• 제목/요약/키워드: Parameter estimation method

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

  • 최의중;이상조
    • 한국정밀공학회지
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    • 제16권7호
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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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시스템 식별 기법을 이용한 DC-DC 컨버터 파라메터 추정 (The Parameter Estimation of DC-DC Converter by System Identification Method)

  • 전진홍;김태진;김광수;김광화
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 학술회의 논문집 정보 및 제어부문 B
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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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인공신경망 및 통계적 방법을 이용한 오존 형성의 예측 (Prediction of Ozone Formation Based on Neural Network and Stochastic Method)

  • 오세천;여영구
    • 청정기술
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    • 제7권2호
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    • pp.119-126
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    • 2001
  • 인공신경 회로망과 통계적 방법을 이용하여 오존 형성의 예측에 관한 연구를 수행하였다. 파라미터 평가방법으로는 실시간 파라미터를 평가하기 위하여 ELS 및 RML 방법이 사용되었으며 오존 형성의 모델로는 ARMAX 모델을 사용하였다. 또한 3층 구조를 갖는 인공신경 회로망 방법을 이용하여 오존 형성의 예측 시험을 수행하였으며 본 연구에 사용된 통계적 방법의 성능을 평가하기 위하여 오존 형성의 예측결과를 실제 자료와 비교 분석을 하였다. 실제 자료와의 비교를 통하여 파라미터 평가 방법 및 인공신경 회로망 방법에 근거한 예측방법이 제한된 예측 구간 내에서 만족할 만한 성능을 보임을 확인할 수 있었다.

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

  • 홍태욱;박기홍;허승진;박인혜;이강원;조영진
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2005년도 춘계학술대회 논문집
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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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    • 제20권5호
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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.

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

  • 우지용;김명석
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.463-477
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    • 2009
  • 극단치 분포의 모수 추정방법으로 최우추정법, 확률가중적률법, 회귀분석법은 기존 연구에서 활발하게 적용되어져 왔다. 그러나 이들 세 가지 추정방법 가운데, 회귀분석법의 우수성은 엄격하게 평가되어진 적이 없다. 본 논문에서는 몬테칼로 시뮬레이션을 통하여 Generalized Extreme Value(GEV) 분포와 Generalized Pareto(GP) 분포의 모수 추정에 회귀분석법 및 다른 추정방법을 적용하여 비교 연구한다. 시뮬레이션 결과, 표본의 크기가 작은 경우 회귀분석 법은 GEV 분포의 위치모수 추정시 편의 측면과 효율성 측면에서 다른 방법보다 우수한 경향을 나타내었다. GP 분포의 규모모수 추정시에는 표본의 크기 가 작을 경우 회귀분석법이 다른 방법보다 작은 편의를 나타내었다. 회귀분석법은 표본의 크기 가 작거나 적당히 큰 경우에도 GEV 분포나 GP 분포의 형태모수 추정시에 형태모수의 값이 -0.4일 경우, 다른 방법보다 우수한 경향을 나타내었다.

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

  • 이종원
    • 대한기계학회논문집
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    • 제8권1호
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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.

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

  • 하정훈;장준현;김준현
    • 산업경영시스템학회지
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    • 제32권3호
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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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    • 제15권1E호
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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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파라미터 추정을 위한 민감도 기법의 응용에 관한 연구 (An Application of the Sensitivity Method for Parameter Estimation)

  • 백문열
    • 한국생산제조학회지
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    • 제9권2호
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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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