• 제목/요약/키워드: Quasi-linear

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Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.229-239
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    • 2007
  • We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

GENERALIZED QUASI-BANACH SPACES AND QUASI-(2; p)-NORMED SPACES

  • Park, Choonkil
    • 충청수학회지
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    • 제19권2호
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    • pp.197-206
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    • 2006
  • In this paper, the notion of a generalized quasi-normed space is introduced and its completion is investigated. We introduce quasi-2-normed spaces and quasi-(2; p)-normed spaces, and investigate the properties of quasi-2-normed spaces and quasi-(2; p)-normed spaces.

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Polytopic Quasi-LPV 모델 기반 능동자기베어링의 비선형제어기 설계 (Nonlinear Controller Design of Active Magnetic Bearing Systems Based on Polytopic Quasi-LPV Models)

  • 이동환;박진배;정현석;주영훈
    • 전기학회논문지
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    • 제59권4호
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    • pp.797-802
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    • 2010
  • In this paper, a systematic procedure to design a nonlinear controller for nonlinear active magnetic bearing (AMB) systems is presented. To do this, we effectively convert the AMB system into a polytopic quasi-linear parameter varying (LPV) system, which is a representation of nonlinear state-space models and is described by the convex combination of a set of precisely known vertices. Unlike the existing quasi-LPV systems, the nonlinear weighting functions, which construct the polytopic quasi-LPV model of the AMB system by connecting the vertices, include not only state variables but also the input ones. This allows us to treat the input nonlinearity effectively. By means of the derived polytopic quasi-LPV model and linear matrix inequality (LMI) conditions, nonlinear controller that stabilizes the AMB system is obtained. The effectiveness of the proposed controller design methodology is finally demonstrated through numerical simulations.

Comparison between quasi-linear theory and particle-in-cell simulation of solar wind instabilities

  • Hwang, Junga;Seough, Jungjoon;Yoon, Peter H.
    • 천문학회보
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    • 제41권1호
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    • pp.47.2-47.2
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    • 2016
  • The protons and helium ions in the solar wind are observed to possess anisotropic temperature profiles. The anisotropy appears to be limited by various marginal instability conditions. One of the efficient methods to investigate the global dynamics and distribution of various temperature anisotropies in the large-scale solar wind models may be that based upon the macroscopic quasi-linear approach. The present paper investigates the proton and helium ion anisotropy instabilities on the basis of comparison between the quasi-linear theory versus particle-in-cell simulation. It is found that the overall dynamical development of the particle temperatures is quite accurately reproduced by the macroscopic quasi-linear scheme. The wave energy development in time, however, shows somewhat less restrictive comparisons, indicating that while the quasi-linear method is acceptable for the particle dynamics, the wave analysis probably requires higher-order physics, such as wave-wave coupling or nonlinear wave-particle interaction. We carried out comparative studies of proton firehose instability, aperiodic ordinary mode instability, and helium ion anisotropy instability. It was found that the agreement between QL theory and PIC simulation is rather good. It means that the quasilinear approximation enjoys only a limited range of validity, especially for the wave dynamics and for the relatively high-beta regime.

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Quasi-Likelihood Approach for Linear Models with Censored Data

  • Ha, Il-Do;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.219-225
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    • 1998
  • The parameters in linear models with censored normal responses are usually estimated by the iterative maximum likelihood and least square methods. However, the iterative least square method is simple but hardly has theoretical justification, and the iterative maximum likelihood estimating equations are complicatedly derived. In this paper, we justify these methods via Wedderburn (1974)'s quasi-likelihood approach. This provides an explicit justification for the iterative least square method and also directly the iterative maximum likelihood method for estimating the regression coefficients.

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국소선형 준가능도 추정량의 자료 희박성 문제 해결방안 (Sparse Design Problem in Local Linear Quasi-likelihood Estimator)

  • 박동련
    • 응용통계연구
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    • 제20권1호
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    • pp.133-145
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    • 2007
  • 국소선형 추정량은 여러 면에서 바람직한 특성을 많이 갖고 있는 좋은 추정량이다. 그러나 자료가 희박한 부분에서는 매우 불안정한 추정값을 갖게 되는 문제가 있음이 밝혀졌으며, 이 문제를 해결하기 위한 여러 방안이 많이 연구되었다. 그러나 이항반응변수를 위한 국소선형 추정량의 변형이라고 할 수 있는 국소선형 준가능도 추정량에 대해서는 아직 자료의 희박성 문제가 다루어지지 않고 있었다. 이 논문에서는 국소선형 준가능도 추정량이 갖고 있는 자료의 희박성 문제를 인식하고, 몇 가지 해결방안을 제시하였으며, 모의 실험을 통하여 가장 효과적인 방안을 선택하였다.

Analysis of Quasi-Likelihood Models using SAS/IML

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • 제8권2호
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    • pp.247-260
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    • 1997
  • The quasi-likelihood models which greatly widened the scope of generalized linear models are widely used in data analysis where a likelihood is not available. Since a quasi-likelihood may not appear to be an ordinary likelihood for any known distribution in the natural exponential family, to fit the quasi-likelihood models the standard statistical packages such as GLIM, GENSTAT, S-PLUS and so on may not directly applied. SAS/IML is very useful for fitting of such models. In this paper, we present simple SAS/IML(version 6.11) program which helps to fit and analyze the quasi-likelihood models applied to the leaf-blotch data introduced by Wedderburn(1974), and the problem with deviance useful generally to model checking is pointed out, and then its solution method is mention through the data analysis based on this quasi-likelihood models checking.

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A theory of linear quasi-time invariant filters

  • Lee, Heyoung;Bien, Zeungnam
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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    • pp.362-367
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    • 1996
  • In this paper, the eigenstructure of a class of linear time varying systems, termed as linear quasi-time invariant(LQTI) systems, is investigated. A system composed of dynamic devices such as linear time varying capacitors and resistors can be an example of the class. To effectively describe and analyze the LQTI systems, a generalized differential operator G is introduced. Then the dynamic systems described by the operator G are studied in terms of eigenvalue, frequency characteristics, stability and an extended convolution. Some basic attributes of the operator G are compared with those of the differential operator D. Also the corresponding generalized Laplace transform pair is defined and relevant properties are derived for frequency domain analysis of the systems under consideration. As an application example, a LQTI circuit is examined by using the concept of eigenstructure of LQTI system. The LQTI filter processes the sinusoidal signals modulated by some functions.

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일반화된 선형 혼합 모형(GENERALIZED LINEAR MIXED MODEL: GLMM)에 관한 최근의 연구 동향 (A Study for Recent Development of Generalized Linear Mixed Model)

  • 이준영
    • 응용통계연구
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    • 제13권2호
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    • pp.541-562
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    • 2000
  • 일반화된 선형 혼합 모형(GLMM)은 자료가 계수의 형태로 나타나는 범주형 자료의 경우, 혹은 집락의 형태나 과산포된 비정규 자료, 또는 비선형 모형에 따르는 자료를 다루기 위한 모형 설정에 사용된다. 본 연구에서는 이에 대한 개요와 더불어, 이 모형의 적합을 위해 제시된 통계적 기법들중 의사가능도(quasi-likelihood: QL)를 이용한 추정 방법 및 Monte-Carlo 기법을 이용한 추정 방법들에 대해 조사하였다. 또한 GLMM에 대한 현재의 연구 방향 및 앞으로의 연구 가능 주제들에 대해서도 언급하였다.

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