• International Journal of Control, Automation, and Systems
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• 제5권1호
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• pp.86-92
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• 2007

In this paper, we first establish $D_L$-admissibility and $D_R$-admissibility conditions for singular systems. The admissibility conditions expressed as Lyapunov type inequalities extend the existed results of normal systems to singular systems. As special cases the admissibility conditions of the continuous-time and the discrete-time singular systems can be obtained directly. The results established in this paper can be applied to solve the problems of eigenvalue assignment, regional pole-placement and robust control etc.

• Communications for Statistical Applications and Methods
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• 제1권1호
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• pp.87-93
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• 1994

Consider the problem of estimating the parameter of the model in which an observable random variable is represented by a unknown scalar parameter plus another random variable and the parameter, sample, and decision spaces consist of all integers. We first characterize the class of all admissible estimators and then characterize the class of all finitely admissible estimators. Finally, we show that two classes are identical.

• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.223-229
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• 1997

It is demonstrated that many standard nonparametric test such as the Mann-Whitney-Wilcoxon test, the Fisher-Yates test, the Savage test and the median test are admissible for a two-sample nonparametric testing problem. The admissibility of the Kruskal-Wallis test is demonstrated for a nonparametric one-way layout testing problem.

• Journal of applied mathematics & informatics
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• 제20권1_2호
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• pp.491-511
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• 2006

The existence of the admissible solution for conservation laws of trilinear type occurring material sciences was proved by Abeyaratne and Knowles. LeFloch proved the existence of admissible solutions of conservation laws of this type via Glimm's method. In this paper we introduce a front tracking solution and prove the existence of the front tracking solution. We also investigate the admissibility of solutions via the Front Tracking Method.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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• pp.293-299
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• 1994

A new approach to deal with the model matching problem for square plants is suggested. Admissibility conditions of the model matching error are derived in terms of state-space parameters and the derived formulas are exploited to obtain the solution to the model matching problem in H$_{2}$ norm.

• 정보처리학회논문지D
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• 제16D권2호
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• pp.265-272
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• 2009

디지털 장치들의 활발한 사용은 디지털 증거들을 양산하지만, 이들 증거들이 법정에서 범죄사실을 증명하는 증거로 채택되기에는 많은 어려움이 있다. 따라서 이 논문에서는 디지털 포렌식 온톨로지를 이용한 디지털 증거들의 증거능력에 대한 검증 방법을 제안한다. 디지털 증거들의 증거능력을 검증하기 위하여 경찰청에서 정의한 표준 디지털 포렌식 처리절차에 따라 디지털 포렌식 온톨로지를 확장하고, 디지털 포렌식 온톨로지에서 정의한 각 클래스들 간의 property 관계를 설정하였다. 또한 각 클래스간의 property 제한 규칙을 정의하여 활용한다. 이 논문에서 제안된 검증방법과 온톨로지는 디지털 증거 수집을 위한 계획을 수립하거나, 디지털 포렌식의 교육 등에 활용할 수 있다.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.191-200
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• 1993

An asymptotic estimation problem of the unknown mean is studied under a general loss function. The proof of this result is based on the asymptotic expansion of the risk function. Also conditions for second order admissibility and minimaxity of a class of estimators depending only on the sample mean are established.

• 대한수학회보
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• 제50권6호
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• pp.1915-1922
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• 2013

We prove the admissibility of the space $L_0(\mathcal{A},X)$ of vector-valued measurable functions determined by real-valued finitely additive set functions defined on algebras of sets.

• Journal of the Korean Statistical Society
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• 제16권2호
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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.

• Journal of the Korean Statistical Society
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• 제27권1호
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• pp.1-10
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• 1998

In the problem of estimating a vector of unknown regression coefficients under the sum of squared error losses in a hierarchical linear model, we propose the hierarchical Bayes estimator of a vector of unknown regression coefficients in a hierarchical linear model, and then prove the admissibility of this estimator using Blyth's (196\51) method.