• Title/Summary/Keyword: unknown parameters

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Bayesian analysis of an exponentiated half-logistic distribution under progressively type-II censoring

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1455-1464
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    • 2013
  • This paper develops maximum likelihood estimators (MLEs) of unknown parameters in an exponentiated half-logistic distribution based on a progressively type-II censored sample. We obtain approximate confidence intervals for the MLEs by using asymptotic variance and covariance matrices. Using importance sampling, we obtain Bayes estimators and corresponding credible intervals with the highest posterior density and Bayes predictive intervals for unknown parameters based on progressively type-II censored data from an exponentiated half logistic distribution. For illustration purposes, we examine the validity of the proposed estimation method by using real and simulated data.

New approach for analysis of progressive Type-II censored data from the Pareto distribution

  • Seo, Jung-In;Kang, Suk-Bok;Kim, Ho-Yong
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.569-575
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    • 2018
  • Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

An Analysis of Record Statistics based on an Exponentiated Gumbel Model

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • v.20 no.5
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    • pp.405-416
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    • 2013
  • This paper develops a maximum profile likelihood estimator of unknown parameters of the exponentiated Gumbel distribution based on upper record values. We propose an approximate maximum profile likelihood estimator for a scale parameter. In addition, we derive Bayes estimators of unknown parameters of the exponentiated Gumbel distribution using Lindley's approximation under symmetric and asymmetric loss functions. We assess the validity of the proposed method by using real data and compare these estimators based on estimated risk through a Monte Carlo simulation.

Analysis, Control, and Synchronization of a 3-D Novel Jerk Chaotic System with Two Quadratic Nonlinearities

  • VAIDYANATHAN, SUNDARAPANDIAN
    • Kyungpook Mathematical Journal
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    • v.55 no.3
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    • pp.563-586
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    • 2015
  • In this research work, a seven-term 3-D novel jerk chaotic system with two quadratic nonlinearities has been proposed. The basic qualitative properties of the novel jerk chaotic system have been described in detail. Next, an adaptive backstepping controller is designed to stabilize the novel jerk chaotic system with two unknown parameters. Moreover, an adaptive backstepping controller is designed to achieve complete chaos synchronization of the identical novel jerk chaotic systems with two unknown parameters. MATLAB simulations have been shown in detail to illustrate all the main results developed for the 3-D novel jerk chaotic system.

Identification of Bearing Dynamic Coefficients Using Optimization Techniques (최적화기법에 의한 베어링 동특성 계수의 규명)

  • 김용한;양보석;안영공;김영찬
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2003.05a
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    • pp.520-525
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    • 2003
  • The determination of unknown parameters in rotating machinery is a difficult task and optimization techniques represent an alternative technique for parameter identification. The Simulated Annealing(SA) and Genetic Algorithm(GA) are powerful global optimization algorithm. This paper proposes new hybrid algorithm which combined GA with SA and local search algorithm for the purpose of parameter identification. Numerical examples are also presented to verify the efficiency of proposed algorithm. And, this paper presents the general methodology based on hybrid algorithm to identify unknown bearing parameters of flexible rotors using measured unbalance responses. Numerical examples are used to ilustrate the methodology used, which is then validated experimentally.

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A Study on the Auto-Tuning of a PID Controller using Artificial Neural Network (인공신경망에 의한 PID 제어기 자동동조에 관한 연구)

  • 정종대
    • Journal of the Korean Institute of Intelligent Systems
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    • v.6 no.2
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    • pp.36-42
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    • 1996
  • In this paper, we proposed a PID controller, which could control unknown plants using Artificial Neural Network(ANN) for auto-tuning of the PID parameters. In the proposed algorithm, the parameters of the controller were adjusted to reduce the error of the controlled plant. In this process, the sensitivity between input and output of the unknown plant was needed. So, in order to obtain this sensitivity, the ANN's learnig ability was used. Computer simualtions were performed for the regulation problems, and the results were compared with those of Ziegler-Nichols PID controller. As a result, it was shown that the proposed algorithm outperformed Ziegler-Nichols controller in rise time, overshoot, undershoot, and setting time.

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Performance Analysis of Closed-Loop Production Systems with Random Processing Times and Machine Failures (랜덤가공시간과 기계고장이 존재하는 폐쇄형 생산시스템의 성능분석)

  • 백천현
    • Proceedings of the Korea Society for Simulation Conference
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    • 1999.04a
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    • pp.47-52
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    • 1999
  • In this paper we propose new approximate method for the performance analysis of closed-loop production system with unreliable machines and random processing times. The approximate method decomposes the production system consisting of K machines into a set of K subsystems, each subsystem consisting of two machines separated by a finite buffer. Then, each subsystem is analyzed by analyzing method n isolation. The population constraint of the closed-loop production system is taken into account by prescribing that the sum of average buffer level in the subsystems is equal to the number of customers in the closed-loop production system,. We establish a set of equations that characterizes unknown parameters of the servers in the subsystems. An iterative procedure is then used to determine the unknown parameters. Experimental results show that these methods provide a good estimation of the throughput.

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Observer-Based Robust Fault Diagnosis and Reconfigurable Adaptive Control for Systems with Unknown Inputs (미지입력을 포함한 시스템의 관측기 기반 견실고장진단 및 재구성 적응제어)

  • 최재원;이승우;서영수
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.11
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    • pp.928-934
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    • 2002
  • A natural way to cope with fault tolerant control (FTC) problems is to modify the control parameters according to an online identification of the system parameters when a fault occurs. However. due to not only difficulties Inherent to the online multivariable identification in closed-loop systems, such as modeling errors, noise or the lack of excitation signals, but also long time requirement to identify the post-fault system and implemeutation of control problems during the identification process, we propose an alternative approach based on the observer-based fault detection and isolation (FDI) and model reference adaptive control (MRAC). The proposed robust fault diagnosis method is based on a bank of observers. We also propose a model reference adaptive control with changeable reference models according to the occurred faults. Simulation results of a flight control example show the validity and applicability of the proposed algorithms.

Performance Analysis for Closed-Loop Production Systems with Unreliable Machines and Random Processing Times (불완전한 기계 및 랜덤가공시간을 갖는 폐쇄형 생산시스템의 성능분석에 관한 연구)

  • Kim, H.G.;Paik, C.H.;Cho, H.S.
    • Journal of Korean Institute of Industrial Engineers
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    • v.25 no.2
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    • pp.240-253
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    • 1999
  • In this paper we propose new approximate methods for the performance analysis of closed-loop production systems with unreliable machines and random processing times. Each approximate method decomposes the production system consisting of K machines into a set of K subsystems, each subsystem consisting of two machines separated by a finite buffer. Then, each subsystem is analyzed by three different analyzing methods in isolation. The population constraint of the closed-loop production system is taken into account by prescribing that the sum of average buffer levels in the subsystems is equal to the number of customers in the closed-loop production system. We establish a set of equations that characterize unknown parameters of the servers in the subsystems. An iterative procedure is then used to determine the unknown parameters. Experimental results show that these methods provide a good estimation of the throughput.

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Modeling Satellite Orbital Segments using Orbit-Attitude Models

  • Kim Tae-Jung
    • Korean Journal of Remote Sensing
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    • v.22 no.1
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    • pp.63-73
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    • 2006
  • Currently, in order to achieve accurate geolocation of satellite images we need to generate control points from individual scenes. This requirement increases the cost and processing time of satellite mapping greatly. In this paper we investigate the feasibility of modeling entire image strips that has been acquired from the same orbital segments. We tested sensor models based on satellite orbit and attitude with different sets of unknowns. We checked the accuracy of orbit modeling by establishing sensor models of one scene using control points extracted from the scene and by applying the models to adjacent scenes within the same orbital segments. Results indicated that modeling of individual scenes with $2^{nd}$ order unknowns was recommended. In this case, unknown parameters were position biases, drifts, accelerations and attitude biases. Results also indicated that modeling of orbital segments with zero-degree unknowns was recommended. In this case, unknown parameters were attitude biases.