• Title/Summary/Keyword: Parameter estimator

Search Result 473, Processing Time 0.027 seconds

Real-Time Identification and Estimation of Transformer Tap Ratios Containing Errors

  • Kim, Hongrae;Kwon, Hyung-Seok
    • KIEE International Transactions on Power Engineering
    • /
    • v.2A no.3
    • /
    • pp.109-113
    • /
    • 2002
  • This paper addresses the issue of parameter error identification and estimation in electric power systems. Parameter error identification and estimation is carried out as a part of the state estimation. A two stage estimation procedure is used to detect and identify parameter errors. Suspected parameters are identified by the WLAV state estimator in the first stage. A new WLAV state estimator adding suspected system parameters in the state vector is used to estimate the exact values of parameters. Supporting examples are given by using the IEEE 14 bus system.

Online Compensation of Parameter Variation Effects for Robust Interior PM Synchronous Motor Drives

  • Shrestha, Rajendra L.;Seok, Jul-Ki
    • Journal of Power Electronics
    • /
    • v.11 no.5
    • /
    • pp.713-718
    • /
    • 2011
  • This paper presents an online voltage disturbance estimator to achieve precise torque control of IPMSMs over a high speed operating region. The proposed design has a type of state-filter based on a Luenburger-style closed loop stator current vector observer. Utilizing the frequency response plot (FRF) approach, the estimation accuracy and the parameter sensitivities are analyzed. Accurate torque control and improved efficiency are provided with the decoupling of the effect of the parameter variations. The feasibility of the presented idea is verified by laboratory experiments.

Robustness, Data Analysis, and Statistical Modeling: The First 50 Years and Beyond

  • Barrios, Erniel B.
    • Communications for Statistical Applications and Methods
    • /
    • v.22 no.6
    • /
    • pp.543-556
    • /
    • 2015
  • We present a survey of contributions that defined the nature and extent of robust statistics for the last 50 years. From the pioneering work of Tukey, Huber, and Hampel that focused on robust location parameter estimation, we presented various generalizations of these estimation procedures that cover a wide variety of models and data analysis methods. Among these extensions, we present linear models, clustered and dependent observations, times series data, binary and discrete data, models for spatial data, nonparametric methods, and forward search methods for outliers. We also present the current interest in robust statistics and conclude with suggestions on the possible future direction of this area for statistical science.

A Comparison of Robust Parameter Estimations for Autoregressive Models (자기회귀모형에서의 로버스트한 모수 추정방법들에 관한 연구)

  • Kang, Hee-Jeong;Kim, Soon-Young
    • Journal of the Korean Data and Information Science Society
    • /
    • v.11 no.1
    • /
    • pp.1-18
    • /
    • 2000
  • In this paper, we study several parameter estimation methods used for autoregressive processes and compare them in view of forecasting. The least square estimation, least absolute deviation estimation, robust estimation are compared through Monte Carlo simulations.

  • PDF

Performance Evaluation of Sliding Mode Controller with Perturbation Estimator (섭동 추정기를 갖는 슬라이딩 모드 제어기의 성능 평가)

  • Choe, Seung-Bok;Ham, Jun-Ho;Han, Yeong-Min
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.26 no.9
    • /
    • pp.1859-1865
    • /
    • 2002
  • 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. 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.

Estimations of the skew parameter in a skewed double power function distribution

  • Kang, Jun-Ho;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.4
    • /
    • pp.901-909
    • /
    • 2013
  • A skewed double power function distribution is defined by a double power function distribution. We shall evaluate the coefficient of the skewness of a skewed double power function distribution. We shall obtain an approximate maximum likelihood estimator (MLE) and a moment estimator (MME) of the skew parameter in the skewed double power function distribution, and compare simulated mean squared errors for those estimators. And we shall compare simulated MSEs of two proposed reliability estimators in two independent skewed double power function distributions with different skew parameters.

Testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are unknown

  • Jeong, Dong-bin;Sahadeb Sarkar
    • Journal of the Korean Statistical Society
    • /
    • v.27 no.2
    • /
    • pp.165-187
    • /
    • 1998
  • Shin and Sarkar (1993, 1994) studied the problem of testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are known. In this paper we consider the case when the MA parameters are unknown and to be estimated. Test statistics are defined using unit root parameter estimates based on three different estimation methods of Hannan and Rissanen (1982), Kohn (1979) and Shin and Sarkar (1995). An AR(p) process contaminated by MA(q) noise is a .estricted ARMA model, for which Shin and Sarkar (1995) derived an easy-to-compute Newton- Raphson estimator The two-stage estimation p.ocedu.e of Hannan and Rissanen (1982) is used to compute initial parameter estimates in implementing the iterative estimation methods of both Shin and Sarkar (1995) and Kohn (1979). In a simulation study we compare the relative performance of these unit root tests with respect to both size and power for p=q=1.

  • PDF

Bayesian estimation for the exponential distribution based on generalized multiply Type-II hybrid censoring

  • Jeon, Young Eun;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
    • /
    • v.27 no.4
    • /
    • pp.413-430
    • /
    • 2020
  • The multiply Type-II hybrid censoring scheme is disadvantaged by an experiment time that is too long. To overcome this limitation, we propose a generalized multiply Type-II hybrid censoring scheme. Some estimators of the scale parameter of the exponential distribution are derived under a generalized multiply Type-II hybrid censoring scheme. First, the maximum likelihood estimator of the scale parameter of the exponential distribution is obtained under the proposed censoring scheme. Second, we obtain the Bayes estimators under different loss functions with a noninformative prior and an informative prior. We approximate the Bayes estimators by Lindleys approximation and the Tierney-Kadane method since the posterior distributions obtained by the two priors are complicated. In addition, the Bayes estimators are obtained by using the Markov Chain Monte Carlo samples. Finally, all proposed estimators are compared in the sense of the mean squared error through the Monte Carlo simulation and applied to real data.

Adaptive Parameter Estimator Design for Takagi-Sugeno Fuzzy Models

  • Park, Chang-Woo;Lee, Chang-Hoon;Park, Mignon;Kim, Seungho
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2001.10a
    • /
    • pp.40.5-40
    • /
    • 2001
  • In this paper, a new on-line parameter estimation methodology for the general continuous time Takagi-Sugeno(T-S) fuzzy model whose parameters are poorly known or uncertain is presented. An estimator with an appropriate adaptive law for updating the parameters is designed and analyzed based on the Lyapunov theory. The adaptive law is designed so that the estimation model follows the plant parameterized model. By the proposed estimator, the parameters of the T-S fuzzy model can be estimated by observing the behavior of the system and it can be a basis for the indirect adaptive fuzzy control.

  • PDF

A study on tuning parameter selection for MDPDE (MDPDE의 조율모수 선택에 관한 연구)

  • Yu, Donghyeon;Kim, Byungsoo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.3
    • /
    • pp.549-559
    • /
    • 2015
  • The MDPDE is an attractive alternative to maximum likelihood estimator because of the strong robustness properties that it inherently possess. The characteristics of MDPDE can be varied with the tuning parameter, in general, there is a trade-off between robustness and asymptotic efficiency. Hence, selection of optimal tuning parameter is important but complicated task. In this study, we introduce two optimal tuning parameter selection methods proposed by Fujisawa and Eguchi (2005) and Warwick (2006). Through simulation study, we found out that Warwick's method yields excessively small optimal tuning parameter in certain cases while Fujisawa and Eguchi's method performs well. Therefore, we think Fujisawa and Eguchi's method can be used commonly for finding optimal tuning parameter of MDPDE.