• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.167.5-167
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• 2001

Single point attitude determination method provides an optimal attitude minimizing the Wahba loss function. However, for the insufficient number of measurement vectors, the conventional single point methods has no unique solution. Thus, we introduce the sequential method to and an optimal attitude minimizing the windowed loss function. In this paper, this function is de ned as the sum of square errors for all measurement vectors within the axed sliding window. For simple implementation, the proposed algorithm is rewritten as a recursive form. Moreover, the covariance matrix is derived and expressed as a recursive form. Finally, we apply this algorithm to the attitude determination system with three LOS measurement sensors.

• 물과 미래
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• 제29권5호
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• pp.215-222
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• 1996

본 논문에서는 다공성 매질의 특수율이 비정체형인 경우 대수투수계수-수두 교차공분산에 관한 식을 유도하였으며, 이 교차공분산은 수두분포로부터 특수장의 통계학적 특성을 유추하는데(inverse problem) 매우 중요한 역할을 담당한다. 비정체형 대수투수계수는 일정한 선형경향과 정체형인 미소 변동의 합으로 구성되었으며, 2차원 포화대수층에서 정상 유동문제를 추계학적으로 해석하여 수두분포를 얻었고 이로부터 교차공분산을 유도하였다. 투수계수의 상관함수가 가우스분포를 가지고 그 경향이 수두 경사와 평행이거나 직교하는 두 가지 경우에 대하여 교차공분산을 살펴 본 결과, 투수장의 경향이 주 흐름방향과 평행한 경우 흐름방향 쪽만 제외하고는 정체형임이 밝혀졌다. 또한, 흐름방향과 직교하는 쪽으로의 교차공분산은 정체형 모델 결과와 달리 영이 아님를 알 수 있었다. 따라서 지하수 유동이나 오염물질 확산문제를 다룰 경우, 투수계수장에 어떤 경향이 존재한다고 의심될 때에는 반드시 그 경향을 해석과정에 포함시켜야 한다.

• Kyungpook Mathematical Journal
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• 제19권2호
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• pp.249-255
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• 1979

In this paper we give a characterization of Stationary Gaussian 2nd order Markov processes in terms of its covariance function $R({\tau})=E[X(t)X(t+{\tau})]$ and also give some relationship among quasi-Markov, Markov and 2nd order Markov processes.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.635-642
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• 2005

In statistical diagnostics a large number of influence measures have been proposed for identifying outliers and influential observations. However it seems to be few accounts of the influence diagnostics on test statistics. We study influence analysis on the likelihood ratio test statistic whether the two sets of variables are uncorrelated with one another or not. The influence of observations is measured using the case-deletion approach, the influence function. We compared the proposed influence measures through two illustrative examples.

• Communications for Statistical Applications and Methods
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• 제18권3호
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• pp.357-365
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• 2011

This paper investigates a penalized likelihood method for estimating the parameter of normal mixtures in multivariate settings with full covariance matrices. The proposed model estimates the number of components through the addition of a penalty term to the usual likelihood function and the construction of a penalized likelihood function. We prove the consistency of the estimator and present the simulation results on the multi-dimensional nor-mal mixtures up to the 8-dimension.

• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.471-483
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• 1998

The influence of observations on the misclassification probability in multiple discriminant analysis under the equal covariance assumption is investigated by the local influence method. Under an appropriate perturbation we can get information about influential observations and outliers by studying the curvatures and the associated direction vectors of the perturbation-formed surface of the misclassification probability. We show that the influence function method gives essentially the same information as the direction vector of the maximum slope. An illustrative example is given for the effectiveness of the local influence method.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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• pp.456-459
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• 1993

CADET is used to analyze the performance of the missile. Miss distance is calculated for a given lateral fin force saturation level due to the aerodynamic characteristics, target acceleration, and glint and fading noises which is assumed as Gaussian noises. As .alpha.-.betha. filter is studied to attenuate the noises, the results are compared with those of without filter. For the easy simulation, the transfer function of a discrete .alpha.-.betha. filter is converted into the continuous model. Simulation results show that the results of CADET simulation is similar to those of Monte-Carlo simulation. Moreover CADET is the better in computing time demand.

• Journal of applied mathematics & informatics
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• 제5권2호
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• pp.465-474
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• 1998

Results on the analytic behavior to the limiting spectral distribution of matrices of sample convariance type. studied in Marcenko and Pastur [2] are derived. using the Stieltjes transform it is shown that the limiting distrbution has a continuous derivative away from zero the derivative being analytic whenever it is positive and the behavior of it resembles the behavior of a square root function near the boundary of its support.

• 한국통신학회:학술대회논문집
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• 한국통신학회 1983년도 추계학술발표회논문집
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• pp.88-92
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• 1983

The performance of noncoherent fast frequency-hopped spread spectrum multiple access communication systems with square-law combining over fading channel is presented. The expression for the probalility of error as a performance measure is derived by means of momenting function of the dedecision variables, and the cross-covariance of the fading process the ambiguty function of the transmitted signals.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2001년도 추계학술대회
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• pp.13-16
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• 2001

We compare methods for detecting influential observations that have a large influence on the likelihood ratio test statistics that the two sets of variables are uncorrelated with one another. For this purpose we derive results of the deletion diagnostic, the influence function, the standardized influence matrix and the local influence. An illustrative example is given.