• 제목/요약/키워드: parameter estimation methods

검색결과 651건 처리시간 0.029초

An Analysis of Record Statistics based on an Exponentiated Gumbel Model

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.405-416
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    • 2013
  • This paper develops a maximum profile likelihood estimator of unknown parameters of the exponentiated Gumbel distribution based on upper record values. We propose an approximate maximum profile likelihood estimator for a scale parameter. In addition, we derive Bayes estimators of unknown parameters of the exponentiated Gumbel distribution using Lindley's approximation under symmetric and asymmetric loss functions. We assess the validity of the proposed method by using real data and compare these estimators based on estimated risk through a Monte Carlo simulation.

MRAS 관측기를 이용한 SRM의 속도 및 위치센서없는 제어 (The Control of Switched Reluctance Motor Using MRAS without Speed and Position Sensors)

  • 양이우;김진수;김영석
    • 대한전기학회논문지:전기기기및에너지변환시스템부문B
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    • 제48권11호
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    • pp.632-639
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    • 1999
  • SRM(Switched Reluctance Motor) drives require the accurate position and speed information of the rotor. These informations are generally provided by a shaft encoder or resolver. High temperature, EMI, and dust may make detection performance deteriorate. Therefore, the elimination of the position and speed sensor is desirable. In this paper, a nonlinear adaptive observer using the MRAS(Model Reference Adaptive System) is proposed. The rotor speed and position are estimated by the adaptation law using the real and estimated currents. The stability of the adaptive observer is proved by Lyapunov stability theory. The proposed methods are implemented with TMS320C31 DSP. Experimental results prove that the observer has a good estimation performance of the rotor speed and position despite of the parameter variations and loads, and the speed control can be accomplished in the wide speed range.

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저장신뢰도 기반의 유도탄 품질보증모델에 대한 연구 (A Study on Warranty and Quality Assurance Model for Guided Missiles Based on Storage Reliability)

  • 정상훈;이상복
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제17권2호
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    • pp.83-91
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    • 2017
  • Purpose: The purpose of this study is to develop a quality assurance model and to determine appropriate warranty period for a guided missile using its field data. Methods: 10 years of actual firing data is collected from the defense industry company and military. Parametric maximum likelihood estimation for a reliability function is determined with the data. Results: The reliability function estimates average lifetime of the missile. That function shows a user requirement, 80% reliability (lifetime) is come up when 8 years have passed, which is longer than the estimates in the missile's development phase. Conclusion: Quality assurance warranty for a guided missile must be established with actual test data. It is necessary to update and modify the reliability prediction and the warranty period with actual field test data.

Equivalent moment of inertia of a truss bridge with steel-concrete composite deck

  • Siekierski, Wojciech
    • Structural Engineering and Mechanics
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    • 제55권4호
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    • pp.801-813
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    • 2015
  • Flexural stiffness of bridge spans has become even more important parameter since Eurocode 1 introduced for railway bridges the serviceability limit state of resonance. For simply supported bridge spans it relies, in general, on accurate assessment of span moment of inertia that governs span flexural stiffness. The paper presents three methods of estimation of the equivalent moment of inertia for such spans: experimental, analytical and numerical. Test loading of the twin truss bridge spans and test results are presented. Recorded displacements and the method of least squares are used to find an "experimental" moment of inertia. Then it is computed according to the analytical method that accounts for joint action of truss girders and composite deck as well as limited span shear stiffness provided by diagonal bracing. Finally a 3D model of finite element method is created to assess the moment of inertia. Discussion of results is given. The comparative analysis proves efficiency of the analytical method.

전산유체역학 해석에 의한 교량 단면의 공력 특성값 추정 (Prediction of Aerodynamic Coefficients of Bridges Using Computational Fluid Dynamics)

  • 홍영길
    • 한국안전학회지
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    • 제28권1호
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    • pp.57-62
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    • 2013
  • Aerodynamic characteristics of cross section shape is an important parameter for the wind response and structural stability of long span bridges. Numerical simulation methods have been introduced to estimate the aerodynamic characteristics for more detailed flow analysis and cost saving in place of existing wind tunnel experiment. In this study, the computational fluid dynamics(CFD) simulation and large eddy simulation( LES) technique were used to estimate lift, drag and moment coefficients of four cross sections. The Strouhal numbers were also determined by the fast Fourier transform of time series of the lift coefficient. The values from simulations and references were in a good agreement with average difference of 16.7% in coefficients and 8.5% in the Strouhal numbers. The success of the simulations is expected to attribute to the practical use of numerical estimation in construction engineering and wind load analysis.

Efficient Distributed Video Coding System without Feedback Channel

  • Moon, Hak-Soo;Lee, Chang-Woo;Lee, Seong-Won
    • 한국통신학회논문지
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    • 제37A권12호
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    • pp.1043-1053
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    • 2012
  • In distributed video coding (DVC) systems, the complexity of encoders is greatly reduced by removing the motion estimation operations in encoders, since the correlation between frames is utilized in decoders. The transmission of parity bits is requested through the feedback channel, until the related errors are corrected to decode the Wyner-Ziv frames. The requirement to use the feedback channel limits the application of DVC systems. In this paper, we propose an efficient method to remove the feedback channel in DVC systems. First, a simple side information generation method is proposed to calculate the amount of parity bits in the encoder, and it is shown that the proposed method yields good performance with low complexity. Then, by calibrating the theoretical entropy with three parameters, we can calculate the amount of parity bits in the encoder and remove the feedback channel. Moreover, an adaptive method to determine quantization parameters for key frames is proposed. Extensive computer simulations show that the proposed method yields better performance than conventional methods.

계수 추정 기법을 이용한 동조자이로스코프 온도 제어기의 설계 (Design of the Temperature Controller for a Dynamically Tuned Gyroscope Using Parameter Estimation Methods)

  • 송진우;이장규;강태삼;김진원
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1996년도 하계학술대회 논문집 B
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    • pp.1146-1148
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    • 1996
  • In this paper, uncertain parameters of the heat transfer model of a Dynamically Tuned Gyroscope (DTG) are estimated by the Recursive Least Squares (RLS) method. Also, using this model, a temperature controller for a DTG is designed. As the temperature controller, a PI controller is used. It is presented that a controller can be easily designed when the heat transfer model of a DTG is used. By simulations and experiments, it is shown that the estimated heat transfer model is appropriate and the desired performance of the temperature controller is satisfied.

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Bayes Estimators in Group Testing

  • Kwon, Se-Hyug
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.619-629
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    • 2004
  • Binomial group testing or composite sampling is often used to estimate the proportion, p, of positive(infects, defectives) in a population when that proportion is known to be small; the potential benefits of group testing over one-at-a-time testing are well documented. The literature has focused on maximum likelihood estimation. We provide two Bayes estimators and compare them with the MLE. The first of our Bayes estimators uses an uninformative Uniform (0, 1) prior on p; the properties of this estimator are poor. Our second Bayes estimator uses a much more informative prior that recognizes and takes into account key aspects of the group testing context. This estimator compares very favorably with the MSE, having substantially lower mean squared errors in all of the wide range of cases we considered. The priors uses a Beta distribution, Beta ($\alpha$, $\beta$), and some advice is provided for choosing the parameter a and $\beta$ for that distribution.

On the Exponentiated Generalized Modified Weibull Distribution

  • Aryal, Gokarna;Elbatal, Ibrahim
    • Communications for Statistical Applications and Methods
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    • 제22권4호
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    • pp.333-348
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    • 2015
  • In this paper, we study a generalization of the modified Weibull distribution. The generalization follows the recent work of Cordeiro et al. (2013) and is based on a class of exponentiated generalized distributions that can be interpreted as a double construction of Lehmann. We introduce a class of exponentiated generalized modified Weibull (EGMW) distribution and provide a list of some well-known distributions embedded within the proposed distribution. We derive some mathematical properties of this class that include ordinary moments, generating function and order statistics. We propose a maximum likelihood method to estimate model parameters and provide simulation results to assess the model performance. Real data is used to illustrate the usefulness of the proposed distribution for modeling reliability data.

A generalized regime-switching integer-valued GARCH(1, 1) model and its volatility forecasting

  • Lee, Jiyoung;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • 제25권1호
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    • pp.29-42
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    • 2018
  • We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.