• Title/Summary/Keyword: Robust estimator

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Some efficient ratio-type exponential estimators using the Robust regression's Huber M-estimation function

  • Vinay Kumar Yadav;Shakti Prasad
    • Communications for Statistical Applications and Methods
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    • v.31 no.3
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    • pp.291-308
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    • 2024
  • The current article discusses ratio type exponential estimators for estimating the mean of a finite population in sample surveys. The estimators uses robust regression's Huber M-estimation function, and their bias as well as mean squared error expressions are derived. It was campared with Kadilar, Candan, and Cingi (Hacet J Math Stat, 36, 181-188, 2007) estimators. The circumstances under which the suggested estimators perform better than competing estimators are discussed. Five different population datasets with a well recognized outlier have been widely used in numerical and simulation-based research. These thorough studies seek to provide strong proof to back up our claims by carefully assessing and validating the theoretical results reported in our study. The estimators that have been proposed are intended to significantly improve both the efficiency and accuracy of estimating the mean of a finite population. As a result, the results that are obtained from statistical analyses will be more reliable and precise.

Clock Synchronization for Multi-Static Radar Under Non-Line-of-Sight System Using Robust Least M-Estimation (로버스트한 최소 M-추정기법을 이용한 비가시선 상의 멀티스태틱 레이더 클락 동기 기술 연구)

  • Shin, Hyuk-Soo;Yeo, Kwang-Goo;Joeng, Myung-Deuk;Yang, Hoongee;Jung, Yongsik;Chung, Wonzoo
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37C no.10
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    • pp.1004-1010
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    • 2012
  • In this paper, we propose the algorithm which considers applying recently proposed clock synchronization techniques with quite high accuracy in a few wireless sensor networks researches to time synchronization algorithm for multi-static radar system and especially overcomes the limitation of previous theory, cannot be applied between nodes in non-line of sight (NLOS). Proposed scheme estimates clock skew and clock offset using recursive robust least M-estimator with information of time stamp observations. And we improve the performance of algorithm by tracking and suppressing the time delays difference caused by NLOS system. Futhermore, this paper derive the mean square error (MSE) to present the performance of the proposed estimator and comparative analysis with previous methods.

Precision Position Control of PMSM Using Neural Network Disturbance observer and Parameter compensator (신경망 외란관측기와 파라미터 보상기를 이용한 PMSM의 정밀 위치제어)

  • 고종선;진달복;이태훈
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • v.53 no.3
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    • pp.188-195
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    • 2004
  • This paper presents neural load torque observer that is used to deadbeat load torque observer and gain compensation by parameter estimator As a result, the response of the PMSM(permanent magnet synchronous motor) follows that nominal plant. The load torque compensation method is composed of a neural deadbeat observer To reduce the noise effect, the post-filter implemented by MA(moving average) process, is adopted. The parameter compensator with RLSM (recursive least square method) parameter estimator is adopted to increase the performance of the load torque observer and main controller The parameter estimator is combined with a high performance neural load torque observer to resolve the problems. The neural network is trained in on-line phases and it is composed by a feed forward recall and error back-propagation training. During the normal operation, the input-output response is sampled and the weighting value is trained multi-times by error back-propagation method at each sample period to accommodate the possible variations in the parameters or load torque. As a result, the proposed control system has a robust and precise system against the load torque and the Parameter variation. A stability and usefulness are verified by computer simulation and experiment.

A Procedure for Indentifying Outliers in Multivariate Data (다변량 자료에서 다수 이상치 인식의 절차)

  • Yum, Joon-Keun;Park, Jong-Goo;Kim, Jong-Woo
    • Journal of Korean Society for Quality Management
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    • v.23 no.4
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    • pp.28-41
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    • 1995
  • We consider the problem of identifying multiple outliers in linear model. The available regression diagnostic methods often do not succeed in detecting multiple outliers because of the masking and swamping effect. Recently, among the various robust estimator of reducing the effect of outliers, LMS(Least Meadian Square) estimator has been to be a suitable method proposed to expose outliers and leverage points. However, as you know it, the data analysis method with LMS estimator is to be taken the median of the squared residuals in the sample which is extracted the sample space. Then this model causes the trouble, for the number of the chosen sample is nCp, i.e. as the size of sample space n is increasing, the number is increasing fastly. And the covariance matrix may be the singular matrix, so that matrix is approching collinearity. Thus we propose a procedure ELMS for the resampling in LMS method and study the size of the effective elementary set in this algorithm.

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Negative Exponential Disparity Based Deviance and Goodness-of-fit Tests for Continuous Models: Distributions, Efficiency and Robustness

  • Jeong, Dong-Bin;Sahadeb Sarkar
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.41-61
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    • 2001
  • The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

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Precision Position Control of PMSM using Neural Observer and Parameter Compensator

  • Ko, Jong-Sun;Seo, Young-Ger;Kim, Hyun-Sik
    • Journal of Power Electronics
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    • v.8 no.4
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    • pp.354-362
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    • 2008
  • This paper presents neural load torque compensation method which is composed of a deadbeat load torque observer and gains compensation by a parameter estimator. As a result, the response of the PMSM (permanent magnet synchronous motor) obtains better precision position control. To reduce the noise effect, the post-filter is implemented by a MA (moving average) process. The parameter compensator with an RLSM (recursive least square method) parameter estimator is adopted to increase the performance of the load torque observer and main controller. The parameter estimator is combined with a high performance neural load torque observer to resolve problems. The neural network is trained in online phases and it is composed by a feed forward recall and error back-propagation training. During normal operation, the input-output response is sampled and the weighting value is trained multi-times by the error back-propagation method at each sample period to accommodate the possible variations in the parameters or load torque. As a result, the proposed control system has a robust and precise system against load torque and parameter variation. Stability and usefulness are verified by computer simulation and experiment.

Vehicle Orientation Estimation by Using Magnetometer and Inertial Sensors (3축 자기장 센서 및 관성센서를 이용한 차량 방위각 추정 방법)

  • Hwang, Yoonjin;Choi, Seibum
    • Transactions of the Korean Society of Automotive Engineers
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    • v.24 no.4
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    • pp.408-415
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    • 2016
  • The vehicle attitude and sideslip is critical information to control the vehicle to prevent from unintended motion. Many of estimation strategy use bicycle model or IMU integration, but both of them have limits on application. The main purpose of this paper is development of vehicle orientation estimator which is robust to various vehicle state and road shape. The suggested estimator use 3-axis magnetometer, yaw rate sensor and lateral acceleration sensor to estimate three Euler angles of vehicle. The estimator is composed of two individual observers: First, comparing the known magnetic field and gravity with measured value, the TRIAD algorithm calculates optimal rotational matrix when vehicle is in static or quasi-static condition. Next, merging 3-axis magnetometer with inertial sensors, the extended Kalman filter is used to estimate vehicle orientation under dynamic condition. A validation through simulation tools, Carsim and Simulink, is performed and the results show the feasibility of the suggested estimation method.

A Study on Statistical Approach for Nonlinear Image Denoising Algorithms (비선형 영상 잡음제거 알고리즘의 통계적 접근 방법에 관한 연구)

  • Hahn, Hee-Il
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.12 no.1
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    • pp.151-156
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    • 2012
  • In this paper robust nonlinear image denoising algorithms are introduced for the distribution which is Gaussian in the center and Laplacian in the tails. The distribution is known as the least favorable ${\epsilon}$-contaminated normal distribution that maximizes the asymptotic variance. The proposed filter proves to be the maximum likelihood estimator under the heavy-tailed Gaussian noise environments. It is optimal in the respect of maximizing the efficacy under the above noise environment. Another filter for reducing impulsive noise is proposed by mixing with the myriad filter to propose an amplitude-limited myriad filter. Extensive experiment is conducted with images corrupted with ${\alpha}$-stable noise to analyze the behavior and performance of the proposed filters.

Precision Speed Control of PMSM Using Neural Network Disturbance Observer and Parameter Compensator (신경망 외란관측기와 파라미터 보상기를 이용한 PMSM의 정밀속도제어)

  • Go, Jong-Seon;Lee, Yong-Jae
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • v.51 no.10
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    • pp.573-580
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    • 2002
  • This paper presents neural load disturbance observer that used to deadbeat load torque observer and regulation of the compensation gain by parameter estimator As a result, the response of PMSM follows that of the nominal plant. The load torque compensation method is compose of a neural deadbeat observer. To reduce of the noise effect, the post-filter, which is implemented by MA process, is proposed. The parameter compensator with RLSM(recursive least square method) parameter estimator is suggested to increase the performance of the load torque observer and main controller. The proposed estimator is combined with a high performance neural torque observer to resolve the problems. As a result, the proposed control system becomes a robust and precise system against the load torque and the parameter variation. A stability and usefulness, through the verified computer simulation and experiment, are shown in this paper.

ON THEIL'S METHOD IN FUZZY LINEAR REGRESSION MODELS

  • Choi, Seung Hoe;Jung, Hye-Young;Lee, Woo-Joo;Yoon, Jin Hee
    • Communications of the Korean Mathematical Society
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    • v.31 no.1
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    • pp.185-198
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    • 2016
  • Regression analysis is an analyzing method of regression model to explain the statistical relationship between explanatory variable and response variables. This paper propose a fuzzy regression analysis applying Theils method which is not sensitive to outliers. This method use medians of rate of increment based on randomly chosen pairs of each components of ${\alpha}$-level sets of fuzzy data in order to estimate the coefficients of fuzzy regression model. An example and two simulation results are given to show fuzzy Theils estimator is more robust than the fuzzy least squares estimator.