graph, we obtain a new graphical model that yields criteria for the optimal ordering in the multiple comparison. Necessary theories involved in the method and some computational aspects are provided. Some numerical examples are given to illustrate the efficiency of the suggested method.

A Test Procedure for Change in Level Occurring at Unknown Points

  • Lee, Jae-Chang;Song, Il-Seong
    • Journal of the Korean Statistical Society
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    • v.18 no.1
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    • pp.38-45
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    • 1989
  • A procedure is considered to the problem of testing whether there exist changes in location at possibly two points in a sequence of independent random variables which are successively drawn from normal population. A test statistics based on modified likelihood ratio is proposed and its asymptotic null distribution is derived through the stochastic process representation. A small sample power comparison is made by Monte Carlo method.

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STABILITY OF MAP/PH/c/K QUEUE WITH CUSTOMER RETRIALS AND SERVER VACATIONS

  • Shin, Yang Woo
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.4
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    • pp.985-1004
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    • 2016
  • We consider the MAP/PH/c/K queue in which blocked customers retry to get service and servers may take vacations. The time interval between retrials and vacation times are of phase type (PH) distributions. Using the method of mean drift, a sufficient condition of ergodicity is provided. A condition for the system to be unstable is also given by the stochastic comparison method.

Comparison of Five Single Imputation Methods in General Missing Pattern

  • Kang, Shin-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.945-955
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    • 2004
  • 'Complete-case analysis' is easy to carry out and it may be fine with small amount of missing data. However, this method is not recommended in general because the estimates are usually biased and not efficient. There are numerous alternatives to complete-case analysis. One alternative is the single imputation. Some of the most common single imputation methods are reviewed and the performances are compared by simulation studies.

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Battle Group Combat Simulation Model ('BAGSIM') as an Experimental Tool

  • Chol Sang-Yeong
    • Journal of the military operations research society of Korea
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    • v.16 no.2
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    • pp.29-42
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    • 1990
  • This paper describes a Battle Group Combat Simulation Model (called 'BAGSIM'). BAGSIM is developed to be used as an experimental tool for studies about combat modelling at battle group level. Thus it takes many of the parameters and situations into consideration at this level, and it is designed to be easily adapted to represent equivalent situations to the other more aggregated models. Further the main processes occurring in its simulation procedure such as target detection process, target selection process, firing and killing processes are verified by comparison with the existing stochastic duel models.

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Studies on mixing of pharmaceutical powders

  • Choi, Woo-Sik
    • Archives of Pharmacal Research
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    • v.5 no.2
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    • pp.53-60
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    • 1982
  • The mixing of salicylic acid and wheat starch powders was studied using a V-type mixer. After the optimum operating conditions of the mixer were examined, the mixing characteristics relating to dilution ratio, particle size of active ingradient and addition ratio of lubricants were investigated. The coefficient of variation was expressed by a power law relating to the dilution ratio and the particle size of active ingredient. Furthermore, the comparison of results with the theoretically estimated value of mixing index suggested that the mixing of cohesive pharmacceutical powders is a complex stochastic process and cannot be explained fully by a simple theory based on a complete random mixing.

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Development of Stochastic Expected Cost Model for Preventive Optimal- Maintenance of Armor Units of Rubble-Mound Breakwaters (경사제 피복재의 예방적 최적 유지관리를 위한 추계학적 기대비용모형의 개발)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.25 no.5
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    • pp.276-284
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    • 2013
  • A stochastic expected cost model has been suggested by combining the nonlinear cumulative damage model with the expected cost model together which can be useful for doing the preventive optimal-maintenance of the armor units of rubble-mound breakwaters. The suggested model has been satisfactorily calibrated by comparison of the results from others models, also the sensitivity analysis has been carried out in detail under the variation of the associated parameters with the model. The optimal repair times can be directly evaluated by minimizing the expected cost rates that depend on the social importances, damage intensity functions and resistance limits. Finally, the present cost model has been straightforwardly applied to the armor units of rubble-mound breakwaters. Based on the assumption of turning the damaged structure back to the state as good as new after repairs, the required optimal repair times and magnitudes can be determined quantitatively in terms of the optimum balance between the costs and benefits on the preventive maintenance.

Productive Efficiency of the Rose Farming Business: A Comparison of DEA and SFA (장미농가의 생산효율성 분석: DEA와 SFA 기법 비교를 중심으로)

  • Kim, Gi-Tae;Kim, Won-Kyeong;Jeong, Ji-Young
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.12
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    • pp.8719-8727
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    • 2015
  • The purpose of this study is to examine the production efficiency of Rose farm and to explain the factors of the inefficiency. To analysis the production efficiency, SFA(Stochastic Frontier Analysis) and DEA(Data Envelopment Analysis) methods are measured, and then, Tobit regression model is used to analysis the influential factors on the production efficiency. As a result, first, the production efficiency by SFA is 88.4%, and by DEA, results are 78.5% and 85.2% in the CRS and VRS model, respectively. In particular, the production efficiency of the measurement results of the two methods are complementary, it is described in the same order of efficiency of each management body. Second, the results of tobit model shows that 6 input-factors are significant, and seed/nursery and material costs, which have the largest regression coefficient value and positive effect on production efficiency, are the most influential factors. Therefore, the results of this study indicates Rose farm can enhance their management efficiency by increasing amount of the seed/nursery and material costs.