• International Journal of Reliability and Applications
• /
• v.6 no.1
• /
• pp.41-51
• /
• 2005

The Bayes estimators of the parameters included in the complementary Weibull reliability model are obtained. In the process of deriving Bayes estimators, the scale and shape parameters of the complementary Weibull distribution are considered to be independent random variables having prior exponential distributions. The maximum likelihood estimators of the desired parameters are derived. Further, the least square estimators are obtained in closed forms. Simulation study is made using Monte Carlo method to make a comparison among the obtained estimators. The comparison is made by computing the root mean squared errors associated to each point estimation. Based on the numerical study, the Bayes procedure seems better than the maximum likelihood and least square procedures in the sense of having smaller root mean squared errors.

• The Journal of the Korea institute of electronic communication sciences
• /
• v.7 no.6
• /
• pp.1455-1461
• /
• 2012

MIMO-OFDM which is one of core techniques for the high-speed mobile communication system requires the efficient channel estimation method with low estimation error and computational complexity, for accurately receiving data. In this paper, we propose a channel estimation algorithm with low channel estimation error comparing with LS which is primarily employed to the MIMO-OFDM system, and with low computational complexity comparing with MMSE. The proposed algorithm estimates channel vectors based on the LMS adaptive algorithm in the time domain, and the estimated channel vector is sent to the detector after FFT. We also suggest a preamble architecture for the proposed MIMO-OFDM channel estimation algorithm. The computer simulation example is provided to illustrate the performance of the proposed algorithm.

• Journal of Korean Institute of Industrial Engineers
• /
• v.42 no.4
• /
• pp.256-262
• /
• 2016

The Weibull is widely used in reliability analysis, and several studies have attempted to improve estimation of the distribution's parameters. least squares estimation (LSE) or Maximum likelihood estimation (MLE) are often used to estimate distribution parameters. However, it has been proven that Bayesian methods are more suitable for small sample sizes than LSE and MLE. In this work, the Weibull parameter estimation accuracy of LSE, MLE, and Bayesian method are compared for sample sets with 3 to 30 data points. The Bayesian method was most accurate for sample sizes under 25, and the accuracy of the Bayesian method was similar to LSE and MLE as the sample size increased.

• Journal of Digital Convergence
• /
• v.11 no.7
• /
• pp.135-140
• /
• 2013

Noise estimation and detection algorithm to adapt quickly to changing noise environment using the LMS Filter. However, the LMS Filter for noise estimation for a certain period of time and need time to adapt. If the signal changes occur, have the disadvantage of being more adaptive time-consuming. Therefore, noise removal method is proposed to a frame basis AELMS Filter to compensate. In this paper, we split the input signal on a frame basis in noisy environments. Remove the LMS Filter by configuring noise predictions using the mean and variance. Noise, even if the environment changes fast adaptation time to remove the noise. Remove noise and environmental noise and speech input signal is mixed to maintain the unique characteristics of the voice is a way to reduce the damage of voice information. Noise removal method using a frame basis AELMS Filter To evaluate the performance of the noise removal. Experimental results, the attenuation obtained by removing the noise of the changing environment was improved by an average of 6.8dB.

• Proceedings of the KIPE Conference
• /
• 2000.07a
• /
• pp.232-236
• /
• 2000

In this paper a novel estimation algorithm of mechanical parameters in two-mass system is proposed. The inertia of a load and a motor and the stiffness are estimated by using RLS (Recursive Least Square) algorithm and acceleration information of motor. The effectiveness of the proposed scheme is verified with simulation and experiments results.

• Proceedings of the Korean Institute of Intelligent Systems Conference
• /
• 2007.11a
• /
• pp.131-137
• /
• 2007

본 연구에서는 RLS(Rescursive Least Square) 추정 알고리즘을 이용하여 정전용량형 센서를 사용한 원격 RF 센서 시스템을 구현하고자 한다. IC 칩 형태의 원격 RF 센서 시스템이 가지는 구성의 복잡성 그리고 전력소모 문제를 해결하기 위해 보다 간단한 유도결합모델이 제안된다. 원격 RF 시스템은 페이저법을 이용하여 수학적으로 모델링되며, 모델기반의 RLS 알고리즘을 적용하기위해 시스템의 파라메타를 재배열한다. 오차 제곱합의 수렴특성을 가진 RLS 알고리즘을 이용하여 정전용량 파라메타를 추정한다. 실제 위상차를 측정하기 위해 Exclusive OR를 이용한 위상차 감지 장치를 제안한다. 센서로는 각종 환경 측정-습도, 압력 등-에 실제 활용되고 있는 정전용량형 센서를 채택한다. 잡음을 내포한 측정 데이터에 대한 추정 성능을 확인함으로써 그 유효성을 검증하고자 한다.

• Transactions of the Korean Society of Automotive Engineers
• /
• v.19 no.1
• /
• pp.51-57
• /
• 2011

Information of the lateral velocity and the sideslip angle in a vehicle is very useful in many active vehicle safety applications such as yaw stability control and rollover prevention. Because cost-effective sensors to measure the lateral velocity and the sideslip angle are not available, reliable algorithms to estimation them are necessary. In this paper, a sliding mode observer is designed to estimate the lateral velocity. The side slip angle is estimated using the recursive least square with the disturbance observer and the pseudo integral. The estimated parameters from the combined estimation method are updated recursively to minimize the discrepancy between the model and the physical plant, and any possible effects caused by disturbances. The performance of the proposed monitoring system is evaluated through simulations and experiments.

• Communications for Statistical Applications and Methods
• /
• v.15 no.1
• /
• pp.117-124
• /
• 2008

The liquidity risk is defined as an additional risk in the market due to the timing and size of a trade. A recent work by Cetin et ai. (2003) proposes a rigorous mathematical model incorporating this liquidity risk into the arbitrage pricing theory. A practical problem arising in a real market application is an estimation problem of a liquidity cost. In this paper, we propose to estimate the liquidity cost function in the context of Cetin et al. (2003) using the constrained least square (LS) method, and illustrate it by analyzing the Kellogg company data.

• The Transactions of the Korean Institute of Electrical Engineers P
• /
• v.58 no.4
• /
• pp.385-390
• /
• 2009

This paper presents a novel active noise control (ANC) system using least mean square (LMS) algorithm and neural network approach for decreasing acoustic noise signals inside high-speed trains. We construct a LMS framework as a nominal ANC system and additionally design an artificial single-layered perceptron model as an auxiliary ANC which is aimed to reduce real-time residuary noise due to its nonstationary and uncertain nature. Parameter vector of the hybrid ANC is determined through online estimation to realize an adaptive ANC configuration by means of the steepest descent algorithm. We achieve simulation experiment to demonstrate the proposed ANC system employing realistic acoustic noise signals measured in Korea Train eXpress (KTX).

• Journal of the Korean Institute of Intelligent Systems
• /
• v.22 no.4
• /
• pp.399-404
• /
• 2012

Evolutionary algorithms such as genetic algorithm (GA) have been proven their effectiveness when applying to the design of fuzzy models. However, it tends to suffer from computationally expensWive due to the slow convergence speed. In this study, we propose an approach to develop fuzzy models by means of an improved differential evolution (IDE) to overcome this limitation. The improved differential evolution (IDE) is realized by means of an orthogonal approach and differential evolution. With the invoking orthogonal method, the IDE can search the solution space more efficiently. In the design of fuzzy models, we concern two mechanisms, namely structure identification and parameter estimation. The structure identification is supported by the IDE and C-Means while the parameter estimation is realized via IDE and a standard least square error method. Experimental studies demonstrate that the proposed model leads to improved performance. The proposed model is also contrasted with the quality of some fuzzy models already reported in the literature.