• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.633-641
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• 2001

The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.551-561
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• 2001

This paper deals with the asymptotic properties for statistical inferences of the parameters in nonlinear regression models. As an optimal criterion for robust estimators of the regression parameters, the regression quantile method is proposed. This paper defines the regression quintile estimators in the nonlinear models and provides simple and practical sufficient conditions for the asymptotic normality of the proposed estimators when the parameter space is compact. The efficiency of the proposed estimator is especially well compared with least squares estimator, least absolute deviation estimator under asymmetric error distribution.

• Wind and Structures
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• v.17 no.4
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• pp.451-464
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• 2013

This study develops an extended inverse input estimation algorithm with intelligent adaptive fuzzy weighting to effectively estimate the unknown input wind load of nonlinear structural systems. This algorithm combines the extended Kalman filter and recursive least squares estimator with intelligent adaptive fuzzy weighting. This study investigated the unknown input wind load applied on a tower structural system. Nonlinear characteristics will exist in various structural systems. The nonlinear characteristics are particularly more obvious when applying larger input wind load. Numerical simulation cases involving different input wind load types are studied in this paper. The simulation results verify the nonlinear characteristics of the structural system. This algorithm is effective in estimating unknown input wind loads.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.31-39
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• 2001

For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.288-295
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• 1995

In this paper a hypotheses test procedure based on the least absolute deviation estimators for the unknown parameters in nonlinear regression models is investigated. The asymptotic distribution of the proposed likelihood ratio test statistic are established voth under the null hypotheses and a sequence of local alternative hypotheses. The asymptotic relative efficiency of the proposed test with classical test based on the least squares estimator is also discussed.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.457-460
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• 1996

An adaptive pH control is developed to manipulate the nonlinearities and time-varying properties of pH systems. In this research, we estimate two adjustable parameters by using the recursive least squares method and a nonlinear PI controller is used to control pH systems based on the estimated two parameters.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.10
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• pp.1874-1881
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• 2010

A recursive linear stochastic error compensation algorithm is newly proposed for target localization in sensor network which provides range difference of arrival(RDOA) measurements. Target localization with RDOA is a well-known nonlinear estimation problem. Since it can not solve with a closed-form solution, the numerical methods sensitive to initial guess are often used before. As an alternative solution, a pseudo-linear estimation scheme has been used but the auto-correlation of measurement noise still causes unacceptable estimation errors under low SNR conditions. To overcome these problems, a stochastic error compensation method is applied for the target localization problem under the assumption that a priori stochastic information of RDOA measurement noise is available. Apart from the existing methods, the proposed linear target localization scheme can recursively compute the target position estimate which converges to true position in probability. In addition, it is remarked that the suggested algorithm has a structural reconciliation with the existing one such as linear correction least squares(LCLS) estimator. Through the computer simulations, it is demonstrated that the proposed method shows better performance than the LCLS method and guarantees fast and reliable convergence characteristic compared to the nonlinear method.

• 제어로봇시스템학회:학술대회논문집
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• 1988.10b
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• pp.1041-1044
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• 1988

This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.1553-1556
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• 1997

In the paper, we porpose a new mehtod of extending PLS(Partial Least Squares) regressiion method to nonlinear framework and apply it to the estimation of product compositions in high-purity distillation column. There have veen similar efforets to overcome drawbacks of PLS by using nonlinear-mapping ability of meural networks, however, they failed to show great improvement over PLS since they focused only in capturing nonlinear functional relationship between input data, not on nonlinear correlation inthe data set. By incorporating the structure of Robust Auto Associative Networks(RAAN) into that of previous nonlinear PLS, we can handle nonlinear correlation as well as nonlinear functional relationship. The application result shows that the proposed method performs better than previous ones even for nonlinearities caused by changing operating conditions, limited observations, and existence of meas-unrement noises.

• The Korean Journal of Applied Statistics
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• v.4 no.1
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• pp.13-24
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• 1991

This paper presents a Monte Carlo evaluation of estimators for nonlinear consored simultaneous equations models. We examine the performance of the maximum likelihood estimator (MLE), the two-step quasi maximum likelihood estimator (2QMLE) proposed by Lee and Hurd (1989), and another quasi MLe using least squares at the first step (LSAE) under varying degrees of freedom and underlying distributions, Although QMLE's are not necessarily consistent, the Monte Carlo results show that the 2QMLE may be used as an alternative to MLE when MLE is not applicable in practice.