• 제목/요약/키워드: Adaptive Estimator

검색결과 275건 처리시간 0.028초

Modified Adaptive Cluster Sampling Designs

  • Park, Jeong-Soo;Kim, Youn-Woo;Son, Chang-Kyoon
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.57-69
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    • 2007
  • Adaptive cluster sampling design is known as a sampling method for rare clustered population. Three modified adaptive cluster sampling designs are proposed. The adjusted Hansen-Hurwitz estimator and the Horvitz-Thompson estimator are considered. Efficiency issue of the proposed sampling designs is discussed in a Monte-Carlo simulation study.

Improving Efficiency of the Moment Estimator of the Extreme Value Index

  • Yun, Seokhoon
    • Journal of the Korean Statistical Society
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    • 제30권3호
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    • pp.419-433
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    • 2001
  • In this paper we introduce a method of improving efficiency of the moment estimator of Dekkers, Einmahl and de Haan(1989) for the extreme value index $\beta$. a new estimator of $\beta$ is proposed by adding the third moment ot the original moment estimator which is composed of the first two moments of the log-transformed sample data. We establish asymptotic normality of the new estimator and examine and adaptive procedure for the new estimator. The resulting adaptive estimator proves to be asymptotically better than the moment estimator particularly for $\beta$<0.

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Adaptive Beamformer Using Signal Location Information for Satellite

  • Kim, Se-Yen;Hwang, Suk-seung
    • Journal of Positioning, Navigation, and Timing
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    • 제9권4호
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    • pp.379-385
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    • 2020
  • The satellite employs an adaptive beamformer to efficiently detect various signals and to suppress multiple interference signals, simultaneously. Although the adaptive beamforming satellite system needs Angle-of-Arrival (AOA) information of the desired signal, it is difficult to estimate the signal AOAs on the satellite environment. However, the AOA estimation on the ground control tower is more efficient and accurate comparing to the satellite environment. In this paper, we propose an adaptive beamforming satellite system based on the signal location information on the ground, consisting on an angle estimator, an adaptive beamformer, and signal processing & D/B unit. The ground control tower estimates the accurate location of the signal source, and it sends the estimated coordinates of the desired signal to the satellite. The angle estimator mounted on the satellite calculates the desired signal AOA, based on the signal location information transmitted from the ground control center. The satellite beamformer detects the desired signal and suppresses unwanted signals based on the signal AOA calculated by the angle estimator. We provide computer simulation results to present the performance of the proposed satellite adaptive beamforming system based on the signal location information.

중도 절단된 자료에 대한 적은 로버스트 회귀 (Adaptive Robust Regression for Censored Data)

  • 김철기
    • 품질경영학회지
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    • 제27권2호
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    • pp.112-125
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    • 1999
  • In a robust regression model, it is typically assumed that the errors are normally distributed. However, what if the error distribution is deviated from the normality and the response variables are not completely observable due to censoring? For complete data, Kim and Lai(1998) suggested a new adaptive M-estimator with an asymptotically efficient score function. The adaptive M-estimator is based on using B-splines to estimate the score function and simple cross validation to determine the knots of the B-splines, which are a modified version of Kun( 1992). We herein extend this method to right-censored data and study how well the adaptive M-estimator performs for various error distributions and censoring rates. Some impressive simulation results are shown.

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비대칭 오차모형하에서의 회귀기울기에 대한 적합된 L-추정법 (Adaptive L-estimation for regression slope under asymmetric error distributions)

  • 한상문
    • 응용통계연구
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    • 제6권1호
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    • pp.79-93
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    • 1993
  • 회귀모형에 있어서의 Ruppert와 Carroll의 절사 회귀 추정법을 확장하여 회귀 분위수에 의 한 두 개의 두분으로 관측치를 분할하여 각 부분마다 가중치를 달리 부여하는 방법으로 적 합된 L-추정법을 제안하였다. 이 제안된 L-추정법은 특히 비대칭인 오차분포하에서 좋은 효율을 가지고 있었다.

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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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ON COMPARISON OF PERFORMANCES OF SYNTHETIC AND NON-SYNTHETIC GENERALIZED REGRESSION ESTIMATIONS FOR ESTIMATING LOCALIZED ELEMENTS

  • SARA AMITAVA
    • Journal of the Korean Statistical Society
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    • 제34권1호
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    • pp.73-83
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    • 2005
  • Thompson's (1990) adaptive cluster sampling is a promising sampling technique to ensure effective representation of rare or localized population units in the sample. We consider the problem of simultaneous estimation of the numbers of earners through a number of rural unorganized industries of which some are concentrated in specific geographic locations and demonstrate how the performance of a conventional Rao-Hartley-Cochran (RHC, 1962) estimator can be improved upon by using auxiliary information in the form of generalized regression (greg) estimators and then how further improvements are also possible to achieve by adopting adaptive cluster sampling.

ADAPTIVE CHANDRASEKHAR FILLTER FOR LINEAR DISCRETE-TIME STATIONALY STOCHASTIC SYSTEMS

  • Sugisaka, Masanori
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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    • pp.1041-1044
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    • 1988
  • This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.

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미지의 입력을 갖는 기동표적의 추적을 위한 적응 추정기 (Adaptive Estimator for Tracking a Maneuvering Target with Unknown Inputs)

  • 김경연
    • 한국항행학회논문지
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    • 제2권1호
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    • pp.34-42
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    • 1998
  • 임의로 변하는 미지의 입력을 갖는 표적의 추적을 위한 적용 상태 및 입력 추정기를 설계한다. 미지의 입력을 semi-Markov 프로세스로 모델링하고, 이를 Bayesian 추정이론에 접목함으로써 여러개의 Kalman 필터가 병렬로 구성된 효과적인 적용 상태 및 입력 추정기를 구한다. 컴퓨터 모사를 통하여, 제안된 적응추정기는 임의로 변하는 미지의 입력에도 불구하고 개선된 추적성능을 보임을 확인하였다.

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정규화 추정기에 의한 안정한 적응 입출력 선형화 제어기의 설계 및 수렴특성에 관한 연구 (On Stable Adaptive Input-Output Linearizing Controller Design Using Normalized Estimator and Convergence Characteristics)

  • 이만형;백운보
    • 대한기계학회논문집
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    • 제16권9호
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    • pp.1722-1727
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    • 1992
  • 본 연구에서는 이러한 불확실한 시스템에 대하여 정규화 형태의 추정기를 적 용한 적응 입출력 선형화 제어기의 설계에 대해 연구하였으며, 신호 성장속도(signal growth rates)의 개념을 도입하여 안정성을 해석하였다. 정규화 형태의 추정기를 적 용함으로써 큰 불확실성에 대해 보다 안정한 수렴 특성을 얻을 수 있음을 시뮬레이션 을 통해 보였다.