• Title/Summary/Keyword: estimation method

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Characteristics of a direct system parameter estimation method (시스템 매개변수 직접추정법의 특성)

  • Ju, Young-Ho;Jo, Gwang-Hwan;Lee, Gun-Myung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.21 no.9
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    • pp.1480-1490
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    • 1997
  • A method by which the system parameter matrices can be estimated from measured time data of excitation force and acceleration has been studied. The acceleration data are integrated numerically to obtain the velocities and displacements, and the systm parameters are estimated from these data by solving equations of motion. The characteristics of the method have been investigated through its application to simulated data of 1 DOF and 2 DOF systems and experimental data measured from a simple structure. It was found that the method is very sensitive to measurement noise and the accuracy of the estimated parameters can be improved by averaging the repeatedly measured data and removing the noise. One of the main advantages of the parameter estimation method is that no a priori information about the system under test is required. The method can be easily extended to non-linear parameter estimation.

Review and Applications of NLL Estimation Method for Diffusion Processes (확산모형에 대한 NLL 추정법의 특성과 적용)

  • Hong, Jin-Young;Lee, Yoon-Dong
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.599-609
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    • 2010
  • Many of financial data are explained via diffusion models in modern financial research. Various types of estimation methods of diffusion processes were suggested by many authors. In this paper, we tested the properties of the NLL estimation method, suggested by Shoji and Ozaki (1998), of diffusion processes in the view of the bias and variance of the estimators and applied the method to estimate the model parameters for the U.S. fedral funds rate data and Korean inter-bank exchange rate data. By simulation study we showed that the NLL method provides relatively good estimators, in the meaning that the estimator has less bias than the Euler method, while keeping the variance similar level. We also provide the NLL estimates of U.S fedral funds rate data and Korean inter-bank exchange rate data.

Maximum Tolerated Dose Estimation with Dose De-Escalation Design in a Phase I Clinical Trials (제 1상 임상시험에서 용량 감량을 허용하는 MTD 추정법)

  • Jang, Eunah;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1115-1123
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    • 2014
  • The main purpose of phase I clinical trials is to estimate the Maximum Tolerated Dose (MTD), which minimizes side effect and assures safety of a new drug by evaluating the toxicity at each dose-level. The conventional MTD estimation methods is Standard method (Storer, 1989; Korn et al., 1994), Accelerated Titration Designs (Simon et al., 1997) and DM method (Dixon and Mood, 1948) etc. In this paper, MTD estimation method with de-escalation is suggested phase I clinical trials. The proposed MTD estimation method is compared to Accelerated Titration Designs, SM3 without de-escalation method and SM3 with de-escalation method using a Monte Carlo simulation.

Power System Harmonic Estimation Based on Park Transform

  • Chen, Ya;Ji, Tianyao;Li, Mengshi;Wu, Qinghua;Wang, Xuejian
    • Journal of Electrical Engineering and Technology
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    • v.11 no.3
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    • pp.560-574
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    • 2016
  • This paper presents a novel method for power system harmonic estimation based on the Park transform. The proposed method firstly extends the signal to a group of three-phase signals in a-b-c coordinate. Then, a linear fitting based method is adopted to estimate the fundamental frequency. Afterwards, the Park transform is utilized to convert the three-phase signals from a-b-c coordinate to d-q-0 coordinate. Finally, the amplitude and phase of a harmonic component of interest can be calculated using the d-axis and q-axis components obtained. Simulation studies have been conducted using matrix laboratory (MATLAB) and power system computer aided design/electromagnetic transients including direct current (PSCAD/EMTDC). Simulation studies in MATLAB have considered three scenarios, i.e., no-frequency-deviation scenario, frequency-deviation scenario and the scenario in the presence of inter-harminics. The results have demonstrated that the proposed method achieves very high accuracy in frequency, phase and amplitude estimation under noisy conditions, and suffers little influence of the inter-harmonics. Moreover, comparison studies have proved that the proposed method is superior to FFT and Interpolated FFT with the Hanning Window (IpFFTHW). Finally, a popular case in PSCAD/EMTDC has been employed to further verify the effectiveness of the proposed method.

Regularization Parameter Determination for Optical Flow Estimation using L-curve (L-curve를 이용한 광학 흐름 추정을 위한 정규화 매개변수 결정)

  • Kim, Jong-Dae;Kim, Jong-Won
    • The KIPS Transactions:PartB
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    • v.14B no.4
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    • pp.241-248
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    • 2007
  • An L-curve corner detection method is proposed for the determination of the regularization parameter in optical flow estimation. The method locates the positive peak whose curvature difference from the just right-hand negative valley is the maximum in the curvature plot of the L-curve. while the existing curvature-method simply finds the maximum in the plot. Experimental results show that RMSE of the estimated optical flow is greater only by 0.02 pixels-per-frame than the least in the average sense. The proposed method is also compared with an existing curvature-method and the adaptive pruning method, resulting in the optical flow estimation closest to the least RMSE.

The Experimental Study on the Development of Estimation Technique for the Mix Proportion of Hardened Concrete (경화 콘크리트의 배합비 추정기법 개발에 관한 실험적 연구)

  • 이준구;박광수;김석열;김명원;김관호;박미현
    • Proceedings of the Korea Concrete Institute Conference
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    • 2000.10b
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    • pp.961-966
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    • 2000
  • It is difficult to change or remedy concrete structure after hardened. It is usual to evaluate the quality of hardened concrete using several test method. This study was performed to make fundamental data that could be used to evaluate the quality of hardened concrete. This study is to estimate mix proportion of hardened concrete. Each elements of concrete needed different estimation methods. First, the cement that handled by the most important compounds measured by XRF(X-ray fluorecence) machine with scanning Ca-K${\alpha}$. Second, the coarse aggregate that divided by maximum size measured by the area comparison method that starts from the assumption of uniform distribution. Third, the fine aggregate measured by the weight comparison method that needs several prerequsite constants which concerned cement hydration reaction. Fourth, the water content would be estimated by expert system that has data base of design data, the contents of above estimation results, the characteristics of concrete strength. As the result of the above research, some conclusions are as follows. The cement estimation method resulted by reliability of mean 96.7%, standard deviation 3.92. The area comparison method resulted by reliability of mean 95.3%, standard deviation 2.08. The weight comparison method resulted by reliability of mean 93.3%, standard deviation 3.35.

Development of Subsidence Hazard Estimation Method Based on the Depth of Gangway (갱도의 심도 정보만을 고려한 지반침하위험도 평가법 개발)

  • Jung, Yong-Bok;Song, Won-Kyong;Kang, Sang-Soo
    • Tunnel and Underground Space
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    • v.18 no.4
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    • pp.272-279
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    • 2008
  • This paper describes the development of a simple and quantitative subsidence hazard estimation method appropriate to Korean coal mines using gangway depth information only. In spite of simpleness of estimation method, this new method gives good results close to those obtained using influence function method when applying to a virtual rectangular excavation model and to a closed mine where actual subsidence occurred. Therefore, this method can be effectively applied to the identification of zones liable to subsidence over closed coal mine in Korea where the shape of extraction is very complex and usually unknown.

Location Prediction of Mobile Objects using the Cubic Spline Interpolation (3차 스플라인 보간법을 이용한 이동 객체의 위치 추정)

  • 안윤애;박정석;류근호
    • Journal of KIISE:Databases
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    • v.31 no.5
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    • pp.479-491
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    • 2004
  • Location information of mobile objects is applied to vehicle tracking, digital battlefields, location based services, and telematics. Their location coordinates are periodically measured and stored in the application systems. The linear function is mainly used to estimate the location information that is not in the system at the query time point. However, a new method is needed to improve uncertainties of the location representation, because the location estimation by linear function induces the estimation error. This paper proposes an application method of the cubic spline interpolation in order to reduce deviation of the location estimation by linear function. First, we define location information of the mobile object moving on the two-dimensional space. Next, we apply the cubic spline interpolation to location estimation of the proposed data model and describe algorithm of the estimation operation. Finally, the precision of this estimation operation model is experimented. The experimentation comes out more accurate results than the method by linear function, although the proposed location estimation function uses the small amount of information. The proposed method has an advantage that drops the cost of data storage space and communication for the management of location information of the mobile objects.

Mutual Coupling Compensation for an Antenna Array and Direction Of Arrival Estimation Using ESPRIT (ESPRIT 알고리듬을 이용한 안테나 배열의 상호결합 보상과 도래각 추정)

  • Hong, Jeong-Geun;Ahn, Woo-Hyun;Seo, Bo-Seok
    • Journal of Satellite, Information and Communications
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    • v.8 no.4
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    • pp.37-42
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    • 2013
  • In this paper, we propose a compensation method of a non-ideal antenna array and a computationally efficient estimation method of the direction of arrival (DOA) for the antenna array. For DOA estimation, an antenna array is essential. By using the phase difference between the output signals of antennas, we can derive the DOA. In practice, however, mutual coupling between the elements of an antenna array change the beam pattern of each element and degrade the performance of DOA estimation. In the proposed method, we first estimate the DOA for the mid-subarray of the array, where all elements undergo relatively same coupling effect. We use the estimation of signal parameters via rotational invariance techniques (ESPRIT) algorithm to estimate the DOA. Then, we expand the array based on the estimated DOA by compensating the coupling effect. Simulation results show that the proposed method is effective when jamming to noise power ratio (JNR)is relative low.

Lumped Model Parameter Estimation of Floating Mass Transducers based on Sequential Quadratic Programming Method for IMEHDs (Sequential Quadratic Programming 방법을 이용한 인공중이용 플로팅 매스 트랜스듀서의 집중 모델 파라미터 추정)

  • Park, I.Y.
    • Journal of rehabilitation welfare engineering & assistive technology
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    • v.5 no.1
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    • pp.59-64
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    • 2011
  • In this paper, the lumped element model parameter estimation method and its implemented estimation software for fabricated floating mass transducers of IMEHDs have been presented so that the estimated parameter values could be compared with the designed ones and applied to predict the output performance when the transducers were implanted into human ears. The presented method is based on the sequential quadratic programming (SQP) for estimating parameters in the transducer's lumped model and has been implemented by the use of LabVIEW graphical language. Using the implemented estimation software, the accuracy of parameter estimation has been verified and our implemented estimation method has been evaluated by the comparison of the estimated transducer parameter values with the designed ones for a practically fabricated floating mass transducer for IMEHDs.