• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.175-185
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• 1996

For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

• The Journal of the Acoustical Society of Korea
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• v.24 no.4E
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• pp.152-157
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• 2005

In this paper, a new data-aided joint phase and frequency estimator, which has very low computational complexity, is proposed and its variances of phase and frequency estimates are derived. To estimate the phase and frequency offset, first of all, the overall observation interval is divided into same length sub-intervals, and then phase estimates are independently computed based on symbols of the each sub-intervals. To be continue the sequence of computed phase estimates, proper integer multiples of $2{\pi}$ are added to (or subtracted from) the computed phase estimates, which is called linearized phase estimate. The phase offset of the proposed joint estimator is estimated by averaging the linearized phase estimates and the frequency offset by averaging the differences between consecutive linearized phase estimates. The variance of the proposed phase offset estimate is same to MCRB of phase if there is no frequency offset, but it is smaller than MCRB of phase if there is frequency offset. However, the variance of the proposed frequency offset estimate is bigger by at least 0.5 dB than MCRB of frequency with the same observation interval.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.41-61
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• 2001

The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.4C
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• pp.424-429
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• 2009

This paper suggests an autocorrelation function (AF) based carrier frequency offset (CFO) estimator based on a training sequence in flat fading channels. The proposed CFO estimator has the reduced computational burdens in the calculation of the AF when compared to AF-based conventional frequency estimators. The simulation results show that the proposed estimator achieves a better performance than the existing estimators. Furthermore, the performance of the proposed method has been observed to lie close to the Cramer-Rao lower bound (CRLB).

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.2087-2089
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• 2003

The presence of narrowband interference (NBI) in Direct-sequence code division multiple access (DS/CDMA) systems is an inevitable problem when the interference is strong enough. The improvement in the system performance employs by adaptive narrowband interference suppression techniques. Basically there have been two types of method for narrowband interference suppression estimator/subtracter approaches and transform domain approaches. In this paper the focus is on the type of estimator/subtracter approaches. However, the binary direct sequence (DS) signal, that acts as noise in the prediction process is highly non-Gaussian. The case of a Gaussian interferer with known in an autoregressive (AR) signal or a digital signal and also in a sinusoidal signal (Tone) that included in is paper. The proposed NBI suppression is presence in an adaptive IIR notch filter for lattice structure and more powerful by using a variable step-size algorithm. The simulation results show that the proposed algorithm can significantly increase the convergence rate and improved system performance when compare with adaptive least mean square algorithm (LMS).

• Bulletin of the Korean Mathematical Society
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• v.54 no.1
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• pp.343-358
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• 2017

Let {$X_i$} be a sequence of stationary ${\alpha}-mixing$ random variables with probability density function f(x). The recursive kernel estimators of f(x) are defined by $$\hat{f}_n(x)={\frac{1}{n\sqrt{b_n}}{\sum_{j=1}^{n}}b_j{^{-\frac{1}{2}}K(\frac{x-X_j}{b_j})\;and\;{\tilde{f}}_n(x)={\frac{1}{n}}{\sum_{j=1}^{n}}{\frac{1}{b_j}}K(\frac{x-X_j}{b_j})$$, where 0 < $b_n{\rightarrow}0$ is bandwith and K is some kernel function. Under appropriate conditions, we establish the Berry-Esseen bounds for these estimators of f(x), which show the convergence rates of asymptotic normality of the estimators.

• 제어로봇시스템학회:학술대회논문집
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• 2002.10a
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• pp.86.5-86
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• 2002

The measurement sensor may contain unknown bias in addition to the white noise in the measurement sequence. In this paper, fault detection and diagnosis scheme for the measurement sensor is developed based on the adaptive estimator. The proposed scheme consists of a parallel bank of Kalman-type filters each matched to a set of different possible biases, a mode probability evaluator, an estimate combiner at the outputs of the filters, a bias estimator, and a fault detection and diagnosis logic. Monte Carlo simulations for the PWR steam generator in the nuclear power plant are provided to illustrate the effectiveness of the proposed scheme.

• Proceedings of the Korea Society for Industrial Systems Conference
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• 2001.05a
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• pp.318-324
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• 2001

In this paper we propose the adaptive scheme to place more search points as long as the operation tapability of the motion estimator in the video codec permits. And the proposed algorithm takes advantage of the intuitive fact that the quality of the decoded video is more degraded as the spatial frequency of the corresponding block is increased due to the augmentation of local minima per unit area. Thererore, we propose the scheme to enhance the quality by locating relatively more search points in the block with high frequency components by analyzing the spatial frequencies of the video sequence. As a result, the proposed scheme can adaptively place more search points possibly permitted by the motion estimator and guarantees better quality compared to the TSS and FS.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.38 no.5
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• pp.509-517
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• 2001

Full-search algorithm requires large amount of computation which causes time delay or very complex hardware architecture for real time implementation. In this paper, we propose a fast motion estimator based on bit-plane matching, which reduce the computational complexity and the hardware cost. In the proposed motion estimator, the conventional motion estimation algorithms are applied to the binary images directly extracted from the video sequence. Furthermore, in the proposed VLSI motion estimator, we employ a Pair of processing cores that calculate the motion vector continuously By controlling the data flow in a systolic fashion using the internal shift registers in the processing cores, we avoid using SRAM (local memory) so that we remove the time overhead for accessing the local memory and adopt lower-cost fabrication technology. We modeled and tested the proposed motion estimator in VHDL, and then synthesized the whole system which has been integrated in a 0.6-$\mu$m triple-metal CMOS chip of size 8.15 X 10.84$\textrm{mm}^2$.

• Industrial Engineering and Management Systems
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• v.4 no.1
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• pp.1-22
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• 2005

This paper presents new scheduling heuristics, namely Mean Progressive Weighted Tardiness Estimator (MPWT) Heuristic Method and modified priority rules with sequence-dependent setup times consideration. These are designed to solve job shop scheduling problems with new performance measures - progressive weighted tardiness penalties. More realistic constraints, which are inter-machine overlapping sequence-dependent setup times, are considered. In real production environments, inter-machine overlapping sequence-dependent setups are significant. Therefore, modified scheduling generation algorithms of active and nondelay schedules for job shop problems with inter-machine overlapping sequence-dependent setup times are proposed in this paper. In addition, new customer-based measures of performance, which are total earliness and progressive weighted tardiness, and total progressive weighted tardiness, are proposed. The objective of the first experiment is to compare the proposed priority rules with the consideration of sequence-dependent setup times and the standard priority rules without setup times consideration. The results indicate that the proposed priority rules with setup times consideration are superior to the standard priority rules without the consideration of setup times. From the second experiment and the third experiment to compare the proposed MPWT heuristic approach with the efficient priority rules with setup times consideration, the MPWT heuristic method is significantly superior to the Batched Apparent Tardiness Cost with Sequence-dependent Setups (BATCS) rule, and other priority rules based on total earliness and progressive weighted tardiness, and total earliness and tardiness.