• Journal of Institute of Control, Robotics and Systems
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• v.17 no.12
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• pp.1183-1187
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• 2011

In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.

• Journal of Institute of Control, Robotics and Systems
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• v.1 no.1
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• pp.20-24
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• 1995

In this paper we analyze the performance bounds of the optimal FIR filter in continuous time systems with modeling uncertainty. The performance bounds are presented by the estimation error convariance and they are here expressed by the upper bounds of the difference of the estimation error covariance between the real and nominal values in case of the system with model uncertainties whose upper bounds are imperfrctly known a priori. The performance bounds of the optimal FIR filter are compared with those of the Kalman filter via a numerical example applied to the estimation of the motion of an aircraft carrier at sea, which shows the former has better performances than the latter.

• Journal of Preventive Medicine and Public Health
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• v.28 no.1 s.49
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• pp.187-205
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• 1995

The purpose of this study was to determine the relationships among the health concern, health practice and health status of Koreans. This study utilized the data from Korean National Health Survey (KNHS) in 1992. The data consisted of random sample of 2,799 individuals (1,304 male and 1,495 females) whose ages were between 20 and 59. The data were analyzed using SAS version 6.04 and LISREL version 7.13. The analytic methods for the study were chi-square analysis and covariance structural analysis. The results of the study were as follows. (1) There were significant positive relationships between health concern level and health practice index, and between health practice index and self-perceived health status. (2) There were negative relationships between practice index and chronic illness, and between health practice index and acute illness only in female. (3) Based on the findings, the structural model of the health concern, health practice, health status and socioeconomic variables was established and then the covariance structural analysis was used. The higher educational level and economic status were, the higher the health concern was. And urban residents were much more concerned with their health than rural residents. The more persons were concerned with health, the more they did health practices. And the more the health practice was, the higher the health status was. The younger the persons were and the higher the health status of one's family was, the higher the health status was. In female, the higher the economic status was, the higher the health status was.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.30 no.5
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• pp.445-458
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• 2012

The objective of GPS control surveying is ultimately to determine coordinate sets of control points within targeted accuracy through a series of observations and network adjustments. To this end, it is of equivalent importance for the accuracy of these coordinates to be realistically represented by using an appropriate method. The accuracy representation can be quantitively made by the variance-covariance matrices of the estimates, of which features are sensitive to the mathematical models used in the adjustment. This paper deals with impact of functional and stochastic modeling techniques into the accuracy representation of the GPS control surveying with a view of gaining background for its standardization. In order to achieve this goal, mathematical theory and procedure of the single-baseline based multi-session adjustment has been rigorously reviewed together with numerical analysis through processing real world data. Based on this study, it was possible to draw a conclusion that weighted-constrained adjustment with the empirical stochastic model was among the best scheme to more realistically describe both of the absolute and relative accuracies of the GPS surveying results.

• Journal of Ocean Engineering and Technology
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• v.31 no.4
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• pp.315-323
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• 2017

This paper presents an integrated navigation system that combines ultra-short baseline (USBL), Doppler velocity log (DVL), and heading measurements for a deep-sea remotely operated vehicle, Hemire. A navigation model is introduced based on the kinematic relation of the position and velocity. The system states are predicted using the navigation model and corrected with the USBL, DVL, and heading measurements using the Kalman filter. The performance of the navigation system was confirmed through re-navigation simulations with the measured data at the Southern Mariana Arc submarine volcanoes. Based on the characteristics of the measurements, the design process for the parameters of the system modeling error covariance, measurement error covariance, and initial error covariance are presented. This paper reviews the influence of the outliers and blackout of the USBL and DVL measurements, and proposes an outlier rejection algorithm that is robust to USBL blackout. The effectiveness of the method is demonstrated with re-navigation for the data that includes USBL blackouts.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.14 no.3
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• pp.463-472
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• 1994

A method of stochastic response analysis of base-isolated fluid-filled pool structures subject to random ground excitations is studied. Fluid-structure interaction effects between the flexible walls and contained fluid are taken into account in the form of added mass matrix derived by FEM modeling of the contained fluid motion. The stationary ground excitation is represented by Modified Clough-Penzien spectral model and the nonstationary one is obtained by imposing an envelope function on the stationary one. The stationary and nonstationary response statistics of the two different isolation systems are obtained by solving the governing Lyapunov covariance matrix differential equations.

• Journal of the Korean earth science society
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• v.23 no.1
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• pp.15-29
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• 2002

Bayesian inversion for gravity and resistivity data was performed to investigate the cavity structure appearing as a lava tunnel in Cheju Island, Korea. Dipole-dipole DC resistivity data were proposed for a prior information of gravity data and we applied the geostatistical techniques such as kriging and simulation algorithms to provide a prior model information and covariance matrix in data domain. The inverted resistivity section gave the indicator variogram modeling for each threshold and it provided spatial uncertainty to give a prior PDF by sequential indicator simulations. We also presented a more objective way to make data covariance matrix that reflects the state of the achieved field data by geostatistical technique, cross-validation. Then Gaussian approximation was adopted for the inference of characteristics of the marginal distributions of model parameters and Broyden update for simple calculation of sensitivity matrix and SVD was applied. Generally cavity investigation by geophysical exploration is difficult and success is hard to be achieved. However, this exotic multiple interpretations showed remarkable improvement and stability for interpretation when compared to data-fit alone results, and suggested the possibility of diverse application for Bayesian inversion in geophysical inverse problem.

• Communications for Statistical Applications and Methods
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• v.29 no.1
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• pp.65-83
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• 2022

Although various statistical methods have been developed to map time-dependent genetic factors, most identified genetic variants can explain only a small portion of the estimated genetic variation in longitudinal traits. Gene-gene and gene-time/environment interactions are known to be important putative sources of the missing heritability. However, mapping epistatic gene-gene interactions is extremely difficult due to the very large parameter spaces for models containing such interactions. In this paper, we develop a Gaussian process (GP) based nonparametric Bayesian variable selection method for longitudinal data. It maps multiple genetic markers without restricting to pairwise interactions. Rather than modeling each main and interaction term explicitly, the GP model measures the importance of each marker, regardless of whether it is mostly due to a main effect or some interaction effect(s), via an unspecified function. To improve the flexibility of the GP model, we propose a novel grid-based method for the within-subject dependence structure. The proposed method can accurately approximate complex covariance structures. The dimension of the covariance matrix depends only on the number of fixed grid points although each subject may have different numbers of measurements at different time points. The deviance information criterion (DIC) and the Bayesian predictive information criterion (BPIC) are proposed for selecting an optimal number of grid points. To efficiently draw posterior samples, we combine a hybrid Monte Carlo method with a partially collapsed Gibbs (PCG) sampler. We apply the proposed GP model to a mouse dataset on age-related body weight.

• Journal of Korean Academy of Nursing
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• v.43 no.6
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• pp.791-800
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• 2013

Purpose: This study was done to test a structural equation modeling of case management outcomes in order to identify parameters affecting case management outcomes for the community-dwelling vulnerable elders. Methods: Data were collected from 309 nurses (case managers) and community-dwelling vulnerable elders (clients) from public health centers. For data analysis, descriptive statistics, Pearson correlation analysis, factor analysis, and covariance structure analysis were performed using SPSS Version 18.0 for Windows and Amos 16.0. Results: The hypothetical model had an acceptable fit: GFI=.97, CFI=.95, RMSEA=.02, SRMR=.05. The factor "case managers' singularity" had the greatest impact on case management outcomes in this model. In addition, the factor "case management practice" influenced case management outcomes; however, client characteristics did not. Case managers' singularity affected case management outcomes directly and indirectly, with case management practice mediating the latter effect. Conclusion: These results suggest that the causal relationship between case management outcomes and factors influencing these outcomes should be clarified through longitudinal research including a variety of client characteristics. In addition, in future studies, analysis of the effects of programs to improve manpower quality and examine the relationships among case management outcomes should be done.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.30 no.6_1
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• pp.575-581
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• 2012

In general, various modeling and estimation techniques have been proposed to extract the tropospheric and ionospheric delays from the GPS CORS. In this study, Kalman filter approach is adopted to estimate the tropospheric and ionospheric delays and the proper modeling for the state vector and the variance-covariance matrix for the process noises are performed. The coordinates of reference stations and the zenith wet delays are estimated with the assumption of random walk stochastic process. Also, the first-order Gauss-Markov stochastic process is applied to compute the ionospheric effects. For the evaluation of the proposed modeling technique, Kalman filter algorithm is implemented and the numerical test is performed with the CORS data. The results show that the atmospheric effects can be estimated successfully and, as a consequence, can be used for the generation of VRS data.