• Title/Summary/Keyword: Estimation error estimator

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Logistic Regression Type Small Area Estimations Based on Relative Error

  • Hwang, Hee-Jin;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.24 no.3
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    • pp.445-453
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    • 2011
  • Almost all small area estimations are obtained by minimizing the mean squared error. Recently relative error prediction methods have been developed and adapted to small area estimation. Usually the estimators obtained by using relative error prediction is called a shrinkage estimator. Especially when data set consists of large range values, the shrinkage estimator is known as having good statistical properties and an easy interpretation. In this paper we study the shrinkage estimators based on logistic regression type estimators for small area estimation. Some simulation studies are performed and the Economically Active Population Survey data of 2005 is used for comparison.

Robust Kalman Filtering with Perturbation Estimation Process-for Uncertain Systems (섭동 추정 프로세스를 이용한 불확실 시스템에 대한 강인 칼만 필터링 기법)

  • Kwon Sang-Joo
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.3
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    • pp.201-207
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    • 2006
  • A robust Kalman filtering method for uncertain stochastic systems is suggested by adopting a perturbation estimation process which is to reconstruct total uncertainty with respect to the nominal state transition equation. The predictor and corrector of discrete Kalman filter are reformulated with the perturbation estimator. Successively, the state and perturbation estimation error dynamics and the corresponding error covariance propagation equations are derived as well. Finally we have the recursive algorithm of Combined Kalman Filter-Perturbation Estimator (CKF). The proposed combined Kalman filter-perturbation estimator has the property of integrating innovations and the adaptation capability to system uncertainties. A numerical example is shown to demonstrate the effectiveness of the proposed scheme.

Simulation Performance of WAVE System with Combined DD-CE and LMMSE Smoothing Scheme in Small-Scale Fading Models

  • Seo, Jeong-Wook;Kwak, Jae-Min;Kim, Dong-Ku
    • Journal of information and communication convergence engineering
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    • v.8 no.3
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    • pp.281-288
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    • 2010
  • This paper investigates the performance of IEEE 802.11p wireless access in vehicular environments (WAVE) system in small-scale fading models reported by Georgia Institute of Technology (Georgia Tech). We redesign the small-scale fading models to be applied to the computer simulation and develop the IEEE 802.11p WAVE physical layer simulator to provide the bit error rate and packet error rate performances. Moreover, a new channel estimator using decision directed channel estimation and linear minimum mean square error smoothing is proposed in order to improve the performance of the conventional least square channel estimator using two identical long training symbols. The simulation results are satisfactorily coincident with the scenarios of Georgia Tech report, and the proposed channel estimator significantly outperforms the conventional channel estimator.

LIL FOR KERNEL ESTIMATOR OF ERROR DISTRIBUTION IN REGRESSION MODEL

  • Niu, Si-Li
    • Journal of the Korean Mathematical Society
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    • v.44 no.4
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    • pp.835-844
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    • 2007
  • This paper considers the problem of estimating the error distribution function in nonparametric regression models. Sufficient conditions are given under which the kernel estimator of the error distribution function based on nonparametric residuals satisfies the law of iterated logarithm.

Sensorless Speed Control of Induction motor using the Intelligent Speed Estimator (지능형 속도 추정기를 이용한 유도전동기의 센서리스 속도제어)

  • Park, Jin-Su;Choi, Sung-Dae;Kim, Sang-Hoon;Yoon, Kwang-Ho;Ban, Gi-Jong;Nam, Moon-Hyon;Kim, Lark-Kyo
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.660-662
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    • 2004
  • This paper proposes an Intelligent Speed Estimator in order to realize the speed-sensorless vector control of an induction motor. Intelligent Speed Estimator used Model Reference Adaptive System which has Fuzzy-Neural adaptive mechanism as Speed Estimation method. The Intelligent Speed Estimator estimates the speed of an induction motor with a rotor flux of a reference model and adjustable model in MRAS. The Intelligent Speed Estimator reduces the error of the rotor flux between the voltage flux model and the current flux model using the error and the change of error as input of the Estimator. The computer simulation is executed to verify the propriety and the effectiveness of the proposed speed estimator.

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SOME PROPERTIES OF SIMEX ESTIMATOR IN PARTIALLY LINEAR MEASUREMENT ERROR MODEL

  • Meeseon Jeong;Kim, Choongrak
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.85-92
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    • 2003
  • We consider the partially linear model E(Y) : X$^{t}$ $\beta$+η(Z) when the X's are measured with additive error. The semiparametric likelihood estimation ignoring the measurement error gives inconsistent estimator for both $\beta$ and η(.). In this paper we suggest the SIMEX estimator for f to correct the bias induced by measurement error, and explore its properties. We show that the rational linear extrapolant is proper in extrapolation step in the sense that the SIMEX method under this extrapolant gives consistent estimator It is also shown that the SIMEX estimator is asymptotically equivalent to the semiparametric version of the usual parametric correction for attenuation suggested by Liang et al. (1999) A simulation study is given to compare two variance estimating methods for SIMEX estimator.

A Compensation Method for Mutual Inductance Variation of the Induction Motor by Using Improved Speed Estimator (개선된 속도 추정기에 의한 유도전동기 자화 인덕턴스 변동 보상법)

  • 최정수;김영석;김상욱
    • Proceedings of the KIPE Conference
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    • 1999.07a
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    • pp.505-508
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    • 1999
  • Conventional adaptive speed estimators cannot avoid the influence of the non-linear inductance variation under the saturation conditions. Without speed sensors, it is difficult to identify the inductance variation using a reactive power mode because the model contains a term of the rotor speed. In this paper, we propose a novel speed estimator having hybrid architecture in order to estimate both the rotor speed and the inductance variation simultaneously when the motor flux is saturated. Proposed estimator consists of the error between the flux obtained from the stator voltage equation and the flux estimated from the rotor flux observer. Introducing a new correction term into the estimator increases the estimation ability of the conventional speed estimator even though the motor flux is saturated. The convergence of the speed estimation error is examined by simulation Furthermore, the experimental results show the validity of the proposed method.

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Improved Single-Tone Frequency Estimation by Averaging and Weighted Linear Prediction

  • So, Hing Cheung;Liu, Hongqing
    • ETRI Journal
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    • v.33 no.1
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    • pp.27-31
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    • 2011
  • This paper addresses estimating the frequency of a cisoid in the presence of white Gaussian noise, which has numerous applications in communications, radar, sonar, and instrumentation and measurement. Due to the nonlinear nature of the frequency estimation problem, there is threshold effect, that is, large error estimates or outliers will occur at sufficiently low signal-to-noise ratio (SNR) conditions. Utilizing the ideas of averaging to increase SNR and weighted linear prediction, an optimal frequency estimator with smaller threshold SNR is developed. Computer simulations are included to compare its mean square error performance with that of the maximum likelihood (ML) estimator, improved weighted phase averager, generalized weighted linear predictor, and single weighted sample correlator as well as Cramer-Rao lower bound. In particular, with smaller computational requirement, the proposed estimator can achieve the same threshold and estimation performance of the ML method.

Weighted Least Absolute Error Estimation of Regression Parameters

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • v.8 no.1
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    • pp.23-36
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    • 1979
  • In the multiple linear regression model a class of weighted least absolute error estimaters, which minimize the sum of weighted absolute residuals, is proposed. It is shown that the weighted least absolute error estimators with Wilcoxon scores are equivalent to the Koul's Wilcoxon type estimator. Therefore, the asymptotic efficiency of the proposed estimator with Wilcoxon scores relative to the least squares estimator is the same as the Pitman efficiency of the Wilcoxon test relative to the Student's t-test. To find the estimates the iterative weighted least squares method suggested by Schlossmacher is applicable.

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Design of Intelligent Speed Estimator for Speed Sensorless Control of Induction Motor (유도전동기의 속도 센서리스 제어를 위한 지능형 속도 추정기의 설계)

  • Park, Jin-Su;Choi, Sung-Dae;Kim, Sang-Hoon;Ko, Bong-Woon;Nam, Moon-Hyon;Kim, Lark-Kyo
    • Proceedings of the KIEE Conference
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    • 2004.07d
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    • pp.2304-2306
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    • 2004
  • This paper proposes an Intelligent Speed Estimator in order to realize the speed-sensorless vector control of an induction motor. Intelligent Speed Estimator used Model Reference Adaptive System which has Fuzzy-Neural adaptive mechanism as Speed Estimation method. The Intelligent Speed Estimator estimates the speed of an induction motor with a rotor flux of a reference model and adjustable model in MRAS. The Intelligent Speed Estimator reduces the error of the rotor flux between the voltage flux model and the current flux model using the error and the change of error as input of the Estimator. The computer simulation is executed to verify the propriety and the effectiveness of the proposed speed estimator.

  • PDF