• 제목/요약/키워드: Initial Estimate

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Kalman filter를 이용한 위치추정 알고리즘의 성능 분석 (Performance Analysis of Emitter Localization Using Kalman Filter)

  • 이준호;조성우;이동근
    • 한국군사과학기술학회지
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    • 제12권6호
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    • pp.727-732
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    • 2009
  • In this paper, the dependence of the Kalman filter-based emitter location algorithm on the initial estimate is investigated. Given all the LOB data, the initial estimate of the emitter location is obtained from the linear LSE algorithm with the former LOB data. Using the initial estimate, the Kalman filter algorithm is applied with the remaining LOB data to update the initial estimate. It is shown that as the number of data used in the calculation of the initial estimate increases, the accuracy of the final estimate is improved and the total computational complexity of obtaining the initial estimate and the final estimate increases. In addition, the dependence of the performance of the Kalman filter algorithm on the predefined constant is illustrated.

PROBABILISTIC MEASUREMENT OF RISK ASSOCIATED WITH INITIAL COST ESTIMATES

  • Seokyon Hwang
    • 국제학술발표논문집
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    • The 5th International Conference on Construction Engineering and Project Management
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    • pp.488-493
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    • 2013
  • Accurate initial cost estimates are essential to effective management of construction projects where many decisions are made in the course of project management by referencing the estimates. In practice, the initial estimates are frequently derived from historical actual cost data, for which standard distribution-based techniques are widely applied in the construction industry to account for risk associated with the estimates. This approach assumes the same probability distribution of estimate errors for any selected estimates. This assumption, however, is not always satisfied. In order to account for the probabilistic nature of estimate errors, an alternative method for measuring the risk associated with a selected initial estimate is developed by applying the Bayesian probability approach. An application example include demonstrates how the method is implemented. A hypothesis test is conducted to reveal the robustness of the Bayesian probability model. The method is envisioned to effectively complement cost estimating methods that are currently in use by providing benefits as follows: (1) it effectively accounts for the probabilistic nature of errors in estimates; (2) it is easy to implement by using historical estimates and actual costs that are readily available in most construction companies; and (3) it minimizes subjective judgment by using quantitative data only.

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농촌유역에서의 초기강우손실 특성분석과 계수 산정식 개발 - 금강.삽교천 중소유역을 중심으로- (Characteristic Analysis of the Coefficient of Initial Abstraction and Development of its Formular in the Rural Watersheds - for the Small-Medium Watersheds in the Geum and Sapkyo River -)

  • 김태철;이정선
    • 한국농공학회논문집
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    • 제50권6호
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    • pp.3-12
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    • 2008
  • It is important to estimate accurate effective rainfall to analyse flood flow and long-term runoff for the rational planning, design, and management of water resource. The initial abstraction is also important to estimate effective rainfall. The Soil Conservation Service (SCS) has developed a procedure and it has been most commonly applied to estimate effective rainfall. But the SCS method still has weak points, because of unnatural assumptions such as antecedent moisture conditions and initial abstraction. The coefficient of initial abstraction(K) is depending on the soil moisture condition and antecedent rainfall. The maximum storage capacity of Umax which is calibrated by stream flow data in the proposed watershed was derived from the DAWAST(DAily WAtershed STreamflow) model. The values of K obtained from 69 storm events at the five watersheds are ranging from 0.133 to 0.365 and its mean value is 0.207. Effective rainfall could be estimated more reasonably by introducing new concept of initial abstraction. The equation of $K=0.076Sa^{0.255}$ was recommended instead of 0.2 and it could be applicable to the small-medium rural watersheds.

A Probabilistic Interpretation of the KL Spectrum

  • Seongbaek Yi;Park, Byoung-Seon
    • Journal of the Korean Statistical Society
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    • 제29권1호
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    • pp.1-8
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    • 2000
  • A spectrum minimizing the frequency-domain Kullback-Leibler information number has been proposed and used to modify a spectrum estimate. Some numerical examples have illustrated the KL spectrum estimate is superior to the initial estimate, i.e., the autocovariances obtained by the inverse Fourier transformation of the KL spectrum estimate are closer to the sample autocovariances of the given observations than those of the initial spectrum estimate. Also, it has been shown that a Gaussian autoregressive process associated with the KL spectrum is the closest in the timedomain Kullback-Leibler sense to a Gaussian white noise process subject to given autocovariance constraints. In this paper a corresponding conditional probability theorem is presented, which gives another rationale to the KL spectrum.

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Integer-Valued HAR(p) model with Poisson distribution for forecasting IPO volumes

  • SeongMin Yu;Eunju Hwang
    • Communications for Statistical Applications and Methods
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    • 제30권3호
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    • pp.273-289
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    • 2023
  • In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

A Fast Algorithm for Real-time Adaptive Notch Filtering

  • Kim, Haeng-Gihl
    • Journal of information and communication convergence engineering
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    • 제1권4호
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    • pp.189-193
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    • 2003
  • A new algorithm is presented for adaptive notch filtering of narrow band or sine signals for embedded among broad band noise. The notch filter is implemented as a constrained infinite impulse response filter with a minimal number of parameters, Based on the recursive prediction error (RPE) method, the algorithm has the advantages of the fast convergence, accurate results and initial estimate of filter coefficient and its covariance is revealed. A convergence criterion is also developed. By using the information of the noise-to-signal power, the algorithm can self-adjust its initial filter coefficient estimate and its covariance to ensure convergence.

EXTINCTION AND POSITIVITY OF SOLUTIONS FOR A CLASS OF SEMILINEAR PARABOLIC EQUATIONS WITH GRADIENT SOURCE TERMS

  • Yi, Su-Cheol
    • 충청수학회지
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    • 제30권4호
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    • pp.397-409
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    • 2017
  • In this paper, we investigated the extinction, positivity, and decay estimates of the solutions to the initial-boundary value problem of the semilinear parabolic equation with nonlinear gradient source and interior absorption terms by using the integral norm estimate method. We found that the decay estimates depend on the choices of initial data, coefficients and domain, and the first eigenvalue of the Laplacean operator with homogeneous Dirichlet boundary condition plays an important role in the proofs of main results.

A Study on the Efficiency of a Two Stage Shrinkage Testimator for the Mean of an Exponential Distribution

  • Myung-Sang Moon
    • Communications for Statistical Applications and Methods
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    • 제5권1호
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    • pp.231-238
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    • 1998
  • A two stage shrinkage testimator for the mean of an exponential distribution is considered with the assumption that an initial estimate of the mean is available. Mean squared error(MSE) of testimator and its relative efficiency (to usual single sample mean) are briefly reviewed. It is shown that relative efficiency depends only on the ratio of true mean value and its initial estimate.

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초기 설계단계에서 개산 견적의 수량산출에 의한 건축공사비 작성에 대한 고찰 - 공사비 관리 사례 및 작업 방법을 중심으로 - (Consideration on the Creation of Construction Cost by Calculating the Quantity at the Planning Design Stage - Focusing on Construction Cost Management Vases and Work Methods -)

  • 현동명;전상훈
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2021년도 봄 학술논문 발표대회
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    • pp.329-330
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    • 2021
  • The calculation of the correct construction value in the construction should be investigated after the quantity is calculated. In order to calculate the quantity requires a lot of cost and time, and the initial accurate quantity calculation is not possible. Therefore, in the planning step in order to successfully complete the project to demonstrate the practicality of the difference between the construction cost by the construction design by presenting a method for calculate the quantity through the estimate with the construction open, floor plan, surface view, section.

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