• Title/Summary/Keyword: Engineering Estimation

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Identification of ARMAX Model and Linear Estimation Algorithm for Structural Dynamic Characteristics Analysis (구조동특성해석을 위한 ARMAX 모형의 식별과 선형추정 알고리즘)

  • Choe, Eui-Jung;Lee, Sang-Jo
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.7
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    • pp.178-187
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    • 1999
  • In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

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Online estimation of noise parameters for Kalman filter

  • Yuen, Ka-Veng;Liang, Peng-Fei;Kuok, Sin-Chi
    • Structural Engineering and Mechanics
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    • v.47 no.3
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    • pp.361-381
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    • 2013
  • A Bayesian probabilistic method is proposed for online estimation of the process noise and measurement noise parameters for Kalman filter. Kalman filter is a well-known recursive algorithm for state estimation of dynamical systems. In this algorithm, it is required to prescribe the covariance matrices of the process noise and measurement noise. However, inappropriate choice of these covariance matrices substantially deteriorates the performance of the Kalman filter. In this paper, a probabilistic method is proposed for online estimation of the noise parameters which govern the noise covariance matrices. The proposed Bayesian method not only estimates the optimal noise parameters but also quantifies the associated estimation uncertainty in an online manner. By utilizing the estimated noise parameters, reliable state estimation can be accomplished. Moreover, the proposed method does not assume any stationarity condition of the process noise and/or measurement noise. By removing the stationarity constraint, the proposed method enhances the applicability of the state estimation algorithm for nonstationary circumstances generally encountered in practice. To illustrate the efficacy and efficiency of the proposed method, examples using a fifty-story building with different stationarity scenarios of the process noise and measurement noise are presented.

IMM Method Using Intelligent Input Estimation for Maneuvering Target Tracking

  • Lee, Bum-Jik;Joo, Young-Hoon;Park, Jin-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.1278-1282
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    • 2003
  • A new interacting multiple model (IMM) method using intelligent input estimation (IIE) is proposed to track a maneuvering target. In the proposed method, the acceleration level for each sub-model is determined by IIE-the estimation of the unknown acceleration input by a fuzzy system using the relation between maneuvering filter residual and non-maneuvering one. The genetic algorithm (GA) is utilized to optimize a fuzzy system for a sub-model within a fixed range of acceleration input. Then, multiple models are composed of these fuzzy systems, which are optimized for different ranges of acceleration input. In computer simulation for an incoming ballistic missile, the tracking performance of the proposed method is compared with those of the input estimation (IE) technique and the adaptive interacting multiple model (AIMM) method.

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Development of 'IceView' Program for Estimation of Ice Resistance on Ice-Transiting Vessels (쇄빙선박에 작용하는 빙저항 산정을 위한 'IceView' 프로그램 개발)

  • Choi, Kyung-Sik;Lee, Jin-Kyoung
    • Journal of Ocean Engineering and Technology
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    • v.19 no.6 s.67
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    • pp.50-57
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    • 2005
  • Ice resistance on ice-transiting vessels is one of th£ important issues concerning th£ design of ships with ice classes. In this study, th£ development of GUI software for estimation of ice resistance on ice-transiting vessels is discussed. lee resistance estimation equations, based on model tests and full-scale sea trial data from many previous research articles, are studied in conjunction with two ship categories i.e., ,icebreakers/supply/tug vessels and ice-strengthened cargo vessels. lee resistance estimation equations are summarized in common format and are compared with each other. The GUI software 'Ice View,' written in MS Visual Basic language, can calculate ice resistances according to varying ice thickness and ship speed. The software can provide the calculated results, with suitable tables and graphs, for easy comparison of each ice resistance estimation equation.

Motion and Structure Estimation Using Fusion of Inertial and Vision Data for Helmet Tracker

  • Heo, Se-Jong;Shin, Ok-Shik;Park, Chan-Gook
    • International Journal of Aeronautical and Space Sciences
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    • v.11 no.1
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    • pp.31-40
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    • 2010
  • For weapon cueing and Head-Mounted Display (HMD), it is essential to continuously estimate the motion of the helmet. The problem of estimating and predicting the position and orientation of the helmet is approached by fusing measurements from inertial sensors and stereo vision system. The sensor fusion approach in this paper is based on nonlinear filtering, especially expended Kalman filter(EKF). To reduce the computation time and improve the performance in vision processing, we separate the structure estimation and motion estimation. The structure estimation tracks the features which are the part of helmet model structure in the scene and the motion estimation filter estimates the position and orientation of the helmet. This algorithm is tested with using synthetic and real data. And the results show that the result of sensor fusion is successful.

Real-Time Identification and Estimation of Transformer Tap Ratios Containing Errors

  • Kim, Hongrae;Kwon, Hyung-Seok
    • KIEE International Transactions on Power Engineering
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    • v.2A no.3
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    • pp.109-113
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    • 2002
  • This paper addresses the issue of parameter error identification and estimation in electric power systems. Parameter error identification and estimation is carried out as a part of the state estimation. A two stage estimation procedure is used to detect and identify parameter errors. Suspected parameters are identified by the WLAV state estimator in the first stage. A new WLAV state estimator adding suspected system parameters in the state vector is used to estimate the exact values of parameters. Supporting examples are given by using the IEEE 14 bus system.

Joint Estimation of TOA and DOA in IR-UWB System Using Sparse Representation Framework

  • Wang, Fangqiu;Zhang, Xiaofei
    • ETRI Journal
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    • v.36 no.3
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    • pp.460-468
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    • 2014
  • This paper addresses the problem of joint time of arrival (TOA) and direction of arrival (DOA) estimation in impulse radio ultra-wideband systems with a two-antenna receiver and links the joint estimation of TOA and DOA to the sparse representation framework. Exploiting this link, an orthogonal matching pursuit algorithm is used for TOA estimation in the two antennas, and then the DOA parameters are estimated via the difference in the TOAs between the two antennas. The proposed algorithm can work well with a single measurement vector and can pair TOA and DOA parameters. Furthermore, it has better parameter-estimation performance than traditional propagator methods, such as, estimation of signal parameters via rotational invariance techniques algorithms matrix pencil algorithms, and other new joint-estimation schemes, with one single snapshot. The simulation results verify the usefulness of the proposed algorithm.

On-line System Identification using State Observer

  • Park, Duck-Gee;Hong, Suk-Kyo
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2538-2541
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    • 2005
  • This paper deals one of the methods of system identification, especially on-line system identification in time-domain. The algorithm in this study needs all states of the system as well input to it for system identification. In this reason, Kalman filter is used for state estimation. But in order to implement a state estimator, the fact that a system model must be known is logical contradiction. To overcome this, state estimation and system parameter estimation are performed simultaneously in one sample. And the result of the system parameter estimation is used as basis to state estimation in next sample. On-line system identification comes, in every sample by performing both processes of state estimation and parameter estimation that are related mutually and recursively. This paper demonstrates the validity of proposed algorithm through an example of an unstable inverted pendulum system. This algorithm can be useful for on-line system identification of a system that has fewer number of measurable output than system order or number of states.

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An Efficient Global Motion Estimation based on Robust Estimator

  • Joo, Jae-Hwan;Choe, Yoon-Sik
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2009.01a
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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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Angle-Range-Polarization Estimation for Polarization Sensitive Bistatic FDA-MIMO Radar via PARAFAC Algorithm

  • Wang, Qingzhu;Yu, Dan;Zhu, Yihai
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.7
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    • pp.2879-2890
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    • 2020
  • In this paper, we study the estimation of angle, range and polarization parameters of a bistatic polarization sensitive frequency diverse array multiple-input multiple-output (PSFDA-MIMO) radar system. The application of polarization sensitive array in receiver is explored. A signal model of bistatic PSFDA-MIMO radar system is established. In order to utilize the multi-dimensional structure of array signals, the matched filtering radar data can be represented by a third-order tensor model. A joint estimation of the direction-of-departure (DOD), direction-of-arrival (DOA), range and polarization parameters based on parallel factor (PARAFAC) algorithm is proposed. The proposed algorithm does not need to search spectral peaks and singular value decomposition, and can obtain automatic pairing estimation. The method was compared with the existing methods, and the results show that the performance of the method is better. Therefore, the accuracy of the parameter estimation is further improved.