• Title/Summary/Keyword: Optimal estimation

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Harmonic Estimation of Power Signal Based on Time-varying Optimal Finite Impulse Response Filter (시변 최적 유한 임펄스 응답 필터 기반 전력 신호 고조파 검출)

  • Kwon, Bo-Kyu
    • The Journal of Korean Institute of Information Technology
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    • v.16 no.11
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    • pp.97-103
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    • 2018
  • In this paper, the estimation method for the power signal harmonics is proposed by using the time-varying optimal finite impulse response (FIR) filter. To estimate the magnitude and phase-angle of the harmonic components, the time-varying optimal FIR filter is designed for the state space representation of the noisy power signal which the magnitude and phase is considered as a stochastic process. Since the time-varying optimal FIR filter used in the proposed method does not use any priori information of the initial condition and has FIR structure, the proposed method could overcome the demerits of Kalman filter based method such as poor estimation and divergence problem. Due to the FIR structure, the proposed method is more robust against to the model uncertainty than the Kalman filter. Moreover, the proposed method gives more general solution than the time-invariant optimal FIR filter based harmonic estimation method. To verify the performance and robustness of the proposed method, the proposed method is compared with time-varying Kalman filter based method through simulation.

An Optimal Algorithm of Harmonic State Estimation using Immune Algorithm on Power System (IA를 이용한 전력시스템 고조파 상태 추정 최적 알고리즘)

  • Park, I.P.;Wang, Y.P.;Chung, H.H.;Park, H.C.;Ahn, B.C.
    • Proceedings of the KIEE Conference
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    • 2003.07a
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    • pp.92-94
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    • 2003
  • The design of a measurement system to perform Harmonic State Estimation(HSE) is a very complex problem. In particular, the number of available harmonic instruments (Continuous Harmonic Analysis in Real Time : CHART) is always limited. Therefore, a systematic procedure is needed to design the optimal placement of measurement points. This paper presents an optimal algorithm of HSE which is based on an optimal placement of measurement points using Immune Algorithm (IAs). This HSE has been applied to power system for the validation of an optimal algorithm of HSE. The study results have indicated an economical and effective method for optimal placement of measurement points using IAs in the HSE.

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Investigating Optimal Aggregation Interval Size of Loop Detector Data for Travel Time Estimation and Predicition (통행시간 추정 및 예측을 위한 루프검지기 자료의 최적 집계간격 결정)

  • Yoo, So-Young;Rho, Jeong-Hyun;Park, Dong-Joo
    • Journal of Korean Society of Transportation
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    • v.22 no.6
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    • pp.109-120
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    • 2004
  • Since the late of 1990, there have been number of studies on the required number of probe vehicles and/or optimal aggregation interval sizes for travel time estimation and forecasting. However, in general one to five minutes are used as aggregation intervals for the travel time estimation intervals for the travel time estimation and/or forecasting of loop detector system without a reasonable validation. The objective of this study is to deveop models for identifying optimal aggregation interval sizes of loop detector data for travel time estimation and prediction. This study developed Cross Valiated Mean Square Error (CVMSE) model for the link and route travel time forecasting, The developed models were applied to the loop detector data of Kyeongbu expressway. It was found that the optimal aggregation sizes for the travel time estimation and forecasting are three to five minutes and ten to twenty minutes, respectively.

A Finite Impulse Response Fixed-lag Smoother for Discrete-time Nonlinear Systems (이산 비선형 시스템에 대한 유한 임펄스 응답 고정 시간 지연 평활기)

  • Kwon, Bo-Kyu;Han, Sekyung;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.9
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    • pp.807-810
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    • 2015
  • In this paper, a finite impulse response(FIR) fixed-lag smoother is proposed for discrete-time nonlinear systems. If the actual state trajectory is sufficiently close to the nominal state trajectory, the nonlinear system model can be divided into two parts: The error-state model and the nominal model. The error state can be estimated by adapting the optimal time-varying FIR smoother to the error-state model, and the nominal state can be obtained directly from the nominal trajectory model. Moreover, in order to obtain more robust estimates, the linearization errors are considered as a linear function of the estimation errors. Since the proposed estimator has an FIR structure, the proposed smoother can be expected to have better estimation performance than the IIR-structured estimators in terms of robustness and fast convergence. Additionally the proposed method can give a more general solution than the optimal FIR filtering approach, since the optimal FIR smoother is reduced to the optimal FIR filter by setting the fixed-lag size as zero. To illustrate the performance of the proposed method, simulation results are presented by comparing the method with an optimal FIR filtering approach and linearized Kalman filter.

The Bayesian Approach of Software Optimal Release Time Based on Log Poisson Execution Time Model (포아송 실행시간 모형에 의존한 소프트웨어 최적방출시기에 대한 베이지안 접근 방법에 대한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.14 no.7
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    • pp.1-8
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    • 2009
  • In this paper, make a study decision problem called an optimal release policies after testing a software system in development phase and transfer it to the user. The optimal software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement is generally accepted. The Bayesian parametric inference of model using log Poisson execution time employ tool of Markov chain(Gibbs sampling and Metropolis algorithm). In a numerical example by T1 data was illustrated. make out estimating software optimal release time from the maximum likelihood estimation and Bayesian parametric estimation.

Quasi-Optimal DOA Estimation Scheme for Gimbaled Ultrasonic Moving Source Tracker (김발형 초음파 이동음원 추적센서 개발을 위한 의사최적 도래각 추정기법)

  • Han, Seul-Ki;Lee, Hye-Kyung;Ra, Won-Sang;Park, Jin-Bae;Lim, Jae-Il
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.2
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    • pp.276-283
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    • 2012
  • In this paper, a practical quasi-optimal DOA(direction of arrival) estimator is proposed in order to develop a one-axis gimbaled ultrasonic source tracker for mobile robot applications. With help of the gimbal structure, the ultrasonic moving source tracking problem can be simply reduced to the DOA estimation. The DOA estimation is known as one of the representative long-pending nonlinear filtering problems, but the conventional nonlinear filters might be restrictive in many actual situations because it cannot guarantee the reliable performance due to the use of nonlinear signal model. This motivates us to reformulate the DOA estimation problem in the linear robust state estimation setting. Based on the assumption that the received ultrasonic signals are noisy sinusoids satisfying linear prediction property, a linear uncertain measurement model is newly derived. To avoid the DOA estimation performance degradation caused by the stochastic parameter uncertainty contained in the linear measurement model, the recently developed NCRKF (non-conservative robust Kalman filter) scheme [1] is utilized. The proposed linear DOA estimator provides excellent DOA estimation performance and it is suitable for real-time implementation for its linear recursive filter structure. The effectiveness of the suggested DOA estimation scheme is demonstrated through simulations and experiments.

A Study on Power System State Estimation and bad data detection Using PSO (PSO기법을 이용한 전력계통의 상태추정해법과 불량정보처리에 관한 연구)

  • Ryu, Seung-Oh;Jeong, Hee-Myung;Park, June-Ho;Lee, Hwa-Seok
    • Proceedings of the KIEE Conference
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    • 2008.11a
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    • pp.261-263
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    • 2008
  • In power systems operation, state estimation takes an important role in security control. For the state estimation problem, the weighted least squares(WLS) method and the fast decoupled method have been widely used at present. But these algorithms have disadvantage of converging local optimal solution. In these days, a modern heuristic optimization method such as Particle Swarm Optimization(PSO), are introduced to overcome the problems of classical optimization. In this paper, we proposed particle swarm optimization (PSO) to search an optimal solution of state estimation in power systems. To demonstrate the usefulness of the proposed method, PSO algorithm was tested in the IEEE-57 bus systems. From the simulation results, we can find that the PSO algorithm is applicable for power system state estimation.

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ESTIMATION OF NON-INTEGRAL AND INTEGRAL QUADRATIC FUNCTIONS IN LINEAR STOCHASTIC DIFFERENTIAL SYSTEMS

  • Song, IL Young;Shin, Vladimir;Choi, Won
    • Korean Journal of Mathematics
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    • v.25 no.1
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    • pp.45-60
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    • 2017
  • This paper focuses on estimation of an non-integral quadratic function (NIQF) and integral quadratic function (IQF) of a random signal in dynamic system described by a linear stochastic differential equation. The quadratic form of an unobservable signal indicates useful information of a signal for control. The optimal (in mean square sense) and suboptimal estimates of NIQF and IQF represent a function of the Kalman estimate and its error covariance. The proposed estimation algorithms have a closed-form estimation procedure. The obtained estimates are studied in detail, including derivation of the exact formulas and differential equations for mean square errors. The results we demonstrate on practical example of a power of signal, and comparison analysis between optimal and suboptimal estimators is presented.

Development of Durability Estimation and Design Systems of Worm Gears (웜기어의 강도평가 및 설계시스템 개발에 관한 연구)

  • 정태형;백재협
    • Transactions of the Korean Society of Automotive Engineers
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    • v.5 no.1
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    • pp.207-216
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    • 1997
  • We developed the durability estimation and design systems to minimize the volume, considering the durability, efficiency, and design requirements of worm gears. That is, we consider each kind of factors affecting on durability on the basis of AGMA Standard for the cylindrical and double-enveloping worm gears. We also estimate input power on the basis of wear and durability, bending strength and deflection of worm shaft, and we developed the durability estimation and design systems of power transmission worm gears introducing the optimal design method on the personal computer to be easily used in field. Also, we developed a method which converts the design variables obtained from the optimal design method to integer values(number of worm threads, number of worm threads, number of worm wheel teeth, etc.,) to be used in real design and production. The developed durability estimation and design method can be easily applied to the design of worm gears used as power transmission devices in machineries and is expected to be used for weight minimization of worm gear unit.

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Improved Attenuation Estimation of Ultrasonic Signals Using Frequency Compounding Method

  • Kim, Hyungsuk;Shim, Jaeyoon;Heo, Seo Weon
    • Journal of Electrical Engineering and Technology
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    • v.13 no.1
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    • pp.430-437
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    • 2018
  • Ultrasonic attenuation is an important parameter in Quantitative Ultrasound and many algorithms have been proposed to improve estimation accuracy and repeatability for multiple independent estimates. In this work, we propose an improved algorithm for estimating ultrasonic attenuation utilizing the optimal frequency compounding technique based on stochastic noise model. We formulate mathematical compounding equations in the AWGN channel model and solve optimization problems to maximize the signal-to-noise ratio for multiple frequency components. Individual estimates are calculated by the reference phantom method which provides very stable results in uniformly attenuating regions. We also propose the guideline to select frequency ranges of reflected RF signals. Simulation results using numerical phantoms show that the proposed optimal frequency compounding method provides improved accuracy while minimizing estimation bias. The estimation variance is reduced by only 16% for the un-compounding case, whereas it is reduced by 68% for the uniformly compounding case. The frequency range corresponding to the half-power for reflected signals also provides robust and efficient estimation performance.