• Journal of the Korean Statistical Society
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• v.36 no.3
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• pp.387-395
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• 2007

We propose a doubly robustified estimating function for the estimation of parameters in the context of ARCH models. We investigate asymptotic properties of estimators obtained as solutions of robust estimating equations. A simulation study shows that robust estimator from specified doubly robustified estimating equation provides better performance than conventional robust estimators especially under heavy-tailed distributions of innovation errors.

• Proceedings of the IEEK Conference
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• 2001.06a
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• pp.77-80
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• 2001

In this paper, it is analyzed the statistical characteristics on the transmission performance of the optical SCM transmission in the CDMA RF signal relay system. Using Mach-Zehnder modulator, optical signal is regenerated into CDMA RF signal. Transfer function model of mach-Zehnder modulator is approximated to the third power of the input signal using Taylor series. BER results are analyzed under the multiple access interference and multi-path fading environment.

• Proceedings of the KIEE Conference
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• 2008.07a
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• pp.1547-1548
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• 2008

본 논문에서는 유동적 비정상 시계열의 패턴과 규칙성을 잘 반영할 수 있는 최적의 차분 간격 후보군을 이용한 TS 퍼지 모델로 다중 퍼지 모델을 구현하였고, 각각의 모델들의 예측 특성을 반영하기 위하여 러프집합을 이용한 모델선택법을 제안하였다. 또한 TS퍼지 모델의 파라미터 식별에는 적절한 오차보정 메커니즘을 추가하여 더욱 예측 성능을 향상 시켰다.

• Transactions of the Korean Society of Machine Tool Engineers
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• v.18 no.2
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• pp.187-193
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• 2009

Dynamic response of an elastic pendulum system under random excitations was studied by using the Lagrangian equations of motion which uses the kinetic and potential energy of a target system. The responses of random excitations were calculated by using Monte Carl simulation which uses the series of random numbers. The procedure of Monte Carlo simulation is generation of random numbers, system model, system output, and statistical management of output. When the levels of random excitations were changed, the expected responses of the pendulum system showed various responses.

• Bulletin of the Korean Mathematical Society
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• v.47 no.5
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• pp.889-905
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• 2010

In this paper, a distribution free approach to the parameter estimation of a simple bilinear model with periodic coefficients is presented. The proposed method relies on minimum distance estimator based on the autocovariances of the squared process. Consistency and asymptotic normality of the estimator, as well as hypotheses testing, are derived. Numerical experiments on simulated data sets are presented to highlight the theoretical results.

• Proceedings of the KIPE Conference
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• 1998.07a
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• pp.433-437
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• 1998

Equalize SOC of the cell which effect on the charge.discharge ability and the efficiency of the battery, through the charge.discharge characteristic test of the battery source, and develope the high efficiency charge.discharge system in the series HEV have a constant engine-generator output. For this, in this paper, establish the electrical model and the condition of high efficiency charge.discharge, and proposed the improvement method of charge.discharge characteristic in the battery source that consist of twenty Ni-MH cells connected serial/parallel

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.148-148
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• 2000

In this paper the IMM(Interacting Multiple model) algorithm using the MGEKF(Modified Gain Extended Kalman Filter) which modes are variances of the process noises is proposed to enhance the performance of maneuvering target tracking with bearing and frequency measurements. The state are composed of relative position, relative velocity, relative acceleration and doppler frequency. The mode probability is calculated from the bearing and frequency measurements. The proposed algorithm is tested a series of computer simulation runs.

• Journal of Mechanical Science and Technology
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• v.19 no.5
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• pp.1107-1115
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• 2005

In this study, a position and force simultaneous trajectory tracking control algorithm is proposed for a driving apparatus that consists of two pneumatic cylinders connected in series. The controller applied to the driving apparatus is composed of a non-interaction controller to compensate for interaction between cylinders and a disturbance observer aimed to reduce the effect of model discrepancy that cannot be compensated by the non-interaction controller. The effectiveness of the proposed control algorithm is proved by experimental results.

• Journal of the Korean Statistical Society
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• v.31 no.4
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• pp.533-543
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• 2002

In this paper we propose a change-point estimator with left and right regressions using the sample Fourier coefficients on the orthonormal bases. The window size is different according to the data in the left side and in the right side at each point. The asymptotic properties of the proposed change-point estimator are established. The limiting distribution and the consistency of the estimator are derived.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.13-15
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• 2005

In this paper, we propose an extension of the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. We presented the finite sample distribution of the associated rank test statistics for daily data.