• Title/Summary/Keyword: Parameter estimator

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Empirical Choice of the Shape Parameter for Robust Support Vector Machines

  • Pak, Ro-Jin
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.543-549
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    • 2008
  • Inspired by using a robust loss function in the support vector machine regression to control training error and the idea of robust template matching with M-estimator, Chen (2004) applies M-estimator techniques to gaussian radial basis functions and form a new class of robust kernels for the support vector machines. We are specially interested in the shape of the Huber's M-estimator in this context and propose a way to find the shape parameter of the Huber's M-estimating function. For simplicity, only the two-class classification problem is considered.

A bias adjusted ratio-type estimator (편향 보정 비형태추정량에 관한 연구)

  • Oh, Jung-Taek;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.31 no.3
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    • pp.397-408
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    • 2018
  • Various methods for accurate parameter estimation have been developed in a sample survey and it is also common to use a ratio estimator or the regression estimator using auxiliary information. The ratio-type estimator has been used in many recent studies and is known to improve the accuracy of estimation by adjusting the ratio estimator. However, various studies are under way to solve it since the ratio-type estimator is biased. In this study, we propose a generalized ratio-type estimator with a new parameter added to the ratio-type estimator to remove the bias. We suggested a method to apply this result to the parameter estimation under the error assumption of heteroscedasticity. Through simulation, we confirmed that the suggested generalized ratio-type estimator gives good results compared to conventional ratio-type estimators.

Precision Position Control of PMSM using Neural Network Disturbance Observer and Parameter Compensator (신경망 외란관측기와 파라미터 보상기를 이용한 PMSM의 정밀 위치제어)

  • Ko J.S.;Lee T.H.
    • Proceedings of the KIPE Conference
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    • 2003.07a
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    • pp.393-397
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    • 2003
  • This paper presents neural load torque observer tha used to deadbeat load torque observer and regulation of the compensation gun by parameter estimator. As a result, the response of PMSM follows that of the nominal plant. The load torque compensation method is compose of a neural deadbeat observer. To reduce of the noise effect, the post-filter, which is implemented by MA process, is adopted. The parameter compensator with RLSM (recursive least square method) parameter estimator is adopted to increase the performance of the load torque observer and main controller. The parameter estimator li combined with a high performance neural torque observer to resolve the problems. As a result, the proposed control system becomes a robust and precise system against the load torque and the parameter variation. A stability and usefulness, through the verified computer simulation, are shown in this paper

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Precision Position Control of PMSM using Neural Network Disturbance Observer and Parameter Compensator (신경망 외란관측기와 파라미터 보상기를 이용한 PMSM의 정밀 위치제어)

  • Ko Jong-Sun;Kang Young-Jin;Lee Yong-Jae
    • Proceedings of the KIPE Conference
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    • 2002.11a
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    • pp.49-52
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    • 2002
  • This paper presents neural load torque observer that used to deadbeat load torque observer and regulation of the compensation gain by parameter estimator. As a result, the response of PMSM follows that of the nominal plant. The load torque compensation method is compose of a neural deadbeat observer. To reduce of the noise effect, the post-filter, which is implemented by MA process, is adopted. The parameter compensator with RLSM (recursive least square method) parameter estimator is adopted to increase the performance of the load torque observer and main controller. The parameter estimator is combined with a high performance neural torque observer to resolve the problems. As a result, the proposed control system becomes a robust and precise system against the load torque and the parameter variation. A stability and usefulness, through the verified computer simulation, are shown in this paper.

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Unified Estimations for Parameter Changes in the Uniform Distribution

  • Lee, Changsoo;Chang, Chuseock;Park, Yangwoo
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.145-151
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    • 2003
  • We shall propose several estimators for the scale parameter in the uniform distribution when the parameter is functions of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically relative efficiencies for proposed estimators of the scale parameter in the small sample sizes.

Extended Quasi-likelihood Estimation in Overdispersed Models

  • Kim, Choong-Rak;Lee, Kee-Won;Chung, Youn-Shik;Park, Kook-Lyeol
    • Journal of the Korean Statistical Society
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    • v.21 no.2
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    • pp.187-200
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    • 1992
  • Samples are often found to be too heterogeneous to be explained by a one-parameter family of models in the sense that the implicit mean-variance relationship in such a family is violated by the data. This phenomenon is often called over-dispersion. The most frequently used method in dealing with over-dispersion is to mix a one-parameter family creating a two parameter marginal mixture family for the data. In this paper, we investigate performance of estimators such as maximum likelihood estimator, method of moment estimator, and maximum quasi-likelihood estimator in negative binomial and beta-binomial distribution. Simulations are done for various mean parameter and dispersion parameter in both distributions, and we conclude that the moment estimators are very superior in the sense of bias and asymptotic relative efficiency.

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Precision Position Control of PMSM using Load Torque Observer and Parameter Compensator (외란관측기와 파라미터 보상기를 이용한 PMSM의 정밀위치제어)

  • Ko Jong-Sun;Lee Yong-Jae
    • Proceedings of the KIPE Conference
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    • 2002.07a
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    • pp.285-288
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    • 2002
  • This paper presents external load disturbance compensation that used to deadbeat load torque observer and regulation of the compensation gain by parameter estimator As a result, the response of PMSM follows that of the nominal plant. The load torque compensation method is compose of a deadbeat observer To reduce of the noise effect, the post-filter, which is implemented by MA process, is adopted. The parameter compensator with RLSM(recursive least square method) parameter estimator is suggested to increase the performance of the load torque observer and main controller The proposed estimator is combined with a high performance load torque observer to resolve the problems. As a result, the proposed control system becomes a robust and precise system against the load torque and the parameter variation. A stability and usefulness, through the verified computer simulation, are shown in this paper.

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Comparison of different estimators of P(Y

  • Hassan, Marwa KH.
    • International Journal of Reliability and Applications
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    • v.18 no.2
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    • pp.83-98
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    • 2017
  • Stress-strength reliability problems arise frequently in applied statistics and related fields. In the context of reliability, the stress-strength model describes the life of a component, which has a random strength X and is subjected to random stress Y. The component fails at the instant that the stress applied to it exceeds the strength and the component will function satisfactorily whenever X > Y. The problem of estimation the reliability parameter in a stress-strength model R = P[Y < X], when X and Y are two independent two-parameter Lindley random variables is considered in this paper. The maximum likelihood estimator (MLE) and Bayes estimator of R are obtained. Also, different confidence intervals of R are obtained. Simulation study is performed to compare the different proposed estimation methods. Example in real data is used as practical application of the proposed procedure.

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Precision Speed Control of PMSM Using Neural Network Disturbance observer and Parameter compensation (신경망 외란관측기와 파라미터 보상기를 이용한 PMSM의 속도제어)

  • Ko Jong-Sun;Lee Yong-Jae;Kim Kyu-Gyeom
    • Proceedings of the KIPE Conference
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    • 2001.07a
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    • pp.389-392
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    • 2001
  • This paper presents neural load disturbance observer that used to deadbeat load torque observer and regulation of the compensation gain by parameter estimator. As a result, the response of PMSM follows that of the nominal plant. The load torque compensation method is compose of a neural deadbeat observer. To reduce of the noise effect, the post-filter, which is implemented by MA process, is proposed. The parameter compensator with RLSM (recursive least square method) parameter estimator is suggested to increase the performance of the load torque observer and main controller. The proposed estimator is combined with a high performance neural torque observer to resolve the problems. As a result, the proposed control system becomes a robust and precise system against the load torque and the parameter variation. A stability and usefulness, through the verified computer simulation, are shown in this paper.

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Penalized rank regression estimator with the smoothly clipped absolute deviation function

  • Park, Jong-Tae;Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.24 no.6
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    • pp.673-683
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    • 2017
  • The least absolute shrinkage and selection operator (LASSO) has been a popular regression estimator with simultaneous variable selection. However, LASSO does not have the oracle property and its robust version is needed in the case of heavy-tailed errors or serious outliers. We propose a robust penalized regression estimator which provide a simultaneous variable selection and estimator. It is based on the rank regression and the non-convex penalty function, the smoothly clipped absolute deviation (SCAD) function which has the oracle property. The proposed method combines the robustness of the rank regression and the oracle property of the SCAD penalty. We develop an efficient algorithm to compute the proposed estimator that includes a SCAD estimate based on the local linear approximation and the tuning parameter of the penalty function. Our estimate can be obtained by the least absolute deviation method. We used an optimal tuning parameter based on the Bayesian information criterion and the cross validation method. Numerical simulation shows that the proposed estimator is robust and effective to analyze contaminated data.