• 대한수학회지
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• 제39권4호
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• pp.495-507
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• 2002

In this paper, the characterization results related to Chernoff-type inequalities are applied for exponential-type (continuous and discrete) families. Upper variance bound is obtained here with a slightly different technique used in Alharbi and Shanbhag [1] and Mohtashami Borzadaran and Shanbhag [8]. Some results are shown with assuming measures such as non-atomic measure, atomic measure, Lebesgue measure and counting measure as special cases of Lebesgue-Stieltjes measure. Characterization results on power series distributions via Chernoff-type inequalities are corollaries to our results.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1997년도 하계학술대회 논문집 B
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• pp.620-623
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• 1997

This paper is concerned with the design of a suboptimal Kalman filter with robust state estimation performance for system models represented in the state space, which are subjected to parameter uncertainties in both the state and measurement matrices. Under the assumption that the uncertain system is quadratically stable, if the augmented system composed of the uncertain system and the filter is controllable, the proposed filter can provide the upper bound of the estimation error variance for all admissible uncertain parameters. This upper bound can be represented as the convex function of a parameter introduced in the design procedure, and the optimized upper bound of the estimation error variance can also be found via the optimization of this convex function.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제2권2호
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• pp.49-56
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• 1998

In this paper, by the use of an Ostrowski type integral inequality for double integrals, we establish an upper bound for the estimation error variance of a continuous stream with stationary variogram.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제4권1호
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• pp.101-107
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• 2000

In this paper we establish an upper bound for the estimation error variance of a continuous stream with a stationary variogram V which is assumed to be of the r-Holder type (Lipschitzian) on [-d, d]. Functional properties for the mapping ${\xi}(t):=E[(X-X(t))^2]$, $t{\in}[0,d]$, are also given.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.653-657
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• 2005

Eigenstructure of a spatial design matrix of Matheron's variogram estimator in $R^1$ is derived. It is shown that the spatial design matrix in $R^1$ with n/2$\le$h < n has a nice spectral decomposition. The mean, variance, and covariance of this estimator are obtained using the eigenvalues of a spatial design matrix. We also found that the lower bound and the upper bound of the normalized Matheron's variogram estimator.

• 한국통신학회논문지
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• 제23권5호
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• pp.1270-1281
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• 1998

주파수 옵셋은 OFDM 신호의 부채널간 간섭을 유발하며, 수신 신호의 진폭과 위상을 왜곡시켜 전체적인 시스템 성능에 심각한 영향을 미친다. 본 논문에서는 이러한 주파수 옵셋을 추정하기 위해서 특정 부채널을 동기채널로 할당하고 파일럿 심벌을 전송하여 주파수 옵셋을 추정하는 개선된 최우 추정 방식을 제안하며, 제안된 주파수 옵셋 추정기의 오차 성능을 해석적으로 유도한다. 제안된 방식에서는 coherent 위상 변화에 의해 발생된 주파수 옵셋 부분을 증가 시키고 랜덤 위상 오차에 의해 발생된 주파수 옵셋 부분을 감소시킴으로써 주파수 옵셋 추정기의 성능을 향상시킨다. 모의 실험을 통하여 본 논문에서, 해석적으로 유도된 제안된 주파수 옵셋 추정기의 오차 분산의 upper bound가 올바르며, 제안된 추정기가 기존의 방식에 비해 오차 분산, 추적 범위, 시변 채널 영향의 면에서 우수하다는 것을 확인한다.

• 품질경영학회지
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• 제27권3호
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• pp.79-93
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• 1999

The common accelerated life test(ALT) consists of test methods applying a constant stress, higher than the use condition stress, to items. There we, however, situations for which a progressive stress ALT, in which the stress on a test item is continuously increased with time, Is more convenient to perform testing and simpler in analyzing data than a constant stress ALT. When a product under constant stress s follows a Weibull distribution with parameters $\theta$(5) and $\beta$, maximum likelihood(ML) estimators of parameters involved in the model are obtained and their asymptotic distributions are derived under stress bounded ramp tests in which the stress is increased linearly from use condition stress to the stress upper bound. The optimum test plans are also found which minimize the asymptotic variance of the ML estimator of the log mean life at design constant stress. For selected values of the design parameters, tables useful for finding optimal test plans are given. The effect of the pre-estimates of design parameters is studied.

• Industrial Engineering and Management Systems
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• 제16권1호
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• pp.118-128
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• 2017

Uncertain factors in finical markets make the prediction of future returns and risk of asset much difficult. In this paper, a model,assuming the admissible errors on expected returns and risks of assets, assisted in the multiperiod mean variance portfolio selection problem is built. The model considers transaction costs, upper bound on borrowing risk-free asset constraints, cardinality constraints and threshold constraints. Cardinality constraints limit the number of assets to be held in an efficient portfolio. At the same time, threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Because of these limitations, the proposed model is a mix integer dynamic optimization problem with path dependence. The forward dynamic programming method is designed to obtain the optimal portfolio strategy. Finally, to evaluate the model, our result of a meaning example is compared to the terminal wealth under different constraints.

• 대한수학회지
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• 제56권4호
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• pp.1001-1016
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• 2019

We are concerned with optimization methods for the $L^2$-Wasserstein least squares problem of Gaussian measures (alternatively the n-coupling problem). Based on its equivalent form on the convex cone of positive definite matrices of fixed size and the strict convexity of the variance function, we are able to present an implementable (accelerated) gradient method for finding the unique minimizer. Its global convergence rate analysis is provided according to the derived upper bound of Lipschitz constants of the gradient function.

• 한국통신학회논문지
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• 제29권4A호
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• pp.429-438
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• 2004

본 논문에서는 WCDMA 시스템을 위한 판정궤환 동기식 동기추적 회로 (decision-feedback coherent code tracking loop)를 설계하고 AWGN 환경과 페이딩 환경에서 위상 에러와 심볼 에러의 영향을 고려하여 지터 분산을 해석한다. 먼저, AWGN 환경에서의 지터 분산을 위상 에러와 비트 오율을 포함하여 펄스성형 필터(pulse-shaping filter), 타이밍 오프셋 (timing offset), 신호 대 잡음비 (signal-to-interferences ratio), 루우프 대역폭(loop-bandwidth)에 대한 일반식으로 유도하고 페이딩 환경에서 지터 분산의 상한치 (upper bonnd)를 유도한다. 끝으로, WCDMA 순방향 링크의 DPCH 프레임 포맷 #13을 목표 시스템(target system)으로 설정하여 2차 동기식 등기추적 회로를 설계하고 AWGN 환경과 Rayleigh 페이딩 환경에서 지터 분산의 이론치와 시뮬레이션 결과를 비교, 분석한다.