• Journal of the Korean Institute of Telematics and Electronics
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• v.22 no.5
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• pp.57-61
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• 1985

The e(lect of capacitance error on the A/D conversion accuracy in the A/D converter using binary-weighted capacitor array was scruntized. Besides the Monte-Carlo method considering the inter-capacitance ratios as random variables, " correlation approach" con-sidering the correlation coefficient between capacitances is proposed in this paper. Bt was observed by the measurement of capacitances of monolithic MO5 capacitors that the correla-tion coefficient between capacitors decreases as the capacitor size incrrases. It was also verified that the parallel connection of unit capacitors and the common centroid layout scheme signi(icantly increase the inter-capacitance correlation coefficients.

• International Journal of Aeronautical and Space Sciences
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• v.14 no.1
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• pp.85-90
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• 2013

This paper presents a study on terrain referenced navigation (TRN). The extended Kalman filter (EKF) is adopted as a filter method. A Jacobian matrix of measurement equations in the EKF consists of terrain slope terms, and accurate slope estimation is essential to keep filter stability. Two slope estimation methods are proposed in this study. Both methods are based on the least-squares approach. One is planar regression searching the best plane, in the least-squares sense, representing the terrain map over the region, determined by position error covariance. It is shown that the method could provide a more accurate solution than the previously developed linear regression approach, which uses lines rather than a plane in the least-squares measure. The other proposed method is weighted planar regression. Additional weights formed by Gaussian pdf are multiplied in the planar regression, to reflect the actual pdf of the position estimate of EKF. Monte Carlo simulations are conducted, to compare the performance between the previous and two proposed methods, by analyzing the filter properties of divergence probability and convergence speed. It is expected that one of the slope estimation methods could be implemented, after determining which of the filter properties is more significant at each mission.

• The Korean Journal of Applied Statistics
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• v.27 no.1
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• pp.61-70
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• 2014

A randomized block design is a method to apply a treatment into the experimental unit of each block after dividing into several blocks with a binded homogeneous experimental unit. Jonckheere (1964) and Terpstra (1952), Page (1963), Hollander (1967) proposed various methods of ordered alternative in randomized block design. Especially, Page (1963) test is a weighted combination of within block rank sums for ordered alternatives. In this paper, we suggest a new nonparametric method expanding the Page test for an ordered alternative. A Monte Carlo simulation study is also adapted to compare the power of the proposed methods with previous methods.

• The Korean Journal of Applied Statistics
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• v.23 no.6
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• pp.1235-1243
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• 2010

This study proposes a trimmed LAD(least absolute deviation) estimators for multi-dimensional contingency tables and suggests an algorithm to estimate it. In addition, a method to determine the trimming quantity of the estimators is suggested. A Monte Carlo study shows that the propose method yields a better trimming rate and coverage rate than the previously suggest method based on the determinant of the covariance matrix.

• Structural Engineering and Mechanics
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• v.25 no.3
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• pp.311-330
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• 2007

Model-based predictions of structural behavior are negatively affected by uncertainties of various type and in various stages of the structural analysis. The present paper focusses on dynamic analysis and addresses the effects of uncertainties concerning material and geometric parameters, mainly in the context of modal analysis of large-scale structures. Given the large number of uncertain parameters arising in this case, highly scalable simulation-based methods are adopted, which can deal with possibly thousands of uncertain parameters. In order to solve the reliability problem, i.e., the estimation of very small exceedance probabilities, an advanced simulation method called Line Sampling is used. In combination with an efficient algorithm for the estimation of the most important uncertain parameters, the method provides good estimates of the failure probability and enables one to quantify the error in the estimate. Another aspect here considered is the uncertainty quantification for closely-spaced eigenfrequencies. The solution here adopted represents each eigenfrequency as a weighted superposition of the full set of eigenfrequencies. In a case study performed with the FE model of a satellite it is shown that the effects of uncertain parameters can be very different in magnitude, depending on the considered response quantity. In particular, the uncertainty in the quantities of interest (eigenfrequencies) turns out to be mainly caused by very few of the uncertain parameters, which results in sharp estimates of the failure probabilities at low computational cost.

• Journal of the Korea Institute of Military Science and Technology
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• v.19 no.2
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• pp.272-279
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• 2016

Many researches on use of local ground navigation systems can be found to overcome vulnerability of GNSS. Effective use of an altimeter is proposed in GNSS/DME integrated navigation systems. A weighted DOP based on statistics of measurement error is derived for a given vehicle motion trajectory. From the derived DOP, the vertical error is estimated. By comparing the estimated vertical error with error specification of the altimeter, use of the altimeter is determined in the GPS/DME integrated navigation systems. In order to show effectiveness of the proposed method, 50 times Monte-Carlo simulations were performed for a GPS/DME integrated navigation system. The results show that the proposed method gives more accurate navigation outputs when the number of GPS satellites in view varies.

• Magazine of the Korean Society of Agricultural Engineers
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• v.44 no.5
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• pp.41-53
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• 2002

This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. According to the regions and consecutive durations, optimal design rainfalls were derived by the regional frequency analysis for L-moment in the second report of this project. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized extreme value (GEV) distribution among applied distributions. regional and at-site parameters of the GEV distribution were estimated by the linear combination of the higher probability weighted moments, LH-moment. Design rainfall using LH-moments following the consecutive duration were derived by the regional and at-site analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared in the regional and at-site frequency analysis. Consequently, it was shown that the regional analysis can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than at-site analysis in the prediction of design rainfall. Relative efficiency (RE) for an optimal order of L-moments was also computed by the methods of L, L1, L2, L3 and L4-moments for GEV distribution. It was found that the method of L-moments is more effective than the others for getting optimal design rainfall according to the regions and consecutive durations in the regional frequency analysis. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

• Proceedings of the Korean Society of Agricultural Engineers Conference
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• 2002.10a
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• pp.237-240
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• 2002

Design rainfall using LH-moments following the consecutive duration were derived by the regional and at-site analysis using the observed and simulated data resulted from Monte Carlo techniques. RRMSE, RBIAS and RR in RRMSE for the design rainfall were computed and compared in the regional and at-site frequency analysis. Consequently, it was shown that the regional analysis can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than at-site analysis in the prediction of design rainfall. RE for an optimal order of L-moments was also computed by the methods of L, L1, L2, L3 and L4-moments for GEV distribution. It was found that the method of L-moments is more effective than the others for getting optimal design rainfall according to the regions and consecutive durations in the regional frequency analysis. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.6
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• pp.789-799
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• 2007

In this paper, we propose a stochastic finite element formulation which takes into account the randonmess in the material and geometrical parameters. The formulation is proposed for plate structures, and is based on the weighted integral approach. Contrary to the case of elastic modulus, plate thickness contributes to the stiffness as a third-order function. Furthermore, Poisson's ratio is even more complex since this parameter appears in the constitutive relations in the fraction form. Accordingly, we employ Taylor's expansion to derive decomposed stochastic field functions in ascending order. In order to verify the proposed formulation, the results obtained using the proposed scheme are compared with those in the literature and those of Monte Carlo analysis as well.

• Communications for Statistical Applications and Methods
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• v.26 no.3
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• pp.261-272
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• 2019

In this paper, we propose a procedure to build a prediction interval of the sum of dependent binary random variables over a graph to account for the dependence among binary variables. Our main interest is to find a prediction interval of the weighted sum of dependent binary random variables indexed by a graph. This problem is motivated by the prediction problem of various elections including Korean National Assembly and US presidential election. Traditional and popular approaches to construct the prediction interval of the seats won by major parties are normal approximation by the CLT and Monte Carlo method by generating many independent Bernoulli random variables assuming that those binary random variables are independent and the success probabilities are known constants. However, in practice, the survey results (also the exit polls) on the election are random and hardly independent to each other. They are more often spatially correlated random variables. To take this into account, we suggest a spatial auto-regressive (AR) model for the surveyed success probabilities, and propose a residual based bootstrap procedure to construct the prediction interval of the sum of the binary outcomes. Finally, we apply the procedure to building the prediction intervals of the number of legislative seats won by each party from the exit poll data in the $19^{th}$ and $20^{th}$ Korea National Assembly elections.