• Title/Summary/Keyword: Error variance

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An Extended Scalar Adaptive Filter for Mitigating Sudden Abnormal Signals of Guided Missile

  • Lim, Jun-Kyu;Park, Chan-Gook
    • International Journal of Aeronautical and Space Sciences
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    • v.12 no.1
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    • pp.37-42
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    • 2011
  • An extended scalar adaptive filter for guided missiles using a global positioning system receiver is presented. A conventional scalar adaptive filter is adequate filter for eliminating sudden abnormal jumping measurements. However, if missile or vehicle velocities have variation, the conventional filter cannot eliminate abnormal measurements. The proposed filter utilizes an acceleration term, which is an improvement not used in previous conventional scalar adaptive filters. The proposed filter continuously estimates noise measurement variance, velocity error variance and acceleration error variance. For estimating the three variances, an innovation method was used in combination with the least square method for the three variances. Results from the simulations indicated that the proposed filter exhibited better position accuracy than the conventional scalar adaptive filter.

Alternative Confidence Intervals on the Sum of Variance Components in a Simple Regression Model with Unbalanced Nested Error Structure

  • Park Dong Joon;Lee Soo Jin
    • Communications for Statistical Applications and Methods
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    • v.12 no.1
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    • pp.87-100
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    • 2005
  • In order to construct confidence intervals on the sum of variance components in a simple regression model with unbalanced nested error structure, alternative confidence intervals using Graybill and Wang(1980) and generalized inference concept introduced by Tsui and Weerahandi(1989) are proposed. Computer simulation programmed by SAS/IML is performed to compare the simulated confidence coefficients and average interval lengths of the proposed confidence intervals. A numerical example is provided to demonstrate the confidence intervals and to show consistency between the example and simulation results.

A Technique of Parameter Identification via Mean Value and Variance and Its Application to Course Changes of a Ship

  • Hane, Fuyuki;Masuzawa, Isao
    • 제어로봇시스템학회:학술대회논문집
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    • 1999.10a
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    • pp.153-156
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    • 1999
  • The technique is reported of identifying parameters in off-line process. The technique demands that closed-loop system consists of a reference and two-degree-of-freedom controllers (TDFC) in real process. A model process is the same as the real process except their parameters. Deviations are differences between the reference and the output of the plant or the model. The technique is based on minimizing identification error between the two deviations. The parameter differences between the plant and the model are characterized of mean value and of variance which are derived from the identification error. Consequently, the algorithm which identifies the unknown plant parameters is shown by minimizing the mean value and the variance, respectively, within double convergence loops. The technique is applied to course change of a ship. The plant deviation at the first trial is shown to occur in replacing the nominal parameters by the default parameters. The plant deviation at the second trial is shown to not occur in replacing the nominal parameters by the identified parameters. Hence, the identification technique is confirmed to be feasible in the real field.

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A Sequential Approach for Estimating the Variance of a Normal Population Using Some Available Prior Information

  • Samawi, Hani M.;Al-Saleh, Mohammad F.
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.433-445
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    • 2002
  • Using some available information about the unknown variance $\sigma$$^2$ of a normal distribution with mean $\mu$, a sequential approach is used to estimate $\sigma$$^2$. Two cases have been considered regarding the mean $\mu$ being known or unknown. The mean square error (MSE) of the new estimators are compared to that of the usual estimator of $\sigma$$^2$, namely, the sample variance based on a sample of size equal to the expected sample size. Simulation results indicates that, the new estimator is more efficient than the usual estimator of $\sigma$$^2$whenever the actual value of $\sigma$$^2$ is not too far from the prior information.

A Study of Choice for Analysis Method on Repeated Measures Clinical Data

  • Song, Jung
    • Korean Journal of Clinical Laboratory Science
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    • v.45 no.2
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    • pp.60-65
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    • 2013
  • Data from repeated measurements are accomplished through repeatedly processing the same subject under different conditions and different points of view. The power of testing enhances the choice of pertinent analysis methods that agrees with the characteristics of data concerned and the situation involved. Along with the clinical example, this paper compares the analysis of the variance on ex-post tests, gain score analysis, analysis by mixed design and analysis of covariance employable for repeating measure. Comparing the analysis of variance on ex post test, and gain score analysis on correlations, leads to the fact that the latter enhances the power of the test and diminishes the variance of error terms. The concluded probability, identified that the gain score analysis and the mixed design on interaction between "between subjects factor" and "within subjects factor", are identical. The analysis of covariance, demonstrated better power of the test and smaller error terms than the gain score analysis. Research on four analysis method found that the analysis of covariance is the most appropriate in clinical data than two repeated test with high correlation and ex ante affects ex post.

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Efficient Use of Auxiliary Variables in Estimating Finite Population Variance in Two-Phase Sampling

  • Singh, Housila P.;Singh, Sarjinder;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.165-181
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    • 2010
  • This paper presents some chain ratio-type estimators for estimating finite population variance using two auxiliary variables in two phase sampling set up. The expressions for biases and mean squared errors of the suggested c1asses of estimators are given. Asymptotic optimum estimators(AOE's) in each class are identified with their approximate mean squared error formulae. The theoretical and empirical properties of the suggested classes of estimators are investigated. In the simulation study, we took a real dataset related to pulmonary disease available on the CD with the book by Rosner, (2005).

Genetic Parameter Estimation with Normal and Poisson Error Mixed Models for Teat Number of Swine

  • Lee, C.;Wang, C.D.
    • Asian-Australasian Journal of Animal Sciences
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    • v.14 no.7
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    • pp.910-914
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    • 2001
  • The teat number of a sow plays an important role for weaning pigs and has been utilized in selection of swine breeding stock. Various linear models have been employed for genetic analyses of teat number although the teat number can be considered as a count trait. Theoretically, Poisson error mixed models are more appropriate for count traits than Normal error mixed models. In this study, the two models were compared by analyzing data simulated with Poisson error. Considering the mean square errors and correlation coefficients between observed and fitted values, the Poisson generalized linear mixed model (PGLMM) fit the data better than the Normal error mixed model. Also these two models were applied to analyzing teat numbers in four breeds of swine (Landrace, Yorkshire, crossbred of Landrace and Yorkshire, crossbred of Landrace, Yorkshire, and Chinese indigenous Min pig) collected in China. However, when analyzed with the field data, the Normal error mixed model, on the contrary, fit better for all the breeds than the PGLMM. The results from both simulated and field data indicate that teat numbers of swine might not have variance equal to mean and thus not have a Poisson distribution.

A STUDY ON THE GROSS ERROR DETECTION AND ELIMINATION IN BUNDLE BLOCK ADJUSTMENT (번들블럭조정에 있어서 과대오차 탐색 및 제거에 관한 연구)

  • 유복모;조기성;신성웅
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.9 no.1
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    • pp.47-54
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    • 1991
  • In this study, the accuracy of three dimensional location was improved by self calibration bundle method with additional parameter, which is to correct systematic error through detection and elimination of the gross error from updated reference variance for observation values in photogram-metry. In this study, with the result of comparing accuracy of each method, correcting systematic error is more effective after gross error detection and when observation values are contained more than two gross error the point with maximum correlation value is detected by masking effect of least square adjustment.

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A Study on the Inference Model of In-use Vehicles Emission Distribution according to the Vehicle Mileage (주행거리별 운행차 배출가스 분포 추정 모델에 관한 연구)

  • 김현우
    • Transactions of the Korean Society of Automotive Engineers
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    • v.10 no.4
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    • pp.85-92
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    • 2002
  • To investigate the safety of the in-use vehicles emission against the tail-pipe emission regulation, in-use vehicles emission trend according to vehicle mileage should be known. But it is impossible to collect all vehicles emission data In order to know that. Therefore, it is necessary to establish a statistically meaningful inference method that can be used generally to estimate in-use vehicles emissions distribution according to the vehicle mileage with relatively less in-use vehicles emission data. To do this, a linear regression model that solved the problems of data normality and common variance of error was studied. As a way that can secure the data normality, In(emission) instead of emission itself was used as a sampled data. And a reciprocal of mileage was suggested as a factor to secure common variance of error. As an example, 36 data of FTP-75 test were handled in this study. As a result, using average value and standard deviation at each mileage which were inferred from a linear regression model, probability density distribution and cumulative distribution of emissions according to the vehicle mileage were obtained and it was possible to predict the deterioration factor through full useful life mileage and also possible to decide whether those in-use vehicles will meet the tail-pipe emission regulations or not.

Effect of Measurement Error on the Determination of the Optimal Process Mean for a Canning Process (캔 공정의 최적공정평균을 결정하는데 있어서 측정오차의 영향)

  • Hong, Sung-Hoon;Lee, Min-Koo
    • Journal of Korean Society for Quality Management
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    • v.22 no.2
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    • pp.41-50
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    • 1994
  • Consider a canning process where cans are filled with an expensive ingredient. Cans weighting above the specified limit are sold in a regular market for a fixed price, and underfilled cans are emptied and refilled at the expense of a reprocessing cost. In this paper, the effect of measurement error on the determination of the optimal process mean for a canning process is examined. It is assumed that the quantity X of ingredient in a can is normally distributed with unknown mean and known variance, and the observed value Y of X is also normally distributed with known mean and variance. A profit model is constructed which involves selling price. cost of ingredients, reprocessing cost. and cost from an accepted nonconforming can, and methods of finding the optimal process mean and the cutoff value on Y are presented. It is shown that the optimal process mean increases. and the expected profit decreases when the measurement error is relatively large in comparison to the process variance.

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