• Title/Summary/Keyword: Error Estimates

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The Safety Stock Determination by the Optimal Service Level and the Forecasting Error Correcting (최적서비스수준과 예측오차수정에 의한 안전재고 결정)

  • 안동규;이상용
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.19 no.37
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    • pp.31-40
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    • 1996
  • The amount of safety stock is decided from various information such as the forecasted demand, the lead time, the size of the order quantity and the desired service level. There are two cases to consider the problem of setting safety stock when both the demand in a period and the lead time are characterized as random variables: the first case is the parameters of the demand and lead time distributions are known, the second case is they are unknown and must be estimated. The objective of this study is to present the procedure for setting safety stocks in the case the parameters of the demand and lead time distributions are unknown and must be estimated. In this study, a simple exponential smoothing model is used. to generate the estimates of demand in each period and a discrete distribution of the lead time is developed from historical data, and the optimal service level is used which determined to consider both of a backorder and lost sale.

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Inversion of Geophysical Data with Robust Estimation (로버스트추정에 의한 지구물리자료의 역산)

  • Kim, Hee Joon
    • Economic and Environmental Geology
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    • v.28 no.4
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    • pp.433-438
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    • 1995
  • The most popular minimization method is based on the least-squares criterion, which uses the $L_2$ norm to quantify the misfit between observed and synthetic data. The solution of the least-squares problem is the maximum likelihood point of a probability density containing data with Gaussian uncertainties. The distribution of errors in the geophysical data is, however, seldom Gaussian. Using the $L_2$ norm, large and sparsely distributed errors adversely affect the solution, and the estimated model parameters may even be completely unphysical. On the other hand, the least-absolute-deviation optimization, which is based on the $L_1$ norm, has much more robust statistical properties in the presence of noise. The solution of the $L_1$ problem is the maximum likelihood point of a probability density containing data with longer-tailed errors than the Gaussian distribution. Thus, the $L_1$ norm gives more reliable estimates when a small number of large errors contaminate the data. The effect of outliers is further reduced by M-fitting method with Cauchy error criterion, which can be performed by iteratively reweighted least-squares method.

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A Study on the Measurement of Voluntary Disclosure Quality Using Real-Time Disclosure By Programming Technology

  • Shin, YeounOuk;Kim, KiBum
    • International journal of advanced smart convergence
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    • v.7 no.2
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    • pp.86-94
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    • 2018
  • This study focuses on presenting the IT program module provided by real - time forecasting and database of the voluntary disclosure quality measure in order to solve the problem of capital cost due to information asymmetry of external investors and corporate executives. This study suggests a model of the algorithm that the quality of real - time voluntary disclosure can be provided to all investors immediately by IT program in order to deliver the meaningful value in the domestic capital market. This is a method of generating and analyzing real-time or non-real-time prediction models by transferring the predicted estimates delivered to the Big Data Log Analysis System through the statistical DB to the statistical forecasting engine.

Using a Disturbance Observer for Eccentricity Compensation in Optical Storage Systems

  • Kim, Kyung-Soo
    • Transactions on Control, Automation and Systems Engineering
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    • v.4 no.4
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    • pp.319-323
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    • 2002
  • In this paper, we consider the track-following control problem in the optical data storage systems in the presence of the eccentricity. The eccentricity results in the radial deviation of the objective lens so that it degrades the reliability of the data decoding system. To cope with the eccentricity, an adaptive disturbance compensation technique is newly proposed in the time domain based on a disturbance observer of reduced order, which effectively estimates the low frequency components of the disturbance. The proposed compensator is simply added to the conventional feedback control. The error dynamics of the observer and the sensitivity analysis are given to illustrate the effectiveness of the proposed approach. Finally, through experiments in an optical storage system, the feasibility of the proposed approach is verified.

An Optimal FIR Filter for Discrete Time-varying State Space Models (이산 시변 상태공간 모델을 위한 최적 유한 임펄스 응답 필터)

  • Kwon, Bo-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.12
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    • pp.1183-1187
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    • 2011
  • In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.

Deadzone compensation of a XY table using fuzzy logic (XY 테이블의 퍼지 데드존 보상)

  • 장준오
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.41 no.2
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    • pp.17-28
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    • 2004
  • A deadzone compensator is designed for a XY positioning table using fuzzy logic. The classification property of fuzzy logic systems makes them a natural candidate for the rejection of errors induced by the deadzone, which has regions in which it behaves differently. A tuning algorithm is given for the fuzzy logic parameters, so that the deadzone compensation scheme becomes adaptive, guaranteeing small tracking errors and bounded parameter estimates. Formal nonlinear stability proofs are given to show that the tracking error is small. The fuzzy logic deadzone compensator is implemented on a XY positioning table to show its efficacy.

Design of Auto-Tuning Fuzzy Logic Controllers Using Hybrid Genetic Algorithms (하이브리드 유전 알고리듬을 이용한 자동 동조 퍼지 제어기의 설계)

  • Ryoo, Dong-Wan;Kwon, Jae-Cheol;Park, Seong-Wook;Seo, Bo-Hyeok
    • Proceedings of the KIEE Conference
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    • 1997.11a
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    • pp.126-129
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    • 1997
  • This paper propose a new hybrid genetic algorithm for auto-tunig auzzy controller improving the performance. In general, fuzzy controller used pre-determine d moderate membership functions, fuzzy rules, and scaling factors, by trial and error. The presented algorithm estimates automatically the optimal values of membership functions, fuzzy rules, and scaling factors for fuzzy controller, using hybrid genetic algorithms. The object of the proposed algorithm is to promote search efficiency by overcoming a premature convergence of genetic algorithms. Hybrid genetic algorithm is based on genetic algorithm and modified gradient method. Simulation results verify the validity of the presented method.

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Inertia and Coefficient of Friction Estimation of Electric Motor using Recursive Least-Mean-Square Method (순환 최소자승법을 이용한 전동기 관성과 마찰계수 추정)

  • Kim, Ji-Hye;Choi, Jong-Woo
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.2
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    • pp.311-316
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    • 2007
  • This paper proposes the algorithm which estimates moment of the inertia and friction coefficient of friction for high performance speed control of electric motor. The proposed algorithm finds the moment of inertia and friction coefficient of friction by observing the speed error signal generated by the speed observer and using Recursive Least-Mean-Square method(RLS). By feedbacking the estimated inertia and estimated coefficient of friction to speed controller and full order speed observer, then the errors of the inertia and coefficient of friction and speed due to the inaccurate initial value are decreased. Inertia and coefficient of friction converge to the actual value within several times of speed changing. Simulation and actual experiment results are given to demonstrate the effectiveness of the proposed parameter estimator.

Adaptive Sliding Mode Control of Nonlinear Systems Using Neural Network and Disturbance Estimation Technique (신경망과 외란 추정 기법을 이용한 비선형 시스템의 적응 슬라이딩 모드 제어)

  • Lee, Jae-Young;Park, Jin-Bae;Choi, Yoon-Ho
    • Proceedings of the KIEE Conference
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    • 2008.07a
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    • pp.1759-1760
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    • 2008
  • This paper proposes a neural network(NN)-based adaptive sliding mode controller for discrete-time nonlinear systems. By using disturbance estimation technique, a sliding mode controller is designed, which forces the sliding variable to be zero. Then, NN compensator with hidden-layer-to-output-layer weight update rule is combined with sliding mode controller in order to reduce the error of the estimates of both disturbances and nonlinear functions. The whole closed loop system rejects disturbances excellently and is proved to be ultimately uniformly bounded(UUB) provided that certain conditions for design parameters are satisfied.

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Design of an Observer for Position and Speed Sensorless Vector Control of PMSM (PMSM의 위치 및 속도 센서리스 벡터제어를 위한 관측기의 설계)

  • 정동화
    • Journal of the Korean Society of Safety
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    • v.13 no.1
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    • pp.54-63
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    • 1998
  • This paper proposes a theoretical analysis of a closed loop adaptive speed control system for control the inverter driven permanent magnet synchronous motor(PMSM). This control system utilizes a mechanically sensorless state observer for the generation of all controller feedback information. The observer processes measurements of stator frame voltage and current to produce estimates of rotor position and speed and rotor frame currents. It is shown that the identity observer, when properly formulated, has the same linearized error dynamics as the extended kalman filter(EKF). Consequently, it is shown that the gains within the identity observer can be designed in a manner identical to that of the EKF. In this way, the designability of the nonlinear observer is assured, as is the optimality of its performance for small errors. A sequence of simulation are performed and they demonstrate the successful performance.

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