• Journal of the Korean Statistical Society
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• 제23권1호
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• pp.187-198
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• 1994

We derive a new Cramer-Rao type lower bound for the reciprocal of the density height of the median-unbiased estimators which improves most of the previous lower bounds and is attainable under much weaker conditions. We also identify useful necessary and sufficient condition for the attainability of the lower bound which is considerably weaker than those for the mean-unbiased estimators. It is shown that these lower bounds are attained not only for the family of continuous distributions with monotone likelihood ratio (MLR) property but also for the location and scale families with strong unimodal property.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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• pp.980-983
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• 1996

A new version of the discrete-time optimal FIR (finite impulse response) filter utilizing only the measurements of finite sliding estimation window is suggested for linear time-invariant state-space models. This filter is called the BLUFIR (best linear unbiased finite impulse response) filter since it provides the BLUE (best linear unbiased estimate) of the state obtained from the measurements of the estimation window. It is shown that the BLUFIR filter has the deadbeat property when there are no noises in the estimation window.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.97-103
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• 2003

Shewhart-type control charts have historically been used for attribute data, though they have ARL biased property and even are unable to detect the improvement of a process with some process parameters. So far most efforts have been made to improve the performance of attribute control charts in terms of faster detection of special causes without increasing the rates of false alarm. In this paper, control limits are proposed that yield an ARL (nearly) unbiased chart for attributes. Optimal design is also proposed for attribute control charts under a natural sense of criterion.

• 품질경영학회지
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• 제12권1호
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• pp.9-16
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• 1984

We study some estimation of the ${\theta}=P_r$(Y${\theta}$. We consider asymptotic property of estimators and maximum likelihood estimator is compared with unique minimum veriance unbiased estimator in moderate sample size.

• International Journal of Control, Automation, and Systems
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• 제4권5호
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• pp.645-652
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• 2006

In this paper a new type of filter, called the $H_2/H_{\infty}$ FIR filter, is proposed for discrete-time state space signal models. The proposed filter requires linearity, unbiased property, FIR structure, and independence of the initial state information in addition to the performance criteria in both $H_2$ and $H_{infty}$ sense. It is shown that $H_2,\;H_{\infty}$, and $H_2/H_{\infty}$ FIR filter design problems can be converted into convex programming problems via linear matrix inequalities (LMIs) with a linear equality constraint. Simulation studies illustrate that the proposed FIR filter is more robust against temporary uncertainties and has faster convergence than the conventional IIR filters.

• Transactions on Control, Automation and Systems Engineering
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• 제2권1호
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• pp.7-12
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• 2000

A new speech enhancement algorithm for speech corrupted by slowly varying additive colored noise is suggested based on a state-space signal model. Due to the FIR structure and the unimportance of long-term past information, the receding horizon (RH) FIR filter known to be a best linear unbiased estimation (BLUE) filter is utilized in order to obtain noise-suppressed speech signal. As a special case of the colored noise problem, the suggested approach is generalized to perform the single blind signal separation of two speech signals. It is shown that the exact speech signal is obtained when an incoming speech signal is noise-free.

• 한국콘텐츠학회:학술대회논문집
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• 한국콘텐츠학회 2004년도 추계 종합학술대회 논문집
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• pp.344-347
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• 2004

암호학에 적용되는 실난수 발생기는 기본적인 잡음 메카니즘으로부터 유도된 불예측적이고, 편이성을 가지지 않은 이진 수열을 요구한다. 본 논문에서는 하드웨어로 구현된 실난수 발생기가 편이성을 가진 출력수열을 통계적으로 제거하기 위해 필터기법을 사용한다. 사용된 필터처리기법에서 윈도우크기에 따른 손실율을 분석하여 적합한 윈도우 크기를 제안하고자 한다.

• 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.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.101.5-101
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• 2001

A linear input/output data-based predictive control with integral action is developed. The control input is obtained directly from the input/output data in a single step. However, the state estimation in subspace identification gives a biased estimate and there is model mismatch when the controller is applied to a nonlinear process. To overcome such difficulties, we add integral action to a linear input/output data-based predictive controller by augmenting the integrated white noise disturbance model and use each of best linear unbiased estimation(BLUE) filter and Kalman filter as a stochastic observer for the unmeasured disturbance. When applied to a continuous styrene polymerization reactor the proposed controller demonstrates.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2001년도 하계학술대회 논문집 D
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• pp.1976-1978
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• 2001

In this paper, a new robust deadbeat minimax FIR filter (DMFF) is proposed for continuous-time state space signal models. Linearity, deadbeat property, FIR structure, and independence of the initial state information will be required in advance, in addition to a performance index of the worst case gain between the disturbance and the current estimation error. The proposed DMFF is obtained by directly minimizing a performance index with the deadbeat constraint. The proposed DMFF is represented first in a standard FIR form and then in an iterative form. The DMFF will be shown to be used also for the IIR structure. It is shown that the DMFF is similar in form to the existing receding horizon unbiased FIR filter (RHUFF) with some noise covariances. The former is a deterministic filter, while the latter is a stochastic filter.