• Journal of Institute of Control, Robotics and Systems
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• v.11 no.5
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• pp.457-462
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• 2005

An empirical way of a covariance matrix which expresses the odometry uncertainty of mobile robots is proposed. This method utilizes PC-method which removes systematic errors of odometry. Once the systematic errors are removed, the odometry error can be modeled using the Gaussian probability distribution, and the parameters of the distribution can be represented by the covariance matrix. Experimental results show that the method yields $5{\%}$ and $2.3{\%}$ offset for the synchro and differential drive robots.

• 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.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.211-219
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• 2015

Generalized linear mixed models are used to analyze longitudinal categorical data. Random effects specify the serial dependence of repeated outcomes in these models; however, the estimation of a random effects covariance matrix is challenging because of many parameters in the matrix and the estimated covariance matrix should satisfy positive definiteness. Several approaches to model the random effects covariance matrix are proposed to overcome these restrictions: modified Cholesky decomposition, moving average Cholesky decomposition, and partial autocorrelation approaches. We review several approaches and present potential future work.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.37 no.6A
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• pp.450-457
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• 2012

For orthogonal frequency-division multiplexing (OFDM) systems, we propose a blind channel estimation scheme based on non-redundant precoding. In the proposed scheme, a modified covariance matrix is first obtained by dividing the covariance matrix of the received signal vector by the precoding matrix element-by-element. Then, the channel vector is estimated as an eigenvector corresponding to the largest eigenvalue of the modified covariance matrix. The eigenvector can be obtained by power method with low computational complexity instead of the complicated eigenvalue decomposition. We analytically derive a mean square error (MSE) of the proposed channel estimation scheme and show that the analysis result coincides well with the simulation result. Also, simulation results show that the proposed scheme has better MSE and bit error rate (BER) performance than conventional channel estimation schemes.

• Journal of the Korean Data and Information Science Society
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• v.27 no.3
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• pp.815-825
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• 2016

Marginalized random effects models (MREMs) are often used to analyze longitudinal categorical data. The models permit direct estimation of marginal mean parameters and specify the serial correlation of longitudinal categorical data via the random effects. However, it is not easy to estimate the random effects covariance matrix in the MREMs because the matrix is high-dimensional and must be positive-definite. To solve these restrictions, we introduce two modeling approaches of the random effects covariance matrix: partial autocorrelation and the modified Cholesky decomposition. These proposed methods are illustrated with the real data from Korean genomic epidemiology study.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.37 no.6
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• pp.48-59
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• 2000

Eigendecomposition based direction-of-arrival(DOA) estimation algorithm such as MUSIC(multiple signal classification) is known to perform well and provide high resolution in white noise environment. However, its performance degrades severely when the noise process is not white. In this paper we consider the DOA estimation problem in a colored noise environment as a problem of extracting periodic signals from noise, and we take the problem to the wavelet domain. Covariance matrix of multiscale components which are obtained by taking wavelet decomposition on the noise has a special structure which can be approximated with a banded sparse matrix. Compared with noise the correlation between multiscale components of narrowband signal decays slowly, hence the covariance matrix does not have a banded structure. Based on this fact we propose a DOA estimation algorithm that transforms the covariance matrix into wavelet domain and removes noise components located in specific bands. Simulations have been carried out to analyze the proposed algorithm in colored noise processes with various correlation properties.

• Journal of the Korean Statistical Society
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• v.15 no.2
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• pp.97-106
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• 1986

Assume that $X_1, X_2, \cdots, X_N$ are iid p-dimensional normal random vectors ($p \geq 3$) with unknown covariance matrix. The problem of estimating multivariate normal mean vector in an empirical Bayes situation is considered. Empirical Bayes estimators, obtained by Bayes treatmetn of the covariance matrix, are presented. It is shown that the estimators are minimax, each of which domainates teh maximum likelihood estimator (MLE), when the loss is nonsingular quadratic loss. We also derive approximate credibility region for the mean vector that takes advantage of the fact that the MLE is not the best estimator.

• Proceedings of the Acoustical Society of Korea Conference
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• 1993.06a
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• pp.206-209
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• 1993

The main purpose of this paper is to verify the effectiveness of a high resolution direction finding method, so called the‘averaged MUSIC’. This method uses a new sample array covariance matrix that consists of diagonal components obtained by taking averages of the diagonal component values of the sample covariance matrix for the MUSIC. The paper shows that the proposed method performs higher resolved direction-of-arrival estimation and better resolution probability than the MUSIC in such cases as low signal-to-noise ratio, when the number of sensors used is finite, based on the statistical analysis.

• Journal of Electrical Engineering and Technology
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• v.13 no.2
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• pp.868-874
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• 2018

In this paper, we propose a new jammer suppression algorithm that uses orthogonal waveform space projection (OWSP) processing for a multiple input multiple output (MIMO) radar system exposed to a jamming signal. Generally, a conventional suppression algorithm based on adaptive beamforming (ABF) needs a covariance matrix composed of the jammer and noise only. By exploiting the orthogonality of the transmitting waveforms of MIMO, we can construct a transmitting waveform space (TWS). Then, using the OWSP processing, we can build a space orthogonal to the TWS that contains no SOI. By excluding the SOI from the received signal, even in the case that contains the SOI and jamming signal, the proposed algorithm makes it possible to evaluate the covariance matrix for ABF. We applied the proposed OWSP processing to suppressing the jamming signal in bistatic MIMO radar. We verified the performance of the proposed algorithm by comparing the SINR loss to that of the ideal covariance matrix composed of the jammer and noise only. We also derived the computational complexity of the proposed algorithm and compared the estimation of the DOD and DOA using the SOI with those using the generalized likelihood ratio test (GLRT) algorithm.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.19 no.2
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• pp.345-353
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• 1994

This paper proposes a high resolution direction finding method, which is so called the 'averaged MUSIC'. This method uses a new sample array covariance matrix that consists of diagonal components obtained by taking averages of the diagonal component values of the sample covariance matrix for the MUSIC. This paper also shows that the proposed method performs higher resolced direction-of-arrival estimation than the MUSIC in such cases as low signal-to-noise ratio, closed signal sources, and limited number of sensors, based on the statistical analysis.