• 제어로봇시스템학회논문지
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• 제7권10호
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• pp.874-881
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• 2001

By showing the existence of the ARE solution and the convergence property of the DRE solution, this paper proves that a Kalman filter for the linear system with the unobservable bias is stable. It is also shown that the Kalman filter has a biased steady state estimation error whose covariance is affected mainly by the unobservable bias. Finally, the results are illustrated through a 2nd order system example including the inertial navigation system.

• 제어로봇시스템학회논문지
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• 제4권1호
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• pp.56-61
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• 1998

The velocity measurement error in the velocity-aided SDINS on the maneuvering vehicle is unavoidable and degrades the performance of the SDINS. The characteristics of the velocity measurement error can be modeled as a random bias. This paper proposes a new method for estimating the velocity measurement error in the SDINS. The generalized likelihood ratio test is used for detecting the error and a modified separate-bias Kalman filter in the feedback configuration is suggested for estimating the magnitude of the velocity measurement error.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 1995년도 추계학술대회논문집; 한국종합전시장, 24 Nov. 1995
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• pp.80-85
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• 1995

Too see the effects of finite record on the estimation of WVD in practice, a window which has time varying length is examined. Its length increases linearly with time in the first half of the record, and decreases from the center of the record. The bias error due to this window decreases inversely proportionally to the window length as time increases in the first half. In the second half, the bias error increases and the resolution decreases as time increases. The bias error due to the smoothing of WVD, which is obtained by two-dimensional convolution of the true WVD and the smoothing window, which has fixed lengths along time and frequency axes, is derived for arbitrary smoothing window function. In the case of using a Gaussian window as a smoothing window, the bias error is found to be expressed as an infinite summation of differential operators. It is demonstrated that the derived formula is well applicable to the continuous WVD, but when WVD has some discontinuities, it shows the trend of the error. This is a consequence of the assumption of the derivation, that is the continuity of WVD. For windows other than Gaussian window, the derived equation is shown to be well applicable for the prediction of the bias error.

• 한국해양공학회지
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• 제31권2호
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• pp.177-182
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• 2017

This paper describes an unscented Kalman filter approach to estimate the bias in magnetic field measurements. A microelectromechanical systems attitude heading reference system (MEMS AHRS) was used to measure the magnetic field, together with the acceleration and angular rate. A magnetic field is usually used for yaw detection, while the acceleration serves to detect the roll and pitch. Magnetic field measurements are vulnerable to distortion due to hard-iron effect and soft-iron effect. The bias in the measurement accounts for the hard-iron effect, and this paper focuses on an approach to estimate this bias. The proposed method is compared with other methods through experiments that implement the navigation of an underwater robot using an AHRS and Doppler velocity log. The results verify that the compensation of the bias by the proposed method improves the navigation performance more than or comparable to the compensation by other methods.

• 노동경제논집
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• 제42권3호
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• pp.39-74
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• 2019

본 논문에서는 2007~2013년 "대졸자직업이동경로조사" 데이터와 Dahl(2002)의 준모수적 방법론을 사용하여 선택편의를 보정한 대졸자들의 취업 초기 임금함수를 추정하고, 각 계수의 지역 간 차이가 선택편의에 기인한 것인지 검증하고자 하였다. 분석 결과, 선택편의를 보정하더라도 성별에 따른 임금 프리미엄의 지역 간 차이는 큰 변화가 없으며, 학력, 전공에 따른 임금 프리미엄의 지역 간 차이는 각각 약 18%, 11% 감소하여 여전히 지역 간에 큰 차이가 존재하는 것으로 나타났다. 한편, 서울 및 경기 지역에 대해서는 선택 편의가 미미한 것으로 나타나 대졸청년층의 수도권 선호 경향은 성별, 학력, 전공 등 노동자들의 특성에 별다른 관계없이 일반적인 것으로 보인다.

• 제어로봇시스템학회논문지
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• 제22권6호
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• pp.470-476
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• 2016

This paper proposes a practical algorithm for the reduction of measurement errors due to drift in a micro-electromechanical system (MEMS) gyros that are used for a mobile robot. Any drift in a MEMS gyro will cause an unbounded growth of errors in the estimation of heading, which makes it nearly useless in applications that require high accuracy over a long operating time. In proposed method, maneuvers of a cleaning robot are observed through encoders' measurement process and a decision to correct bias drift will be made if necessary. The method used in this paper is called the "heading estimation filter". To evaluate the accuracy of the proposed method, a comparison was made between the estimation of the heading of the cleaning robot and one from a motion capture system.

• 응용통계연구
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• 제21권3호
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• pp.537-546
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• 2008

시계열자료 분석에 있어 주요 목적 중에 하나는 미래에 대한 예측 값을 추정하는 것이다. 이 논문에서는 정상자기회귀이동평균 모형에서 변환-역변환 방법을 이용하여 예측값을 구하는 과정에서 발생하는 문제에 대해 알아보고 회귀분석에서 제안되었던 smearing 추정방법을 시계열분석에서 사용할 수 있도록 붓스트랩을 이용하여 수정한 추정법을 소개한다. Yeo-Johnson 변환 (2000)을 이용한 KOSDAQ지수의 수익률 실증분석을 통해 기존에 사용되고 있는 방법의 문제점과 제안된 방법의 적절성에 대해 고찰해 보았다.

• 응용통계연구
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• 제34권6호
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• pp.923-936
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• 2021

표본조사에서는 다수의 무응답이 발생하며 이를 적절히 처리하는 다양한 방법이 개발되었다. 특히 무응답이 관심변수에 영향을 받고 이로 인해 발생한 편향은 추정의 정확성을 크게 떨어뜨리며 무응답 처리를 어렵게 한다. 최근 Chung과 Shin (2017, 2020)은 알려진 모수적 초모집단 모형과 응답률 모형을 이용하여 추정의 정확성을 향상한 추정량을 제안하였다. 본 연구에서는 초모집단 모형의 형태를 일반화하여 비모수적 함수 형태를 설정한 후 이를 기반으로 얻어진 편향을 적절히 처리한 편향 보정 평균추정량을 제안하였다. 모의실험을 통해 본 연구에서 제안한 방법의 우수성을 확인하였다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 춘계 학술발표회 논문집
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• pp.183-188
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• 2002

Multiple imputation, proposed by Rubin, is a procedure for handling missing data. One of the attractive parts of multiple imputation is the simplicity of the variance estimation formula. Because of the simplicity, it has been often abused and misused beyond its original prescription. This paper provides the bias of the multiple imputation variance estimator for a linear point estimator and discusses when the bias can be safely neglected.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.65-73
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• 2000

Kernel estimator is very popular in nonparametric density estimation. In this paper we propose an estimator which reduces the bias to the fourth power of the bandwidth, while the variance of the estimator increases only by at most moderate constant factor. The estimator is fully nonparametric in the sense of convex combination of three kernel estimators, and has good numerical properties.