• Title/Summary/Keyword: parameters estimation

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Evaluation of extreme rainfall estimation obtained from NSRP model based on the objective function with statistical third moment (통계적 3차 모멘트 기반의 목적함수를 이용한 NSRP 모형의 극치강우 재현능력 평가)

  • Cho, Hemie;Kim, Yong-Tak;Yu, Jae-Ung;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.55 no.7
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    • pp.545-556
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    • 2022
  • It is recommended to use long-term hydrometeorological data for more than the service life of the hydraulic structures and water resource planning. For the purpose of expanding rainfall data, stochastic simulation models, such as Modified Bartlett-Lewis Rectangular Pulse (BLRP) and Neyman-Scott Rectangular Pulse (NSRP) models, have been widely used. The optimal parameters of the model can be estimated by repeatedly comparing the statistical moments defined through a combination of parameters of the probability distribution in the optimization context. However, parameter estimation using relatively small observed rainfall statistics corresponds to an ill-posed problem, leading to an increase in uncertainty in the parameter estimation process. In addition, as shown in previous studies, extreme values are underestimated because objective functions are typically defined by the first and second statistical moments (i.e., mean and variance). In this regard, this study estimated the parameters of the NSRP model using the objective function with the third moment and compared it with the existing approach based on the first and second moments in terms of estimation of extreme rainfall. It was found that the first and second moments did not show a significant difference depending on whether or not the skewness was considered in the objective function. However, the proposed model showed significantly improved performance in terms of estimation of design rainfalls.

A Study on Signal Processing of Ballistic Missile Warhead Discrimination Using ESPRIT in Millimeter-Wave(Ka-Band) Seeker (밀리미터파 탐색기에서 ESPRIT 기법을 이용한 탄도 미사일 탄두 식별 신호처리 기법 개발)

  • Choi, Gak-Gyu;Han, Seung-Ku;Jo, Hee-Jin;Kim, Hyo-Tae;Kim, Kyung-Tae;Song, Sung-Chan;Na, Young-Jin
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.23 no.2
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    • pp.266-269
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    • 2012
  • This paper introduces a signal processing technique for discrimination of ballistic missile's warhead. An interceptor missile to destroy the enemy's ballistic missile requires an information on the location of missile's warhead. In order to detect and locate the missile's warhead, a seeker radar in the interceptor missile makes use of chirp waveform to generate high resolution range profiles(HRRPs). We applied one of the well known spectral estimation technique called ESPRIT (Estimation of Signal Parameters by Rotational Invariance Technique) to these HRRPs to estimate scattering centers on the target. Using the information on the one-dimensional(1-D) scattering centers, we can find the location of the warhead by estimating the length of the missile, Simulation results show that the proposed signal processing technique is efficient in discriminating the warhead of an ballistic missile.

Automatic Parameter Estimation Considering Runoff Components on Tank Model (유출성분을 고려한 Tank 모형의 매개변수 자동추정)

  • Bae, Deg-Hyo;Jeong, Il-Won;Kang, Tae-Ho;Noh, Joon-Woo
    • Journal of Korea Water Resources Association
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    • v.36 no.3 s.134
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    • pp.423-436
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    • 2003
  • The objective of this study is to propose an automatic parameter estimation scheme considering runoff components of Tank model. It estimates model parameters by Powell's automatic algorithm based on the runoff component separation of the observed hydrograph by using digital filter method. The selected study areas are the 4 main dam sites on the Han River. The simulated flows are compared with the observed flows depending on whether runoff component consideration or not. As a result, the estimated model parameters from classical Powell's method only can relatively well simulate the time variation of total runoff, but gives poor runoff component simulations. Therefore, it can be concluded that the proposed automatic parameter estimation scheme in this study Is more reliable and objective.

Real-Time Vehicle Mass Estimator for Active Rollover Prevention Systems (차량 전복 방지 장치를 위한 실시간 차량 질량 추정 시스템)

  • Han, Kwang-Jin;Kim, In-Keun;Kim, Seung-Ki;Huh, Kun-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.36 no.6
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    • pp.673-679
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    • 2012
  • Vehicle rollover is a serious kind of accident, particularly for sport utility vehicles, and its occurrence can be minimized by utilizing active rollover prevention systems. The performance of these protection systems is very sensitive to vehicle inertial parameters such as the vehicle's mass and center of mass. These parameters vary with the number of passengers and in different load situations. In this paper, a unified method for vehicle mass estimation is proposed that takes into account the available driving conditions. Three estimation algorithms are developed based on longitudinal, lateral, and vertical vehicle motion, respectively. Then, the three algorithms are combined to extract information on the vehicle's mass during arbitrary vehicle maneuvering. The performance of the proposed vehicle mass estimation method is demonstrated through real-time experiments.

A Study on the Estimation Possibility of Driver's Stress Degrees with the HRV Analysis (HRV를 통한 운전자 스트레스 정도 추정 가능성 연구)

  • Lee, Jeon
    • Science of Emotion and Sensibility
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    • v.13 no.1
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    • pp.61-68
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    • 2010
  • The objective of this study was to test the estimation possibility of driver's stress degrees with the HRV analysis. For this, first, HRV analysis was applied to the 5 driver's ECG signals which were acquired in 7 different stress situations. From this, the facts that HRV trend was different from that in long-distance driving and 6 parameters - meanRR, sdRR, HF, LF/HF, LFnorm, HFnorm were useful for the stress estimation in stress varying driving situation. Next, we designed 5 personalized linear regression models in which 6 HRV parameters were input and the outcomes were 7 different stress degrees. Finally, we tested each model for 5min-long 16 segments individually. Consequently, the models could not hit the stress degrees exactly in some segments but the correlation coefficients between original stress pattern and estimated stress pattern during entire driving showed reasonably high.

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Video Content-Based Bit Rate Estimation (비디오 콘텐츠 기반 비트율 예측)

  • Huang, Fei;Lee, Jaeyong;Oh, Seoung-Jun
    • Journal of Broadcast Engineering
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    • v.18 no.2
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    • pp.297-310
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    • 2013
  • In this paper, we present a model-based video bit rate estimation scheme for reducing the bit rate while maintaining a subjective quality in many video streaming services limited by network bandwidth, such as IPTV services. First, we extract major parameters which serve as an indirect measurement of frame's bits. Using those parameters, the proposed bit rate estimation scheme can extract candidate frames. Finally, the bit rate of each segment is estimated by statistical analysis and a mathematical model based on a given target quality. In experimental results, we show that the proposed scheme can reduce the bit rate on average by 43% in low-complexity video while maintaining the subjective quality. To find the appropriate bit rate based on video contents, the proposed schemes can estimate the bit rate with neither the repeated full encoding nor subjective quality test. On average, the bit rate can be automatically estimated by encoding the candidate frames of 4%.

A STUDY OF TROPOSPHERIC EFFECT ON HIGH PRECISION GPS HEIGHT DETERMINATION

  • Wang, Chuan-Sheng;Liou, Yuei-An
    • Proceedings of the KSRS Conference
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    • 2007.10a
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    • pp.382-385
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    • 2007
  • Constantly enhancing positioning accuracy by the Global Positioning System (GPS) technique is of great importance, but challenging, especially after the GPS positioning technique has been improved considerably during the past two decades. The associated main error sources have been reduced substantially, if not eliminated. Troposhpeic influence with its highly temporal and spatial variability appears to be one of the major error sources. It is hence an increased interest among GPS researchers to reduce the tropospheric influence or delay. Two techniques have been commonly implemented to correct the tropospheric impact. The first technique, known as parameter estimation, characterizes the path delay with empirical models and the parameters of interest are determined from the GPS measurements. The second strategy, termed as external correction, involves independent path delay measurements. The present study is an integration of both techniques in which the parameter estimation as well as external correction are used to correct the path delay for $110{\sim}210$ km range baselines. Twenty-four parameters have been obtained in 24 hours solution by setting the cutoff angle at 3 and 15 degrees for parameter estimation strategy. Measurements from meteorological instruments and water vapor radiometer (WVR) are applied in the GPS data processing, separately, as an external strategy of present research work. Interesting results have been found, indicating more stable repeatability in baseline when the external correction strategy is applied especially with the inclusion of WVR observations. The offset of an order of 1 cm is found in the baselines determined by the two strategies. On the other hand, parameter estimation exhibits more stable in terms of GPS height repeatability. The offset in the GPS height determined by the two strategies is on the order of few centimeters.

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Estimation of smooth monotone frontier function under stochastic frontier model (확률프런티어 모형하에서 단조증가하는 매끄러운 프런티어 함수 추정)

  • Yoon, Danbi;Noh, Hohsuk
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.665-679
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    • 2017
  • When measuring productive efficiency, often it is necessary to have knowledge of the production frontier function that shows the maximum possible output of production units as a function of inputs. Canonical parametric forms of the frontier function were initially considered under the framework of stochastic frontier model; however, several additional nonparametric methods have been developed over the last decade. Efforts have been recently made to impose shape constraints such as monotonicity and concavity on the non-parametric estimation of the frontier function; however, most existing methods along that direction suffer from unnecessary non-smooth points of the frontier function. In this paper, we propose methods to estimate the smooth frontier function with monotonicity for stochastic frontier models and investigate the effect of imposing a monotonicity constraint into the estimation of the frontier function and the finite dimensional parameters of the model. Simulation studies suggest that imposing the constraint provide better performance to estimate the frontier function, especially when the sample size is small or moderate. However, no apparent gain was observed concerning the estimation of the parameters of the error distribution regardless of sample size.

Stepwise Parameter Estimation Using Pole-Zero Model of Pade Approximation for Radar Signal Active Cancellation (레이더 신호 능동 상쇄를 위한 Pade 근사 폴-제로 모델 기반의 단계적 파라미터 추정)

  • Han, Yonggue;Lim, Seongmok;Sim, Dongkyu;Lee, Chungyong
    • Journal of the Institute of Electronics and Information Engineers
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    • v.51 no.11
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    • pp.40-46
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    • 2014
  • We introduce a parameter estimation algorithm by using pole-zero coefficients of Pade approximation for radar active cancellation. Proposed scheme is based on relation among pole-zero coefficients of Pade approximation, parameters, and samples of received signal. A closed form solution for parameter estimation is achieved with a few samples of received signal and a simple comparison. Also, stepwise estimation algorithm is proposed to suppress beat effect which is occurred by active cancellation over long time with imperfectly estimated parameters. Simulation results show that proposed scheme performs faster radar active cancellation with lower computational complexity than the conventional schemes.

Threshold estimation for the composite lognormal-GPD models (로그-정규분포와 파레토 합성 분포의 임계점 추정)

  • Kim, Bobae;Noh, Jisuk;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.807-822
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    • 2016
  • The composite lognormal-GPD models (LN-GPD) enjoys both merits from log-normality for the body of distribution and GPD for the thick tailedness of the observation. However, in the estimation perspective, LN-GPD model performs poorly due to numerical instability. Therefore, a two-stage procedure, that estimates threshold first then estimates other parameters later, is a natural method to consider. This paper considers five nonparametric threshold estimation methods widely used in extreme value theory and compares their performance in LN-GPD parameter estimation. A simulation study reveals that simultaneous maximum likelihood estimation performs good in threshold estimation, but very poor in tail index estimation. However, the nonparametric method performs good in tail index estimation, but introduced bias in threshold estimation. Our method is illustrated to the service time of an Israel bank call center and shows that the LN-GPD model fits better than LN or GPD model alone.