• Title/Summary/Keyword: Estimation error estimator

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Jackknife Kernel Density Estimation Using Uniform Kernel Function in the Presence of k's Unidentified Outliers

  • Woo, Jung-Soo;Lee, Jang-Choon
    • Journal of the Korean Data and Information Science Society
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    • v.6 no.1
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    • pp.85-96
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    • 1995
  • The purpose of this paper is to propose the kernel density estimator and the jackknife kernel density estimator in the presence of k's unidentified outliers, and to compare the small sample performances of the proposed estimators in a sense of mean integrated square error(MISE).

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A Practical Real-Time LOS Rate Estimator with Time-Varying Measurement Noise Variance (시변 측정잡음 모델을 고려한 실시간 시선각 변화율 추정필터)

  • Na, Won-Sang;Lee, Jin-Ik
    • Proceedings of the KIEE Conference
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    • 2003.07d
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    • pp.2082-2084
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    • 2003
  • A practical real-time LOS rate estimator is proposed to handle the time-varying measurement noise statistics. To calculate the optimal Kalman gain, the algebraic transformation method is taken into account. By using the algebraic transformation, the differential algebraic Riccati equation(DARE) regarding estimation error covariance is replaced by the simple algebraic Riccati equation(ARE). The proposed LOS estimation filter gain is only a function of relative range. Consequently, the proposed method is computationally very efficient and suitable for embedded environment.

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Estimation for the Half-Triangle Distribution Based on Progressively Type-II Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.3
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    • pp.951-957
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    • 2008
  • We derive some approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator(MLE) of the scale parameter in the half-triangle distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimators of the reliability function using the proposed estimators. We compare the proposed estimators in the sense of the mean squared error.

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Approximate Maximum Likelihood Estimation for the Three-Parameter Weibull Distribution

  • Kang, S.B.;Cho, Y.S.;Choi, S.H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.209-217
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    • 2001
  • We obtain the approximate maximum likelihood estimators (AMLEs) for the scale and location parameters $\theta$ and $\mu$ in the three-parameter Weibull distribution based on Type-II censored samples. We also compare the AMLEs with the modified maximum likelihood estimators (MMLEs) in the sense of the mean squared error (MSE) based on complete sample.

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Stochastic Error Compensation Method for RDOA Based Target Localization in Sensor Network (통계적 오차보상 기법을 이용한 센서 네트워크에서의 RDOA 측정치 기반의 표적측위)

  • Choi, Ga-Hyoung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.10
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    • pp.1874-1881
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    • 2010
  • A recursive linear stochastic error compensation algorithm is newly proposed for target localization in sensor network which provides range difference of arrival(RDOA) measurements. Target localization with RDOA is a well-known nonlinear estimation problem. Since it can not solve with a closed-form solution, the numerical methods sensitive to initial guess are often used before. As an alternative solution, a pseudo-linear estimation scheme has been used but the auto-correlation of measurement noise still causes unacceptable estimation errors under low SNR conditions. To overcome these problems, a stochastic error compensation method is applied for the target localization problem under the assumption that a priori stochastic information of RDOA measurement noise is available. Apart from the existing methods, the proposed linear target localization scheme can recursively compute the target position estimate which converges to true position in probability. In addition, it is remarked that the suggested algorithm has a structural reconciliation with the existing one such as linear correction least squares(LCLS) estimator. Through the computer simulations, it is demonstrated that the proposed method shows better performance than the LCLS method and guarantees fast and reliable convergence characteristic compared to the nonlinear method.

Estimation of Proportional Control Signal from EMG (EMG 신호에서의 비례제어신호 추정에 관한 연구)

  • Choi, Kwang-Hyeon;Byun, Youn-Shik;Park, Sang-Hui
    • Journal of Biomedical Engineering Research
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    • v.5 no.2
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    • pp.133-142
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    • 1984
  • The EMG signal can be considered as a signal source that expresses the intention of man because it is a electrical signal generated when the man contracts muscles. For proportional control of prostheses, the control signal proportional to the mousle contraction level must be estimated. Typically a foul-wave rectifier and low-pass filter are used to estimate the proportional control signal from the EMG signal. In this paper, it is proposed to use a logarithmic transformation and a linear minimum mean square error estimator. A logarithmic transformation maps the myoelectric signal into an additive control signal-plus-noise domain and the Kalman filter is used to estimate the control signal as a linear minimum mean square error estimator. The performance of this estimator is verified by the computer simulation and the estimator is applied to the EMG obtained from the biceps brachii muscle of normal subjects.

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Estimation of Nugget Size in Resistance Spot Welding Processes Using Artificial Neural Networks (저항 점용접에서 인공신경회로망을 이용한 용융부 추정에 관한 연구)

  • 최용범;장희석;조형석
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.17 no.2
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    • pp.393-406
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    • 1993
  • In resistance spot welding process, size of molten nuggest have been utilized to assess the integrity of the weld quality. However real-time monitoring of the nugget size is an extremely difficult problem. This paper describes the design of an artificial neural networks(ANN) estimator to predict the nugget size for on-line use of weld quality monitoring. The main task of the ANN estimator is to realize the mapping characteristics from the sampled dynamic resistance signal to the actual negget size through training. The structure of the ANN estimator including the number of hidden layers and nodes in a layer is determined by an estimation error analysis. A series of welding experiments are performed to assess the performance of the ANN estimator. The results are quite promissing in that real-time estimation of the invisible nugget size can be achieved by analyzing the dynamic resistance signal without any conventional destructive testing of welds.

L-Estimation for the Parameter of the AR(l) Model (AR(1) 모형의 모수에 대한 L-추정법)

  • Han Sang Moon;Jung Byoung Cheal
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.43-56
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    • 2005
  • In this study, a robust estimation method for the first-order autocorrelation coefficient in the time series model following AR(l) process with additive outlier(AO) is investigated. We propose the L-type trimmed least squares estimation method using the preliminary estimator (PE) suggested by Rupport and Carroll (1980) in multiple regression model. In addition, using Mallows' weight function in order to down-weight the outlier of X-axis, the bounded-influence PE (BIPE) estimator is obtained and the mean squared error (MSE) performance of various estimators for autocorrelation coefficient are compared using Monte Carlo experiments. From the results of Monte-Carlo study, the efficiency of BIPE(LAD) estimator using the generalized-LAD to preliminary estimator performs well relative to other estimators.

Disturbance estimation of optical disc by closed loop output estimator (페루프 외란 검출기를 통한 광디스크 외란 측정)

  • Park, Jin-Young;Chun, Chan-Ho;Jun, Hong-Gul;Lee, Moon-Noh;Hyunseok Yang;Park, Young-Pil
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2001.11b
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    • pp.1166-1171
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    • 2001
  • The method for output disturbance estimation is proposed. In this method, output disturbance is estimated from the closed loop system dynamics using the output and control input signals. In the closed-loop output-disturbance estimator, precise system identification is required to reduce estimation error. The realization of estimator was done by the DSP board (DSPl103), and disturbance estimation in various environments was performed: change of rotation speed, media feature and spindle motor with (or without) auto-ball balancing system (ABS). From these experiments, the disturbance characteristics of ODD under various conditions are analyzed, and the desirable servo loop configuration based these results is proposed.

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BLUE-Based Channel Estimation Technique for Amplify and Forward Wireless Relay Networks

  • PremKumar, M.;SenthilKumaran, V.N.;Thiruvengadam, S.J.
    • ETRI Journal
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    • v.34 no.4
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    • pp.511-517
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    • 2012
  • The best linear unbiased estimator (BLUE) is most suitable for practical application and can be determined with knowledge of only the first and second moments of the probability density function. Although the BLUE is an existing algorithm, it is still largely unexplored and has not yet been applied to channel estimation in amplify and forward (AF)-based wireless relay networks (WRNs). In this paper, a BLUE-based algorithm is proposed to estimate the overall channel impulse response between the source and destination of AF strategy-based WRNs. Theoretical mean square error (MSE) performance for the BLUE is derived to show the accuracy of the proposed channel estimation algorithm. In addition, the Cram$\acute{e}$r-Rao lower bound (CRLB) is derived to validate the MSE performance. The proposed BLUE channel estimation algorithm approaches the CRLB as the length of the training sequence and number of relays increases. Further, the BLUE performs better than the linear minimum MSE estimator due to the minimum variance characteristic exhibited by the BLUE, which happens to be a function of signal-to-noise ratio.