• Title/Summary/Keyword: sequential estimation

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Performance Analysis of Sequential Estimation Schemes for Fast Acquisition of Direct Sequence Spread Spectrum Systems (직접 수열 확산 대역 시스템의 고속 부호 획득을 위한 순차 추정 기법들의 성능 분석)

  • Lee, Seong Ro;Chae, Keunhong;Yoon, Seokho;Jeong, Min-A
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39A no.8
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    • pp.467-473
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    • 2014
  • In the direct sequence spread spectrum system, the correct synchronization is very important; hence, several acquisition schemes based on the sequential estimation have been developed. Typically, the rapid acquisition sequential estimation (RASE) scheme, the seed accumulating sequential estimation (SASE) scheme, the recursive soft sequential estimation (RSSE) scheme have been developed for the correct acquisition. However, the objective performance comparison and analysis between former estimation schemes have not been performed so far. In this paper, we compare and analyze the performance of the above sequential estimation schemes by simulating the correct chip probability and the mean acquisition time (MAT).

Comprehensive studies of Grassmann manifold optimization and sequential candidate set algorithm in a principal fitted component model

  • Chaeyoung, Lee;Jae Keun, Yoo
    • Communications for Statistical Applications and Methods
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    • v.29 no.6
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    • pp.721-733
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    • 2022
  • In this paper we compare parameter estimation by Grassmann manifold optimization and sequential candidate set algorithm in a structured principal fitted component (PFC) model. The structured PFC model extends the form of the covariance matrix of a random error to relieve the limits that occur due to too simple form of the matrix. However, unlike other PFC models, structured PFC model does not have a closed form for parameter estimation in dimension reduction which signals the need of numerical computation. The numerical computation can be done through Grassmann manifold optimization and sequential candidate set algorithm. We conducted numerical studies to compare the two methods by computing the results of sequential dimension testing and trace correlation values where we can compare the performance in determining dimension and estimating the basis. We could conclude that Grassmann manifold optimization outperforms sequential candidate set algorithm in dimension determination, while sequential candidate set algorithm is better in basis estimation when conducting dimension reduction. We also applied the methods in real data which derived the same result.

Batch Time Interval and Initial State Estimation using GMM-TS for Target Motion Analysis (GMM-TS를 이용한 표적기동분석용 배치구간 및 초기상태 추정 기법)

  • Kim, Woo-Chan;Song, Taek-Lyul
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.3
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    • pp.285-294
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    • 2012
  • Using bearing measurement only, target motion state is not directly obtained so that TMA (Target Motion Analysis) is needed for this situation. TMA is a nonlinear estimation technique used in passive SONAR systems. Also it is the one of important techniques for underwater combat management systems. TMA can be divided to two parts: batch estimation and sequential estimation. It is preferable to use sequential estimation for reducing computational load as well as adaptively to target maneuvers, batch estimation is still required to attain target initial state vector for convergence of sequential estimation. Selection of batch time interval which depends on observability is critical in TMA performance. Batch estimation in general utilizes predetermined batch time interval. In this paper, we propose a new method called the BTIS (Batch Time Interval and Initial State Estimation). The proposed BTIS estimates target initial status and determines the batch time interval sequentially by using a bank of GMM-TS (Gaussian Mixture Measurement-Track Splitting) filters. The performance of the proposal method is verified by a Monte Carlo simulation study.

Estimation of slope , βusing the Sequential Slope in Simple Linear Regression Model

  • Choi, Yong;Kim, Dongjae
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.257-266
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    • 2003
  • Distribution-free estimation methods are proposed for slope, $\beta$ in the simple linear regression model. In this paper, we suggest the point estimators using the sequential slope based on sign test and Wilcoxon signed rank test. Also confidence intervals are presented for each estimation methods. Monte Carlo simulation study is carried out to compare the efficiency of these methods with least square method and Theil´s method. Some properties for the proposed methods are discussed.

Sequential Least Square Channel Estimation in OFDM Systems (OFDM 시스템에서의 Sequential Least Squares 채널 추정 방식)

  • 고은석;박병준;천현수;강창언;홍대식
    • Proceedings of the IEEK Conference
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    • 2000.06a
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    • pp.45-48
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    • 2000
  • The use of multi-level modulation scheme in the wireless LAN(Local Area Networks) system requires an accurate channel estimation. In this paper, we present sequential least squares(LS) channel estimation scheme based on decision-directed channel tracking scheme. The proposed scheme improves the performance of the conventional LS estimator for wireless LAN. In addition, its structure is suitable for the high-rate wireless LAN. Simulation results show that the proposed scheme achieves about IdB Packet Error Rate(PER) gain compared to the LS scheme in a frequency selective channel.

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A Sequential Orientation Kalman Filter for AHRS Limiting Effects of Magnetic Disturbance to Heading Estimation

  • Lee, Jung Keun;Choi, Mi Jin
    • Journal of Electrical Engineering and Technology
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    • v.12 no.4
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    • pp.1675-1682
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    • 2017
  • This paper deals with three dimensional orientation estimation algorithm for an attitude and heading reference system (AHRS) based on nine-axis inertial/magnetic sensor signals. In terms of the orientation estimation based on the use of a Kalman filter (KF), the quaternion is arguably the most popular orientation representation. However, one critical drawback in the quaternion representation is that undesirable magnetic disturbances affect not only yaw estimation but also roll and pitch estimations. In this paper, a sequential direction cosine matrix-based orientation KF for AHRS has been presented. The proposed algorithm uses two linear KFs, consisting of an attitude KF followed by a heading KF. In the latter, the direction of the local magnetic field vector is projected onto the heading axis of the inertial frame by considering the dip angle, which can be determined after the attitude KF. Owing to the sequential KF structure, the effects of even extreme magnetic disturbances are limited to the roll and pitch estimations, without any additional decoupling process. This overcomes an inherent issue in quaternion-based estimation algorithms. Validation test results show that the proposed method outperforms other comparison methods in terms of the yaw estimation accuracy during perturbations and in terms of the recovery speed.

Lumped Model Parameter Estimation of Floating Mass Transducers based on Sequential Quadratic Programming Method for IMEHDs (Sequential Quadratic Programming 방법을 이용한 인공중이용 플로팅 매스 트랜스듀서의 집중 모델 파라미터 추정)

  • Park, I.Y.
    • Journal of rehabilitation welfare engineering & assistive technology
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    • v.5 no.1
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    • pp.59-64
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    • 2011
  • In this paper, the lumped element model parameter estimation method and its implemented estimation software for fabricated floating mass transducers of IMEHDs have been presented so that the estimated parameter values could be compared with the designed ones and applied to predict the output performance when the transducers were implanted into human ears. The presented method is based on the sequential quadratic programming (SQP) for estimating parameters in the transducer's lumped model and has been implemented by the use of LabVIEW graphical language. Using the implemented estimation software, the accuracy of parameter estimation has been verified and our implemented estimation method has been evaluated by the comparison of the estimated transducer parameter values with the designed ones for a practically fabricated floating mass transducer for IMEHDs.

A class of accelerated sequential procedures with applications to estimation problems for some distributions useful in reliability theory

  • Joshi, Neeraj;Bapat, Sudeep R.;Shukla, Ashish Kumar
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.563-582
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    • 2021
  • This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

Some Properties of Sequential Point Estimation of the Mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.657-663
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    • 2005
  • Under the minimum risk point estimation formulation of Robbins(1959), we consider the sequential point estimation problem for normal population $N({\theta},\;{\theta})$ with unknown parameter ${\theta}$. In the case of completely unknown ${\theta}$, Stein's(1945) two-stage procedure is known to enjoy the consistency property, but it is not even first-order efficient. In the case when ${\theta}>{\theta}_L\;where\;{\theta}_L(>0)$ is known, the revised two-stage procedure is shown to enjoy all the usual second-order properties.

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Sequential Estimation of variable width confidence interval for the mean

  • Kim, Sung Lai
    • Journal of the Chungcheong Mathematical Society
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    • v.14 no.2
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    • pp.47-54
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    • 2001
  • Let {Xn, n = 1,2,${\cdots}$} be i.i.d. random variables with the only unknown parameters mean ${\mu}$ and variance a ${\sigma}^2$. We consider a sequential confidence interval C1 for the mean with coverage probability 1-${\alpha}$ and expected length of confidence interval $E_{\theta}$(Length of CI)/${\mid}{\mu}{\mid}{\leq}k$ (k : constant) and give some asymptotic properties of the stopping time in various limiting situations.

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