• 제목/요약/키워드: error bounds

검색결과 207건 처리시간 0.021초

모델 불확실성에 대한 초적 FIR 필터의 성능한계 (Performance bounds of optimal FIR filter-under modeling uncertainty)

  • 유경상;권오규
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
    • /
    • pp.64-69
    • /
    • 1993
  • In this paper we present the performance bounds of the optimal FIR filter in continuous time systems with modeling uncertainty. The performance measure bounds are calculated from the estimation error covariance bounds of the optimal FIR filter and the suboptimal FIR filter. Performance error bounds range are expressed by the upper bounds on the estimation error covariance difference between the real and nominal values in case of the systems with noise uncertainty or model uncertainty. The performance bounds of the systems are derived on the assumption that the system uncertainty and the estimation error covariance are imperfectly known a priori. The estimation error bounds of the optimal FIR filter is compared with those of the Kalman filter via a numerical example applied to the estimation of the motion of an aircraft carrier at sea, which shows the former has better performances than the latter.

  • PDF

ERROR BOUNDS FOR SUMPSONS QUADRATURE THROUGH ZERO MEAN GEUSSIAN WITH COVARIANCE

  • Hong, Bum-Il;Choi, Sung-Hee;Hahm, Nahm-Woo
    • 대한수학회논문집
    • /
    • 제16권4호
    • /
    • pp.691-701
    • /
    • 2001
  • We computed zero mean Gaussian of average error bounds pf Simpsons quadrature with convariances in [2]. In this paper, we compute zero mean Gaussian of average error bounds between Simpsons quadrature and composite Simpsons quadra-ture on four consecutive subintervals. The reason why we compute these on subintervals is because these results enable us to compute a posteriori error bounds on the whole interval in the later paper.

  • PDF

Estimation error bounds of discrete-time optimal FIR filter under model uncertainty

  • Yoo, Kyung-Sang;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
    • /
    • pp.352-355
    • /
    • 1995
  • In this paper, estimation error bounds of the optimal FIR (Finite Impulse Response) filter, which is proposed by Kwon et al.[1, 2], are presented in discrete-time systems with the model uncertainty. Performance bounds are here represented by the upper bounds on the difference of the estimation error covariances between the nominal and real values in case of the systems with the noise or model parameter uncertainty. The estimation error bounds of the discrete-time optimal FIR filter is compared with those of the Kalman filter via a numerical example applied to the simulation problem by Toda and Patel[3]. Simulation results show that the former has robuster performance than the latter.

  • PDF

THE BEHAVIOUR OF PROBABILISTIC ERROR BOUNDS IN FLOATING POINT ALGEBRAIC PROCESSES

  • M.Mitrouli;C.Koukouvinos
    • Journal of applied mathematics & informatics
    • /
    • 제4권1호
    • /
    • pp.211-222
    • /
    • 1997
  • In this paper we present a probabilistic approach for the estimation of realistic error bounds appearing in the execution of basic algebraic floating point operations. Experimental results are carried out for the extended product the extended sum the inner product of random normalised numbers the product of random normalised ma-trices and the solution of lower triangular systems The ordinary and probabilistic bounds are calculated for all the above processes and gen-erally in all the executed examples the probabilistic bounds are much more realistic.

Tight Bounds and Invertible Average Error Probability Expressions over Composite Fading Channels

  • Wang, Qian;Lin, Hai;Kam, Pooi-Yuen
    • Journal of Communications and Networks
    • /
    • 제18권2호
    • /
    • pp.182-189
    • /
    • 2016
  • The focus in this paper is on obtaining tight, simple algebraic-form bounds and invertible expressions for the average symbol error probability (ASEP) of M-ary phase shift keying (MPSK) in a class of composite fading channels. We employ the mixture gamma (MG) distribution to approximate the signal-to-noise ratio (SNR) distributions of fading models, which include Nakagami-m, Generalized-K ($K_G$), and Nakagami-lognormal fading as specific examples. Our approach involves using the tight upper and lower bounds that we recently derived on the Gaussian Q-function, which can easily be averaged over the general MG distribution. First, algebraic-form upper bounds are derived on the ASEP of MPSK for M > 2, based on the union upper bound on the symbol error probability (SEP) of MPSK in additive white Gaussian noise (AWGN) given by a single Gaussian Q-function. By comparison with the exact ASEP results obtained by numerical integration, we show that these upper bounds are extremely tight for all SNR values of practical interest. These bounds can be employed as accurate approximations that are invertible for high SNR. For the special case of binary phase shift keying (BPSK) (M = 2), where the exact SEP in the AWGN channel is given as one Gaussian Q-function, upper and lower bounds on the exact ASEP are obtained. The bounds can be made arbitrarily tight by adjusting the parameters in our Gaussian bounds. The average of the upper and lower bounds gives a very accurate approximation of the exact ASEP. Moreover, the arbitrarily accurate approximations for all three of the fading models we consider become invertible for reasonably high SNR.

ERROR BOUNDS FOR NONLINEAR MIXED VARIATIONAL-HEMIVARIATIONAL INEQUALITY PROBLEMS

  • A. A. H. Ahmadini;Salahuddin;J. K. Kim
    • Nonlinear Functional Analysis and Applications
    • /
    • 제29권1호
    • /
    • pp.15-33
    • /
    • 2024
  • In this article, we considered a class of nonlinear variational hemivariational inequality problems and investigated a gap function and regularized gap function for the problems. We discussed the global error bounds for such inequalities in terms of gap function and regularized gap functions by utilizing the Clarke generalized gradient, relaxed monotonicity, and relaxed Lipschitz continuous mappings. Finally, as applications, we addressed an application to non-stationary non-smooth semi-permeability problems.

확률적 선형계획문제의 상한과 하한한계 분석 (Analysis on Upper and Lower Bounds of Stochastic LP Problems)

  • 이상진
    • 한국경영과학회지
    • /
    • 제27권3호
    • /
    • pp.145-156
    • /
    • 2002
  • Business managers are often required to use LP problems to deal with uncertainty inherent in decision making due to rapid changes in today's business environments. Uncertain parameters can be easily formulated in the two-stage stochastic LP problems. However, since solution methods are complex and time-consuming, a common approach has been to use modified formulations to provide upper and lower bounds on the two-stage stochastic LP problem. One approach is to use an expected value problem, which provides upper and lower bounds. Another approach is to use “walt-and-see” problem to provide upper and lower bounds. The objective of this paper is to propose a modified approach of “wait-and-see” problem to provide an upper bound and to compare the relative error of optimal value with various upper and lower bounds. A computing experiment is implemented to show the relative error of optimal value with various upper and lower bounds and computing times.

모델 불확실성에 대한 연속형 최적 FIR 필터의 성능한계 (Performance bounds of continuous-time optimal FIR filter under modeling uncertainty)

  • 유경상;권오규
    • 제어로봇시스템학회논문지
    • /
    • 제1권1호
    • /
    • pp.20-24
    • /
    • 1995
  • In this paper we analyze the performance bounds of the optimal FIR filter in continuous time systems with modeling uncertainty. The performance bounds are presented by the estimation error convariance and they are here expressed by the upper bounds of the difference of the estimation error covariance between the real and nominal values in case of the system with model uncertainties whose upper bounds are imperfrctly known a priori. The performance bounds of the optimal FIR filter are compared with those of the Kalman filter via a numerical example applied to the estimation of the motion of an aircraft carrier at sea, which shows the former has better performances than the latter.

  • PDF

Trumpis 길쌈부호를 적용한 FH/MFSK 시스템의 잡음재밍에 대한 성능 분석 (Trumpis Coded FH/MFSK Performance in Noise Jamming Environments)

  • 송문규;사공석진;차균현
    • 한국통신학회논문지
    • /
    • 제17권10호
    • /
    • pp.1100-1108
    • /
    • 1992
  • AJ 시스템의 비트 오류 확률의 정확한 계산은 매우 어렵거나 불가능하므로 비트 오류 확률의 Chernoff상한을 구하여 시스템의 성능 분석을 하는 것이 매우 유용하다. 부호 채널에 대한 cutoff rate의 계산은 비교적 용이하므로, AJ 시스템의 부호화 비트 오율의 상한은 AWGN 채널에서의 비트오율의 상한이 cutoff rate의 항으로 직접 구해지는 관계를 이용하여 구할 수 있다. 본 논문에서는 부호 기법을 적용한 통신 시스템에 대하여 적용할 수 있는 비트 오류 확률의 상한에 대한 일반적인 표현식을 소개하고 그 결과를 이용하여 Trumpis 부호를 적용한 FH/MFSK 시스템의 광대역 및 부분 대역 잡음 재밍에 대한 성능 분석을 하였고 아울러 채널 측정을 통해 부가적으로 제공될 수 있는 재머의 상태 정보가 비트 오류 확률에 미치는 효과도 계산함으로써 위의 사실을 입증하였다.

  • PDF

시화호.인천연안 환경자료의 오차범위 분석 (Error Bounds Analysis of the Environmental Data in Lake Shihwa and Incheon Coastal Zone)

  • 조홍연
    • Ocean and Polar Research
    • /
    • 제30권2호
    • /
    • pp.149-158
    • /
    • 2008
  • The characteristic analysis of the estimated population parameters, i.e., standard deviation and error bound of coastal pollutant concentrations (hereafter PC, i.e., COD, TN, and TP concentrations), was carried out by using environmental data with different sampling frequency in Lake Shihwa and Incheon coastal zone. The results clearly show that standard deviation of the PC increases as its mean value increases. The error bounds of the annual mean values based on seasonally measured DO concentrations and PC data in Incheon coastal zone were estimated as ranges 2.26 mg/l, $0.68{\sim}0.86\;mg/l$, $0.62{\sim}0.80\;mg/l$, and $0.074{\sim}0.082\;mg/l$, respectively. In terms of annual mean of the DO concentration and PC in Lake Shihwa, the error bounds based on monthly measured data from 1997 to 2003 were also estimated as ranges 4.0 mg/l, 3.0 mg/l, $0.5{\sim}1.0\;mg/l$, and 0.05 mg/l, respectively. The error bound on the basis of real-time monitoring data is $7{\sim}13%$ only as compared to that of monthly measured data.