• 제목/요약/키워드: initial estimation

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Comparison of parameter estimation methods for normal inverse Gaussian distribution

  • Yoon, Jeongyoen;Kim, Jiyeon;Song, Seongjoo
    • Communications for Statistical Applications and Methods
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    • v.27 no.1
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    • pp.97-108
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    • 2020
  • This paper compares several methods for estimating parameters of normal inverse Gaussian distribution. Ordinary maximum likelihood estimation and the method of moment estimation often do not work properly due to restrictions on parameters. We examine the performance of adjusted estimation methods along with the ordinary maximum likelihood estimation and the method of moment estimation by simulation and real data application. We also see the effect of the initial value in estimation methods. The simulation results show that the ordinary maximum likelihood estimator is significantly affected by the initial value; in addition, the adjusted estimators have smaller root mean square error than ordinary estimators as well as less impact on the initial value. With real datasets, we obtain similar results to what we see in simulation studies. Based on the results of simulation and real data application, we suggest using adjusted maximum likelihood estimates with adjusted method of moment estimates as initial values to estimate the parameters of normal inverse Gaussian distribution.

Batch Time Interval and Initial State Estimation using GMM-TS for Target Motion Analysis (GMM-TS를 이용한 표적기동분석용 배치구간 및 초기상태 추정 기법)

  • Kim, Woo-Chan;Song, Taek-Lyul
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.3
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    • pp.285-294
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    • 2012
  • Using bearing measurement only, target motion state is not directly obtained so that TMA (Target Motion Analysis) is needed for this situation. TMA is a nonlinear estimation technique used in passive SONAR systems. Also it is the one of important techniques for underwater combat management systems. TMA can be divided to two parts: batch estimation and sequential estimation. It is preferable to use sequential estimation for reducing computational load as well as adaptively to target maneuvers, batch estimation is still required to attain target initial state vector for convergence of sequential estimation. Selection of batch time interval which depends on observability is critical in TMA performance. Batch estimation in general utilizes predetermined batch time interval. In this paper, we propose a new method called the BTIS (Batch Time Interval and Initial State Estimation). The proposed BTIS estimates target initial status and determines the batch time interval sequentially by using a bank of GMM-TS (Gaussian Mixture Measurement-Track Splitting) filters. The performance of the proposal method is verified by a Monte Carlo simulation study.

Algorithm for a Initial Pole Position Estimation of PMLSM (영구자석 선형동기전동기의 초기각 추정 알고리즘)

  • Lee Young-Ho;Choi Jong-Woo;Kim Heung-Geun
    • Proceedings of the KIPE Conference
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    • 2003.11a
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    • pp.104-108
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    • 2003
  • This paper explained algorithm for a initial pole position estimation of a permanent magnet linear synchronous motor(PMLSM). Generally this motor is considered initial pole position with a position sensor such as incremental encoder for the precise initial pole position estimation and high performance. But this is based on the principle that the initial pole position is accomplished by the PI controller using the maximum values of a position error generated by the new proposed two reference frames and also by using a rated force for input. the proposed algorithm does not utilize the general methods such as impedance ratio, EMF and using the magnetic saturation. In other words, this can be applied without respect to variety of the motor structure because of insensitivity to the motor parameters. In conclusion, simulation results are presented to confirm performance of initial pole position estimation method.

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Phase boundary estimation with effective initial guess in electrical impedance tomography (전기 임피던스 단층촬영 기법에서 효과적인 초기치 설정을 통한 상 경계 추정)

  • Kim, Bong-Seok;Kim, Sin;Kim, Kyung-Youn
    • Journal of IKEEE
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    • v.16 no.3
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    • pp.211-216
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    • 2012
  • In the phase boundary estimation problem, the estimation performance depends on the initial guess. However, there is no information on the number of bubbles and those positions for the initial guess in real flows. Therefore, it is very important to set appropriate initial guesses from prior information. In this paper, in order to set initial guesses for estimating the phase boundaries in two-phase flows, first, unknown resistivity distribution was estimated using the difference reconstruction method. After that, an adaptive threshold value was automatically computed using intermodes method. Based on this value, the number of bubbles and the initial position were determined. The numerical experiments have been performed to evaluate the estimation performance of the proposed method.

Mathematical Analysis and Simulation Based Survey on Initial Pole Position Estimation of Surface Permanent Magnet Synchronous Motor

  • Kim, Tae-Woong;Wheeler, Patrick;Choi, Jae-Ho
    • Journal of Power Electronics
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    • v.9 no.3
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    • pp.499-506
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    • 2009
  • In this paper, the initial pole-position estimation of a surface (non-salient) permanent magnet synchronous motor is mathematically analyzed and surveyed on the basis of simulation analysis, and developed for accurate servo motor drive. This algorithm is well carried out under the full closed-loop position control without any pole sensors and is completely insensitive to any motor parameters. This estimation is based on the principle that the initial pole-position is simply calculated by the reverse trigonometric function using the two feedback currents in the full closed-loop position control. The proposed algorithm consists of the predefined reference position profile, the information of feedback currents, speed, and relative position, and the reverse trigonometric function for the initial-pole position estimation. Comparing with the existing researches, the mathematical analysis is introduced to get a more accurate initial pole-position of the surface permanent magnet motor under the closed-loop position control. It is found that the proposed algorithm can be easily applied in servo drive applications because it satisfies the following user's specifications; accuracy and moving distance.

Improved Initial Image Estimation Method for a Fast Fractal Image Decoding (고속 프랙탈 영상 부호화를 위한 개선한 초기 영상 추정법)

  • Jeong, Tae-Il;Gang, Gyeong-Won;Mun, Gwang-Seok
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.33 no.1
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    • pp.68-75
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    • 1997
  • In this paper, we propose the improved initial image estimation method for a fast fractal image decoding. When the correlation between a domain and a range is given as the linear equation, the value of initial image estimation using the conventional method is the intersection between its linear equation and y=x. If the gradient of linear equation is large, that the difference of the value between each adjacent pixels is large, the conventional method has disadvantage which has the impossibility of exact estimation. The method of the proposed initial image estimation performs well by two steps. he first step can improve the disadvantage of the conventional method. The second step upgrades the range value which was found previous step by referring information of its domain. Though the computational complexity for the initial image estimation increses slightly, the total computational complexity decreases by 30% than that of the conventional method because of diminishing in the number of iterations.

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Initial value assumption for Estimation of Structural Dynamic System using Extended Kalman Filtering (구조물의 동특성치 예측을 위한 확장칼만필터기법의 초기치 설정에 관한 연구)

  • Jung, In-Hee;Yang, Won-Jik;Kang, Dae-Eon;Oh, Jong-Sig;Park, Hong-Shin;Yi, Waon-Ho
    • Proceedings of the Korea Concrete Institute Conference
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    • 2006.05a
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    • pp.506-509
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    • 2006
  • Extended Kalman Filter iterate the prediction and the filtering based on Initial state for the next time step. EKF method for the estimation of nonlinear parameters of a structural dynamic system is necessary that initial of state vector and error covariance matrix. Because those are unknown exactly, generally selected random values. That occasion observability problem appear because of unknown initial values. In this study, for the estimation of the nonlinear parameters, a simple one degree of Freedom example is carried out by Extended Kalman Filter. And initial value assumption for Parameter Estimation of Dynamic System are developed. The result of analysis is compared with calculated standard values.

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An Accurate Estimation of a Modal System with Initial Conditions (ICCAS 2004)

  • Seo, In-Yong;Pearson, Allan E.
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.1694-1700
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    • 2004
  • In this paper, we propose the AWLS/MFT (Adaptive Weighed Least Squares/ Modulation Function Technique) devised by A. E. Pearson et al. for the transfer function estimation of a modal system and investigate the performance of several algorithms, the Gram matrix method, a Luenberger Observer (LO), Least Squares (LS), and Recursive Least Squares (RLS), for the estimation of initial conditions. With the benefit of the Modulation Function Technique (MFT), we can separate the estimation problem into two phases: the transfer function parameters are estimated in the first phase, and the initial conditions are estimated in the second phase. The LO method produces excellent IC estimates in the noise free case, but the other three methods show better performance in the noisy case. Finally, we compared our result with the Prony based method. In the noisy case, the AWLS and one of the three methods - Gram matrix, LS, and RLS- show better performance in the output Signal to Error Ratio (SER) aspect than the Prony based method under the same simulation conditions.

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Initial Rotor Position Estimation of an IPMSM Based on Least Squares Approximation with a Polarity Identification (극성 판별이 가능한 최소 제곱법 기반의 IPMSM 회전자 초기 위치 추정)

  • Kim, Keon Young;Bak, Yeongsu;Lee, Kyo-Beum
    • The Transactions of the Korean Institute of Power Electronics
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    • v.23 no.1
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    • pp.72-75
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    • 2018
  • An initial rotor position estimation method is proposed in this study for an interior permanent-magnet synchronous motor without a resolver or an absolute encoder. This method uses least squares approximation to estimate the initial rotor position. The magnetic polarity is identified by injection of short pulses. The proposed estimation process is robust because it does not require complex signal processing that depends on the performance of a digital filter. In addition, it can be applied to various servo systems because it does not require additional hardware. Experimental results validate the effectiveness of the proposed method using a standard industrial servomotor with interior-permanent magnets.

Estimation of Initial Concentrations of Phenanthrene and Atrazine from Soil Properties and Bioavailability During Aging

  • Chung, Namhyun
    • Journal of Applied Biological Chemistry
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    • v.44 no.4
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    • pp.194-198
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    • 2001
  • Contaminated sites are often abandoned for an extended period of time, thus organopollutants becoming sequestered. The information on the initial concentrations of the contaminants would be helpful for the economic bioremediation of the chemicals. The present study estimated the initial concentrations of atrazine and phenanthrene through multiple regression analyses using soil properties and the amount of chemicals available in situ. Percentage mineralized or extracted was best correlated with organic C or logarithm of organic C, and the $R^2$ values were 0.548 and 0.894 for atrazine and phenanthrene, respectively. Estimation of the initial concentration of the chemicals was then calculated from both the percentage mineralized or extracted and the amount of chemicals extracted or mineralized. Results showed that the estimation of the initial concentration of the chemical at the time of contamination is feasible.

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