• Title/Summary/Keyword: Parameter Studies

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Estimation in Autoregressive Process with Non-negative Innovations (양(陽)의 오차(誤差)를 가지는 백기회귀모형(白己回歸模型)에서의 추정(推定))

  • Lee, Kwang-Ho;Park, Jeong-Gun
    • Journal of the Korean Data and Information Science Society
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    • v.3 no.1
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    • pp.65-78
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    • 1992
  • In this paper, we obtain the natural estimators of the coefficient parameters and propose strongly consistent estimators of the parameter in the autoregressive model of order three with non-negative innovations. It is shown that the natural estimators are also strongly consistent for the parameters. We also compare the proposed estimators with the natural estimators and the least square estimators via Monte Carlo simulation studies.

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The design of robust decentralized adaptive controller of interconnected system (연계시스템의 강건한 분할적응제어기의 설계)

  • 홍선학;임화영
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10a
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    • pp.313-316
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    • 1990
  • This paper proposes the design of the decentralized adaptive controllers which are an arbitrary interconnection of sub-systems with unknown parameters, nonlinear ities and bounded disturbances. In order to exponentially converge the state and parameter errors, robust decentralized adaptive controllers are developed for stabilization and tracking the parameters. In the simulation studies of the decentralized adaptive control of a two-area interconnected power system, the effectiveness of the proposed adaptive schemes is demonstrated.

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HÖLDER CONVERGENCE OF THE WEAK SOLUTION TO AN EVOLUTION EQUATION OF p-GINZBURG-LANDAU TYPE

  • Lei, Yutian
    • Journal of the Korean Mathematical Society
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    • v.44 no.3
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    • pp.585-603
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    • 2007
  • The author studies the local $H\ddot{o}lder$ convergence of the solution to an evolution equation of p-Ginzburg-Landau type, to the heat flow of the p-harmonic map, when the parameter tends to zero. The convergence is derived by establishing a uniform gradient estimation for the solution of the regularized equation.

ESTIMATION AND SENSITIVITY OF GOMPERTZ PARAMETERS WITH MORTALITY DECELERATION RATE

  • PITCHAIMANI M.
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.311-320
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    • 2005
  • Studies in the evolutionary biology of aging require good estimates of the age-dependent mortality rate coefficient (one of the Gompertz parameters). In this paper we introduce an alternative algorithm for estimating this parameter. And we discuss the sensitivity of the estimates to changes in the other model parameters.

Improved Nonlinear Speed Control of PM Synchronous Motor using Time Delay Control (시간지연 제어를 이용한 영구자석형 동기전동기의 개선된 비선형 속도제어)

  • 백인철
    • Proceedings of the KIPE Conference
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    • 1998.07a
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    • pp.299-304
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    • 1998
  • An improved nonlinear speed control of a permanent magnet synchronous motor(PMSM) is presented. A quasi-linearized and decoupled model including the influence of parameter variations and speed measurement error on the nonlinear speed control of a PMSM is derived. Using this model, to overcome the drawbacks of conventional nonlinear control scheme, the improved nonlinear control scheme that employs time delay control(TDC) is proposed. To show the validity of the proposed control scheme, simulation studies are carried out and compared with the conventional control scheme.

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A Fuzzy-ARTMAP Equalizer for Compensating the Nonlinearity of Satellite Communication Channel

  • Lee, Jung-Sik
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.26 no.8B
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    • pp.1078-1084
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    • 2001
  • In this paper, fuzzy-ARTMAP neural network is applied for compensating the nonlinearity of satellite communication channel. The fuzzy-ARTMAP is made of using fuzzy logic and ART neural network. By a match tracking process with vigilance parameter, fuzzy ARTMAP neural network achieves a minimax learning rule that minimizes predictive error and maximizes generalization. Thus, the system automatically learns a minimal number of recognition categories, or hidden units, to meet accuracy criteria. Simulation studies are performed over satellite nonlinear channels. The performance of proposed fuzzy-ARTMAP equalizer is compared with MLP-basis equalizers.

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Nonlinear Regression Quantile Estimators

  • Park, Seung-Hoe;Kim, Hae kyung;Park, Kyung-Ok
    • 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.

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INFERENCE FOR PEAKEDNESS ORDERING BETWEEN TWO DISTRIBUTIONS

  • Oh, Myong-Sik
    • Journal of the Korean Statistical Society
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    • v.33 no.3
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    • pp.303-312
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    • 2004
  • The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter. This is the peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose non parametric maximum likelihood estimators of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

Strong Representations for LAD Estimators in AR(1) Models

  • Kang, Hee-Jeong;Shin, Key-Il
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.349-358
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    • 1998
  • Consider the AR(1) model $X_{t}$=$\beta$ $X_{t-1}$+$\varepsilon$$_{t}$ where $\beta$ < 1 is an unknown parameter to be estimated and {$\varepsilon$$_{t}$} denotes the independent and identically distributed error terms with unknown common distribution function F. In this paper, a strong representation for the least absolute deviation (LAD) estimate of $\beta$ in AR(1) models is obtained under some mild conditions on F. on F.F.

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A Note on Linear SVM in Gaussian Classes

  • Jeon, Yongho
    • Communications for Statistical Applications and Methods
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    • v.20 no.3
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    • pp.225-233
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    • 2013
  • The linear support vector machine(SVM) is motivated by the maximal margin separating hyperplane and is a popular tool for binary classification tasks. Many studies exist on the consistency properties of SVM; however, it is unknown whether the linear SVM is consistent for estimating the optimal classification boundary even in the simple case of two Gaussian classes with a common covariance, where the optimal classification boundary is linear. In this paper we show that the linear SVM can be inconsistent in the univariate Gaussian classification problem with a common variance, even when the best tuning parameter is used.