• Title/Summary/Keyword: Parameter estimator

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Computational procedures for exponential life model incorporating Bayes and shrinkage techniques

  • Al-Hemyari, Zuhair A.;Al-Dabag, H.A.;Al-Humairi, Ali Z.
    • International Journal of Reliability and Applications
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    • v.16 no.2
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    • pp.55-79
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    • 2015
  • It is well known that using any additional information in the estimation of unknown parameters with new sample of observations diminishes the sampling units needed and minimizes the risk of new estimators. There are many rational reasons to assure that the existence of additional information in practice and there exists many practical cases in which additional information is available in the form of target value (initial value) about the unknown parameters. This article is described the problem of how the prior initial value about the unknown parameters can be utilized and combined with classical Bayes estimator to get a new combination of Bayes estimator and prior value to improve the properties of the new combination. In this article, two classes of Bayes-shrinkage and preliminary test Bayes-shrinkage estimators are proposed for the scale parameter of exponential distribution. The bias, risk and risk ratio expressions are derived and studied. The performance of the proposed classes of estimators is studied for different choices of constants engaged in the estimators. The comparisons, conclusions and recommendations are demonstrated.

Time Domain Identification of nonlinear Structural Dynamic Systems Using Unscented Kalman Filter (Unscented Kalman Filter를 이용한 비선형 동적 구조계의 시간영역 규명기법)

  • 윤정방
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2001.04a
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    • pp.180-189
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    • 2001
  • In this study, recently developed unscented Kalman filter (UKF) technique is studied for identification of nonlinear structural dynamic systems as an alternative to the extended Kalman filter (EKF). The EKF, which was originally developed as a state estimator for nonlinear systems, has been frequently employed for parameter identification by introducing the state vector augmented with the unknown parameters to be identified. However, the EKF has several drawbacks such as biased estimations and erroneous estimations especially for highly nonlinear dynamic systems due to its crude linearization scheme. To overcome the weak points of the EKF, the UKF was recently developed as a state estimator. Numerical simulation studies have been carried out on nonlinear SDOF system and nonlinear MDOF system. The results from a series of numerical simulations indicate that the UKF is superior to the EKF in the system identification of nonlinear dynamic systems especially highly nonlinear systems.

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Developing Takagi-Sugeno Fuzzy Model-Based Estimator for Short-Term Load Forecasting (단기부하예측을 위한 Tskagi-Sugeno 퍼지 모델 기반 예측기 설계)

  • 김도완;박진배;장권규;정근호;주영훈
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2004.04a
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    • pp.523-527
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    • 2004
  • This paper presents a new design methods of the short-term load forecasting system (STLFS) using the data mining. The proposed predictor takes form of the convex combination of the linear time series predictors for each inputs. The problem of estimating the consequent parameters is formulated by the convex optimization problem, which is to minimize the norm distance between the real load and the output of the linear time series estimator, The problem of estimating the premise parameters is to find the parameter value minimizing the error between the real load and the overall output. Finally, to show the feasibility of the proposed method, this paper provides the short-term load forecasting example.

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Sliding Mode Control with RLSN Predictor-Based Perturbation Estimation (RLSN 예측기 기반 섭동 추정기를 갖는 슬라이딩 모드 제어)

  • Nam Yun-Joo;Lee Yuk-Hyung;Park Myeong-Kwan
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.8 s.251
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    • pp.880-888
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    • 2006
  • This paper presents the sliding mode control with the perturbation estimator for a nonlinear control system in the presence of perturbations including external disturbances, unpredictable parameter variations, ana unstructured dynamics. The proposed perturbation estimator is based on the Recursive Linear Smoothed Newton predictive algorithm so that it is effective to attenuate an undesired noise in high frequency band and to predict the present perturbation signal from the previous ones. Compared to conventional sliding mode control (SMC) and sliding mode control with perturbation estimation (SMCPE) introduced by Elmali and Olgac, the control algorithm proposed in this study can offer better tracking control performances and more feasible estimation characteristics. The effectiveness and superiority of the proposed control strategy are demonstrated by a series of simulations on the position tracking control of a simple two-link robot manipulator subject to velocity feedback signals including white noises.

The Efficiency of Conditional MLE for Pure Birth Processes

  • Yoon, Jong-Ook;Kim, Joo-Hwan
    • Proceedings of the Korean Reliability Society Conference
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    • 2002.06a
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    • pp.367-386
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    • 2002
  • The Present paper is devoted to a study of the performance, in large samples, of a conditional maximum likelihood estimator(CMLE) for the parameter ${\lambda}$ in a pure birth processes(PBP). To conduct the conditional inference for the PBP, we drove the likelihood function of time-inhomogeneous Poisson processes. The limiting distributions of CMLE under the likelihoods $L_{t}$ or $\overline{L_{t}}$ are investigated. We found that the CMLE is asymptotically efficient with respect to the both $L_{t}$ or $\overline{L_{t}}$ under the efficiency criterion of Weiss & Wolfowitz(1974).

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A Combined Randomized Response Technique Using Stratified Two-Phase Sampling (층화이중추출을 이용한 결합 확률화응답기법)

  • 홍기학
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.303-310
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    • 2004
  • We suggest a method to procure information from the sensitive population which combine a direct survey method, BB and an indirect survey one, RRT, and a combined estimator that uses the stratified double sampling to estimate the sensitive parameter. We compare the efficiency of our estimator with that of Mangat and Singh model.

Sensorless control of a permanent magnet synchronous motor (영구 자석형 동기전동기의 센서리스 제어)

  • Yang Soon-Bae;Hong Chan-Hee;Cho Kwan-Yuhl
    • Proceedings of the KIPE Conference
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    • 2002.07a
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    • pp.289-292
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    • 2002
  • A sensorless control of a PM synchronous motor under the parameter variation is presented. The rotor position is estimated by using the d-axis and q-axis current errors between the real system and motor model of the estimator. The stator resistance is measured at low speeds when the motor changes its rotating direction. The gains in the position estimator are also adapted according to the motor speeds.

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Robust Pilot-aided Frequency Offset Estimation Scheme for OFDM-based Broadcasting System with Cyclic Delay Diversity

  • Shin, Won-Jae;You, Young-Hwan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.7 no.12
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    • pp.3055-3070
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    • 2013
  • This paper proposes an improved carrier frequency offset (CFO) and sampling frequency offset (SFO) estimation scheme for orthogonal frequency division multiplexing (OFDM) based broadcasting system with cyclic delay diversity (CDD) antenna. By exploiting a periodic nature of channel transfer function, cyclic delay and pilot pattern with a maximum channel power are carefully chosen, which helps to enable a robust estimation of CFO and SFO against the frequency selectivity of the channel. As a performance measure, a closed-form expression for the achievable mean square error of the proposed scheme is derived and is verified through simulations using the parameters of the digital radio mondiale standard. The comparison results show that the proposed frequency estimator is shown to benefit from properly selected delay parameter and pilot pattern, with a performance better than the existing estimator.

Time Domain Identification of Nonlinear Structural Dynamic Systems Using Unscented Kalman Filter (Unscented Kalman Filter를 이용한 비선형 동적 구조계의 시간영역 규명기법)

  • Yun, Chung-Bang;Koo, Ki-Young
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2001.10a
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    • pp.117-126
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    • 2001
  • In this study, the recently developed unscented Kalman filter (UKF) technique is studied for identification of nonlinear structural dynamic systems as an alternative to the extended Kalman filter (EKF). The EKF, which was originally developed as a state estimator for nonlinear systems, has been frequently employed for parameter identification by introducing the state vector augmented with the unknown parameters to be identified. However, the EKF has several drawbacks such as biased estimations and erroneous estimations especially for highly nonlinear dynamic systems due to its crude linearization scheme. To overcome the weak points of the EKF, the UKF was recently developed as a state estimator. Numerical simulation studies have been carried out on nonlinear SDOF system and nonlinear MDOF system. The results from a series of numerical simulations indicate that the UKF is superior to the EKF in the system identification of nonlinear dynamic systems especially highly nonlinear systems.

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Model Following Adaptive Controller with Rotor Resistance Estimator for Induction Motor Servo Drives (회전자 저항 추정기를 가지는 유동전동기 구동용 모델추종 적응제어기 설계)

  • Kim, Snag-Min;Han, Woo-Yong;Lee, Chang-Goo
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.2
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    • pp.125-130
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    • 2001
  • This paper presents an indirect field-oriented (IFO) induction motor position servo drives which uses the model following adaptive controller with the artificial neural network(ANN)-based rotor resistance estimator. The model reference adaptive system(MRAS)-based 2-layer ANN estimates the rotor resistance on-line and a linear model-following position controller is designed by using the estimated the rotor resistance value. At the end, a fuzzy logic system(FLS) is added to make the position controller robust to the external disturbances and the parameter variations. The simulation results show the effectiveness of the proposed method.

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