• Title/Summary/Keyword: Robust Estimation

검색결과 1,073건 처리시간 0.03초

Performance Analysis of the Robust Least Squares Target Localization Scheme using RDOA Measurements

  • Choi, Ka-Hyung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • Journal of Electrical Engineering and Technology
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    • 제7권4호
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    • pp.606-614
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    • 2012
  • A practical recursive linear robust estimation scheme is proposed for target localization in the sensor network which provides range difference of arrival (RDOA) measurements. In order to radically solve the known practical difficulties such as sensitivity for initial guess and heavy computational burden caused by intrinsic nonlinearity of the RDOA based target localization problem, an uncertain linear measurement model is newly derived. In the suggested problem setting, the target localization performance of the conventional linear estimation schemes might be severely degraded under the low SNR condition and be affected by the target position in the sensor network. This motivates us to devise a new sensor network localization algorithm within the framework of the recently developed robust least squares estimation theory. Provided that the statistical information regarding RDOA measurements are available, the estimate of the proposition method shows the convergence in probability to the true target position. Through the computer simulations, the omnidirectional target localization performance and consistency of the proposed algorithm are compared to those of the existing ones. It is shown that the proposed method is more reliable than the total least squares method and the linear correction least squares method.

Robust Cross Validation Score

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.413-423
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    • 2005
  • Consider the problem of estimating the underlying regression function from a set of noisy data which is contaminated by a long tailed error distribution. There exist several robust smoothing techniques and these are turned out to be very useful to reduce the influence of outlying observations. However, no matter what kind of robust smoother we use, we should choose the smoothing parameter and relatively less attention has been made for the robust bandwidth selection method. In this paper, we adopt the idea of robust location parameter estimation technique and propose the robust cross validation score functions.

지자기 전달함수의 로버스트 추정

  • 양준모;오석훈;이덕기;윤용훈
    • 지구물리
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    • 제5권2호
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    • pp.131-142
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    • 2002
  • 일반적으로 지자기 전달함수는 관측치와 예측치의 차이를 최소화하는 관점에서 해가 추정된다. 오차의 구조가 가우스 분포를 따르면 최소자승 추정이 최적의 추정이지만, 그렇지 않은 경우 전달 함수 추정을 심각하게 왜곡시킬 수 있으므로 오차 구조에 대한 정보가 요구된다. 본 연구에서는 Q-Q plot을 이용한 오차 구조으 검증을 통하여 실제 오차 구조에 대한 정보를 획득하였고 가우스 분포 가정을 벗어나는 오차 구조에 대해 외치(outlier)에 의한 영향을 최소로 하며 해를 추정하는 로버스트 추정(regression M-estimate)을 적용하였다. 오차가 가우스 분포를 따르는 경우, 최소자승 추정과 로버스트 추정은 유사한 결과를 나타내나, 오차가 가우스 분포를 벗어나는 경우 로버스트 추정이 최소자승 추정보다 부드러운 결과를 나타냄을 확인하였다.

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A Robust Estimation Procedure for the Linear Regression Model

  • Kim, Bu-Yong
    • Journal of the Korean Statistical Society
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    • 제16권2호
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    • pp.80-91
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    • 1987
  • Minimum $L_i$ norm estimation is a robust procedure ins the sense that it leads to an estimator which has greater statistical eficiency than the least squares estimator in the presence of outliers. And the $L_1$ norm estimator has some desirable statistical properties. In this paper a new computational procedure for $L_1$ norm estimation is proposed which combines the idea of reweighted least squares method and the linear programming approach. A modification of the projective transformation method is employed to solve the linear programming problem instead of the simplex method. It is proved that the proposed algorithm terminates in a finite number of iterations.

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Robust Residual Generator for Fault Detection Using H$_{\infty}$ FIR Estimation Method

  • Ryu, Hee-Seob;Yoo, Ho-Jun;Kwony, Oh-Kyu;Yoo, Kyung-Sang
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.33.3-33
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    • 2001
  • This paper considers a fault detection and diagnosis using estimation method in uncertain systems. In the state estimation method, we use the robust H$\infty$ FIR filtering algorithm. A novel aspect of the fault detection technique described here is that it explicitly accounts for the effects of simplified models and errors due to the linearization of nonlinear systems at an operating point.

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Robustizing Kalman filters with the M-estimating functions

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
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    • 제25권1호
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    • pp.99-107
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    • 2018
  • This article considers a robust Kalman filter from the M-estimation point of view. Pak (Journal of the Korean Statistical Society, 27, 507-514, 1998) proposed a particular M-estimating function which has the data-based shaping constants. The Kalman filter with the proposed M-estimating function is considered. The structure and the estimating algorithm of the Kalman filter accompanying the M-estimating function are mentioned. Kalman filter estimates by the proposed M-estimating function are shown to be well behaved even when data are contaminated.

섭동관측기를 연합한 강인 상태추정기 설계 및 해석 (Design and Analysis of a Robust State Estimator Combining Perturbation Observer)

  • 권상주
    • 제어로봇시스템학회논문지
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    • 제11권6호
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    • pp.477-483
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    • 2005
  • This article describes a robust state estimation method which enables to produce reliable estimates in spite of heavy perturbation including plant uncertainty and external disturbances. The main idea is to combine the standard state estimator with the perturbation observer in the estimator frame. The perturbation observer reflects equivalent quantity of plant uncertainty and external disturbances during the estimation process so that the state estimator dynamics gets as close as possible to the real plant dynamics. The robust state estimator proposed in this paper is given in a recursive discrete-time form which is very useful fur implementation purpose. In terms of the error dynamics derived for the robust state estimator, we discuss the stability issue and noise sensitivity. The effectiveness and practicality of the robust state estimator are verified through numerical examples and experimental results.

An Extended Robust $H_{\infty}$ Filter for Nonlinear Constrained Uncertain System

  • Seo, Jae-Won;Yu, Myeong-Jong;Park, Chan-Gook;Lee, Jang-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.565-569
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    • 2003
  • In this paper, a robust filter is proposed to effectively estimate the system states in the case where system model uncertainties as well as disturbances are present. The proposed robust filter is constructed based on the linear approximation methods for a general nonlinear uncertain system with an integral quadratic constraint. We also derive the important characteristic of the proposed filter, a modified $H_{\infty}$ performance index. Analysis results show that the proposed filter has robustness against disturbances, such as process and measurement noises, and against parameter uncertainties. Simulation results show that the proposed filter effectively improves the performance.

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스트랩다운 적외선 영상센서를 위한 관성센서 기반 강인최소자승 움직임 훼손영상 복원 기법 (Robust Least Squares Motion Deblurring Using Inertial Sensor for Strapdown Image IR Sensors)

  • 김기승;나성웅
    • 제어로봇시스템학회논문지
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    • 제18권4호
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    • pp.314-320
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    • 2012
  • This paper proposes a new robust motion deblurring filter using the inertial sensor measurements for strapdown image IR applications. With taking the PSF measurement error into account, the motion blurred image is modeled by the linear uncertain state space equation with the noise corrupted measurement matrix and the stochastic parameter uncertainty. This motivates us to solve the motion deblurring problem based on the recently developed robust least squares estimation theory. In order to suppress the ringing effect on the deblurred image, the robust least squares estimator is slightly modified by adoping the ridge-regression concept. Through the computer simulations using the actual IR scenes, it is demonstrated that the proposed algorithm shows superior and reliable motion deblurring performance even in the presence of time-varying motion artifact.

모바일 로봇의 강인한 위치 추정 기법 (Robust Positioning-Sensing for a Mobile Robot)

  • 이장명;황진아;허화라;강진구
    • 로봇학회논문지
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    • 제2권3호
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    • pp.221-226
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    • 2007
  • A robust position-sensing system is proposed in this paper for ubiquitous mobile robots which move indoor as well as outdoor. The Differential GPS (DGPS) which has position estimation error of less than 5 m is a general solution when the mobile robots are moving outdoor, while an active beacon system (ABS) with embedded ultrasonic sensors is selected as an indoor positioning system. The switching from the outdoor to indoor or vice versa causes unstable measurements on account of the reference and algorithm changes. To minimize the switching time in the position estimation and to stabilize the measurement, a robust position-sensing system is proposed. In the system, to minimize the switching delay, the door positions are stored and updated in a database. The reliability and accuracy of the robust positioning system based on DGPS and ABS are verified through the real experiments using a mobile robot prepared for this research and demonstrated.

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