• 제목/요약/키워드: Parametric error

검색결과 270건 처리시간 0.022초

Double Bootstrap Confidence Cones for Sphericla Data based on Prepivoting

  • Shin, Yang-Kyu
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.183-195
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    • 1995
  • For a distribution on the unit sphere, the set of eigenvectors of the second moment matrix is a conventional measure of orientation. Asymptotic confidence cones for eigenvector under the parametric assumptions for the underlying distributions and nonparametric confidence cones for eigenvector based on bootstrapping were proposed. In this paper, to reduce the level error of confidence cones for eigenvector, double bootstrap confidence cones based on prepivoting are considered, and the consistency of this method is discussed. We compare the perfomances of double bootstrap method with the others by Monte Carlo simulations.

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Efficiency of Aggregate Data in Non-linear Regression

  • Huh, Jib
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.327-336
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    • 2001
  • This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

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Bootstrap and Delete-d Jackknife Confidence Intervals for Parameters of an Exponential Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.59-70
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    • 1997
  • We introduce several estimators of the location and the scale parameters of the two-parameter exponential distribution, and then compare these estimators by the mean square error (MSE). Using the parametric bootstrap estimators and the delete-d jackknife, we obtain the bootstrap and the delete-d jackknife confidence intervals for the location and the scale parameters and compare the bootstrap confidence intervals with the delete-d jackknife confidence intervals by length and coverage probability through Monte Carlo method.

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Terminal sliding mode control of robot manipulators for PTP task

  • Park, Kang-Bark;Lee, Ju-Jang
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.267-270
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    • 1995
  • In this paper, a variable structure control scheme with a terminal sliding mode is proposed for robot manipulators. The proposed control scheme guarantees that the output tracking error converges to zero in finite time, and the overall system shows robust property against parametric uncertainties and external disturbances all the time.

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로봇부하 구동용 브러시 DC 모터의 적응 퍼지 백 스테핑 제어기 설계 (Design of an Adaptive Fuzzy Backstepping Controller for a Brush DC Motor Turning a Robotic Load)

  • 김영태
    • 한국정밀공학회지
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    • 제23권9호
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    • pp.92-101
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    • 2006
  • In this paper a adaptive backstepping control scheme is proposed for control of a do motor driving a one-link manipulator. Fuzzy logic systems are used to approximate the unknown nonlinear function including the parametric uncertainty and disturbance throughout the entire electromechanical system. A compensation controller is also proposed to estimate the bound of approximation error. Thus the asymptotic stability of the closed-loop control system can be obtained. Numerical simulations are included to show the effectiveness of the proposed controller.

On the Selection of Bezier Points in Bezier Curve Smoothing

  • Kim, Choongrak;Park, Jin-Hee
    • 응용통계연구
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    • 제25권6호
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    • pp.1049-1058
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    • 2012
  • Nonparametric methods are often used as an alternative to parametric methods to estimate density function and regression function. In this paper we consider improved methods to select the Bezier points in Bezier curve smoothing that is shown to have the same asymptotic properties as the kernel methods. We show that the proposed methods are better than the existing methods through numerical studies.

국소 선형 복합 분위수 회귀에서의 평활계수 선택 (Selection of bandwidth for local linear composite quantile regression smoothing)

  • 전명식;강종경;방성완
    • 응용통계연구
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    • 제30권5호
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    • pp.733-745
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    • 2017
  • 국소복합분위수 회귀모형을 활용한 비모수적 함수 추정방법이 높은 효율성과 더불어 활발히 연구되고 있다. 이러한 추정과정에 커널을 사용한 자료 평활방법이 대표적으로 사용되고 있으며, 그 성능은 커널보다는 평활계수의 선택 크게 의존한다. 한편, 회귀함수 추정방법의 성능을 평가하는 기준으로는 통상적으로 $L_2$-노름이 사용되어 평균제곱오차 또는 평균적분제곱오차를 최소화하는 평활계수의 선택에 대한 많은 연구가 진행되어 왔다. 본 논문에서는 국소선형 복합 분위수 회귀방법을 활용한 비모수 회귀모형 추정량의 성능을 결정하는 평활계수 선택의 최적성에 관해 연구하였다. 특히, 여러 장점을 가졌으나 수리적 어려움으로 연구가 미흡한 평균절대오차 및 평균적분절대오차를 최적의 기준으로 삼아 최적의 평활계수를 구하고 그 유일성에 관해 연구하였다. 나아가 기존의 평가기준인 평균제곱오차 및 평균적분제곱오차를 사용한 선택과의 관계를 파악하고 그 성능을 비교하였다. 이러한 과정에서 다양한 상황에서의 모의실험을 통해 제안한 방법의 특성을 규명하였다.

정규 확률과정을 사용한 공조 시스템의 전력 소모량 예측에 관한 연구 (A Study on the Prediction of Power Consumption in the Air-Conditioning System by Using the Gaussian Process)

  • 이창용;송근수;김진호
    • 산업경영시스템학회지
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    • 제39권1호
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    • pp.64-72
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    • 2016
  • In this paper, we utilize a Gaussian process to predict the power consumption in the air-conditioning system. As the power consumption in the air-conditioning system takes a form of a time-series and the prediction of the power consumption becomes very important from the perspective of the efficient energy management, it is worth to investigate the time-series model for the prediction of the power consumption. To this end, we apply the Gaussian process to predict the power consumption, in which the Gaussian process provides a prior probability to every possible function and higher probabilities are given to functions that are more likely consistent with the empirical data. We also discuss how to estimate the hyper-parameters, which are parameters in the covariance function of the Gaussian process model. We estimated the hyper-parameters with two different methods (marginal likelihood and leave-one-out cross validation) and obtained a model that pertinently describes the data and the results are more or less independent of the estimation method of hyper-parameters. We validated the prediction results by the error analysis of the mean relative error and the mean absolute error. The mean relative error analysis showed that about 3.4% of the predicted value came from the error, and the mean absolute error analysis confirmed that the error in within the standard deviation of the predicted value. We also adopt the non-parametric Wilcoxon's sign-rank test to assess the fitness of the proposed model and found that the null hypothesis of uniformity was accepted under the significance level of 5%. These results can be applied to a more elaborate control of the power consumption in the air-conditioning system.

A Robust Sensorless Vector Control System for Induction Motors

  • Huh Sung-Hoe;Choy Ick;Park Gwi-Tae
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2001년도 Proceedings ICPE 01 2001 International Conference on Power Electronics
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    • pp.443-447
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    • 2001
  • In this paper, a robust sensorless vector control system for induction motors with a speed estimator and an uncertainty observer is presented. At first, the proposed speed estimator is based on the MRAS(Mode Reference Adaptive System) scheme and constructed with a simple fuzzy logic(FL) approach. The structure of the proposed FL estimator is very simple. The input of the FL is the rotor flux error difference between reference and adjustable model, and the output is the estimated incremental rotor speed Secondly, the unmodeled uncertainties such as parametric uncertainties and external load disturbances are modeled by a radial basis function network(RBFN). In the overal speed control system, the control inputs are composed with a norminal control input and a compensated control input, which are from RBFN observer output and the modeling error of the RBFN, repectively. The compensated control input is derived from Lyapunov unction approach. The simulation results are presented to show the validity of the proposed system.

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Identification of hard bound on model uncertainty in frequency domain

  • Kawata, M.;Sano, A.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.372-377
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    • 1993
  • In this paper, we investigate a set-membership identification approach to the quantification of an upper bound of model uncertainty in frequency domain, which is required in the H$_{\infty}$ robust control system design. First we formulate this problem as a set-membership identification of a nominal model error in the presence f unknown noise input with unknown bound, while the ordinary set-membership approaches assume that an upper bound of the uncertain input is known. For this purpose, the proposed algorithm includes the estimation of the bound of the uncertain input. thus the proposed method can obtain the hard bound of the model error in frequency domain as well as a parametric lower-order nominal model. Finally numerical simulation results are shown to confirm the validity of the presented algorithm..

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