• Title/Summary/Keyword: L-Estimator

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A COMPARATIVE EVALUATION OF THE ESTIMATORS OF THE 2-PARAMETER GENERALIZED PARETO DISTRIBUTION

  • Singh, V.P.;Ahmad, M.;Sherif, M.M.
    • Water Engineering Research
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    • v.4 no.3
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    • pp.155-173
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    • 2003
  • Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

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Improving $L_1$ Information Bound in the Presence of a Nuisance Parameter for Median-unbiased Estimators

  • Sung, Nae-Kyung
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.1-12
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    • 1993
  • An approach to make the information bound sharper in median-unbiased estimation, based on an analogue of the Cramer-Rao inequality developed by Sung et al. (1990), is introduced for continuous densities with a nuisance parameter by considering information quantities contained both in the parametric function of interest and in the nuisance parameter in a linear fashion. This approach is comparable to that of improving the information bound in mean-unbiased estimation for the case of two unknown parameters. Computation of an optimal weight corresponding to the nuisance parameter is also considered.

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Optimal Rates of Convergence for Tensor Spline Regression Estimators

  • Koo, Ja-Yong
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.105-112
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    • 1990
  • Let (X, Y) be a pair random variables and let f denote the regression function of the response Y on the measurement variable X. Let K(f) denote a derivative of f. The least squares method is used to obtain a tensor spline estimator $\hat{f}$ of f based on a random sample of size n from the distribution of (X, Y). Under some mild conditions, it is shown that $K(\hat{f})$ achieves the optimal rate of convergence for the estimation of K(f) in $L_2$ and $L_{\infty}$ norms.

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A Study on the Parameter Estimation for the Bit Synchronization Using the Gauss-Markov Estimator (Gauss-Markov 추정기를 이용한 비트 동기화를 위한 파라미터 추정에 관한 연구)

  • Ryu, Heung-Gyoon;Ann, Sou-Guil
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.3
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    • pp.8-13
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    • 1989
  • The parameters of bipolar random square-wave signal process, amplitude and phase with unknown probability distribution are shown to be simultaneously estimated by using Gauss-Markov estimator so that transmitted digital data can be recovered under the additive Gaussinan noise environment. However, we see that the preprocessing stage using the correlator composed of the multiplier and the running integrator is needed to convert the received process into the sampled sequences and to obtain the observed data vectors, which can be used for Gauss-Markov estimation.

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Calibrating black hole mass estimators using high quality Keck spectra

  • Park, Da-Woo;Woo, Jong-Hak
    • The Bulletin of The Korean Astronomical Society
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    • v.36 no.1
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    • pp.52.1-52.1
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    • 2011
  • Black hole masses of Active Galactic Nuclei (AGN) are one of the most important parameters in AGN physics. Based on the virial assumption, black hole masses can be determined from the product of the width of the broad emission lines and the continuum/line luminosities. Using the Low Resolution Imaging Spectrometer(LRIS) at the Keck telescope, we obtained high quality spectra (S/N~100), covering 2300-5500A in the rest-frame, for a sample of 37 intermediate-luminosity AGN at z~0.4, in order to calibrate various black hole mass estimators based on the Mg II (2798A) and the Hbeta (4861A) emission lines. After subtracting continuum and complex FeII emission under Mg II and Hbeta, we fit the broad emission lines using high order Guass-Hermite models to best constrain the profile and the width of the emission lines. Combining the SDSS spectra covering Halpha emission line with the Keck spectra, we determine a set of 6 black hole masses for each object, based on the line width (MgII, Hbeta, and Halpha) and the luminosity (LMgII, LHbeta, LHalpha, L3000, L5100), and calibrate each black hole mass estimator. We will present uncertainties and limitations of each mass estimator.

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Performance Analysis of a Residual Frequency Estimator for Weak AGPS Signals in Frequency Domain (약 신호 환경의 AGPS를 위한 잔여주파수 추정기의 주파수 영역 성능 분석)

  • Park, Ji-Hee;Im, Hyun-Ja;Song, Seung-Hun;Sung, Tae-Kyung
    • Journal of Institute of Control, Robotics and Systems
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    • v.16 no.7
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    • pp.720-725
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    • 2010
  • In AGPS method, user position can be obtained even in the shadow region by improving signal sensitivity. A hybrid long integration scheme employing both coherent and non-coherent integration method is commonly used in AGPS receivers. Because coherent loss increases as residual frequency become large, residual frequency should be minimized to maximize coherent integration gain. This paper presents performance analysis of residual frequency estimator using FFT in fine-time assistance AGPS method. Considering the hardware complexity and the estimation accuracy, optimal length of FFT is proposed for GPS L1 C/A signal. Signal sensitivity for estimating the residual frequency is also analysed. By field experimental results, it is found that the residual frequency can be successfully estimated using 1 second snap-shot data when GPS signal strength is larger than -150 dBm and its RMS error is 3Hz.

Online Compensation of Parameter Variation Effects for Robust Interior PM Synchronous Motor Drives

  • Shrestha, Rajendra L.;Seok, Jul-Ki
    • Journal of Power Electronics
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    • v.11 no.5
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    • pp.713-718
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    • 2011
  • This paper presents an online voltage disturbance estimator to achieve precise torque control of IPMSMs over a high speed operating region. The proposed design has a type of state-filter based on a Luenburger-style closed loop stator current vector observer. Utilizing the frequency response plot (FRF) approach, the estimation accuracy and the parameter sensitivities are analyzed. Accurate torque control and improved efficiency are provided with the decoupling of the effect of the parameter variations. The feasibility of the presented idea is verified by laboratory experiments.

Improvement of Current Controller Characteristics of Interior Permanent Magnet Synchronous Motor for Electric Vehicle (전기자동차용 매입형 영구자석 동기전동기의 전류제어기 특성 개선)

  • Park, Jung-Woo;Kim, Jong-Moo;Ku, Dae-Hyun;Kim, Heung-Geun
    • Proceedings of the KIEE Conference
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    • 1999.07f
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    • pp.2526-2528
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    • 1999
  • Parameters of equivalent circuit of IPMSM are varied according to current magnitude and current phase angle. Especially, Parameter variation of IPMSM for an electric vehicle(EV) is critical. Because current magnitude is very large. and current phase angle range also is wide. So, variation characteristics of $L_d$ and $L_q$ of the IPMSM are analyzed and verified through experiments. And then new parameter estimator of $L_d$ and $L_q$ that is constructed by neural network technique is suggested Using numerical method, the advanced characteristics of current controller of vector control algorithm is verified.

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Design of an Efficient Coarse Frequency Estimator Using a Serial Correlator for DVB-S2 (직렬 상관기를 이용한 디지털 위성방송 주파수 추정회로 설계)

  • Yun, Hyoung-Jin;SunWoo, Myung-Hoon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.4A
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    • pp.434-439
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    • 2008
  • This paper proposes an efficient coarse frequency synchronizer for digital video broadcasting - second generation (DVB-S2). The input signal requirement of acquisition range for coarse frequency estimator in the DVB-S2 is around ${\pm}1.5625Mhz$, which corresponds to 6.25% of the symbol rate at 25Mbaud. At the process of analyzing the robust algorithm among data-aided approaches, we find that the Luise & Reggiannini (L&R) algorithm is the most promising one for coarse frequency estimation with respect to estimation performance and complexity. However, it requires many multipliers and adders to compute output values of correlators. We propose an efficient architecture identifying the serial correlator with the buffer and multiplexers. The proposed coarse frequency synchronizer can reduce the hardware complexity about 92% of the direct implementation. The proposed architecture has been implemented and verified on the Xilinx Virtex II FPGA.

A Note on Estimation of Multinomial Probabilities when Some Frequency Counts are Merged

  • Lee, Sang-Eun;Park, C.J.
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.327-336
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    • 1999
  • In a multinomial sampling scheme some categories may be observed as partially classified because of technical or economic reasons. In this paper the maximum likelihood estimators(M.L.E) of multinomial probabilities are obtained when some frequencies are merged. We obtained the M.L.E and a method to evaluate the information gained by including merged frequencies in M.L.E we obtained an estimator of the covariance matrix and it is used to examine the information gained by including the merged frequency counts in estimating the cell probabilities. When certain individual frequency counts are missing a method is proposed for estimating the cell probabilities using EM algorithms.

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