• 제목/요약/키워드: M-estimators

검색결과 113건 처리시간 0.019초

중단자료를 갖는 이변량 지수 모형에서 $P(X_{1}\;<\;X_{2})$에 대한 검정 (Testing for $P(X_{1}\;<\;X_{2})$ in Bivariate Exponential Model with Censored Data)

  • 박진표;조장식
    • Journal of the Korean Data and Information Science Society
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    • 제8권2호
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    • pp.143-152
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    • 1997
  • 본 논문에서는, Marshall-Olkin의 이변량 지수모형을 따르는 두개의 부품으로 이루어진 시스템에서 두 부품의 수명 $(X_{1},\;X_{2}$들이 이변량 1종 중단된 자료로 관찰되는 경우, $P(X_{1}\;<\;X_{2})$에 대한 최우추정량을 구하고 근사적 정 규성을 밝힌다. 그리고 그 추정량을 기초로 $P(X_{1}\;<\;X_{2})$에 대한 근사적 검정법을 제안하고, 몬테칼로 모의실험을 통하여 여러가지 상황에서 제안된 추정량의 근사적 검정력을 계산하여 비교하였다.

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Negative Exponential Disparity Based Deviance and Goodness-of-fit Tests for Continuous Models: Distributions, Efficiency and Robustness

  • Jeong, Dong-Bin;Sahadeb Sarkar
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.41-61
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    • 2001
  • The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

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퍼지 추정기에의한 동적 시스템의 상태 추정에 관한 연구 (A Study on the State Estimaion of Dynamic system using Fuzzy Estimator)

  • 문주영;박승현;이상배
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 1997년도 추계학술대회 학술발표 논문집
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    • pp.350-355
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    • 1997
  • The problem of mathematical model for an unknown system by measureing its input-output data pairs is generally referred to as state estimates. The state estimation problem is often of importance in its own right since we may want to know the value of the states. For instance, in navigation, we may take noisy positional fixes using satelite or radar navigation, and the estimator can use these measurements to provide accurate estimates of current position, hedaing, and velocity. And the state estimates can also be used for control purposes. Then it is very important to know the state of plant. In this paper, the theory of the minimization of a loss function was used to design the fuzzy system. Here, the used teory is Least Square Esimation method. This parametrization has the Linear in the parameters charcteristic that allows standard parameter estimation technique to be used to estimate the parameters of the fuzzy system. The combination of the fuzzy system and the estimation m thod then performs as a nonlinear estimator. If several fuzzy label are defined for the input variables at the antecedent part, the fuzzy system then behaves as a collection of nonlinear estimators where different regions of rules have different parameters. In simulation results, the fuzzy model controlled a difference in the structure between the actual plant and the fuzzy estimator. It is also proved that the fuzzy system is equivalent to its transformed system. therefore we was able to get the state space equation of system with the estimated paramater.

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Integrated Sliding-Mode Sensorless Driver with Pre-driver and Current Sensing Circuit for Accurate Speed Control of PMSM

  • Heo, Sewan;Oh, Jimin;Kim, Minki;Suk, Jung-Hee;Yang, Yil Suk;Park, Ki-Tae;Kim, Jinsung
    • ETRI Journal
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    • 제37권6호
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    • pp.1154-1164
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    • 2015
  • This paper proposes a fully sensorless driver for a permanent magnet synchronous motor (PMSM) integrated with a digital motor controller and an analog pre-driver, including sensing circuits and estimators. In the motor controller, a position estimator estimates the back electromotive force and rotor position using a sliding-mode observer. In the pre-driver, drivers for the power devices are designed with a level shifter and isolation technique. In addition, a current sensing circuit measures a three-phase current. All of these circuits are integrated in a single chip such that the driver achieves control of the speed with high accuracy. Using an IC fabricated using a $0.18{\mu}m$ BCDMOS process, the performance was verified experimentally. The driver showed stable operation in spite of the variation in speed and load, a similar efficiency near 1% compared to a commercial driver, a low speed error of about 0.1%, and therefore good performance for the PMSM drive.

Multiuser Channel Estimation Using Robust Recursive Filters for CDMA System

  • Kim, Jang-Sub;Shin, Ho-Jin;Shin, Dong-Ryeol
    • Journal of Communications and Networks
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    • 제9권3호
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    • pp.219-228
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    • 2007
  • In this paper, we present a novel blind adaptive multiuser detector structure and three robust recursive filters to improve the performance in CDMA environments: Sigma point kalman filter (SPKF), particle filter (PF), and Gaussian mixture sigma point particle filter (GMSPPF). Our proposed robust recursive filters have superior performance over a conventional extended Kalman filter (EKF). The proposed multiuser detector algorithms initially use Kalman prediction form to estimated channel parameters, and unknown data symbol be predicted. Second, based on this predicted data symbol, the robust recursive filters (e.g., GMSPPF) is a refined estimation of joint multipaths and time delays. With these estimated multipaths and time delays, data symbol detection is carried out (Kalman correction form). Computer simulations show that the proposed algorithms outperform the conventional blind multiuser detector with the EKF. Also we can see it provides a more viable means for tracking time-varying amplitudes and time delays in CDMA communication systems, compared to that of the EKF for near-far ratio of 20 dB. For this reason, it is believed that the proposed channel estimators can replace well-known filter such as the EKF.

Investigation of Bacterial Diversity in Membrane Bioreactor and Conventional Activated Sludge Processes from Petroleum Refineries Using Phylogenetic and Statistical Approaches

  • Silva, Cynthia;Jesus, Ederson C.;Torres, Ana P. R.;Sousa, Maira P.;Santiago, Vania M. J.;Oliveira, Valeria M.
    • Journal of Microbiology and Biotechnology
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    • 제20권3호
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    • pp.447-459
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    • 2010
  • Bacterial diversity of two distinct wastewater treatment systems, conventional activated sludge (CAS) and membrane bioreactor (MBR), of petroleum refineries were investigated through 16S rRNA gene libraries. Sequencing and phylogenetic analysis showed that the bacterial community composition of sludge samples was distinct between the two wastewater treatment systems. MBR clones belonged predominantly to Class Betaproteobacteria, represented mainly by genera Thiobacillus and Thauera, whereas CAS clones were mostly related to Class Alphaproteobacteria, represented by uncultured bacteria related to Order Parvularculales. Richness estimators ACE and Chao revealed that the diversity observed in both libraries at the species level is an underestimate of the total bacterial diversity present in the environment and further sampling would yield an increased observed diversity. Shannon and Simpson diversity indices were different between the libraries and revealed greater bacterial diversity for the MBR library, considering an evolutionary distance of 0.03. LIBSHUFF analyses revealed that MBR and CAS communities were significantly different at the 95% confidence level ($P{\leq}0.05$) for distances $0{\leq}D{\leq}0.20$. This work described, qualitatively and quantitatively, the structure of bacterial communities in industrial-scale MBR and CAS processes of the wastewater treatment system from petroleum refineries and demonstrated clearly differentiated communities responsible for the stable performance of wastewater treatment plants.

신흥주식시장에서의 변동성반응가설 검정 (A Test on the Volatility Feedback Hypothesis in the Emerging Stock Market)

  • 김병준
    • 재무관리연구
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    • 제26권4호
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    • pp.191-234
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    • 2009
  • 주식시장에서의 수익률과 변동성 간의 역의 상관관계에 대하여는 이미 1980년대 이후부터 선진국 주식시장을 통해 많이 분석되어 왔다. 이는 예기치 않은 수익률의 음(-) 또는 양(+)의 충격이 변동성에 비대칭적으로 영향을 미치고 특히 음(-)의 충격 국면에서 변동성이 급격히 증가되어 과잉반응이 형성된다는 것으로 귀결된다. 그런데 이렇게 증가된 변동성이 거꾸로 수익률에 지속적인 음(-)의 영향력을 나타낸다고 하는 변동성 반응가설(Volatility Feedback Hypothesis)에 대하여는 아직까지 학계에서 일치된 검정결과를 보이지 못하고 있는 실정이다. 본 연구에서는 이제까지 총체적인 연구가 되지 못하였던 14개 신흥국 주식시장을 대상으로 이러한 변동성반응가설 즉, 변동성의 수익률에 대한 지속적인 음(-)의 영향력 효과가 발견되는지에 대하여 세계공통의 위험요인(Global Risk Factors)과 개별국가 고유의 위험요인(Country-specific Risk Factors)으로 설명변수를 구분한 GJR-GARCH in Mean 모형을 사용하여 심층적인 검정을 시도하였다. 그 결과 신흥국 주식시장에서는 개별국가 고유의 위험요인보다는 세계공통의 위험요인이 보다 중요한 체계적인 설명요인으로 작용한다는 것이 입증되었고 나아가 이러한 위험요인들을 통제한 이후의 시변적 변동성도 수익률에 지속적으로 음(-)의 영향력을 미친다는 변동성 반응가설이 대상 14개국 중 12개국에서 지지되는 것으로 밝혀졌다. 즉, 신흥주식시장의 수익률 하락충격에서 형성된 변동성 증가는 투자자들의 위험 프리미엄 증가로 연결되고 이후 지속적인 수익률 하락압력으로 작용한다는 것이 입증되었다.

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수도(水稻) 적정시비량(適正施肥量) 결정(決定)에 대한 대체모형(代替模型) (An Alternative Model for Determining the Optimal Fertilizer Level)

  • 장석환
    • 한국토양비료학회지
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    • 제13권1호
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    • pp.21-32
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    • 1980
  • Linear models, with and without site variables, have been investigated in order to develop an alternative methodology for determining optimal fertilizer levels. The resultant models are : (1) Model I is an ordinary quadratic response function formed by combining the simple response function estimated at each site in block diagonal form, and has parameters [${\gamma}^{(1)}_{m{\ell}}$], for m=1, 2, ${\cdots}$, n sites and degrees of polynomial, ${\ell}$=0, 1, 2. (2) Mode II is a multiple regression model with a set of site variables (including an intercept) repeated for each fertilizer level and the linear and quadratic terms of the fertilizer variables arranged in block diagonal form as in Model I. The parameters are equal to [${\beta}_h\;{\gamma}^{(2)}_{m{\ell}}$] for h=0, 1, 2, ${\cdots}$, k site variable, m=1, 2, ${\cdots}$ and ${\ell}$=1, 2. (3) Model III is a classical response surface model, I. e., a common quadratic polynomial model for the fertilizer variables augmented with site variables and interactions between site variables and the linear fertilizer terms. The parameters are equal to [${\beta}_h\;{\gamma}_{\ell}\;{\theta}_h$], for h=0, 1, ${\cdots}$, k, ${\ell}$=1, 2, and h'=1, 2, ${\cdots}$, k. (4) Model IV has the same basic structure as Mode I, but estimation procedure involves two stages. In stage 1, yields for each fertilizer level are regressed on the site variables and the resulting predicted yields for each site are then regressed on the fertilizer variables in stage 2. Each model has been evaluated under the assumption that Model III is the postulated true response function. Under this assumption, Models I, II and IV give biased estimators of the linear fertilizer response parameter which depend on the interaction between site variables and applied fertilizer variables. When the interaction is significant, Model III is the most efficient for calculation of optimal fertilizer level. It has been found that Model IV is always more efficient than Models I and II, with efficiency depending on the magnitude of ${\lambda}m$, the mth diagonal element of X (X' X)' X' where X is the site variable matrix. When the site variable by linear fertilizer interaction parameters are zero or when the estimated interactions are not important, it is demonstrated that Model IV can be a reasonable alternative model for calculation of optimal fertilizer level. The efficiencies of the models are compared us ing data from 256 fertilizer trials on rice conducted in Korea. Although Model III is usually preferred, the empirical results from the data analysis support the feasibility of using Model IV in practice when the estimated interaction term between measured soil organic matter and applied nitrogen is not important.

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통계적 사전 처리방법을 통한 MT 전달함수 추정의 향상 기법 연구 (An improvement of MT transfer function estimates using by pre-screening scheme based on the statistical distribution of electromagnetic fields)

  • 양준모;권병두;이덕기;송윤호;윤용훈
    • 한국지구물리탐사학회:학술대회논문집
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    • 한국지구물리탐사학회 2005년도 공동학술대회 논문집
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    • pp.273-280
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    • 2005
  • MT 전달함수의 추정과정에서 로버스트 방법의 적용은 현재 전자탐사 분야에서 일반적이다. 적절하게 고안되고 적용된 로버스트 방법은 출력 채널인 전기장에 포함되어 있는 외치의 영향을 감소시킬 수 있으나, HLP(High leverage point)라 불리 우는 자기장(입력 채널)의 외치에 종종 민감하지 못하다. 이 문제를 해결하기 위해 HLP의 영향을 최소화할 수 있는 BI(Bounded Influence) 추정이 제안되었고, 전통적인 로버스트 방법보다 신뢰성 있는 전달함수를 제공하는 것으로 보고되었다. 이는 BI 추정이 M-추정을 적용함과 동시에 자기장 성분만으로 결정되는 모자행렬의 통계적인 특성을 고려하여 가중치를 부여하는 방법이기 때문이다. 본 연구에서는 전달함수 추정과정에 BI 추정을 적용하고, 이와 더불어 전처리 단계로서 전자기장의 통계적 분포를 이용해 주파수 영역에서 극단적인 전기장과 자기장 자료의 영향을 감소시키는 기법을 개발하였다. 개발된 전처리 기법은 BI 추정으로 제거될 수 없는 자료를 주파수 영역에서 효과적으로 제거하는 것으로 생각된다. 본 연구에서 개발된 기법의 효율성과 장점은 합성 자료와 현장 자료를 이용하여 도시될 것이다.

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MRAS Based Sensorless Control of a Series-Connected Five-Phase Two-Motor Drive System

  • Khan, M. Rizwan;Iqbal, Atif
    • Journal of Electrical Engineering and Technology
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    • 제3권2호
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    • pp.224-234
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    • 2008
  • Multi-phase machines can be used in variable speed drives. Their applications include electric ship propulsion, 'more-electric aircraft' and traction applications, electric vehicles, and hybrid electric vehicles. Multi-phase machines enable independent control of a few numbers of machines that are connected in series in a particular manner with their supply being fed from a single voltage source inverter(VSI). The idea was first implemented for a five-phase series-connected two-motor drive system, but is now applicable to any number of phases more than or equal to five-phase. The number of series-connected machines is a function of the phase number of VSI. Theoretical and simulation studies have already been reported for number of multi-phase multi-motor drive configurations of series-connection type. Variable speed induction motor drives without mechanical speed sensors at the motor shaft have the attractions of low cost and high reliability. To replace the sensor, information concerning the rotor speed is extracted from measured stator currents and voltages at motor terminals. Open-loop estimators or closed-loop observers are used for this purpose. They differ with respect to accuracy, robustness, and sensitivity against model parameter variations. This paper analyses operation of an MRAS estimator based sensorless control of a vector controlled series-connected two-motor five-phase drive system with current control in the stationary reference frame. Results, obtained with fixed-voltage, fixed-frequency supply, and hysteresis current control are presented for various operating conditions on the basis of simulation results. The purpose of this paper is to report the first ever simulation results on a sensorless control of a five-phase two-motor series-connected drive system. The operating principle is given followed by a description of the sensorless technique.