• 제목/요약/키워드: estimating

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Estimating Parameters in Muitivariate Normal Mixtures

  • Ahn, Sung-Mahn;Baik, Sung-Wook
    • Communications for Statistical Applications and Methods
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    • v.18 no.3
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    • pp.357-365
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    • 2011
  • This paper investigates a penalized likelihood method for estimating the parameter of normal mixtures in multivariate settings with full covariance matrices. The proposed model estimates the number of components through the addition of a penalty term to the usual likelihood function and the construction of a penalized likelihood function. We prove the consistency of the estimator and present the simulation results on the multi-dimensional nor-mal mixtures up to the 8-dimension.

Theoretical Basis of PERT Formula and a New Estimation Method (PERT 공식의 이론적 근거와 새로운 추정방법)

  • Kim, Se-Hun;Won, Y.K.;Chae, Kyung-C.
    • Journal of Korean Institute of Industrial Engineers
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    • v.15 no.2
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    • pp.103-108
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    • 1989
  • PERT formulae for the mean and variance of activity time are near exact only over a short interval of the concentration parameter which is defined as the sum of the two shape parameters of the beta distribution. Aiming a better estimation of the mean and variance of activity time, we propose a method of subjectively estimating this concentration parameter via estimating the probability of completing the activity within a specified time interval.

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Correlation between Estimated LFG Emission Rate and Actual LFG Extraction Rate for Daegu Bangcheon-ri Landfill Site (대구 방천리 위생 매립장 매립가스 예측 발생량과 실포집량과 상관관계)

  • Lee, Suk-Hyung
    • 한국신재생에너지학회:학술대회논문집
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    • 2007.06a
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    • pp.721-724
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    • 2007
  • Estimating of LFG emission rate has been well established. But, relatively short history of LFG extraction in Korea, the data and the formular have not been well compared and analyzed. Here, even though the operation period of extraction for Daegu Bangcheon-ri is short, the relevant correlation between estimated and the actual has been tried to find. Hopefully, this will be a guideline for the future LFG forecasting.

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Estimation of Daily Potential Evapotranspiration in Paddy Field Using Meteorological Data (기상자료를 이용한 논의 일 잠재증발산량 추정)

  • Noh, Jae-Kyoung
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2002.10a
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    • pp.5-8
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    • 2002
  • Daily potential evapotranspiration was estimated using meteorological data which are observing regularly such as rainfall, temperature, humidity, wind speed, and duration of sunshine. Penman method is used practically in estimating evapotranspiration at present, and its regional coefficients were derived at 19 stations in the Korean Peninsular. Because meteorological data are observing at 77 stations under the Korea Meteorological Administration, the methodology of estimating evapotranspiration using meteorological data will be able to be applied in more regions than Penman method.

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Adaptive Two Dimensional Linear Prediction Algorithm For Estimating Incident Angles of Multiple Broadbamd Signals. (다수의 광대역 신호의 입사각 추정을 위한 이차원의 정응선형예측 알고리즘)

  • 김태원
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1987.11a
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    • pp.61-65
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    • 1987
  • An algorithm for estimating incident angles of multiple broaband signals is proposed. The method adopts semicausal model for two dimensional linear prediction filter coefficients such that the arithmatic averag of the mean squared values of the forward and reverse prediction arrors is minimized. Preliminary results demonstrating the performance of the proposed method are presented. Simulation results indicate that the performance depends on signal-to-noise ratio and prediction order in spatial demension.

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Design of a Continuous Adaptive Robust Control Estimating the Upper Bound of the Uncertainties using Fredholm Integral Formulae (Fredholm 적분식을 이용하여 불확실성의 경계치를 추정하는 적응강인제어기 설계)

  • 유동상
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.53 no.4
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    • pp.207-211
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    • 2004
  • We consider a class of uncertain nonlinear systems containing the uncertainties without a priori information except that they are bounded. For such systems, we assume that the upper bound of the uncertainties is represented as a Fredholm integral equation of the first kind and we propose an adaptation law that is capable of estimating the upper bound. Using this adaptive upper bound, a continuous robust control which renders uncertain nonlinear systems uniformly ultimately bounded is designed.

M-Estimation Functions Induced From Minimum L$_2$ Distance Estimation

  • Pak, Ro-Jin
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.507-514
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    • 1998
  • The minimum distance estimation based on the L$_2$ distance between a model density and a density estimator is studied from M-estimation point of view. We will show that how a model density and a density estimator are incorporated in order to create an M-estimation function. This method enables us to create an M-estimating function reflecting the natures of both an assumed model density and a given set of data. Some new types of M-estimation functions for estimating a location and scale parameters are introduced.

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Deciding a sampling length for estimating the parameters in Geometric Brownian Motion

  • Song, Jun-Mo
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.549-553
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    • 2011
  • In this paper, we deal with the problem of deciding the length of data for estimating the parameters in geometric Brownian motion. As an approach to this problem, we consider the change point test and introduce simple test statistic based on the cumulative sum of squares test (cusum test). A real data analysis is performed for illustration.

INS/GPS Integration System Using Adaptive Filter with Estimating Measurement Noise Variance (측정잡음 분산추정 적응필터를 이용한 INS/GPS 결합 시스템)

  • Yu, Myeong-Jong
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.7
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    • pp.688-693
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    • 2007
  • The INS/GPS integration system is designed by employing an adaptive filter that can estimate the measurement noise variance using the residual of the filter. To verify the efficiency of the proposed loosely-coupled INS/GPS integration system, simulation is performed by assuming that GPS information has large position errors. Simulation results show that the proposed integration system with the adaptive filter is more effective in estimating the position and attitude errors than those with the Extended Kalman Filter.

Equivalent Circuit Model of Catenary for Estimating Line Constants (선로정수 예측을 위한 전차선로 등가 회로모델에 관한 연구)

  • 이한민;오광해;김길상;창상훈
    • Proceedings of the KSR Conference
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    • 2000.11a
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    • pp.613-619
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    • 2000
  • This paper presents a mettled to reduce the number of conductors of catenary system for estimating line constants. Conductors of a catenary system are grouped and reduced. For example, the model representing the contact and the messenger conductors with a single equivalent conductor is. probably more realistic than assuming the two conductors completely separated, since they are generally connected by droppers every few meters. Therefore, this paper shows the method to reduce the number of conductors using electric circuit theory. To verify the results, we compared the equivalent line constants obtained by proposed method with those obtained by measurement.

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