• 제목/요약/키워드: parameter estimation methods

검색결과 651건 처리시간 0.035초

Estimation for Exponential Distribution under General Progressive Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제8권2호
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    • pp.239-245
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    • 1997
  • By assuming a general progressive Type-II censored sample, we propose the minimum risk estimator (MRE) and the approximate maximum likelihood estimator (AMLE) of the scale parameter of the one-parameter exponential distribution. An example is given to illustrate the methods of estimation discussed in this paper.

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이득 스케쥴을 이용한 항공기 자동조종장치의 구성 (The study of autopilot system with pre-designed gain schedule)

  • 장정순;박춘배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.613-618
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    • 1993
  • This paper presents the aircraft autopilot system with a pre-designed gain schedule. It is mainly consisted of the parameter estimation end the autopilot system design. For off-line parameter estimation, leastsquare methods are investigated. The design of a controller is done in frequenced domain using classical control method and it is designed to satisfy the predetermined requirement such as time constant and transient response. Finally, it is compared with a optimal regulator.

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Robustness, Data Analysis, and Statistical Modeling: The First 50 Years and Beyond

  • Barrios, Erniel B.
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.543-556
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    • 2015
  • We present a survey of contributions that defined the nature and extent of robust statistics for the last 50 years. From the pioneering work of Tukey, Huber, and Hampel that focused on robust location parameter estimation, we presented various generalizations of these estimation procedures that cover a wide variety of models and data analysis methods. Among these extensions, we present linear models, clustered and dependent observations, times series data, binary and discrete data, models for spatial data, nonparametric methods, and forward search methods for outliers. We also present the current interest in robust statistics and conclude with suggestions on the possible future direction of this area for statistical science.

Translation method: a historical review and its application to simulation of non-Gaussian stationary processes

  • Choi, Hang;Kanda, Jun
    • Wind and Structures
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    • 제6권5호
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    • pp.357-386
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    • 2003
  • A number of methods based on various ideas have been proposed for simulating the non-Gaussian stationary process. However, these methods have some limitations. This paper reviewed several simulation methods based on the translation method using logarithmic and polynomial functions, which have emerged in the history of statistics and in the field of civil engineering. The applicability of each method is discussed from the viewpoint of the reproducibility of higher order statistics of the object function in the simulated sample functions, and examined using pressure signals measured from wind tunnel experiments for various shapes of buildings. The parameter estimation methods, i.e. the method of moments and quantile plot, are also reviewed, and the useful aspects of each method are discussed. Additionally, a simple worksheet for parameter estimation is derived based on the method of moment for practical application, and the accuracy is discussed comparing with a set of previously proposed formulae.

유전자 알고리즘을 이용한 제어파라미터 추정모드기반 HFC (Hybrid Fuzzy Controller Based on Control Parameter Estimation Mode Using Genetic Algorithms)

  • 이대근;오성권;장성환
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 하계학술대회 논문집 D
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    • pp.2545-2547
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    • 2000
  • In this paper, a hybrid fuzzy controller using genetic algorithm based on parameter estimation mode to obtain optimal control parameter is presented. First, The control input for the system in the HFC is a convex combination of the FLC's output in transient state and PID's output in steady state by a fuzzy variable, namely, membership function of weighting coefficient. Second, genetic algorithms is presented to automatically improve the performance of hybrid fuzzy controller utilizing the conventional methods for finding PID parameters and estimation mode of scaling factor. The algorithms estimates automatically the optimal values of scaling factors, PID parameters and membership function parameters of fuzzy control rules according to the rate of change and limitation condition of control input. Computer simulations are conducted to evaluate the performance of proposed hybrid fuzzy controller. ITAE, overshoot and rising time are used as a performance index of controller.

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불확정 시스템에서의 복합성 이상검출 및 격리 (Composite Fault Detection and Isolation for Uncertain Systems)

  • 유호준;김대우;권오규
    • 대한전기학회논문지:전력기술부문A
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    • 제48권3호
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    • pp.257-262
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    • 1999
  • This paper proposes a composite fault detection and isolation method by combining the parameter estimation method[1] with the observer-based method[2] to take advantages of both methods. Some properties of the parameter estimation method and the observer-based method are revieved, and the composite algorithm is presented. To exemplify the performance of the method proposed, some simulations applied to remotely piloted vehicle are performed.

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Comparison of Parameter Estimation for Weibull Distribution

  • Wang, Fu-Kwun;J. Bert Keats;B. Y. Leu
    • International Journal of Reliability and Applications
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    • 제4권1호
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    • pp.41-50
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    • 2003
  • This paper represents the first comprehensive comparison of the Newton-Raphson's method and Simple Iterative Procedure (SIP) in the maximum likelihood estimation of the two-parameter Weibull distribution. Computer simulation is employed to compare these two methods for multiply censored, singly censored data (Type I or Type Ⅱ censoring) and complete data. Results indicate the Newton-Raphson's with the Menon's estimated value, as an initial point remains the effective iterative procedure for estimating the parameters.

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ON SIZE-BIASED POISSON DISTRIBUTION AND ITS USE IN ZERO-TRUNCATED CASES

  • Mir, Khurshid Ahmad
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제12권3호
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    • pp.153-160
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    • 2008
  • A size-biased Poisson distribution is defined. Its characterization by using a recurrence relation for first order negative moment of the distribution is obtained. Different estimation methods for the parameter of the model are also discussed. R-Software has been used for making a comparison among the three different estimation methods.

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라우드스피커 주파수 종속 매개변수 유도 및 규명법 비교 (Derivation of Parameters for Loudspeaker with Frequency Dependent Terms and Discussion for Estimation Methods)

  • 박석태
    • 한국음향학회지
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    • 제26권6호
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    • pp.276-285
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    • 2007
  • 본 논문에서는 현재까지 주파수 영역에서 개발된 4종류의 라우드스피커 TS 매개변수 규명법들에 대하여 비교 검토하였다. 보이스 코일 인덕터에 대한 상세한 모델링을 위해 주파수 종속 모델링 기법을 소개하였고 관련된 매개변수들을 유도하였다. 라우드스피커의 동적 질량을 알고 있을 때에 TS 매개변수를 규명하는 방법을 소개하고 이를 실제 라우드스피커에 적용할 때에 고려할 사항들도 기술하였다. 1채널 장비로 전기 임피던스를 측정할 때에는 크기만을 측정하게 되므로 위상값 추정을 위해 최소 위상 변환법을 사용하는 방법도 기술하였다.

Computer Graphic에 의한 와이블분포 모수추정에 관한 연구 (A study on the Parameter Estimation of the Weibull Distribution using Computer Graphic Method)

  • 엄태원;정수일
    • 산업경영시스템학회지
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    • 제16권27호
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    • pp.121-125
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    • 1993
  • This study deals with the estimation of the Weibull parameters, which have a close relation with product reliability characteristics. Among the many kinds of estimation methods, Kao's Weibull Probability Paper(WPP) is commonly used. The WPP is very convenient, but it has a great disadvantage in estimation accuracy by plotting method. It is very difficult to get the same results even if one use the same data several times. A computer program for the regression method is used for the parameter estimation to reduce these errors. Especially, the computer graphic program was written in GW-BASIC 3.22 language and the program appears in the appendix part with a couple of running examples for user's reference.

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