• Journal of IKEEE
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• v.27 no.1
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• pp.38-44
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• 2023

Performance of a STAP(space-time adaptive processing) algorithm highly depends on how closely the estimated covariance matrix(CM) resembles the actual CM by the interference in CUT(cell under test). A STAP has 2 dimensional data structure determined by the number of array elements and the number of transmitting pulses and both numbers are generally not small. Thus, to meet the degree of freedom(DOF) of the CM, a huge amount of training data is required. This paper presents an algorithm to generate virtual training data from small received data, via converting them into the data in spatial frequency-Doppler plane. We theoretically derive where the clutter exist in the plane and present the procedure to implement the proposed algorithm. Finally, with the simulated scenario of small received data, we show the proposed algorithm can improve STAP performance.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.381-394
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• 2016

Graphical model represents conditional dependencies between variables as a graph with nodes and edges. It is widely used in various fields including physics, economics, and biology to describe complex association. Conditional dependencies can be estimated from a inverse covariance matrix, where zero off-diagonal elements denote conditional independence of corresponding variables. This paper proposes a efficient BCDR (block coordinate descent with random permutation) algorithm using graphics processing units and random permutation for the CONCORD (convex correlation selection method) based on the BCD (block coordinate descent) algorithm, which estimates a inverse covariance matrix based on pseudo-likelihood. We conduct numerical studies for two network structures to demonstrate the efficiency of the proposed algorithm for the CONCORD in terms of computation times.

• Journal of Korean Society of Forest Science
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• v.106 no.2
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• pp.213-218
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• 2017

The purpose of this study was to develop age-biomass model in Chungnam region containing random effect. To develop the biomass model by species and tree component, data for Pinus densiflora in central region is collected to 30 plots (150 trees). The mixed model were used to fixed effect in the age-biomass relation for Pinus densiflora, with random effect representing correlation of survey area were obtained. To verify the evaluation of the model for random effect, the akaike information criterion (abbreviated as, AIC) was used to calculate the variance-covariance matrix, and residual of repeated data. The estimated variance-covariance matrix, and residual were -1.0022, 0.6240, respectively. The model with random effect (AIC=377.2) has low AIC value, comparison with other study relating to random effects. It is for this reason that random effect associated with categorical data were used in the data fitting process, the model can be calibrated to fit the Chungnam region by obtaining measurements. Therefore, the results of this study could be useful method for developing biomass model using random effects by region.

• The Korean Journal of Applied Statistics
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• v.17 no.1
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• pp.1-12
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• 2004

In this paper, we consider choosing the appropriate covariance structure for analyzing repeated measures data with three repeat factors from a study of blood pressure data, which is collected from the local residents of Yangpyeong, Gyeonggi-do (2001) and fitted linear mixed models to find the significant covariates on outcome variable(Blood Pressure)

• Korean Journal of Optics and Photonics
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• v.30 no.3
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• pp.87-93
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• 2019

Phase screens are widely used to simulate the effects of atmospheric turbulence on the phase fluctuations of a light beam. We compare three sampled-based phase-screen-generation methods (the fast-Fourier-transform, subharmonic, and covariance-matrix methods), in terms of accuracy and simulation time. We show that the covariance method generates the phase screens most accurately, with simulation time comparable to the other sampled-based methods.

• The Journal of the Acoustical Society of Korea
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• v.24 no.4
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• pp.230-237
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• 2005

The angle-tracking of maneuvering targets is required to the state estimation and classification of targets in underwater acoustic systems. The Problem of angle-tracking multiple closed and crossing targets has been studied by various authors. Sword et al. Proposed a multiple target an91e-tracking algorithm using angular innovations of the targets during a sampling Period are estimated in the least square sense using the most recent estimate of the sensor output covariance matrix. This algorithm has attractive features of simple structure and avoidance of data association problem. Ryu et al. recently Proposed an effective multiple target angle-tracking algorithm which can obtain the angular innovations of the targets from a signal subspace instead of the sensor output covariance matrix. Hwang et al. improved the computational performance of a multiple target angle-tracking algorithm based on the fact that the steering vector and the noise subspace are orthogonal. These algorithms. however. are ineffective when a subset of the incident sources are coherent. In this Paper, we proposed a new multiple target angle-tracking algorithm for coherent and incoherent sources. The proposed algorithm uses the relationship between source steering vectors and the signal eigenvectors which are multiplied noise covariance matrix. The computer simulation results demonstrate the improved Performance of the Proposed algorithm.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 2002.09a
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• pp.213-220
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• 2002

본 연구에서는 최근에 개발된 Unscented Particle Filter (UPF)를 사용한 비선형 동적 구조계의 구조계수 규명기법이 연구되었다. 일반적인 비선형 구조계수 추정 문제의 일반 해는 존재하지 않으나, 그에 대한 대안으로써 선형 근사 기법인 extended Kalman filter (EKF)가 비선형 동적 구조계수의 추정에 주로 사용되어왔다. 그러나, EKF는 구간 선형(piecewise linear) 가정으로 인해 biased estimator이고 비선형성이 상대적으로 높을 때 오차가 큰 추정치를 주는 단점을 가진다. 이를 보완하기 위해서 UPF가 개발되었고, 이 기법은 particle filter의 일종으로써 Unscented Kalman filter (UKF)를 사용하여 importance proposal distribution을 생성한다. 수치실험이 SDOF와 MDOF에 대하여 3가지 경우에 대해서 수행되었다. 비선형 SDOF의 수치 실험으로부터 잡음이 가해진 상태에서 UKF가 EKF에 비해 초기 공분산 행렬의 가정에 대해 정확하고 강인한 추정결과를 보여줌을 보였다 최하층의 column에 비선형 거동이 발생하는 5층 전단 빌딩모형의 수치실험으로부터 UKF가 복잡한 구조물의 구조계수 추정능력이 있음을 보여주었다. 여러 가지 수치실험은 UPF가 EKF보다 비선형 동적 구조계수 추정에 있어서 더 나은 방법임을 보여 주었다.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.151-158
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• 2015

This paper discusses how to use projections for the analysis of data from balanced incomplete block designs. A model is suggested as a matrix form for the interblock analysis. A second set of treatment effects can be found by projections from the suggested interblock model. The variance and covariance matrix of two estimated vectors of treatment effects is derived. The uncorrelation of two estimated vectors can be verified from their covaraince structure. The fitting constants method is employed for the calculation of block sum of squares adjusted for treatment effects.

• Management & Information Systems Review
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• v.12
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• pp.247-266
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• 2003

최근 인터넷 쇼핑몰에서 고객의 충성도에 관한 연구가 다양하게 이루어지고 있다. 또한 쇼핑몰 사용자의 경험적인 측면의 중요성이 제기되면서 많은 연구에서 이를 플로우란 개념으로 설명하고 있다. 본 연구는 인터넷 쇼핑몰에서의 최적 경험으로서의 플로우와 그 동안 인터넷 쇼핑몰 관련 연구에서 고객 충성도와의 긍정적 관계에 대해 논의가 있어온, 신뢰와 만족과의 관계를 공분산 구조 분석을 통해 경쟁 모델화 하여 비교함으로써 우수 모델을 도출하였다. 그 결과 플로우와 신뢰, 만족, 충성도간의 관계를 모두 고려한 포화모델이 우수한 모델로 도출되었다.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.111-115
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• 2003

소지역 모형들은 고정된(fixed)효과와 랜덤 효과를 포함하는 일반적 선형 혼한 모형의 특별한 경우로 간주될 수 있다. 소지역 평균이나 종계는 고정된 효과와 랜덤 효과의 일치 결합으로 표현될 수 있다. 블록 대각 공분산 구조를 갖는 선형 혼합모형(mixed model) 아래서 EBLUP은 실재문제에 있어서 많이 소지역 모형에 응용된다. 설계 가중값(design weight) 들에 의존하고 설계-일치(design consistency) 성질을 만족하는 Pseudo-EBLUP 추정량들은 소지역추정에서 합해지면 (aggregated) 사후-수정(post-adjustment)없이 벤치마킹 성질을 만족한다.