• 제목/요약/키워드: Admissible Estimation

검색결과 11건 처리시간 0.023초

Admissible Estimation for Parameters in a Family of Non-regular Densities

  • Byung Hwee Kim;In Hong Chang
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.52-62
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    • 1995
  • Consider an estimation problem under squared error loss in a family of non-regular densities with both terminals of the support being decreasing functions of an unknown parameter. Using Karlin's(1958) technique, sufficient conditions are given for generalized Bayes estimators to be admissible for estimating an arbitrarily positive, monotone parametric function and then treat some examples which illustrate our results.

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A Note on Admissibility and Finite Admissibility in Estimation

  • Byung Hwee Kim;Tae Ryoung Park
    • Communications for Statistical Applications and Methods
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    • 제1권1호
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    • pp.87-93
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    • 1994
  • Consider the problem of estimating the parameter of the model in which an observable random variable is represented by a unknown scalar parameter plus another random variable and the parameter, sample, and decision spaces consist of all integers. We first characterize the class of all admissible estimators and then characterize the class of all finitely admissible estimators. Finally, we show that two classes are identical.

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전단지배형 부재의 변형능력 산정을 위한 모형 (Deformability Models of Shear Controlled Members)

  • 홍성걸
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2004년도 추계 학술발표회 제16권2호
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    • pp.357-360
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    • 2004
  • Estimation of deformation capacity of non-flexural reinforced concrete members is proposed using basic concepts of limit analysis and the virtual work method. This new approach starts with construction of admissible stress field as for an equilibrium set. Failure mechanisms compatible with admissible stress fields are postulated as for displacement set. It is assumed that the ultimate deformations as result of failure mechanisms are controlled by ultimate strain of concrete in compression. The derived formula for deformability of deep beams in shear shows reasonable range of ultimate displacement.

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Estimation of the Parameter of a Bernoulli Distribution Using a Balanced Loss Function

  • Farsipour, N.Sanjari;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.889-898
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    • 2002
  • In decision theoretic estimation, the loss function usually emphasizes precision of estimation. However, one may have interest in goodness of fit of the overall model as well as precision of estimation. From this viewpoint, Zellner(1994) proposed the balanced loss function which takes account of both "goodness of fit" and "precision of estimation". This paper considers estimation of the parameter of a Bernoulli distribution using Zellner's(1994) balanced loss function. It is shown that the sample mean $\overline{X}$, is admissible. More general results, concerning the admissibility of estimators of the form $a\overline{X}+b$ are also presented. Finally, minimax estimators and some numerical results are given at the end of paper,at the end of paper.

파라미터 불확실성을 갖는 선형 시스템에 대한 준최적 강인 칼만필터 설계 (Design of Suboptimal Robust Kalman Filter for Linear Systems with Parameter Uncertainty)

  • 진승희;김경근;박진배;윤태성
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1997년도 하계학술대회 논문집 B
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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.

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Linex 손실함수하(損失函數下)에서의 여러 포아손 평균(平均)들의 동시추정(同時推定) (Simultaneous Estimation of Several Poisson Means under a Linex Loss Function)

  • 이인석;정원태;정혜정
    • Journal of the Korean Data and Information Science Society
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    • 제4권
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    • pp.87-95
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    • 1993
  • We find a class of admissible Bayes estimator for the mean vector ${\theta}=({\theta}_{1},{\theta}_{2},...,{\theta}_{p}$ of Poisson distribution under a LINEX loss function. The Monte Carlo Simulation is performed to compare the emprical Bayes estimater under the LINEX loss function and weighted squared error loss respectively.

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LMI기법을 이용한 준최적 강인 칼만 필터의 설계 (Design of suboptimal robust kalman filter using LMI approach)

  • 진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.1477-1480
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    • 1997
  • This paper is concerned with the design of a suboptimal robust Kalman filter using LMI approach for system models in the state space, which are subjected to parameter uncertainties in both the state and measurement atrices. Under the assumption that augmented system composed of the uncertain system and the state estimation error dynamics should be stable, a Lyapunov inequality is obtained. And from this inequaltiy, the filter design problem can be transformed to the gneric LMI problems i.e., linear objective minimization problem and generalized eigenvalue minimization problem. When applied to uncertain linear system modles, the proposed filter can provide the minimum upper bound of the estimation error variance for all admissible parameter uncertainties.

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차량 요레이트 피드백을 통한 가상 제동 압력 센서 개발 (Virtual Brake Pressure Sensor Using Vehicle Yaw Rate Feedback)

  • 유승한
    • 대한기계학회논문집A
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    • 제40권1호
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    • pp.113-120
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    • 2016
  • 본 연구에서는 좌/우 편제동을 통해 차량의 요 모션을 제어하는 제동 기반 요모멘트 제어 시스템에서의 가상 제동 압력 센서를 개발하였다. 제동 압력을 추정하기 위해 유압시스템을 경험적 방법으로 모델링하였고 이를 기반으로 요레이트 피드백 제동 압력 관측기를 설계하였다. 차량 요레이트 동역학에 존재하는 외란의 영향을 최소화 하기 위해 외란 적응 기법, 외란 축소 기법 및 최적 이득 기법을 관측기 설계에 적용하였고 그 방법들 간의 성능 비교 및 검증을 HILS 를 통해 수행하였다. 그 결과 외란 축소 방식의 견실 관측기의 압력 추정 성능이 일반적인 Luenberger 관측기 대비 가장 우수하였으며 그 원인에 대해 분석하였다.

하중-균열열림변위를 이용한 굽힘하중이 작용하는 원주방향 관통균열 배관의 새로운 J 실험법 (New J Testing Method Using Load-COD Curve for Circumferential Through-Wall Cracked Pipes under Bending)

  • 허남수;김윤재;김영진
    • 대한기계학회논문집A
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    • 제30권1호
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    • pp.60-65
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    • 2006
  • The present paper provides experimental J estimation equation for the circumferential through-wall cracked pipe under four-point bending, based on the load-crack opening displacement (COD) record. Based on the limit analysis and the kinematically admissible rigid-body rotation field, the plastic ${\eta}$-factor for the load-COD record is derived and is compared with that for the load-load line displacement record. Comparison with the J results from detailed elastic-plastic finite element (FE) analysis shows that the proposed method based on the load-COD record provides reliable J estimates even for shallow cracks, whereas the conventional approach based on the load-load line displacement record gives erroneous results for shallow cracks. Thus, the proposed J estimation method could be recommended for testing the circumferential through-wall cracked pipe, particularly with shallow cracks.