• Title/Summary/Keyword: Admissible Estimation

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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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    • v.2 no.2
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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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    • v.1 no.1
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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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Deformability Models of Shear Controlled Members (전단지배형 부재의 변형능력 산정을 위한 모형)

  • Hong, Sung-Gul
    • Proceedings of the Korea Concrete Institute Conference
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    • 2004.11a
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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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    • v.9 no.3
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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.

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

  • Jin, Seung-Hee;Kim, Kyung-Keun;Park, Jin-Bae;Yoon, Tae-Sung
    • 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.

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

  • Lee, In-Suk;Jeong, Won-Tae;Jeong, Hye-Jeong
    • Journal of the Korean Data and Information Science Society
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    • v.4
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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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Design of suboptimal robust kalman filter using LMI approach (LMI기법을 이용한 준최적 강인 칼만 필터의 설계)

  • 진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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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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Virtual Brake Pressure Sensor Using Vehicle Yaw Rate Feedback (차량 요레이트 피드백을 통한 가상 제동 압력 센서 개발)

  • You, Seung-Han
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.40 no.1
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    • pp.113-120
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    • 2016
  • This paper presents observer-based virtual sensors for YMC(Yaw Moment Control) systems by differential braking. A high-fidelity empirical model of the hydraulic unit in YMC system was developed for a model-based observer design. Optimal, adaptive, and robust observers were then developed and their estimation accuracy and robustness against model uncertainty were investigated via HILS tests. The HILS results indicate that the proposed disturbance attenuation approach indeed exhibits more satisfactory pressure estimation performance than the other approach with admissible degradation against the predefined model disturbance.

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

  • Huh Nam-Su;Kim Yun-Jae;Kim Young-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.1 s.244
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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.