• 제목/요약/키워드: parameter estimation methods

검색결과 654건 처리시간 0.029초

Bayesian Inference for Censored Panel Regression Model

  • Lee, Seung-Chun;Choi, Byongsu
    • Communications for Statistical Applications and Methods
    • /
    • 제21권2호
    • /
    • pp.193-200
    • /
    • 2014
  • It was recognized by some researchers that the disturbance variance in a censored regression model is frequently underestimated by the maximum likelihood method. This underestimation has implications for the estimation of marginal effects and asymptotic standard errors. For instance, the actual coverage probability of the confidence interval based on a maximum likelihood estimate can be significantly smaller than the nominal confidence level; consequently, a Bayesian estimation is considered to overcome this difficulty. The behaviors of the maximum likelihood and Bayesian estimators of disturbance variance are examined in a fixed effects panel regression model with a limited dependent variable, which is known to have the incidental parameter problem. Behavior under random effect assumption is also investigated.

Scaling-Translation Parameter Estimation using Genetic Hough Transform for Background Compensation

  • Nguyen, Thuy Tuong;Pham, Xuan Dai;Jeon, Jae-Wook
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제5권8호
    • /
    • pp.1423-1443
    • /
    • 2011
  • Background compensation plays an important role in detecting and isolating object motion in visual tracking. Here, we propose a Genetic Hough Transform, which combines the Hough Transform and Genetic Algorithm, as a method for eliminating background motion. Our method can handle cases in which the background may contain only a few, if any, feature points. These points can be used to estimate the motion between two successive frames. In addition to dealing with featureless backgrounds, our method can successfully handle motion blur. Experimental comparisons of the results obtained using the proposed method with other methods show that the proposed approach yields a satisfactory estimate of background motion.

현가장치의 비선형 설계변수 추정 (Nonlinear Parameter Estimation of Suspension System)

  • 박주표;최연선
    • 한국소음진동공학회:학술대회논문집
    • /
    • 한국소음진동공학회 2003년도 춘계학술대회논문집
    • /
    • pp.281-286
    • /
    • 2003
  • A Suspension system of a car is composed of dampers and springs. The dampers and springs usually have nonlinear characteristics. However, the nonlinear characteristics of the springs and dampers through analytical model cannot agree with the experimental results. Therefore, the nonlinearity of the suing and damper should be known from the experimental results. In this study, the methods of system identification for nonlinear dynamic system in time domain are discussed and the nonlinear parameter estimation lot experimental data of an EF-SONATA car was done. The results show that a cubic and a coupled term should be considered to model the suspension system.

  • PDF

Application of Bayesian Computational Techniques in Estimation of Posterior Distributional Properties of Lognormal Distribution

  • Begum, Mun-Ni;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
    • /
    • 제15권1호
    • /
    • pp.227-237
    • /
    • 2004
  • In this paper we presented a Bayesian inference approach for estimating the location and scale parameters of the lognormal distribution using iterative Gibbs sampling algorithm. We also presented estimation of location parameter by two non iterative methods, importance sampling and weighted bootstrap assuming scale parameter as known. The estimates by non iterative techniques do not depend on the specification of hyper parameters which is optimal from the Bayesian point of view. The estimates obtained by more sophisticated Gibbs sampler vary slightly with the choices of hyper parameters. The objective of this paper is to illustrate these tools in a simpler setup which may be essential in more complicated situations.

  • PDF

공간전압 벡터제어를 통한 유도전동기의 새로운 벡터제어성능연구 (A new vector control performance for induction motor with SVPWM)

  • 변윤섭;장동욱
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2001년도 하계학술대회 논문집 D
    • /
    • pp.2246-2248
    • /
    • 2001
  • This paper presents a new vector control scheme for induction motor. An exact knowledge of the rotor flux position is essential for a high-performance vector control. The position of the rotor flux is measured in the direct schemes and estimated in the indirect schemes. Since the estimation of the flux position requires a priori knowledge of the induction motor parameters, the indirect schemes are machine parameter dependent. The rotor and stator resistance among the parameters change with temperature. Variations in the parameters of induction machine cause deterioration of both the steady state and dynamic operation of the induction motor drive. Several methods have presented to minimize the consequences of parameter sensitivity in indirect scheme. In this paper, new estimation scheme of rotor flux position is presented to eliminate sensitivity due to variation in the resistance. The simulation is executed to verify the proposed vector control performance and to compare its performance with that of indirect and direct vector control.

  • PDF

Estimation of Manoeuvring Coefficients of a Submerged Body using Parameter Identification Techniques

  • Kim, Chan-Ki;Rhee, Key-Pyo
    • Journal of Hydrospace Technology
    • /
    • 제2권2호
    • /
    • pp.24-35
    • /
    • 1996
  • This paper describes parameter identification techniques formulated for the estimation of maneuvering coefficients of a submerged body. The first part of this paper is concerned with the identifiability of the system parameters. The relationship between a stochastic linear time-invariant system and the equivalent dynamic system is investigated. The second is concerned with the development of the numerically stable identification technique. Two identification techniques are tested; one is the ma7mum likelihood (ML) methods using the Holder & Mead simplex search method and using the modified Newton-Raphson method, and the other is the modified extended Kalman filter (MEKF) method with a square-root algorithm, which can improve the numerical accuracy of the extended Kalman filter. As a results, it is said that the equations of motion for a submerged body have higher probability to generate simultaneous drift phenomenon compared to general state equations and only the ML method using the Holder & Mead simplex search method and the MEKF method with a square-root algorithm gives acceptable results.

  • PDF

Joint synchronization and parameter estimation in OFDM signaling

  • Sara Karami;Hossein Bahramgiri
    • ETRI Journal
    • /
    • 제45권2호
    • /
    • pp.226-239
    • /
    • 2023
  • Challenges in cognitive radio and tactical communications include recognizing anonymously received signals and estimating parameters in a blind or semi-blind manner. In this paper, we examine this issue for orthogonal frequency division multiplexing (OFDM) signaling. There are several parameters in OFDM signaling, and the blind receiver must extract and consider the synchronization issue. We assume that the blind receiver is aware of modulation type, OFDM, and not aware of chip duration and the length of cyclic prefix. First, we present new criteria based on kurtosis to estimate these parameters and compare their performance at different levels of additive white Gaussian noise with methods based on correlation, kurtosis, maximum likelihood, and matched filter. Then, we perform synchronization and estimate the start time based on these criteria and several new criteria in two steps: fine and coarse synchronization. Finally, in a more practical setup, we present the idea of jointly estimating the mentioned parameters and the signal start time as coarse synchronization. We compare different criteria and show that one of the proposed criteria has the highest efficiency.

설계강우량 산정을 위한 매개변수 추정방법 평가 (Evaluation of Parameter Estimation Method for Design Rainfall Estimation)

  • 김귀훈;전상민;장정렬;송인홍;강문성;최진용
    • 한국농공학회논문집
    • /
    • 제63권4호
    • /
    • pp.87-96
    • /
    • 2021
  • Determining design rainfall is the first step to plan an agricultural drainage facility. The objective of this study is to evaluate whether the current method for parameter estimation is reasonable for computing the design rainfall. The current Gumbel-Kendall (G-K) method was compared with two other methods which are Gumbel-Chow (G-C) method and Probability weighted moment (PWM). Hourly rainfall data were acquired from the 60 ASOS (Automated Synoptic Observing System) stations across the nation. For the goodness-of-fit test, this study used chi-squared (𝛘2) and Kolmogorov-Smirnov (K-S) test. When using G-K method, 𝛘2 statistics of 18 stations exceeded the critical value (𝑥2a=0.05,df=4=9.4877) and 10, 3 stations for G-C method, PWM method respectively. For K-S test, none of the stations exceeded the critical value (Da=0.05n=0.19838). However, G-K method showed the worst performances in both tests compared to other methods. Subsequently, this study computed design rainfall of 48-hour duration in 60 ASOS stations. G-K method showed 5.6 and 6.4% higher average design rainfall and 15.2 and 24.6% higher variance compared to G-C and PWM methods. In short, G-K showed the worst performance in goodness-of-fit tests and showed higher design rainfall with the least robustness. Likewise, considering the basic assumptions of the design rainfall estimation, G-K is not an appropriate method for the practical use. This study can be referenced and helpful when revising the agricultural drainage standards.

역전과 알고리즘(BP)을 이용한 대지저항률 추청 방법에 관한 연구 (A Study on Methodology of Soil Resistivity Estimation Using the BP)

  • 류보혁;위원석;김정훈
    • 대한전기학회논문지:전력기술부문A
    • /
    • 제51권2호
    • /
    • pp.76-82
    • /
    • 2002
  • This paper presents the method of sail-resistivity estimation using the backpropagation(BP) neural network. Existing estimation programs are expensive, and their estimation methods need complex techniques and take much time. Also, those programs have not become well spreaded in Korea yet. Soil resistivity estimation method using BP algorithm has studied for the reason mentioned above. This paper suggests the method which differs from expensive program or graphic technology requiring many input stages, complicated calculation and professional knowledge. The equivalent earth resistivity can be presented immediately after inputting apparent resistivity through the personal computer with a simplified Program without many Processing stages. This program has the advantages of reasonable accuracy, rapid processing time and confident of anti users.

Second Derivative Estimation for Performance Measures in a Markov Renewal Process

  • Heung Sik Park
    • Communications for Statistical Applications and Methods
    • /
    • 제4권2호
    • /
    • pp.515-522
    • /
    • 1997
  • In this paper, we find the second derivative of mean busy cycle with respect to a parameter of inter-arrival time distribution. We show that this derivative can be estimated from single sample path. We do the similar thing for the mean number of arrivals during busy cycle.

  • PDF