• Title/Summary/Keyword: Parameter estimation method

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Identification of ARMAX Model and Linear Estimation Algorithm for Structural Dynamic Characteristics Analysis (구조동특성해석을 위한 ARMAX 모형의 식별과 선형추정 알고리즘)

  • Choe, Eui-Jung;Lee, Sang-Jo
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.7
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    • pp.178-187
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    • 1999
  • In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

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The Parameter Estimation of DC-DC Converter by System Identification Method (시스템 식별 기법을 이용한 DC-DC 컨버터 파라메터 추정)

  • Jeon, Jin-Hong;Kim, Tae-Jin;Kim, Kwang-Su;Kim, Kwang-Hwa
    • Proceedings of the KIEE Conference
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    • 2003.11c
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    • pp.503-506
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    • 2003
  • In this paper, we present the results of parameter estimation for do-dc converter model by system identification. The parameter estimation for dc-dc converter aims at the diagnosis of its operating status. we applied the system identification method for parameter estimation. For verification of estimated parameter, we compare bode plot of estimated system transfer function and measurement results of HP4194 instrument.

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Prediction of Ozone Formation Based on Neural Network and Stochastic Method (인공신경망 및 통계적 방법을 이용한 오존 형성의 예측)

  • Oh, Sea Cheon;Yeo, Yeong-Koo
    • Clean Technology
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    • v.7 no.2
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    • pp.119-126
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    • 2001
  • The prediction of ozone formation was studied using the neural network and the stochastic method. Parameter estimation method and artificial neural network(ANN) method were employed in the stochastic scheme. In the parameter estimation method, extended least squares(ELS) method and recursive maximum likelihood(RML) were used to achieve the real time parameter estimation. Autoregressive moving average model with external input(ARMAX) was used as the ozone formation model for the parameter estimation method. ANN with 3 layers was also tested to predict the ozone formation. To demonstrate the performance of the ozone formation prediction schemes used in this work, the prediction results of ozone formation were compared with the real data. From the comparison it was found that the prediction schemes based on the parameter estimation method and ANN method show an acceptable accuracy with limited prediction horizon.

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Research for parameter estimation method by basis of Real vehicle data (실차 데이터 기반 차량 파라미터 추정을 위한 기법 연구)

  • Hong T.W.;Park K.;Heo S.J.;Park L.H.;Lee K.W.;Cho Y.J.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2005.06a
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    • pp.1091-1094
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    • 2005
  • This paper formulates the parameter estimation of cornering behavior of a vehicle. Especially some vehicle parameter is very important on stability control of chassis by ECU, but some parameter is so hard to get by sensor which parameter is included the nonlinear characteristic of tire cornering force. So we need to deduce that parameter from used signal and numerical method. In this study, we propose a estimation method and present the simulation by parameter estimation technique.

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A hybrid inverse method for small scale parameter estimation of FG nanobeams

  • Darabi, A.;Vosoughi, Ali R.
    • Steel and Composite Structures
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    • v.20 no.5
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    • pp.1119-1131
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    • 2016
  • As a first attempt, an inverse hybrid numerical method for small scale parameter estimation of functionally graded (FG) nanobeams using measured frequencies is presented. The governing equations are obtained with the Eringen's nonlocal elasticity assumptions and the first-order shear deformation theory (FSDT). The equations are discretized by using the differential quadrature method (DQM). The discretized equations are transferred from temporal domain to frequency domain and frequencies of the nanobeam are obtained. By applying random error to these frequencies, measured frequencies are generated. The measured frequencies are considered as input data and inversely, the small scale parameter of the beam is obtained by minimizing a defined functional. The functional is defined as root mean square error between the measured frequencies and calculated frequencies by the DQM. Then, the conjugate gradient (CG) optimization method is employed to minimize the functional and the small scale parameter is obtained. Efficiency, convergence and accuracy of the presented hybrid method for small scale parameter estimation of the beams for different applied random error, boundary conditions, length-to-thickness ratio and volume fraction coefficients are demonstrated.

Comparison Study of Parameter Estimation Methods for Some Extreme Value Distributions (Focused on the Regression Method) (극단치 분포의 모수 추정방법 비교 연구(회귀 분석법을 기준으로))

  • Woo, Ji-Yong;Kim, Myung-Suk
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.463-477
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    • 2009
  • Parameter estimation methods such as maximum likelihood estimation method, probability weighted moments method, regression method have been popularly applied to various extreme value models in numerous literature. Among three methods above, the performance of regression method has not been rigorously investigated yet. In this paper the regression method is compared with the other methods via Monte Carlo simulation studies for estimation of parameters of the Generalized Extreme Value(GEV) distribution and the Generalized Pareto(GP) distribution. Our simulation results indicate that the regression method tends to outperform other methods under small samples by providing smaller biases and root mean square errors for estimation of location parameter of the GEV model. For the scale parameter estimation of the GP model under small samples, the regression method tends to report smaller biases than the other methods. The regression method tends to be superior to other methods for the shape parameter estimation of the GEV model and GP model when the shape parameter is -0.4 under small and moderately large samples.

Adaptive Control of CNC Boring Machine by Application of the Variance Perturbation Method (분산 섭동법 에 의한 CNC보오링 머시인 의 적응제어)

  • 이종원
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.8 no.1
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    • pp.65-70
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    • 1984
  • A recursive parameter estimation method is applied to spindle deflection model during boring process. The spindle infeed rate is then determined to preserve the diametral tolerance of bore. This estimation method is further extended to adaptive control by application of the variance perturbation method. The results of computer simulation attest that the proposed method renders the optimal cutting conditions, maintaining the diametral accuracy of bore, regardless of parameter fluctuations. The proposed method necessitating only post-process measurements features that initialization of parameter guess values in simple, a priori knowledge on parameter variations is not needed and the accurate estimation of optimal spindle infeed rate is obtained, even if the parameter estimation may be poor.

Estimation of Defect Clustering Parameter Using Markov Chain Monte Carlo (Markov Chain Monte Carlo를 이용한 반도체 결함 클러스터링 파라미터의 추정)

  • Ha, Chung-Hun;Chang, Jun-Hyun;Kim, Joon-Hyun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.3
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    • pp.99-109
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    • 2009
  • Negative binomial yield model for semiconductor manufacturing consists of two parameters which are the average number of defects per die and the clustering parameter. Estimating the clustering parameter is quite complex because the parameter has not clear closed form. In this paper, a Bayesian approach using Markov Chain Monte Carlo is proposed to estimate the clustering parameter. To find an appropriate estimation method for the clustering parameter, two typical estimators, the method of moments estimator and the maximum likelihood estimator, and the proposed Bayesian estimator are compared with respect to the mean absolute deviation between the real yield and the estimated yield. Experimental results show that both the proposed Bayesian estimator and the maximum likelihood estimator have excellent performance and the choice of method depends on the purpose of use.

Prony based Multipath Channel Parameter Estimation not Requiring the Number of Received Rays

  • Lim, Jun-Seok;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.15 no.1E
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    • pp.65-69
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    • 1996
  • This paper presents an algorithm for multipath channel parameter estimation by an improved Prony method. This algorithm applies a modified regularized spectral estimation to the conventional SVD Prony method. This method requires no a priori information on the number of multipath. The performance of the proposed algorithm is almost the same as that of the SVD based multipath channel parameter estimation algorithm.

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An Application of the Sensitivity Method for Parameter Estimation (파라미터 추정을 위한 민감도 기법의 응용에 관한 연구)

  • 백문열
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.9 no.2
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    • pp.112-118
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    • 2000
  • This paper deals with the application of sensitivity method to the parameter estimation for the dynamic analysis of gener-al mechanical system. In this procedure we take the derivatives of the given system with respect to a certain parameter and use this information to implement the steepest descent method. This paper will give two examples of this technique applied to simple vehicle models. This paper will give two examples of this technique applied to simple vehicle models. Simulation results show excellent convergence and accuracy of parameter estimates.

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