• The Korean Journal of Applied Statistics
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• v.35 no.4
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• pp.569-577
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• 2022

Simulation studies are often conducted when it is difficult to compare the performance of nonparametric estimators theoretically. Kim and Kim (2021) showed that more systematic and accurate comparisons can be made if you analyze the simulation results using a regression model,. This study is a complementary study on Kim and Kim (2021). In the variance-covariance matrix for the error term of the regression model, only heteroscedasticity was considered and covariance was ignored in the previous study. When covariance is considered together with the heteroscedasticity, the variance-covariance matrix becomes a block diagonal matrix. In this study, a method of estimating and using the block diagonal variance-covariance matrix for the analysis was presented. This allows you to find more pairs of estimators with significant performance differences while ensuring the nominal confidence level.

• The Journal of the Acoustical Society of Korea
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• v.35 no.5
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• pp.395-402
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• 2016

In this paper, a wideband adaptive beamforming approach for an acoustic vector sensor linear array is presented. It is a very important issue to estimate the stable covariance matrix for adaptive beamforming. In the conventional wideband adaptive beamforming based on coherent signal-subspace (CSS) processing, the error of bearing estimates is resulted from the focusing matrix estimation and the large number of data snapshot is necessary. To alleviate the estimation error and snapshot deficiency in estimating covariance matrix, the steered covariance matrix method in the pressure sensor is extended to the vector sensor array, and the subarray technique is incorporated. By this technique, more accurate azimuth estimates and a stable covariance matrix can be obtained with a small number of data snapshot. Through simulation, the azimuth estimation performance of the proposed beamforming method and a wideband adaptive beamforming based on CSS processing are assessed.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.38 no.3
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• pp.243-248
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• 2010

This study addresses spacecraft moment of inertial estimation approach using Modified Rodrigues Parameters(MRP). The MRP offer advantage by avoiding singularity in Kalman Filter design for attitude determination caused by the norm constraint of quaternion parameters. Meanwhile, MRP may suffer singularity for large angular displacement, so that we designed appropriate reference attitude motion for accurate estimation. The proposed approach is expected to provide stable error covariance update with accurate spacecraft mass property estimation results.

• Journal of the Korean Institute of Intelligent Systems
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• v.25 no.4
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• pp.361-368
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• 2015

This paper reports an unscented Kalman filter approach for localization of a mobile robot in an indoor environment. The method proposes a new model of measurement uncertainty which adjusts the error covariance according to the measured distance. The method also uses non-zero off diagonal values in error covariance matrices of motion uncertainty and measurement uncertainty. The method is tested through experiments in an indoor environment of 100*40 m working space using a differential drive robot which uses Laser range finder as an exteroceptive sensor. The results compare the localization performance of the proposed method with the conventional method which doesn't use adaptive measurement uncertainty model. Also, the experiment verifies the improvement due to non-zero off diagonal elements in covariance matrices. This paper contributes to implementing and evaluating a practical UKF approach for mobile robot localization.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.5 no.3
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• pp.459-464
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• 2001

We propose a transmit beamforming algerian for array antenna in FDD (Frequency Division Duplex) environments. The proposed method estimates the directions and spectra of the users, and constructs the spatial covariance matrix of the interferences at the downlink frequency. The weights are computed by that covariance matrix and desired user's direction vector Simulations are performed under Rayleigh fading environments. The proposed method don't need the data feedback, has the enhanced performance in BER (Bit Error Rate).

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.39 no.2
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• pp.166-175
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• 2002

In this paper. we predict tracking performance of the probabilistic strongest neighbor filter (PSNF). The PSNF is known to be consistent and superior to the probabilistic data association filter (PDAF) in both performance and computation. The PSNF takes into account the probability that the measurement with the strongest intensity in the neighborhood of the predicted target measurement location is not target-originated. The tracking performance of the PSNF is quantified in terms of its estimation error covariance matrix. The estimation error covariance matrix is approximately evaluated by using the hybrid conditional average approach (HYCA). We performed numerical experiments to show the validity of our performance prediction.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.49 no.1
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• pp.74-79
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• 2012

Scalar quantification of the angular prediction error covariance matrix is considered for characterizing tracking performances in phased array radar tracking. Specifically, the maximum eigenvalue and the trace of the covariance matrix are examined in terms of consistency in parameterizing the probability of detection, taking antenna beam-pointing losses into account, and it is shown numerically that the latter is more consistent.

• Communications for Statistical Applications and Methods
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• v.15 no.3
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• pp.333-342
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• 2008

Variable selection theorem in the linear regression model is extended to the analysis of covariance model. When some of regression variables are omitted from the model, it reduces the variance of the estimators but introduces bias. Thus an appropriate balance between a biased model and one with large variances is recommended.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.30 no.7
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• pp.51-60
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• 2002

The Monte-Carlo simulation of statistical analysis is used to investigate the final conditions of states as well as the footprint boundaries resulting from the atmospheric re-entry dispersions. The re-entry dispersions in this paper are specified by a $7\times7$ covariance matrix of latitude, longitude, altitude, bank angle, flight path angle, heading error, and range at entry velocity. The error sources that affect these at re-entry for a deboost are the uncertainties associated with atmospheric density and temperature, initial errors, wind, and estimation error of aerodynamic coefficients. Using $3{\sigma}_n$ deviations of these errors and a nominal flight trajectory, the covariance matrix of state variables can be determined by performing a trajectory error analysis. Major considerations in the application of the Monte-Carlo method are the simulation of perturbed trajectories, bank reversal, and determination of the impact points for each of these trajectories. This paper analyzes the results of uncertainties from the viewpoint of aero-coefficients and bank reversal.

• 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.