• Title/Summary/Keyword: Parameter study

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Noninformative priors for the scale parameter in the generalized Pareto distribution

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1521-1529
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    • 2013
  • In this paper, we develop noninformative priors for the generalized Pareto distribution when the scale parameter is of interest. We developed the rst order and the second order matching priors. We revealed that the second order matching prior does not exist. It turns out that the reference prior and Jeffrey's prior do not satisfy a first order matching criterion, and Jeffreys' prior, the reference prior and the matching prior are different. Some simulation study is performed and a real example is given.

A Study on the GaAs MESFET Modeling and the Method of Parameter Extraction (갈륨비소 MESFET의 모델링과 파라미터 추출법에 관한 연구)

  • 정명래;김학선;이형재
    • Proceedings of the Korean Institute of Communication Sciences Conference
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    • 1991.10a
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    • pp.210-214
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    • 1991
  • We briefly compared GaAs MESFET model and s셔요 on the method of parameter extraction for PSPICE simulation. The parameter determined from above method were substituded into a commercial version of PSPICE which supports the hyperbolic tangentent model. The result of simulation is reasonably good at the lower VGS and is significantly fitted overall by optimization.

A study on the Parameter Identification for a Mechanical Dynamic System Using a Time-Domain Extened Kalman Filter Algorithm (시간 영역에서의 Extended Kalman Filter 알고리즘을 이용한 동적 기계 시스템의 파라미터 추정에 관한 연구)

  • 이용복;김창호;사종성;김광식
    • Journal of KSNVE
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    • v.2 no.2
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    • pp.135-140
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    • 1992
  • The Extended Kalman Filter(EKF) algorithm estimates variables and unknown parameters simultaneously and is applied to parameter identification of linear and nonlinear mechanical systems. In this paper, an EKF algorithm was developed through a computer simulation and then applied to a sealing test system as a practical example. Comparing with the frequency domain analysis, it was proved to be a useful alternative for the parameter identification.

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A Study on the Parameter Estimation Algorithm for Nonlinear Systems (비선형 시스템의 계수추정 알고리즘 연구)

  • Lee, Dal-Ho;Seong, Sang-Man
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.7
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    • pp.898-902
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    • 1999
  • In this paper, we proposed an algorithm for estimating parameters of nonlinear continuous-discrete state-space system. This algorithm uses the conventional extended Kalman filter(EKF) for estimating state variables, and modifies the recursive prediction error method for parameter estimation of the nonlinear system. Simulation results for both linear and nonlinear measurements under the environment of process and measurement noises show a convincing performance of the proposed algorithm.

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Reference priors for nonregular Pareto distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.4
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    • pp.819-826
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    • 2011
  • In this paper, we develop the reference priors for the scale and shape parameters in the nonregular Pareto distribution. We derive the reference priors as noninformative priors and prove the propriety of joint posterior distribution under the general priors including reference priors in the order of inferential importance. Through the simulation study, we compare the reference priors with respect to coverage probabilities of parameter of interest in a frequentist sense.

Noninformative priors for the common scale parameter in Pareto distributions

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.335-343
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    • 2010
  • In this paper, we develop the reference priors for the common scale parameter in the nonregular Pareto distributions with unequal shape paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Likelihood Based Confidence Intervals for the Common Scale Parameter in the Inverse Gaussian Distributions

  • Lee, Woo-Dong;Cho, Kil-Ho;Cha, Young-Joon;Ko, Jung-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.963-972
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    • 2006
  • This paper focuses on the likelihood based confidence intervals for two inverse gaussian distributions when the parameter of interest is common scale parameter. Confidence intervals based on signed loglikelihood ratio statistic and modified signed loglikelihood ratio statistics will be compared in small sample through an illustrative simulation study.

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EMBED DINGS OF LINE IN THE PLANE AND ABHYANKAR-MOH EPIMORPHISM THEOREM

  • Joe, Do-Sang;Park, Hyung-Ju
    • Bulletin of the Korean Mathematical Society
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    • v.46 no.1
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    • pp.171-182
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    • 2009
  • In this paper, we consider the parameter space of the rational plane curves with uni-branched singularity. We show that such a parameter space is decomposable into irreducible components which are rational varieties. Rational parametrizations of the irreducible components are given in a constructive way, by a repeated use of Abhyankar-Moh Epimorphism Theorem. We compute an enumerative invariant of this parameter space, and include explicit computational examples to recover some classically-known invariants.

MULTI-PARAMETER TIKHONOV REGULARIZATION PROBLEM WITH MULTIPLE RIGHT HAND SIDES

  • Oh, SeYoung;Kwon, SunJoo
    • Journal of the Chungcheong Mathematical Society
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    • v.33 no.4
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    • pp.505-516
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    • 2020
  • This study shows that image deblurring problems can be transformed into the multi-parameter Tikhonov type with multiple right hand sides. Also, this paper proposes the extension of the global generalized cross validation to obtain an appropriate choice of the regularization parameters for this problem. The experimental results of using the preconditioned Gl-CGLS algorithm were analyzed.

Parameter Reduction in Digital Adaptive Flight Control System for Spaceplanes

  • Togasaki, Yoshihiro;Shimada, Yuzo;Uchiyama, Kenji
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.995-1000
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    • 2004
  • A digital adaptive flight control system is presented for a Japanese automatic landing flight experiment vehicle (ALFLEX). In previous adaptive control systems based on a linear-parameter-varying (LPV) form, the output behavior was excellent, while the behavior of the adjusted parameters was unsatisfactory. In the present study, to obtain a more appropriate parameter adjustment law, the relationship between the coefficient matrices in a continuous-time state equation and the coefficients of a pulse transfer function in a discrete system for conventional aircraft is investigated. As a result, it is revealed that the coefficients of the numerator can be treated as a linear function of dynamic pressure (linear-parameter-varying: LPV), while the coefficients of the denominator can be treated as constant (linear-time-invariant: LTI). From the above analysis, an improved parameter adjustment law is derived by reducing the number of the adjustment parameters. Simulation results also revealed both good output tracking and good parameter adjustment compared with the previous results.

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