• Title/Summary/Keyword: point estimator

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A New Approach of State Estimation based on Particle Filter (파티클 필터에 기반한 새로운 상태 예측 방법)

  • Park Seong-Keun;Ruy Kyung-Jin;Hwang Jae-Phil;Kim Eun-Tai
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2006.05a
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    • pp.245-248
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    • 2006
  • A particle filter is one of the most famous filters. The reason why the particle filter is widely used is that particle deals with the state estimation problem for not only linear models with Gaussian noise but also the non-linear models with non-Gaussian noise and it receives great attention from many engineering fields. In the point of view state estimator, particle filter is feedforward observer. According to the characteristic of dynamic system, the feedforward observer can estimate real state. However, the speed of convergence of feedforward observer between the actual state and the estimated state cannot be satisfied. Since the particle filter is a sort of feedforward observer, the convergence speed of particle filter is slow, and the particle filter cannot estimate actual state like particle collapse problem. In order to overcome the limitation of particle filter as a kind of feedfoward estimator, we propose a new particle filter which has feedback term, called particle filter with feedback. Our proposed method is analyzed theoretically and studied by computer simulation. Comparisons are made with other filtering mehod.

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Testing for a multiple change point residual variance in regression model (잔차 분산을 이용한 선형회귀모형의 다중전환점 검정)

  • Lee, In-Suk;Kim, Jong-Tae;Lee, Kum-Ja
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.1
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    • pp.27-40
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    • 2001
  • The purpose of this study is to test a multiple change point in the regression model with the passage of time, using the estimated residual variance figure suggested by Gasser, Sroka and Jennen - Steinmez (GSJS). As a result of the simulation, it is showed that there is a jump change of the estimated residual variance figure at that time of change point. The way to analyse a intuitive multiple change point through graphics is more effective and accurate than any other existing ways.

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Maximum Likelihood Estimation of Multinomial Parameters with Known or Unknown Crossing Point

  • Lee, Ju-Young;Oh, Myongsik
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.947-956
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    • 1999
  • We define a crossing point $x_0$ such that f(x)$\geq$g(x) for x$\leq$$x_0$ and f(x)$\leq$g(x) for x>$x_0$ where f and g are probability density functions. We may encounter suchy situation when we compare two histograms from two independent observations. For example two contingency tables where initially admitted students and actually enrolled students are classified according to their high school ranking may show such situation, In this paper we consider maximum likelihood estimation of cell probabilities when a crossing point exists, We first assume a known crossing point and find an estimator. The estimation procedure for the case of unknown crossing point is just a straightforward extension. A real data is analyzed for an illustrative purpose.

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Change-Point Problems in a Sequence of Binomial Variables

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.175-185
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    • 1996
  • For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

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3D Simulation Study of Biped Robot Balance Using FPE Method (FPE 방식을 활용한 이족 로봇 균형 유지 3차원 시뮬레이션 연구)

  • Jang, Tae-ho;Kim, Youngshik;Ryu, Bong-Jo
    • Journal of Digital Contents Society
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    • v.19 no.4
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    • pp.815-819
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    • 2018
  • In this study, we investigate balance of a biped robot applying Foot Placement Estimator (FPE) in simulation. FPE method is used to determine a stable foot location for balancing the biped robot when an initial orientation of the robot body is statically unstable. In this case, the 6-DOF biped robot with point foot is modelled considering contact and friction between foot and the ground. For simulation, the mass of the robot is 1 kg assuming the center of robot mass (COM) is located at the center of the robot body. The height from the ground to the COM is 1 m. Robot balance is achieved applying stable foot locations calculated from FPE method using linear and angular velocities, and the height of the COM. The initially unstable angular postures, $5^{\circ}$ and $-5^{\circ}$, of the robot body are simulated. Simulation results confirm that the FPE method provides stable balance of the robot for all given unstable initial conditions.

Algorithm for the L1-Regression Estimation with High Breakdown Point (L1-회귀추정량의 붕괴점 향상을 위한 알고리즘)

  • Kim, Bu-Yong
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.541-550
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    • 2010
  • The $L_1$-regression estimator is susceptible to the leverage points, even though it is highly robust to the vertical outliers. This article is concerned with the improvement of robustness of the $L_1$-estimator. To improve its robustness, in terms of the breakdown point, we attempt to dampen the influence of the leverage points by means of reducing the weights corresponding to the leverage points. In addition the algorithm employs the linear scaling transformation technique, for higher computational efficiency with the large data sets, to solve the linear programming problem of $L_1$-estimation. Monte Carlo simulation results indicate that the proposed algorithm yields $L_1$-estimates which are robust to the leverage points as well as the vertical outliers.

An Analysis on Efficiency for the Environmental Friendly Agricultural Product of Strawberry in GyeongBuk Province (경북지역 친환경딸기 농가의 인증유형에 따른 효율성 분석)

  • Lee, Sang-Ho;Song, Kyung-Hwan
    • Korean Journal of Organic Agriculture
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    • v.21 no.4
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    • pp.487-500
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    • 2013
  • The purpose of this study is to estimate efficiency of environmental-friendly agricultural product by using Data Envelopment Analysis. A proposed method employs a bootstrapping approach to generating efficiency estimates through Monte Carlo simulation resampling process. The technical efficiency, pure technical efficiency, and scale efficiency measure of strawberry by pesticide-free certification is 0.967, 0.995, 0.968 respectively. However those of bias-corrected estimates are 0.918, 0.983, 0.934. We know that the DEA estimator is an upward biased estimator. In technical efficiency, average lower and upper confidence bounds of 0.807 and 0.960. According to these results, the DEA bootstrapping model used here provides bias-corrected and confidence intervals for the point estimates, it is more preferable.

Diagnostic Study of Problems under Asymptotically Generalized Least Squares Estimation of Physical Health Model

  • Kim, Jung-Hee
    • Journal of Korean Academy of Nursing
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    • v.29 no.5
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    • pp.1030-1041
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    • 1999
  • This study examined those problems noticed under the Asymptotically Generalized Least Squares estimator in evaluating a structural model of physical health. The problems were highly correlated parameter estimates and high standard errors of some parameter estimates. Separate analyses of the endogenous part of the model and of the metric of a latent factor revealed a highly skewed and kurtotic measurement indicator as the focal point of the manifested problems. Since the sample sizes are far below that needed to produce adequate AGLS estimates in the given modeling conditions, the adequacy of the Maximum Likelihood estimator is further examined with the robust statistics and the bootstrap method. These methods demonstrated that the ML methods were unbiased and statistical decisions based upon the ML standard errors remained almost the same. Suggestions are made for future studies adopting structural equation modeling technique in terms of selecting of a reference indicator and adopting those statistics corrected for nonormality.

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Comparison of the Kaplan-Meier and Nelson Estimators using Bootstrap Confidence Intervals

  • Cha, Young Joon;Lee, Jae Man
    • Journal of Korean Society for Quality Management
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    • v.23 no.4
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    • pp.42-51
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    • 1995
  • The bootstrap confidence intervals are a computer-based method for assigning measures of accuracy to statistical estimators. In this paper we examine the small sample behavior of the Kaplan-Meier and Nelson-type estimators for the survival function using the bootstrap and asymptotic normal-theory confidence intervals. The Nelson-type estimator is nearly always better than the Kaplan-Meier estimator in the sense of achieved error rates. From the point of confidence length, the reverse is true. Also, we show that the bootstrap confidence intervals are better than the asymptotic normal-theory confidence intervals in terms of achieved error rates and confidence length.

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A Sealing Robot System for Cracks on Concrete Surfaces with Force Tracking Controller (다양한 형상의 콘크리트 표면 실링을 위한 로봇 시스템)

  • Cho, Cheol-Joo;Lim, Kye-Young
    • Journal of Institute of Control, Robotics and Systems
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    • v.22 no.5
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    • pp.374-381
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    • 2016
  • The sealing technique is widely used for repairing the cracks on the surface of concrete and preventing their expansion in the future. However, it is difficult to ensure the safety of the workers when sealing large structures in inconvenient working environments. This paper presents the development of a sealing robot system to seal various shapes of concrete surface in rough conditions for a long time. If the robot can maintain the desired contact force, the cracks can be completely sealed. An impedance force tracking controller with slope estimator is proposed to calculate the surface slope in real time using the robot position. It predicts the next point in order to prevent the robot from disengaging from the contact surface owing to quick slope changes. The proposed method has been verified by experimental results.