• Journal of the Korean Statistical Society
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• v.34 no.1
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• pp.61-71
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• 2005

A class of asymmetric ARCH processes is proposed via binary random power transformations. This class accommodates traditional nonlinear models such as threshold ARCH (Rabemanjara and Zacoian (1993)) and Box-Cox type ARCH models(Higgins and Bera (1992)). Stationarity condition of the model is addressed. Iterative least squares(ILS) and pseudo maximum like-lihood(PML) methods are discussed for estimating parameters and related algorithms are presented. Illustrative analysis for Korea Stock Prices Index (KOSPI) data is conducted.

• Journal of Institute of Control, Robotics and Systems
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• v.17 no.10
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• pp.1059-1066
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• 2011

This paper makes a close inquiry into ill-conditioning that may be occurred in wireless localization of the sensor nodes based on network signals in the wireless sensor network and provides the clue for solving the problem. In order to estimate the location of a node based on the range information calculated using the signal propagation time, LS (Least Squares) method is usually used. The LS method estimates the solution that makes the squared estimation error minimal. When a nonlinear function is used for the wireless localization, ILS (Iterative Least Squares) method is used. The ILS method process the LS method iteratively after linearizing the nonlinear function at the initial nominal point. This method, however, has a problem that the final solution may converge into a LM (Local Minimum) instead of a GM (Global Minimum) according to the deployment of the fixed nodes and the initial nominal point. The conditions that cause the problem are explained and an adaptive method is presented to solve it, in this paper. It can be expected that the stable location solution can be provided in implementation of the wireless localization methods based on the results of this paper.

• Journal of Institute of Control, Robotics and Systems
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• v.19 no.7
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• pp.633-639
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• 2013

Several estimation methods used in the range measurement based wireless localization area have individual problems. These problems may not occur according to certain application areas. However, these problems may give rise to serious problems in particular applications. In this paper, three methods, ILS (Iterative Least Squares), DS (Direct Solution), and DSRM (Difference of Squared Range Measurements) methods are considered. Problems that can occur in these methods are defined and a simple hybrid solution is presented to solve them. The ILS method is the most frequently used method in wireless localization and has local minimum problems and a large computational burden compared with closed-form solutions. The DS method requires less processing time than the ILS method. However, a solution for this method may include a complex number caused by the relations between the location of reference nodes and range measurement errors. In the near-field region of the complex solution, large estimation errors occur. In the DSRM method, large measurement errors occur when the mobile node is far from the reference nodes due to the combination of range measurement error and range data. This creates the problem of large localization errors. In this paper, these problems are defined and a hybrid localization method is presented to avoid them by integrating the DS and DSRM methods. The defined problems are confirmed and the performance of the presented method is verified by a Monte-Carlo simulation.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2001.10a
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• pp.101-108
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• 2001

In the previous study, an improved QRD (QR Decomposition)-ILS(Iterative Least-Squares) method is proposed to estimate the structural parameters at the element level using response data alone without using any information of excitation measurements for the assessment of local damages and deterioration in complex and large structural systems. But for a complex and large structural system, where response measurement at every dynamic degree of freedom(DDOF) is not possible, the absence of some observation points of responses and its effect on the proposed SI method must be studied In the paper, a QRD-ILS technique that utilizes the known intact stiffness information estimated based on the visual inspection, field measurements and/or NDT tests is proposed to identify local damages of fracture critical members using measured responses only at limited DDOFs. A numerical example is used to illustrate the application of this technique. The results indicate that the proposed SI technique is very simple but efficient, since no input information are required with only limited observations.

• Wind and Structures
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• v.7 no.3
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• pp.187-202
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• 2004

Wind tunnel experiments are often performed for the identification of aeroelastic parameters known as flutter derivatives that are necessary for the prediction of flutter instability for flexible structures. Experimental determination of all the eighteen flutter derivatives for a section model facilitates complete understanding of the physical mechanism of flutter. However, work in the field of identifying all the eighteen flutter derivatives using section models with all three degree-of-freedom (DOF) has been limited. In the current paper, all eighteen flutter derivatives for a streamlined bridge deck and an airfoil section model were identified by using a new system identification technique, namely, Iterative Least Squares (ILS) approach. Flutter derivatives of the current bridge and the Tsurumi bridge are compared. Flutter derivatives related to the lateral DOF have been emphasized. Pseudo-steady theory for predicting some of the flutter derivatives is verified by comparing with experimental data. The three-DOF suspension system and the electromagnetic system for providing the initial conditions for free-vibration of the section model are also discussed.

• Journal of Positioning, Navigation, and Timing
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• v.6 no.3
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• pp.105-116
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• 2017

Several wireless localization algorithms are evaluated for the IR-UWB-based indoor location with the assumption that the ranging measurements contain the channelwise Non-Calibration Error (NCE). The localization algorithms can be divided into the Model-free Localization (MfL) methods and Model-based Kalman Filtering (MbKF). The algorithms covered in this paper include Iterative Least Squares (ILS), Direct Solution (DS), Difference of Squared Ranging Measurements (DSRM), and ILS-Common (ILS-C) methods for the MfL methods, and Extended Kalman Filter (EKF), EKF-Each Channel (EKF-EC), EKF-C, Cubature Kalman Filter (CKF), and CKF-C for the MbKF. Experimental results show that the DSRM method has better accuracy than the other MfL methods. Also, it demands smallest computation time. On the other hand, the EKF-C and CKF-C require some more computation time than the DSRM method. The accuracy of the EKF-C and CKF-C is, however, best among the 9 methods. When comparing the EKF-C and CKF-C, the CKF-C can be easily used. Finally, it is concluded that the CKF-C can be widely used because of its ease of use as well as it accuracy.

• Wind and Structures
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• v.31 no.1
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• pp.31-41
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• 2020

A new type of bridge deck section consisting of four-box decks, two side decks for vehicular traffic lanes and two middle decks for railway traffic, has been experimentally investigated for determining its aerodynamic properties. The eight flutter derivatives were determined by the Iterative Least Squares (ILS) method for this new type of four-box deck model, with two windshields of 30 mm and 50 mm height respectively. Wind tunnel experiments were performed for angles of attack α = ±6°, ±4°, ±2° and 0° and Re numbers of 4.85×105 to 6.06×105 and it was found that the four-box deck with the 50 mm windshields had a better aerodynamic performance. Also, the results showed that the installation of the windshields reduced the values of the lift coefficient CL for the negative angles attack in the range of -6° to 0°, but the drag coefficient CD increased in the positive angle of attack range. However, galloping instability was not encountered for the tested reduced wind speeds, of up to 9.8. The aerodynamic force coefficients and the flutter derivatives for the four-box deck model were consistent with the results reported for the Messina triple-box bridge deck, but were different from those reported for the twin-box bridge decks.