• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1997.10a
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• pp.350-355
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• 1997

The problem of mathematical model for an unknown system by measureing its input-output data pairs is generally referred to as state estimates. The state estimation problem is often of importance in its own right since we may want to know the value of the states. For instance, in navigation, we may take noisy positional fixes using satelite or radar navigation, and the estimator can use these measurements to provide accurate estimates of current position, hedaing, and velocity. And the state estimates can also be used for control purposes. Then it is very important to know the state of plant. In this paper, the theory of the minimization of a loss function was used to design the fuzzy system. Here, the used teory is Least Square Esimation method. This parametrization has the Linear in the parameters charcteristic that allows standard parameter estimation technique to be used to estimate the parameters of the fuzzy system. The combination of the fuzzy system and the estimation m thod then performs as a nonlinear estimator. If several fuzzy label are defined for the input variables at the antecedent part, the fuzzy system then behaves as a collection of nonlinear estimators where different regions of rules have different parameters. In simulation results, the fuzzy model controlled a difference in the structure between the actual plant and the fuzzy estimator. It is also proved that the fuzzy system is equivalent to its transformed system. therefore we was able to get the state space equation of system with the estimated paramater.

• Communications for Statistical Applications and Methods
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• v.16 no.2
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• pp.265-275
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• 2009

This paper considers a linear regression model with a spatial autoregressive disturbance with ill-posed data and proposes the generalized maximum entropy(GME) estimator of regression coefficients. The performance of this estimator is investigated via Monte Carlo experiments. The results show that the GME estimator provides efficient and robust estimate for the unknown parameter.

• Journal of the Korean Society for Precision Engineering
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• v.16 no.8
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• pp.186-192
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• 1999

This paper introduces a study of a method for the forward kinematic analysis, which finds the 6 DOF motions and velocities from the given six cylinder lengths in the Stewart platform. From the viewpoints of kinematics, the solution for the inverse kinematic is easily found by using the vectors of the links which are composed of the joint coordinates in base and plate frames, to act contrary to the serial manipulator, but forward kinematic is difficult because of the nonlinearity and complexity of the Stewart platform dynamic equation with the multi-solutions. Hence we, first in this study, introduce the linear estimator using the Luenberger's observer, and the estimator using the nonlinear measured model for the forward kinematic solutions. But it is difficult to find the parameter of the design for the estimation gain or to select the estimation gain and the constant steady state error exists. So this study suggests the estimator with the estimation gain to be learned by the neural network with the structure of multi-perceptron and the learning method using back propagation and shows the estimation performance using the simulation.

• Journal of the Korean Data and Information Science Society
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• v.20 no.4
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• pp.719-731
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• 2009

This paper deals with properties of the exponentiated extreme value distribution. We derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponentiated extreme value distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.71-80
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• 2007

The present paper investigates estimation of a scale parameter of a gamma distribution using a loss function that reflects both goodness of fit and precision of estimation. The Bayes and empirical Bayes estimators rotative to balanced loss functions (BLFs) are derived and optimality of some estimators are studied.

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.629-638
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• 2005

We derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the extreme value distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

• Communications for Statistical Applications and Methods
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• v.23 no.5
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• pp.411-421
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• 2016

Large frequency limiting distributions of two errors in realized covariance are investigated under noisy and non-synchronous high frequency sampling situations. The first distribution characterizes increased variance of the realized covariance due to noise for large frequency and the second distribution characterizes decreased variance of the realized covariance due to discretization for large frequency. The distribution of the combined error enables us to determine the sampling frequency which depends on a nuisance parameter. A consistent estimator of the nuisance parameter is proposed.

• Water Engineering Research
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• v.4 no.3
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• pp.155-173
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• 2003

Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1319-1328
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• 2006

For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

• Journal of Korean Society for Quality Management
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• v.24 no.4
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• pp.103-111
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• 1996

This paper provides a test of the composite hypothesis that a random sample is (two parameter) gamma distributed when both the scale and shape parameters are estimated from the data. The test statistic is a variant of the usual Anderson-Darling statistic, the primary difference being that the statistic is based on the maximum likelihood estimator of the shape parameter of the assumed gamma distribution. The percentage points are developed via simulation and are presented graphically. Examples are provided.