• Journal of the Korean Mathematical Society
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• v.39 no.4
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• pp.495-507
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• 2002

In this paper, the characterization results related to Chernoff-type inequalities are applied for exponential-type (continuous and discrete) families. Upper variance bound is obtained here with a slightly different technique used in Alharbi and Shanbhag [1] and Mohtashami Borzadaran and Shanbhag [8]. Some results are shown with assuming measures such as non-atomic measure, atomic measure, Lebesgue measure and counting measure as special cases of Lebesgue-Stieltjes measure. Characterization results on power series distributions via Chernoff-type inequalities are corollaries to our results.

• Proceedings of the KIEE Conference
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• 1997.07b
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• pp.620-623
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• 1997

This paper is concerned with the design of a suboptimal Kalman filter with robust state estimation performance for system models represented in the state space, which are subjected to parameter uncertainties in both the state and measurement matrices. Under the assumption that the uncertain system is quadratically stable, if the augmented system composed of the uncertain system and the filter is controllable, the proposed filter can provide the upper bound of the estimation error variance for all admissible uncertain parameters. This upper bound can be represented as the convex function of a parameter introduced in the design procedure, and the optimized upper bound of the estimation error variance can also be found via the optimization of this convex function.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.2 no.2
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• pp.49-56
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• 1998

In this paper, by the use of an Ostrowski type integral inequality for double integrals, we establish an upper bound for the estimation error variance of a continuous stream with stationary variogram.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.4 no.1
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• pp.101-107
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• 2000

In this paper we establish an upper bound for the estimation error variance of a continuous stream with a stationary variogram V which is assumed to be of the r-Holder type (Lipschitzian) on [-d, d]. Functional properties for the mapping ${\xi}(t):=E[(X-X(t))^2]$, $t{\in}[0,d]$, are also given.

• Communications for Statistical Applications and Methods
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• v.12 no.3
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• pp.653-657
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• 2005

Eigenstructure of a spatial design matrix of Matheron's variogram estimator in $R^1$ is derived. It is shown that the spatial design matrix in $R^1$ with n/2$\le$h < n has a nice spectral decomposition. The mean, variance, and covariance of this estimator are obtained using the eigenvalues of a spatial design matrix. We also found that the lower bound and the upper bound of the normalized Matheron's variogram estimator.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.5
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• pp.1270-1281
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• 1998

Frequency offset in an orthogonal frequency division multiplexing (OFDM) system is known to cause the inter-channel interference (ICI), amplitude and phase distortion of a received signal, resulting in a severe performance degradation of the total system. In this paper, we propose an improved pilot-based masimum likelihood frequency offset estimation technique, which uses the predefined sync-subchannels, and derive the error performance of the proposed frequency offset estimator analytically. The proposed technique improves the performance of the frequency offset estimator by adding up the frequency offset caused by coherent phase changes and averaging out the effect caused by random phase error. It is confirmed by computer simulations that the upper bound of error variance for the proposed frequency offset estimator analytically derived in this paper is correct, and that the proposed estimator has better performance than the previous ones in terms of error variance, tracking range, and time-varying characteristics of a channel.

• Journal of Korean Society for Quality Management
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• v.27 no.3
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• pp.79-93
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• 1999

The common accelerated life test(ALT) consists of test methods applying a constant stress, higher than the use condition stress, to items. There we, however, situations for which a progressive stress ALT, in which the stress on a test item is continuously increased with time, Is more convenient to perform testing and simpler in analyzing data than a constant stress ALT. When a product under constant stress s follows a Weibull distribution with parameters $\theta$(5) and $\beta$, maximum likelihood(ML) estimators of parameters involved in the model are obtained and their asymptotic distributions are derived under stress bounded ramp tests in which the stress is increased linearly from use condition stress to the stress upper bound. The optimum test plans are also found which minimize the asymptotic variance of the ML estimator of the log mean life at design constant stress. For selected values of the design parameters, tables useful for finding optimal test plans are given. The effect of the pre-estimates of design parameters is studied.

• Industrial Engineering and Management Systems
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• v.16 no.1
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• pp.118-128
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• 2017

Uncertain factors in finical markets make the prediction of future returns and risk of asset much difficult. In this paper, a model,assuming the admissible errors on expected returns and risks of assets, assisted in the multiperiod mean variance portfolio selection problem is built. The model considers transaction costs, upper bound on borrowing risk-free asset constraints, cardinality constraints and threshold constraints. Cardinality constraints limit the number of assets to be held in an efficient portfolio. At the same time, threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Because of these limitations, the proposed model is a mix integer dynamic optimization problem with path dependence. The forward dynamic programming method is designed to obtain the optimal portfolio strategy. Finally, to evaluate the model, our result of a meaning example is compared to the terminal wealth under different constraints.

• Journal of the Korean Mathematical Society
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• v.56 no.4
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• pp.1001-1016
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• 2019

We are concerned with optimization methods for the $L^2$-Wasserstein least squares problem of Gaussian measures (alternatively the n-coupling problem). Based on its equivalent form on the convex cone of positive definite matrices of fixed size and the strict convexity of the variance function, we are able to present an implementable (accelerated) gradient method for finding the unique minimizer. Its global convergence rate analysis is provided according to the derived upper bound of Lipschitz constants of the gradient function.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.4A
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• pp.429-438
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• 2004

In this paper, a decision-feedback coherent code tracking loop is designed for WCDMA systems and its performance is analyzed in terms of jitter variance considering the effect of phase and symbol estimation errors for both AWGN and fading environments. An analytical closed-form formula for jitter variance is Int derived for AWGN environments as a function of a pulse-shaping filter, timing offset, signal-to-interference ratio, and loop bandwidth while involving the phase estimation error and bit error rate, and the upper bound of jitter variance is derived for fading environments. Finally a second-order coherent code tracking loop is designed with the DPCH frame format #13 of the WCDHA forward link selected as a target system, and its performance is evaluated by the closed-form formula and compared with the simulation results for both AWGN and Rayleigh fading environments.