• Journal of the Korean Statistical Society
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• v.16 no.2
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• pp.102-112
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• 1987

This paper treats the problem of estimating an arbitrary parametric function in the case when the parameter and sample spaces are countable and the decision space is arbitrary. Using the notions of a stepwise Bayesian procedure and finite admissibility, a theorem is proved. It shows that under some assumptions, every finitely admissible estimator is unique stepwise Bayes with respect to a finite or countable sequence of mutually orthogonal priors with finite supports. Under an additional assumption, it is shown that the converse is true as well. The first can be also extended to the case when the parameter and sample space are arbitrary, i.e., not necessarily countable, and the underlying probability distributions are discrete.

• Communications for Statistical Applications and Methods
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• v.16 no.3
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• pp.511-518
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• 2009

We consider the problem of testing for change and estimating the unknown change-point in a sequence of time-ordered observations from the binomial and Poisson distributions. Including the likelihood ratio test, Gombay and Horvath (1990) tests are studied and the proposed change-point estimator is derived from their test statistic. A power study of tests and a comparison study of change-point estimators are done via simulation.

• 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.

• Journal of the Korean Statistical Society
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• v.20 no.2
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• pp.202-207
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• 1991

In Le Cam's earlier work on superefficiency, it is proved that if an estimate is superefficient at a given paramter value $\theta$$\_$0/, then there must exist an infinite sequence {$\theta$$\_$n/}) of values(conversing to $\theta$$\_$0/) at which this estimate is worse than M. L. E. for certain classes of loss functions. For one-dimensional cases, these classes of lass functions include squared error loss. However. for multi-dimensional cases, they do not. This note is to give an example where a superefficiest estimator of a multi-dimensional parameter is not inferior to M. L. E. along any sequence ($\theta$$\_$n/) converging to the point of superefficiency with respect to the squared error loss.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.38A no.5
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• pp.416-425
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• 2013

A hybrid PN code phase acquisition system based on a least-mean-square adaptive filter, interpreted as a channel estimator is proposed and analyzed for direct-sequence spread-spectrum systems under frequency selective Rayleigh fading channels. Closed form expressions are derived for the filter tap weights and detection/false alarm probabilities. Compared to previously proposed systems, the proposed system achieves smaller mean acquisition times, is more robust to the operating signal-to-noise ratio and allows for multiplication free tap weight updates.

• Journal of Communications and Networks
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• v.1 no.3
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• pp.182-188
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• 1999

The optimal joint maximum-likelihood sequence estima-for using an array of antennas is derived for synchronous direct sequence-code division multiple access (DS-CDMA) system. Each user employs a rate 1/n convolutional code for channel coding for the additive white Gaussian noise (AWGN) channel. The array re-ceiver structure is composed of beamformers in the users' direc-tions followed by a bank of matched filters. The decoder is imple-mented using a Viterbi algorithm whose states depend on the num-ber of users and the constraint length of the convolutional code. The asymptotic array multiuser coding gain(AAMCG)is defined to encompass the asymptotic multiuser coding gain and the spatial information on users' locations in the system. We derive the upper and lower bounds of the AAMCG. As an example, the upper and lower bounds of AAMCG are obtained for the two user case where each user employes the maximum free distance convolutional code with rate 1/2. The enar-far resistance property is also investigated considering the number of antenna elements and user separations in the space.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.10 no.7
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• pp.1287-1294
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• 2006

In many current wireless packet data system, the short-burst transmissions are used, and training overhead is very significant for such short burst formats. So, the availability of the short training sequence and the fast converging algorithm is essential in the adaptive equalizer. In this paper, the new equalizer algorithm is proposed to improve the performance of a MTLMS (multiple-training least mean square) based DFE (decision feedback equalizer)using the short training sequence. In the proposed method, the output of the DFE is fed back to the LMS (least mean square) based adaptive DEF loop iteratively and used as an extended training sequence. Instead of the block operation using ML (maximum likelihood) estimator, the low-complexity adaptive LMS operation is used for overall processing. Simulation results show that the perfonnance of the proposed equalizer is improved with a linear computational increase as the iterations parameter in creases and can give the more robustness to the time-varying fading.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.524-527
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• 1997

Conventional target tracking algorithms based on the linear estimation techniques perform quite efficiently when the target motion does not involve maneuvers. Target maneuvers involving short term accelerations, however, cause a bias in the measurement sequence. Accurate compensation for the bias requires processing more samples of which adds to the computational complexity. The primary motivation for employing a neural network for this task comes from the efficiency with which more features can be as inputs for bias compensation. A system architecture that efficiently integrates the fusion capabilities of a trained multilayer neural net with the tracking performance of a Kalman filter is described. The parallel processing capability of a properly trained neural network can permit fast processing of features to yield correct acceleration estimates and hence can take the burden off the primary Kalman filter which still provides the target position and velocity estimates.

• Proceedings of the IEEK Conference
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• 2001.09a
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• pp.869-872
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• 2001

Blind identification and equalization of communication channel is important because it does not need training sequence, nor does it require a priori channel information. So, we can increase the bandwidth efficiency. The linear prediction error method is perhaps the most attractive in practice due to the insensitive to blind channel estimator and equalizer length mismatch as well as for its simple adaptive algorithms. In this paper, we propose method for fractionally spaced blind equalizer with arbitrary delay using one-step forward prediction error filter from second-order statistics of the received signals for SIMO channel. Our algorithm utilizes the forward prediction error as training sequences for data estimation and desired signal for channel estimation.

• Communications for Statistical Applications and Methods
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• v.26 no.6
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• pp.635-644
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• 2019

Class probability is a fundamental target in classification that contains complete classification information. In this article, we propose a class probability estimation method when the predictor is functional. Motivated by Wang et al. (Biometrika, 95, 149-167, 2007), our estimator is obtained by training a sequence of functional weighted support vector machines (FWSVM) with different weights, which can be justified by the Fisher consistency of the hinge loss. The proposed method can be extended to multiclass classification via pairwise coupling proposed by Wu et al. (Journal of Machine Learning Research, 5, 975-1005, 2004). The use of FWSVM makes our method model-free as well as computationally efficient due to the piecewise linearity of the FWSVM solutions as functions of the weight. Numerical investigation to both synthetic and real data show the advantageous performance of the proposed method.