• 제어로봇시스템학회논문지
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• 제12권3호
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• pp.300-306
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• 2006

In this paper an error analysis of 3-dimensional GNSS attitude determination system is given. The attitude error covariance matrix is derived and analyzed. It implies that attitude errors are affected by the baseline length and configuration, the satellites numbers and geometry, receiver measurement noises and the nominal attitude of the vehicle. By defining Euler Angle Dilution Of Precision (EADOP) which is analogous to GDOP, roll, pitch and yaw errors can be efficiently analyzed. However the expression of the attitude error is too complex to get some intuitions. Therefore with a commonly adopted assumption, new expressions for attitude error are derived. The formulas are easy to compute and represent the attitude error as a function of the nominal attitude of a vehicle, the baseline configuration and the receiver noise. Using the formula, the accuracy of the attitude can be analytically predicted without the computer simulations. Applications to some widely used configurations reveal the effectiveness of the proposed method.

• 한국정보기술응용학회:학술대회논문집
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• 한국정보기술응용학회 2005년도 6th 2005 International Conference on Computers, Communications and System
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• pp.255-258
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• 2005

A blind-mode integer frequency offset estimation algorithm is proposed for an OFDM system. Imperfect integer frequency offset estimation causes ambiguity in the data sub-carrier position. Morelli's blind integer frequency offiet estimation algorithm exploits the likelihood function by comparing the power in sub-carriers. It, however, shows performance degradation when there is the fractional frequency offset. The proposed algorithm solves this by using interpolation in the frequency domain. In this algorithm, it is exploited that the effect of the frequency offset is shown as a shift of power spectrum. By calculating the covariance of over-sampled samples, most approximate samples to integer point are obtained. It enables integer frequency offset estimation less affected by fractional frequency offset.

• 품질경영학회지
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• 제24권4호
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• pp.168-189
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• 1996

In order for the corporation to get a good image from the customers it should consider several variables, but especially important are corproate ethics and customer satisfaction through quality improvement. Standard multivariate data analysis can be applied to find out the importance of customer satisfaction and corporate ethics as influence factors in the corporate competitive strategy. When applying this Methodology, multivariate normal distributions density function and the identical covariance between groups assumptions have to be satisfied. By using the evaluation result from a small number of specialists in an attempt to decide on the strategical factors that will create a better company image than its competitor, if it chooses to use statistical discriminant analysis method, it would be difficult to satisfy the two assumptions mentioned above. This thesis introduces discriminant analysis method that uses LP/GP effectively which is applicable to this particular situation.

• Journal of the Korean Statistical Society
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• 제24권1호
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• pp.257-266
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• 1995

Consider a p-variate $(p \geq 4)$ normal distribution with mean $\b{\theta}$ and identity covariance matrix. For estimating $\b{\theta}$ under a quadratic loss we investigate the behavior of risks of Stein-type estimators which shrink the usual estimator toward the mean of observations. By using concavity of the function appearing in the shrinkage factor together with new expectation identities for noncentral chi-squared random variables, a characterization of estimators with nondecreasing risk is obtained.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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• pp.81-84
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• 1996

We propose the robust nonlinear controller design methodology, the $H_{\infty}$ constrained quasi - linear quadratic Gaussian control (QLQG/ $H_{\infty}$), for the statistically-linearized multivariable system with hard nonlinearties such as Coulomb friction, deadzone, etc. The $H_{\infty}$ performance constraint is involved in the optimization process by replacing the covariance Lyapunov equation with the Riccati equation whose solution leads to an upper bound of the QLQG performance. Because of the system's nonlinearity, however, one equation among three Riccati equations contain the nonlinear correction terms that are very difficult to solve numerically. To treat this problem, we use simple algebraic techniques. With some analytic transformation for Riccati equations, the nonlinear correction terms can be so eliminated that the set of a linear controller to the different operating points are designed. Synthesizing these via inverse random input describing function (IRIDF) technique, the final nonlinear controller can be designed.

• International Journal of Control, Automation, and Systems
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• 제4권4호
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• pp.480-485
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• 2006

In this paper, the error investigation of a 3-dimensional GPS attitude determination system using the error covariance analysis is given. New efficient formulas for computing the Euler Angle Dilution of Precision (EADOP) are also derived. The formulas are easy to compute and represent the attitude error as a function of the nominal attitude of a vehicle, the baseline configuration and the receiver noise. Using the formula, the accuracy of the Euler angle can be analytically predicted without the use of computer simulations. Applications to some configurations reveal the effectiveness of the proposed method.

• 충청수학회지
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• 제22권3호
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• pp.519-524
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• 2009

In multivariate analysis, the inversion formula of the Stieltjes transform is used to find the density of a spectral distribution of random matrices of sample covariance type. Let $B_{n}\;=\;\frac{1}{n}Y_{m}^{T}T_{m}Y_{m}$ where $Ym\;=\;[Y_{ij}]_{m{\times}n}$ is with independent, identically distributed entries and $T_m$ is an $m{\times}m$ symmetric nonnegative definite random matrix independent of the $Y_{ij}{^{\prime}}s$. In the present paper, using the inversion formula of the Stieltjes transform, we will find the density function of the limiting distribution of $B_n$ away from zero.

• Communications for Statistical Applications and Methods
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• 제27권3호
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• pp.377-383
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• 2020

The likelihood-based inference in a nonlinear generalized mixed model often requires computing moments of truncated multivariate normal random variables. Many methods have been proposed for the computation using a recurrence relation or the moment generating function; however, these methods rely on high dimensional numerical integrations. The numerical method is known to be inefficient for high dimensional integral in accuracy. Besides the accuracy, the methods demand too much computing time to use them in practical analyses. In this note, a moment calculation method is proposed under an assumption of a certain covariance structure that occurred mostly in generalized mixed models. The method needs only low dimensional numerical integrations.

• Journal of the Korean Statistical Society
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• 제4권1호
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• pp.67-78
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• 1975

Over twenty-five years ago, Professor Klein and Rubin presented the linear expenditure system. That system was first estimated by Stone. Subsequently many investigators have estimated that system. In this paper, many points of the error structure shown by Pollak and Wales are referred to. Barten presented an estimation theorem on a singular covariance matrix. In order to estimate parameters, we place an emphasis on the maximum likihood method which we believe to be most appropriate. As we have one linear restriction on parameters to be estimated, we maximized the associated likelihood function subject to that linear restriction through the well-known lagrange multiplier method. This paper is organized in the following fashion : (1) a brief description on classical consumer theory, (2) a linear expenditure system and its constraint, (3) dyanmic specification and stochastic specification, (4) estimation method, and (5) conclusion.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2004년도 춘계학술대회 논문요약집
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• pp.54-54
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• 2004

집속체의 드래프트 공정(롤러 인발 공정)의 경우, 선밀도의 변동성(irregularity)은 드래프트 비, 롤러 간격 등의 공정조건과 집속체, 응집도, 엉킴 등으로 대표되는 openness 애 큰 영향을 받는다. 본 연구에서는 유동계 내에서의 집속체 동적거동을 묘사하는 기본 방정식을 바탕으로 openness 와 직접적인 관련이 있는 구성모델의 주요 파라메타($\mu$)의 변동을 auto-covariance function 으로 묘사되는 확률과정 신호(stochastic signal)로 생각하여, 이 신호를 생성하고, 모델 시뮬레이션을 통하여 출력 집속체의 선밀도 변동을 살펴 보았으며, 출력 집속체의 선밀도가 거의 일정하게 유지되는 출력구간 근처에서 선밀도 불균제 특성을 해석하였다.(중략)