• Title/Summary/Keyword: Parameter estimator

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Robust Estimator of Location Parameter

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.153-160
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    • 2004
  • In recent years, the size of data set which we usually handle is enormous, so a lot of outliers could be included in data set. Therefore the robust procedures that automatically handle outliers become very importance issue. We consider the robust estimation problem of location parameter in the univariate case. In this paper, we propose a new method for defining robustness weights for the weighted mean based on the median distance of observations and compare its performance with several existing robust estimators by a simulation study. It turns out that the proposed method is very competitive.

MRE for Exponential Distribution under General Progressive Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.1
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    • pp.71-76
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    • 1998
  • By assuming a general progressive Type-II censored sample, we propose the minimum risk estimator (MRE) of the location parameter and the scale parameter of the two-parameter exponential distribution. An example is given to illustrate the methods of estimation discussed in this paper.

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Precision Speed Control of PMSM Using Neural Network Disturbance Observer and Parameter Compensator (신경망 외란관측기와 파라미터 보상기를 이용한 PMSM의 정밀속도제어)

  • Go, Jong-Seon;Lee, Yong-Jae
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • v.51 no.10
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    • pp.573-580
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    • 2002
  • 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 and experiment, are shown in this paper.

Adaptive L-estimation for regression slope under asymmetric error distributions (비대칭 오차모형하에서의 회귀기울기에 대한 적합된 L-추정법)

  • 한상문
    • The Korean Journal of Applied Statistics
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    • v.6 no.1
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    • pp.79-93
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    • 1993
  • We consider adaptive L-estimation of estimating slope parameter in regression model. The proposed estimator is simple extension of trimmed least squares estimator proposed by ruppert and carroll. The efficiency of the proposed estimator is especially well compared with usual least squares estimator, least absolute value estimator, and M-estimators designed for asymmetric distributions under asymmetric error distributions.

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Approximate MLE for the Scale Parameter of the Weibull Distribution with Type-II Censoring

  • Kang, Suk-Bok;Kim, Mi-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.5 no.2
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    • pp.19-27
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    • 1994
  • It is known that the maximum likelihood method does not provide explicit estimator for the scale parameter of the Weibull distribution based on Type-II censored samples. In this paper we provide an approximate maximum likelihood estimator (AMLE) of the scale parameter of the Weibull distribution with Type-II censoring. We obtain the asymptotic variance and simulate the values of the bias and the variance of this estimator based on 3000 Monte Carlo runs for n = 10(10)30 and r,s = 0(1)4. We also simulate the absolute biases of the MLE and the proposed AMLE for complete samples. It is found that the absolute bias of the AMLE is smaller than the absolute bias of the MLE.

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Estimation for the Half Logistic Distribution Based on Double Hybrid Censored Samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.1055-1066
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    • 2009
  • Many articles have considered a hybrid censoring scheme, which is a mixture of Type-I and Type-II censoring schemes. We introduce a double hybrid censoring scheme and derive some approximate maximum likelihood estimators(AMLEs) of the scale parameter for the half logistic distribution under the proposed double hybrid censored samples. The scale parameter is estimated by approximate maximum likelihood estimation method using two different Taylor series expansion types. We also obtain the maximum likelihood estimator(MLE) and the least square estimator(LSE) of the scale parameter under the proposed double hybrid censored samples. We compare the proposed estimators in the sense of the mean squared error. The simulation procedure is repeated 10,000 times for the sample size n = 20(10)40 and various censored samples. The performances of the AMLEs and MLE are very similar in all aspects but the MLE and LSE have not a closed-form expression, some numerical method must be employed.

Indirect Vector Control for Induction Motor using ANFIS Parameter Estimator (적응 뉴로-퍼지 파라미터 추정기를 이용한 유도전동기의 간접벡터제어)

  • Kim, Jong-Hong;Kim, Dae-Jun;Choi, Young-Kiu
    • Proceedings of the KIEE Conference
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    • 2000.07d
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    • pp.2374-2376
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    • 2000
  • In this paper, we propose an indirect vector control method using Adaptive Neuro-Fuzzy Inference System (ANFIS) parameter estimator. It estimates the rotor time constant when the indirect vector control of induction motor is applied. We use the stator current error that is difference between the current command and estimated current calculated from terminal voltage and current. And two induced current estimate equations are used in training ANFIS.The estimator is trained by the hybrid learning algorithm. Simulation results shows good performance under load disturbance and motor parameter variations.

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Robust spectral estimator from M-estimation point of view: application to the Korean housing price index (M-추정에 기반을 둔 로버스트 스펙트럴 추정량: 주택 가격 지수에 대한 응용)

  • Pak, Ro Jin
    • The Korean Journal of Applied Statistics
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    • v.29 no.3
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    • pp.463-470
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    • 2016
  • In analysing a time series on the frequency domain, the spectral estimator (or periodogram) is a very useful statistic to identify the periods of a time series. However, the spectral estimator is very sensitive in nature to outliers, so that the spectral estimator in terms of M-estimation has been studied by some researchers. Pak (2001) proposed an empirical method to choose a tuning parameter for the Huber's M-estimating function. In this article, we try to implement Pak's estimation proposal in the spectral estimator. We use the Korean housing price index as an example data set for comparing various M-estimating results.

Design of Sliding Mode Controller with New Perturbation Estimator (새로운 섭동 추정기를 갖는 슬라이딩 모드 제어기의 설계)

  • Ham, Joon-Ho;Choi, Seung-Bok
    • Proceedings of the KSME Conference
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    • 2004.11a
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    • pp.782-787
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    • 2004
  • In the conventional sliding mode control technique, a priori knowledge of the bound of external disturbances or/and parameter uncertainties is required to assure control robustness. This, however, may not be easy to obtain in practical situation. This work presents a novel methodology, a sliding mode controller with perturbation estimator, which offers a robust control performance without a priori knowledge about the perturbations (disturbances and parameter uncertainties). The proposed technique is featured by an integrated average value of the imposed perturbation over a certain sampling period. This work also proposes two effective actuating methods of the perturbation estimator: on-off condition and filtering condition. In order to demonstrate the effectiveness of the proposed methodology, a two-link robotic system is adopted and its position control performance is evaluated. In addition, a comparative work between the conventional technique and the proposed one is undertaken.

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On-line Parameter Estimation of IPMSM Drive using Neural Network (신경회로망을 이용한 IPMSM 드라이브의 온라인 파라미터 추정)

  • Park, Ki-Tae;Choi, Jung-Sik;Ko, Jae-Sub;Lee, Jung-Ho;Kim, Jong-Kwan;Park, Byung-Sang;Chung, Dong-Hwa
    • Proceedings of the KIEE Conference
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    • 2006.07b
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    • pp.761-762
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    • 2006
  • A number of techniques have been developed for estimation of speed or position in motor drives. The accuracy of these techniques is affected by the variation of motor parameters such as the stator resistance, stator inductance or torque constant. This paper is proposed a neural network based estimator for torque and stator resistance in IPMSM Drives. The neural weights are initially chosen randomly and a model reference algorithm adjusts those weights to give the optimum estimations. The neural network estimator is able to track the varying parameters quite accurately at different speeds with consistent performance. The neural network parameter estimator has been applied to slot and flux linkage torque ripple minimization of the IPMSM. The validity of the proposed parameter estimator is confirmed by the operating characteristics controlled by neural networks control.

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