• Management Science and Financial Engineering
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• v.2 no.1
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• pp.103-122
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• 1996

This paper presents an easily used graphical procedure for simultaneous estimation of the index, skewness, scale, and location parameters of the stable laws. First, the index $\alpha$ and skewness $\beta$ are estimated through the joint use of a tail length statistic $\widetilde{K_t}$ and a skewness statistic $\widetilde{K_s}$, both of which are functions of order statistics. Next, the function of order statistics needed for estimation of scale $\sigma$ and location $\mu$ are determined from a nomogram indexed on the estimates of $\alpha$ and $\beta$. Some applications and examples are provided.

• Journal of the Korean Society for Aviation and Aeronautics
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• v.18 no.3
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• pp.21-26
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• 2010

This paper deals with the precise parameter estimation of an air vehicle without a priori information. First, Recursive Least Squares technique, which is an equation error method and does not require any a priori information, is applied and then the extended Kalman filter is used to tune parameters more precisely. To show the performance, a nonlinear longitudinal missile model is simulated and the parameters are estimated. The results show that this consecutive application of the techniques gives a very good estimation performance.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.20 no.5
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• pp.925-931
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• 2009

In this paper we propose a variance function estimation method for replicated data based on averages of squared residuals obtained from estimated mean function by the least squares support vector machine. Newton-Raphson method is used to obtain associated parameter vector for the variance function estimation. Furthermore, the cross validation functions are introduced to select the hyper-parameters which affect the performance of the proposed estimation method. Experimental results are then presented which illustrate the performance of the proposed procedure.

• Proceedings of the Korean Society of Marine Engineers Conference
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• 2005.11a
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• pp.47-48
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• 2005

This paper describes how an Artificial Neural Network(ANN) can be employed to improve a speed estimation in a vector controlled induction motor drive. The system uses the ANN to estimate changes in the motor resistance, which enable the sensorless speed control method to work more accurately. Flux Observer is used for speed estimation in this system. Obviously the accuracy of the speed control of motor is dependent upon how well the parameters of the induction machine are known. These parameters vary with the operating conditions of the motor; both stator resistance(Rs) and rotor resistance(Rr) change with temperature, while the stator leakage inductance varies with load. This paper proposes a parameter compensation technique using artificial neural network for accurate speed estimation of induction motor and simulation results confirm the validity of the proposed scheme.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.34S no.6
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• pp.58-66
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• 1997

This paper proposes a multiresolution surface parameter estimation method for range images. Based on robust estimation of surface parameters, it approximates a patch to a planar surface in the locally adaptive window. Selection of resolution is made pixelwise by comparing a locally computed homogeneity measure with th eglobal threshold determined by te distribution of the approximation error. The proposed multiresolution surface parameter estimation method is applied to range image reconstruction. Computer simulation results with noisy rnag eimages contaminated by additive gaussian noise and impulse noise show that the proposed multiresolution reconstruction method well preserves step and roof edges compared with the conventional methods. Also the segmentation method based on the estimated surface parameters is shown to be robust to noise.

• 전기의세계
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• v.22 no.3
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• pp.49-62
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• 1973

An algorithm for the state estimation and identification of multivariable nonlinear systems with noisy nonlinear observation has been investigated on the basis of the multidimensional Hermitian expansion for the a posteriori probability densities of the predicted observation, the predicted state and the observation conditioned by the state. A new approach for construction of this sequential nonlinear estimator, retaining up to the second order term of the observation error, has been developed, along with the approximation of nonlinear system functions, truncating at the second term. The estimation of the unknown parameters has been established by extending the state estimation technique, regarding the parameters as another state variables. The results of investigation indicate the feasibility of the schemes presented in this paper.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.51 no.2
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• pp.86-88
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• 2002

An estimation method for the characteristic parameters in the low frequency signal is proposed in this paper. A low frequency signal is assumed to be modulated or distorted by high frequency terms. The algorithm proposed in this paper is designed to select set of local maximums in a successive manner, hence it is denoted as the iterative peak picking(IPP) algorithm. The IPP algorithm is operating in the time domain and is using only the comparison operation between two neighboring samples. Therefore, its computational complexity is very low and the delay caused by the computation is negligible, which make the real-time operation possible with economic hardware. The proposed algorithm is verified on the pitch estimation of speech signal and blood pulse estimation.

• Journal of the Korean Data and Information Science Society
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• v.25 no.3
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• pp.623-632
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• 2014

We shall consider the estimation for the parameter and the right tail probability in a general exponential distribution. We also shall consider the estimation of the reliability P(X < Y ) and the skewness trends of the density function of the ratio X=(X+Y) for two independent general exponential variables each having different shape parameters and known scale parameter. We then shall consider the estimation of the failure rate average and the hazard function for a general exponential variable having the density function with the unknown shape and known scale parameters, and for a bivariate density induced by the general exponential density.

• Journal of Electrical Engineering and Technology
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• v.7 no.6
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• pp.845-851
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• 2012

Power system loads have a significant impact on a system. Although it is difficult to precisely describe loads in a mathematical model, accurately modeling them is important for a system analysis. The traditional load modeling method is based on the load components of a bus. Recently, the load modeling method based on measurements from a system has been introduced and developed by researchers. The two major components of a load modeling problem are determining the mathematical model for the target system and estimating the parameters of the determined model. We use the composite load model, which has both static and dynamic load characteristics. The ZIP model and the induction motor model are used for the static and dynamic load models, respectively. In this work, we propose the measurement-based parameter estimation method for the composite load model. The test system and related measurements are obtained using transient security assessment tool(TSAT) simulation program and PSS/E. The parameter estimation is then verified using these measurements. Cases are tested and verified using the sample system and its related measurements.