• 제목/요약/키워드: robust estimator

검색결과 278건 처리시간 0.06초

A Novel Range Estimator for Surface to Air Missile with Closing Velocity Measurements

  • Ra, W.S.;Whang, I.H.;Lee, J.I.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.1822-1825
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    • 2003
  • A practical range estimator based on the robust Kalman filter is proposed to solve the range estimation problem for surface to air missile(SAM) homing guidance. Apart from the previous works based on the extended Kalman filter(EKF) with bearing only measurement, the proposed scheme makes use of line-of-sight(LOS) rate to ensure the fast convergency at long-range. In this reason, the robust Kalman filter is considered to deal with LOS rate measurement error. The recursive linear structure of proposed filter is easy to implement and make it possible to reduce computational burdens. Moreover, it shows good estimation performance without specific guidance law such as oscillation proportional navigation guidance(OPNG).

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ROBUST A POSTERIORI ERROR ESTIMATOR FOR LOWEST-ORDER FINITE ELEMENT METHODS OF INTERFACE PROBLEMS

  • KIM, KWANG-YEON
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제20권2호
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    • pp.137-150
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    • 2016
  • In this paper we analyze an a posteriori error estimator based on flux recovery for lowest-order finite element discretizations of elliptic interface problems. The flux recovery considered here is based on averaging the discrete normal fluxes and/or tangential derivatives at midpoints of edges with weight factors adapted to discontinuous coefficients. It is shown that the error estimator based on this flux recovery is equivalent to the error estimator of Bernardi and $Verf{\ddot{u}}rth$ based on the standard edge residuals uniformly with respect to jumps of the coefficient between subdomains. Moreover, as a byproduct, we obtain slightly modified weight factors in the edge residual estimator which are expected to produce more accurate results.

Generalized Bayes estimation for a SAR model with linear restrictions binding the coefficients

  • Chaturvedi, Anoop;Mishra, Sandeep
    • Communications for Statistical Applications and Methods
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    • 제28권4호
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    • pp.315-327
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    • 2021
  • The Spatial Autoregressive (SAR) models have drawn considerable attention in recent econometrics literature because of their capability to model the spatial spill overs in a feasible way. While considering the Bayesian analysis of these models, one may face the problem of lack of robustness with respect to underlying prior assumptions. The generalized Bayes estimators provide a viable alternative to incorporate prior belief and are more robust with respect to underlying prior assumptions. The present paper considers the SAR model with a set of linear restrictions binding the regression coefficients and derives restricted generalized Bayes estimator for the coefficients vector. The minimaxity of the restricted generalized Bayes estimator has been established. Using a simulation study, it has been demonstrated that the estimator dominates the restricted least squares as well as restricted Stein rule estimators.

The Design of Sliding Model Controller with Perturbation Estimator Using Observer-Based Fuzzy Adaptive Network

  • Park, Min-Kyu;Lee, Min-Cheol;Go, Seok-Jo
    • Transactions on Control, Automation and Systems Engineering
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    • 제3권2호
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    • pp.117-123
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    • 2001
  • To improve control performance of a non-linear system, many other reserches have used the sliding model control algorithm. The sliding mode controller is known to be robust against nonlinear and unmodeled dynamic terms. However, this algorithm raises the inherent chattering caused by excessive switching inputs around the sliding surface. Therefore, in order to solve the chattering problem and improve control performance, this study has developed the sliding mode controller with a perturbation estimator using the observer-based fuzzy adaptive network. The perturbation estimator based on the fuzzy adaptive network generates the control input of compensating unmodeled dynamics terms and disturbance. And the weighting parameters of the fuzzy adaptive network are updated on-line by adaptive law in order to force the estimation errors converge to zero. Therefore, the combination of sliding mode control and fuzzy adaptive network gives rise to the robust and intelligent routine. For evaluation control performance of the proposed approach, tracking control simulation is carried is carried out for the hydraulic motion simulator which is a 6-degree of freedom parallel manipulator.

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로버스트주성분회귀에서 최적의 주성분선정을 위한 기준 (A Criterion for the Selection of Principal Components in the Robust Principal Component Regression)

  • 김부용
    • Communications for Statistical Applications and Methods
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    • 제18권6호
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    • pp.761-770
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    • 2011
  • 회귀모형에 연관성이 높은 설명변수들이 포함되면 다중공선성의 문제가 야기되며, 동시에 자료에 회귀 이상점들이 포함되면 최소자승추정량에 바탕을 둔 제반 통계적 추론은 심각한 결함을 갖게 된다. 이러한 현상들은 데이터마이닝 분야에서 많이 볼 수 있는데, 본 논문에서는 두 가지 문제를 동시에 해결하기 위한 방안으로서 로버스트주성분회귀를 제안하였다. 특히 최적의 주성분을 선정하기 위한 새로운 기준을 개발하였는데, 설명변수들의 표본공분산 대신에 MVE-추정량을 기반으로 하였으며, 고유치가 아니라 상태지수의 크기에 바탕을 둔 선정기준을 제안하였다. 그리고 주성분모형에서의 추정을 위하여 회귀이상점에 대해 로버스트한 LTS-추정을 도입하였다. 제안된 선정기준이 기존의 기준들보다 다중공선성과 이상점이 유발하는 문제들을 잘 해결할 수 있음을 모의실험을 통하여 확인하였다.

ROBUST FUZZY LINEAR REGRESSION BASED ON M-ESTIMATORS

  • SOHN BANG-YONG
    • Journal of applied mathematics & informatics
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    • 제18권1_2호
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    • pp.591-601
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    • 2005
  • The results of fuzzy linear regression are very sensitive to irregular data. When this points exist in a set of data, a fuzzy linear regression model can be incorrectly interpreted. The purpose of this paper is to detect irregular data and to propose robust fuzzy linear regression based on M-estimators with triangular fuzzy regression coefficients for crisp input-output data. Numerical example shows that irregular data can be detected by using the residuals based on M-estimators, and the proposed robust fuzzy linear regression is very resistant to this points.

파라미터 불확실성,모델 불확실성,한계 잡음에 대한 $H^{\infty}$ 적응제어기 설계 ($H^{\infty}$ robust adaptive controller design with parameter uncertainty, unmodeled dynamic and bounded noise)

  • 백남석;양원영
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 추계학술대회 논문집 학회본부 B
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    • pp.454-456
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    • 1998
  • Traditional adaptive control algorithms are not robust to dynamic uncertainties. The adaptive control algorithms developed previously to deal with dynamic uncertainties do not facilitate quantitative design. We proposed a new robust adaptive control algorithms consists of an $H^{\infty}$ suboptimal control law and a robust parameter estimator. Numerical examples showing the effectiveness of the $H^{\infty}$ adaptive scheme are provided.

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불확실성을 갖는 RC 모델 기반의 리튬이온 배터리 SOC 추정을 위한 강인한 고이득 관측기 설계 (Robust High-Gain Observer Based SOC Estimator for Uncertain RC Model of Li-Ion Batteries)

  • 이종연;김원호;현창호
    • 한국지능시스템학회논문지
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    • 제23권3호
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    • pp.214-219
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    • 2013
  • 본 논문에서는 모델의 불확실성을 갖는 RC 배터리 모델의 State-of- Charge(SOC)를 추정하기 위한 강인한 고이득 관측기를 설계한다. 일반적으로 SOC를 추정하기 위해 사용하는 RC 배터리 모델은 실제 배터리 셀과 정확하게 일치하지 않고 거기에 따른 모델의 불확실성이 존재하게 된다. 이렇게 불확실성이 존재할 때 그 영향을 최소화하고 보다 정확한 SOC를 추정할 수 있는 강인한 관측기를 설계하는 것이 중요하다. 본 논문에서는 실제 배터리 셀과 RC 배터리 모델 사이에 모델 불확실성이 존재하더라도 정확한 SOC추정을 위하여 강인한 고이득 관측기를 설계한다. 하지만 이러한 강인한 고이득 관측기는 높은 이득으로 발생하는 튐 현상(peaking phenomenon)과 출력 측정오차에 민감하게 반응하여 발생하는 진동(perturbation)이 존재하는 단점이 있다. 그래서 이를 보완하기 위해 슬라이딩 모드 기법을 사용하여 강인한 고이득 관측기를 설계한다. 마지막으로 성능 검증을 위하여 선형 관측기, 고이득 관측기를 이용한 SOC 추정결과를 비교한다.

A Robust Estimation for the Composite Lognormal-Pareto Model

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
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    • 제20권4호
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    • pp.311-319
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    • 2013
  • Cooray and Ananda (2005) proposed a composite lognormal-Pareto model to analyze loss payment data in the actuarial and insurance industries. Their model is based on a lognormal density up to an unknown threshold value and a two-parameter Pareto density. In this paper, we implement the minimum density power divergence estimation for the composite lognormal-Pareto density. We compare the performances of the minimum density power divergence estimator (MDPDE) and the maximum likelihood estimator (MLE) by simulations and an example. The minimum density power divergence estimator performs reasonably well against various violations in the distribution. The minimum density power divergence estimator better fits small observations and better resists against extraordinary large observations than the maximum likelihood estimator.

An Efficient Global Motion Estimation based on Robust Estimator

  • Joo, Jae-Hwan;Choe, Yoon-Sik
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 2009년도 IWAIT
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    • pp.408-412
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    • 2009
  • In this paper, a new efficient algorithm for global motion estimation is proposed. This algorithm uses a previous 4-parameter model based global motion estimation algorithm and M-estimator for improving the accuracy and robustness of the estimate. The first algorithm uses the block based motion vector fields and which generates a coarse global motion parameters. And second algorithm is M-estimator technique for getting precise global motion parameters. This technique does not increase the computational complexity significantly, while providing good results in terms of estimation accuracy. In this work, an initial estimation for the global motion parameters is obtained using simple 4-parameter global motion estimation approach. The parameters are then refined using M-estimator technique. This combined algorithm shows significant reduction in mean compensation error and shows performance improvement over simple 4-parameter global motion estimation approach.

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