• 센서학회지
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• 제26권4호
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• pp.286-291
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• 2017

With regards to heading estimation using gyroscope and magnetometer signals, magnetic disturbance added in the magnetometer signals is a main degradation factor in the estimation accuracy. Although there are a number of existing mechanisms that may properly compensate for the magnetic disturbances, they are designed to react only to the magnetic disturbances, but not to the time derivative of disturbances. Note that the sensors may experience abrupt changes in the magnetic disturbances, particularly for ambulatory applications. This paper proposes a magnetic disturbance model-embedded heading estimation filter for time-varying magnetic environments. The proposed magnetic disturbance model is based on a first-order Markov chain with a conditional switching technique depending on the time derivative of disturbances. Once a high amount of derivative is detected, the corrupted magnetometer signals are discarded to protect the filter from them. In our experimental results, the averaged heading error of tests was $1.46^{\circ}$, while that of the original approach without switching was $5.75^{\circ}$.

• Journal of the Korean Data and Information Science Society
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• 제8권2호
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• pp.271-276
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• 1997

A dynamic discount approach is proposed for the estimation of the Poisson parameter and the forecasting of the Poisson random variable, where the parameter of the Poisson distribution varies over time intervals. The recursive estimation procedure of the Poisson parameter is provided. Also the forecasted distribution of the Poisson random variable in the next time interval based on the information gathered until the current time interval is provided.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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• pp.980-983
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• 1996

A new version of the discrete-time optimal FIR (finite impulse response) filter utilizing only the measurements of finite sliding estimation window is suggested for linear time-invariant state-space models. This filter is called the BLUFIR (best linear unbiased finite impulse response) filter since it provides the BLUE (best linear unbiased estimate) of the state obtained from the measurements of the estimation window. It is shown that the BLUFIR filter has the deadbeat property when there are no noises in the estimation window.

• Journal of the Korean Data and Information Science Society
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• 제7권2호
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• pp.227-234
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• 1996

The discount survival model is proposed for the application of the Cox model on the analysis of survival data with time-varying effects of covariates. Algorithms for the recursive estimation of the parameter vector and the retrospective estimation of the survival function are suggested. Also the algorithm of forecasting of the survival function of individuals of specific covariates in the next time interval based on the information gathered until the end of a certain time interval is suggested.

• Journal of the Korean Statistical Society
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• 제32권4호
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• pp.385-399
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• 2003

We first introduce the quasi-score estimating function and applied the quasi-score estimating function to nonlinear time series models. We proposed the M quasi-score estimating functions bounded functions for the quasi-score estimating functions. Also, we investigated the asymptotic properties of quasi-likelihood estimators and M quasi-likelihood estimators. Simulation results show that the M quasi-likelihood estimators work better than the least squares estimators under the heavy-tailed distributions

• International Journal of Control, Automation, and Systems
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• 제3권1호
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• pp.117-121
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• 2005

This paper deals with the state estimation of linear time-invariant discrete systems with unknown inputs. The forward sequences of the output are treated as additional outputs. In this case, the rank condition for designing the unknown input estimator is relaxed. The gain for minimal estimation error variance is presented, and a numerical example is given to verify the proposed unknown input estimator.

• 대한교통학회지
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• 제18권1호
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• pp.47-59
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• 2000

본 연구에서는 고속도로 교통관리시스템에서 VDS 교통정보 와 대상지역의 TCS로부터 여행시간을 수집하고, 이들 자료를 토대로 신경망 이론을 이용한 여행시간 추정(Estimation)모형을 구축하였다. 또한, 신경망 이론에 칼만필터기법(Kalman Filter Technique)을 연계하여 단위시간 동안의 여행시간을 예측(Prediction)하여, 고속도로 이용자에게 보다 향상된 실시간 여행시간정보를 제공할 수 있는 여행시간 추정 및 예측 알고리즘을 개발하였다. 신경망 모형의 여행시간 추정 방식과 현재 적용되고 있는 여행시간 산출 방식의 비교/분석을 위해 각 각의 여행시간 산출방식에 의한 평가지표별로 시행한 평가의 결과는 신경망 모형이 제시한 대부분의 지표에서 상대적으로 우수하게 나타났다.

• 대한교통학회지
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• 제22권6호
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• pp.109-120
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• 2004

1990년대 후반부터 구간 검지기를 이용한 링크통행시간 추정에 필요한 최소 표본수와 링크 및 경로 통행시간 추정과 예측을 위한 적정 집계간격에 대한 연구가 폭넓게 진행되어 왔다. 그러나 루프(지점)검지기를 이용한 교통정보수집체계의 경우, 합리적인 검증 없이 선정된 1분~5분의 집계간격을 이용하고 있다. 본 연구의 목적은 지점검지기인 루프검지기를 이용하여 통행시간자료를 수지하는 경우, 링크 및 경로 통행시간 추정과 예측을 위한 적정 집계간격 결정 모형을 개발하고 현장의 자료에 적용하는 것이다. 본 논문은 링크 및 경로 통행시간 추정을 위한 적정 집계간격 결정 모형으로 CVMSE(Cross Validated Mean Square Error)방법을 이용하였으며, 링크 및 경로 통행시간 예측을 위한 적정 집계간격 결정 모형으로는 FMSE(Forecasting Mean Square Error)를 적용하였다. 개발된 방법론은 경부고속도로의 루프이터에 적용되었다. 적용결과 링크 및 경로 통행시간 추정을 위한 적정 집계간격은 3분~5분으로, 링크 및 경로 통행시간 예측을 위한 적정 집계간격은 10~20분으로 분석되었다.

• Industrial Engineering and Management Systems
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• 제8권3호
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• pp.139-147
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• 2009

Control charts are used to distinguish between chance and assignable causes in the variability of quality characteristics. When a control chart signals that an assignable cause is present, process engineers must initiate a search for the assignable cause of the process disturbance. Identifying the time of a process change could lead to simplifying the search for the assignable cause and less process down time, as well as help to reduce the probability of incorrectly identifying the assignable cause. The change point estimation by likelihood theory and the built-in change point estimation in a control chart have been discussed until now. In this article, we discuss two kinds of process change point estimation when the CUSUM ($\bar{x}$, s) control chart for monitoring process mean and variance simultaneously is operated. Throughout some numerical experiments about the performance of the change point estimation, the change point estimation techniques in the CUSUM ($\bar{x}$, s) control chart are considered.

• Journal of Advanced Marine Engineering and Technology
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• 제36권7호
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• pp.919-926
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• 2012

In order to control a LTI(Linear Time Invariant) system subjected to system noise and measurement noise, first of all, it is necessary to estimate the state of system with reliability. Kalman filtering technique has been widely used to estimate the state of the stochastic LTI system with stationary noise characteristics because of its estimation ability versus algorithm simplicity. However, it often fails to estimate the state of the LTI system of which system parameter uncertainty exists partly and/or input uncertainty exists. In this paper, a new estimation technique based on Kalman filter is suggested for stochastic LTI system under parameter uncertainty and/or input uncertainty. A fuzzy estimation algorithm against uncertainties is introduced so as to compensate the state estimate filtered by Kalman filter. In order to verify the state estimation performance of the suggested technique, several simulations are accomplished.