• 제목/요약/키워드: unknown parameter estimation

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측정 데이터 기반 전기-유압 서보 실린더의 미지 변수 추정 (Unknown-Parameter Estimation of Electric-Hydraulic Servo Cylinder Based on Measurements)

  • 승지훈;유성구;설남오;노재규
    • 대한임베디드공학회논문지
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    • 제14권6호
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    • pp.347-353
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    • 2019
  • Electric-hydraulic sever cylinders are used in many offshore applications such as wind energy farms, solar farms and plants. Jack-up barges are often used for these offshore system operations. Jack-up barge control is up/down by hydraulic cylinder position control. Working in harsh environments can lead to changes in internal parameters. This nonlinearity makes precise control difficult. In order to overcome the problems, we proposed a method of unknown-parameter estimation algorithm based on measurements obtained by system. In this paper, we employee Unscented Kalman filter (UKF) to estimate states and unknown-parameter from augmented nonlinear equation. Performance of estimation results is verified in simulation on an environments of Matlab. The estimation results of the state and unknown-parameter show that the estimation error of unknown-parameter is reduced according to decreasing the state estimation error.

Penalized Likelihood Regression with Negative Binomial Data with Unknown Shape Parameter

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.23-32
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    • 2007
  • We consider penalized likelihood regression with data from the negative binomial distribution with unknown shape parameter. Smoothing parameter selection and asymptotically efficient low dimensional approximations are employed for negative binomial data along with shape parameter estimation through several different algorithms.

DENSITY SMOOTHNESS PARAMETER ESTIMATION WITH SOME ADDITIVE NOISES

  • Zhao, Junjian;Zhuang, Zhitao
    • 대한수학회논문집
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    • 제33권4호
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    • pp.1367-1376
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    • 2018
  • In practice, the density function of a random variable X is always unknown. Even its smoothness parameter is unknown to us. In this paper, we will consider a density smoothness parameter estimation problem via wavelet theory. The smoothness parameter is defined in the sense of equivalent Besov norms. It is well-known that it is almost impossible to estimate this kind of parameter in general case. But it becomes possible when we add some conditions (to our proof, we can not remove them) to the density function. Besides, the density function contains impurities. It is covered by some additive noises, which is the key point we want to show in this paper.

Estimation of Gini Index of the Exponential Distribution by Bootstrap Method

  • Kang, Suk-Bok;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.291-297
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    • 1996
  • In this paper, we propose the jackknife estimator and the bootstrap estimator of Gini index of the two-parameter exponential distribution when the location parameter $\theta$ is unknown and the scale parameter $\sigma$is known. Sinilarly, we propose the bias location parameter $\theta$ and the scale parameter $\sigma$ are unknown. The bootstrap estimator is more efficient than the other estimators when the location parameter $\theta$is unknown and the scale parameter $\sigma$ is known, and the bias corrected estimator is more efficient than the MLE when both the location parameter $\theta$ and the scale parameter $\sigma$are unknown.

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Improving $L_1$ Information Bound in the Presence of a Nuisance Parameter for Median-unbiased Estimators

  • Sung, Nae-Kyung
    • Journal of the Korean Statistical Society
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    • 제22권1호
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    • pp.1-12
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    • 1993
  • An approach to make the information bound sharper in median-unbiased estimation, based on an analogue of the Cramer-Rao inequality developed by Sung et al. (1990), is introduced for continuous densities with a nuisance parameter by considering information quantities contained both in the parametric function of interest and in the nuisance parameter in a linear fashion. This approach is comparable to that of improving the information bound in mean-unbiased estimation for the case of two unknown parameters. Computation of an optimal weight corresponding to the nuisance parameter is also considered.

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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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    • 제16권3호
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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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불확실성을 고려한 시스템에서의 복합형 이상검출 및 격리 (Hybrid fault detection and isolation for uncertainty system)

  • 유호준;김대우;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.1432-1435
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    • 1997
  • This paper proposes a fault detection and isolation metho by combining the parameter estimation method[4] with the observer method[2] to use merits of both methods. To verify the performance of the method proposed some simulations applied to remotely piloted vehicle are performed.

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Estimation on a two-parameter Rayleigh distribution under the progressive Type-II censoring scheme: comparative study

  • Seo, Jung-In;Seo, Byeong-Gyu;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • 제26권2호
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    • pp.91-102
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    • 2019
  • In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

ESTIMATION ALGORITHM FOR PHYSICAL PARAMETERS IN A SHALLOW ARCH

  • Gutman, Semion;Ha, Junhong;Shon, Sudeok
    • 대한수학회지
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    • 제58권3호
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    • pp.723-740
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    • 2021
  • Design and maintenance of large span roof structures require an analysis of their static and dynamic behavior depending on the physical parameters defining the structures. Therefore, it is highly desirable to estimate the parameters from observations of the system. In this paper we study the parameter estimation problem for damped shallow arches. We discuss both symmetric and non-symmetric shapes and loads, and provide theoretical and numerical studies of the model behavior. Our study of the behavior of such structures shows that it is greatly affected by the existence of critical parameters. A small change in such parameters causes a significant change in the model behavior. The presence of the critical parameters makes it challenging to obtain good estimation. We overcome this difficulty by presenting the Parameter Estimation Algorithm that identifies the unknown parameters sequentially. It is shown numerically that the algorithm achieves a successful parameter estimation for models defined by arbitrary parameters, including the critical ones.

Optimal Temperature Tracking Control of a Polymerization Batch Reactor by Adaptive Input-Output Linearization

  • Noh, Kap-Kyun;Dongil Shin;Yoon, En-Sup;Rhee, Hyun-Ku
    • Transactions on Control, Automation and Systems Engineering
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    • 제4권1호
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    • pp.62-74
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    • 2002
  • The tracking of a reference temperature trajectory in a polymerization batch reactor is a common problem and has critical importance because the quality control of a batch reactor is usually achieved by implementing the trajectory precisely. In this study, only energy balances around a reactor are considered as a design model for control synthesis, and material balances describing concentration variations of involved components are treated as unknown disturbances, of which the effects appear as time-varying parameters in the design model. For the synthesis of a tracking controller, a method combining the input-output linearization of a time-variant system with the parameter estimation is proposed. The parameter estimation method provides parameter estimates such that the estimated outputs asymptotically follow the measured outputs in a specified way. Since other unknown external disturbances or uncertainties can be lumped into existing parameters or considered as another separate parameters, the method is useful in practices exposed to diverse uncertainties and disturbances, and the designed controller becomes robust. And the design procedure and setting of tuning parameters are simple and clear due to the resulted linear design equations. The performances and the effectiveness of the proposed method are demonstrated via simulation studies.