• Title, Summary, Keyword: estimation

Search Result 28,294, Processing Time 0.086 seconds

Comparison of parameter estimation methods for normal inverse Gaussian distribution

  • Yoon, Jeongyoen;Kim, Jiyeon;Song, Seongjoo
    • Communications for Statistical Applications and Methods
    • /
    • v.27 no.1
    • /
    • pp.97-108
    • /
    • 2020
  • This paper compares several methods for estimating parameters of normal inverse Gaussian distribution. Ordinary maximum likelihood estimation and the method of moment estimation often do not work properly due to restrictions on parameters. We examine the performance of adjusted estimation methods along with the ordinary maximum likelihood estimation and the method of moment estimation by simulation and real data application. We also see the effect of the initial value in estimation methods. The simulation results show that the ordinary maximum likelihood estimator is significantly affected by the initial value; in addition, the adjusted estimators have smaller root mean square error than ordinary estimators as well as less impact on the initial value. With real datasets, we obtain similar results to what we see in simulation studies. Based on the results of simulation and real data application, we suggest using adjusted maximum likelihood estimates with adjusted method of moment estimates as initial values to estimate the parameters of normal inverse Gaussian distribution.

Identification of ARMAX Model and Linear Estimation Algorithm for Structural Dynamic Characteristics Analysis (구조동특성해석을 위한 ARMAX 모형의 식별과 선형추정 알고리즘)

  • Choe, Eui-Jung;Lee, Sang-Jo
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.16 no.7
    • /
    • pp.178-187
    • /
    • 1999
  • In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

  • PDF

Design of Low Power Motion Estimation for MPEG-4 (MPEG-4를 위한 저전력 Motion Estimation 설계)

  • 최홍규;이문기
    • Proceedings of the IEEK Conference
    • /
    • /
    • pp.851-854
    • /
    • 2003
  • The low power motion estimation for MPEG-4 is a soft-core for hardwired motion estimation block in MPEG-4. This motion estimation is modified by 10 difference mode. So, this motion estimation decrease a power consumption compare conventional step search. This modified 4SS Low power Motion Estimation has been tested and verified to be valid for implementation of FPGA. The average PSNR between the original image and the motion-compensated image is 28.25dB. And Power consumption is 26mW.

  • PDF

인구 역 추정에 의한 시조의 연대를 추정하는 수리적 방법

  • 유동선;구자흥;이성철
    • Journal for History of Mathematics
    • /
    • v.17 no.1
    • /
    • pp.97-108
    • /
    • 2004
  • There are so many methods in population estimation such as logistic estimation and compound interest estimation. If we have some pieces of information about population of one tribe, we can estimate progenitor chronology of that tribe used by inverse estimation. In this paper, we describe several theory of population estimation, and develop mathematical method for estimation progenitor chronology from prior general data and statistical estimation theory. Several examples are illustrated.

  • PDF

Estimation Using Response Probability Under Callbacks

  • Park, Hyeon-Ah
    • Proceedings of the Korean Association for Survey Research Conference
    • /
    • /
    • pp.213-230
    • /
    • 2007
  • Although the response model has been frequently applied to nonresponse weighting adjustment or imputation, the estimation under callbacks has been relatively underdeveloped in the response model. The estimation method using the response probability is developed under callbacks. A replication method for the estimation of the variance of the proposed estimation is also developed. Since the true response probability is usually unknown, we study the estimation of the response probability. Finally, we propose an estimator under callbacks using the ratio imputation as well as the response probability. The simulation study illustrates our techniques.

  • PDF

Experimental Study of Spacecraft Pose Estimation Algorithm Using Vision-based Sensor

  • Hyun, Jeonghoon;Eun, Youngho;Park, Sang-Young
    • Journal of Astronomy and Space Sciences
    • /
    • v.35 no.4
    • /
    • pp.263-277
    • /
    • 2018
  • This paper presents a vision-based relative pose estimation algorithm and its validation through both numerical and hardware experiments. The algorithm and the hardware system were simultaneously designed considering actual experimental conditions. Two estimation techniques were utilized to estimate relative pose; one was a nonlinear least square method for initial estimation, and the other was an extended Kalman Filter for subsequent on-line estimation. A measurement model of the vision sensor and equations of motion including nonlinear perturbations were utilized in the estimation process. Numerical simulations were performed and analyzed for both the autonomous docking and formation flying scenarios. A configuration of LED-based beacons was designed to avoid measurement singularity, and its structural information was implemented in the estimation algorithm. The proposed algorithm was verified again in the experimental environment by using the Autonomous Spacecraft Test Environment for Rendezvous In proXimity (ASTERIX) facility. Additionally, a laser distance meter was added to the estimation algorithm to improve the relative position estimation accuracy. Throughout this study, the performance required for autonomous docking could be presented by confirming the change in estimation accuracy with respect to the level of measurement error. In addition, hardware experiments confirmed the effectiveness of the suggested algorithm and its applicability to actual tasks in the real world.

Bearing/Range Estimation Method using NLS Cost Function in IDRS System (IDRS 시스템에서 Curve Fitting이 적용된 NLS 비용함수를 이용한 방위/거리 추정 기법)

  • Jung, Tae-Jin;Kim, Dae-Kyung;Kwon, Bum-Soo;Yoon, Kyung-Sik;Lee, Kyun-Kyung
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.14 no.4
    • /
    • pp.590-597
    • /
    • 2011
  • The IDRS provides detection, classification and bearing/range estimation by performing wavefront curvature analysis on an intercepted active transmission from target. Especially, a estimate of the target bearing/range that significantly affects the optimal operation of own submarine is required. Target bearing/range can be estimated by wavefront curvature ranging which use the difference of time arrival at sensors. But estimation ambiguity occur in bearing/range estimation due to a number of peaks caused by high center frequency and limited bandwidth of the intercepted active transmission and distortion caused by noise. As a result the bearing/range estimation performance is degraded. To estimate target bearing/range correctly, bearing/range estimation method that eliminate estimation ambiguity is required. In this paper, therefore, for wavefront curvature ranging, NLS cost function with curve fitting method is proposed, which provide robust bearing/range estimation performance by eliminating estimation ambiguity. Through simulation the performance of the proposed bearing/range estimation methods are verified.

Performance Analysis of Sequential Estimation Schemes for Fast Acquisition of Direct Sequence Spread Spectrum Systems (직접 수열 확산 대역 시스템의 고속 부호 획득을 위한 순차 추정 기법들의 성능 분석)

  • Lee, Seong Ro;Chae, Keunhong;Yoon, Seokho;Jeong, Min-A
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.39A no.8
    • /
    • pp.467-473
    • /
    • 2014
  • In the direct sequence spread spectrum system, the correct synchronization is very important; hence, several acquisition schemes based on the sequential estimation have been developed. Typically, the rapid acquisition sequential estimation (RASE) scheme, the seed accumulating sequential estimation (SASE) scheme, the recursive soft sequential estimation (RSSE) scheme have been developed for the correct acquisition. However, the objective performance comparison and analysis between former estimation schemes have not been performed so far. In this paper, we compare and analyze the performance of the above sequential estimation schemes by simulating the correct chip probability and the mean acquisition time (MAT).

Batch Time Interval and Initial State Estimation using GMM-TS for Target Motion Analysis (GMM-TS를 이용한 표적기동분석용 배치구간 및 초기상태 추정 기법)

  • Kim, Woo-Chan;Song, Taek-Lyul
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.18 no.3
    • /
    • pp.285-294
    • /
    • 2012
  • Using bearing measurement only, target motion state is not directly obtained so that TMA (Target Motion Analysis) is needed for this situation. TMA is a nonlinear estimation technique used in passive SONAR systems. Also it is the one of important techniques for underwater combat management systems. TMA can be divided to two parts: batch estimation and sequential estimation. It is preferable to use sequential estimation for reducing computational load as well as adaptively to target maneuvers, batch estimation is still required to attain target initial state vector for convergence of sequential estimation. Selection of batch time interval which depends on observability is critical in TMA performance. Batch estimation in general utilizes predetermined batch time interval. In this paper, we propose a new method called the BTIS (Batch Time Interval and Initial State Estimation). The proposed BTIS estimates target initial status and determines the batch time interval sequentially by using a bank of GMM-TS (Gaussian Mixture Measurement-Track Splitting) filters. The performance of the proposal method is verified by a Monte Carlo simulation study.