• 제목/요약/키워드: L-Estimator

검색결과 105건 처리시간 0.022초

A COMPARATIVE EVALUATION OF THE ESTIMATORS OF THE 2-PARAMETER GENERALIZED PARETO DISTRIBUTION

  • Singh, V.P.;Ahmad, M.;Sherif, M.M.
    • Water Engineering Research
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    • 제4권3호
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    • pp.155-173
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    • 2003
  • Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

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Improving $L_1$ Information Bound in the Presence of a Nuisance Parameter for Median-unbiased Estimators

  • Sung, Nae-Kyung
    • Journal of the Korean Statistical Society
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    • 제22권1호
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    • pp.1-12
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    • 1993
  • An approach to make the information bound sharper in median-unbiased estimation, based on an analogue of the Cramer-Rao inequality developed by Sung et al. (1990), is introduced for continuous densities with a nuisance parameter by considering information quantities contained both in the parametric function of interest and in the nuisance parameter in a linear fashion. This approach is comparable to that of improving the information bound in mean-unbiased estimation for the case of two unknown parameters. Computation of an optimal weight corresponding to the nuisance parameter is also considered.

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Optimal Rates of Convergence for Tensor Spline Regression Estimators

  • Koo, Ja-Yong
    • Journal of the Korean Statistical Society
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    • 제19권2호
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    • pp.105-112
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    • 1990
  • Let (X, Y) be a pair random variables and let f denote the regression function of the response Y on the measurement variable X. Let K(f) denote a derivative of f. The least squares method is used to obtain a tensor spline estimator $\hat{f}$ of f based on a random sample of size n from the distribution of (X, Y). Under some mild conditions, it is shown that $K(\hat{f})$ achieves the optimal rate of convergence for the estimation of K(f) in $L_2$ and $L_{\infty}$ norms.

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Gauss-Markov 추정기를 이용한 비트 동기화를 위한 파라미터 추정에 관한 연구 (A Study on the Parameter Estimation for the Bit Synchronization Using the Gauss-Markov Estimator)

  • 유흥균;안수길
    • 대한전자공학회논문지
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    • 제26권3호
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    • pp.8-13
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    • 1989
  • 부가성 가우시안 잡음 상황하에서, 미지의 확률 분포를 갖는 양극성 2진 불규칙 수형파 신호의 중요한 파라미터인, 진폭과 위상을 Gauss-Markov 추정기를 사용하여 동시에 추정하므로써 전송된 디지탈 데이타를 복원하였다. 그러나, Gauss-Markov 추정기가 이용되기 위해서는 승산기와 적분기로 구성된 상관기를 사용하여, 수신 신호를 표본화 급수로 변환하고 관측된 데이타 벡타를 얻기 위한 사전 처리단계가 필요하게 됨을 알게 되었다.

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Calibrating black hole mass estimators using high quality Keck spectra

  • 박다우;우종학
    • 천문학회보
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    • 제36권1호
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    • pp.52.1-52.1
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    • 2011
  • Black hole masses of Active Galactic Nuclei (AGN) are one of the most important parameters in AGN physics. Based on the virial assumption, black hole masses can be determined from the product of the width of the broad emission lines and the continuum/line luminosities. Using the Low Resolution Imaging Spectrometer(LRIS) at the Keck telescope, we obtained high quality spectra (S/N~100), covering 2300-5500A in the rest-frame, for a sample of 37 intermediate-luminosity AGN at z~0.4, in order to calibrate various black hole mass estimators based on the Mg II (2798A) and the Hbeta (4861A) emission lines. After subtracting continuum and complex FeII emission under Mg II and Hbeta, we fit the broad emission lines using high order Guass-Hermite models to best constrain the profile and the width of the emission lines. Combining the SDSS spectra covering Halpha emission line with the Keck spectra, we determine a set of 6 black hole masses for each object, based on the line width (MgII, Hbeta, and Halpha) and the luminosity (LMgII, LHbeta, LHalpha, L3000, L5100), and calibrate each black hole mass estimator. We will present uncertainties and limitations of each mass estimator.

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약 신호 환경의 AGPS를 위한 잔여주파수 추정기의 주파수 영역 성능 분석 (Performance Analysis of a Residual Frequency Estimator for Weak AGPS Signals in Frequency Domain)

  • 박지희;임현자;송승헌;성태경
    • 제어로봇시스템학회논문지
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    • 제16권7호
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    • pp.720-725
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    • 2010
  • In AGPS method, user position can be obtained even in the shadow region by improving signal sensitivity. A hybrid long integration scheme employing both coherent and non-coherent integration method is commonly used in AGPS receivers. Because coherent loss increases as residual frequency become large, residual frequency should be minimized to maximize coherent integration gain. This paper presents performance analysis of residual frequency estimator using FFT in fine-time assistance AGPS method. Considering the hardware complexity and the estimation accuracy, optimal length of FFT is proposed for GPS L1 C/A signal. Signal sensitivity for estimating the residual frequency is also analysed. By field experimental results, it is found that the residual frequency can be successfully estimated using 1 second snap-shot data when GPS signal strength is larger than -150 dBm and its RMS error is 3Hz.

Online Compensation of Parameter Variation Effects for Robust Interior PM Synchronous Motor Drives

  • Shrestha, Rajendra L.;Seok, Jul-Ki
    • Journal of Power Electronics
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    • 제11권5호
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    • pp.713-718
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    • 2011
  • This paper presents an online voltage disturbance estimator to achieve precise torque control of IPMSMs over a high speed operating region. The proposed design has a type of state-filter based on a Luenburger-style closed loop stator current vector observer. Utilizing the frequency response plot (FRF) approach, the estimation accuracy and the parameter sensitivities are analyzed. Accurate torque control and improved efficiency are provided with the decoupling of the effect of the parameter variations. The feasibility of the presented idea is verified by laboratory experiments.

전기자동차용 매입형 영구자석 동기전동기의 전류제어기 특성 개선 (Improvement of Current Controller Characteristics of Interior Permanent Magnet Synchronous Motor for Electric Vehicle)

  • 박정우;김종무;구대현;김홍근
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1999년도 하계학술대회 논문집 F
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    • pp.2526-2528
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    • 1999
  • Parameters of equivalent circuit of IPMSM are varied according to current magnitude and current phase angle. Especially, Parameter variation of IPMSM for an electric vehicle(EV) is critical. Because current magnitude is very large. and current phase angle range also is wide. So, variation characteristics of $L_d$ and $L_q$ of the IPMSM are analyzed and verified through experiments. And then new parameter estimator of $L_d$ and $L_q$ that is constructed by neural network technique is suggested Using numerical method, the advanced characteristics of current controller of vector control algorithm is verified.

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직렬 상관기를 이용한 디지털 위성방송 주파수 추정회로 설계 (Design of an Efficient Coarse Frequency Estimator Using a Serial Correlator for DVB-S2)

  • 윤형진;선우명훈
    • 한국통신학회논문지
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    • 제33권4A호
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    • pp.434-439
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    • 2008
  • 본 논문은 2세대 위성방송용 표준인 DVB-S2 (Digital Video Broadcasting - Second Generation) 에서 사용하는 대략적 주파수 동기회로를 효율적으로 설계하는 방법을 제안한다. DVB-S2에서 제거해야 하는 대략적인 주파수 오차는 심볼 전송률의 6.25%에 해당하며 심볼 전송률이 25Mspa일 경우 ${\pm}1.5625Mhz$에 달한다. 대략적인 주파수 오차 추정을 위한 데이터 도움방식 (Data-Aided) 의 알고리즘들을 분석하여 L&R (Luise & Reggiannini) 알고리즘이 복잡도와 추정성능 면에서 가장 효율적임을 밝혔다. 그러나 L&R 알고리즘도 여전히 곱셈기와 덧셈기를 다량으로 사용하므로 구현 복잡도가 매우 높다. 본 논문은 버퍼와 멀티플렉서를 이용한 직렬 상관도 연산구조를 제안한다. 제안된 구조는 기존의 구현 방법에 비해 하드웨어 복잡도가 약 92%정도 감소되었다. 제안된 구조는 Xilinx Virtex II FPGA에서 구현되어 검증되었다.

A Note on Estimation of Multinomial Probabilities when Some Frequency Counts are Merged

  • Lee, Sang-Eun;Park, C.J.
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.327-336
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    • 1999
  • In a multinomial sampling scheme some categories may be observed as partially classified because of technical or economic reasons. In this paper the maximum likelihood estimators(M.L.E) of multinomial probabilities are obtained when some frequencies are merged. We obtained the M.L.E and a method to evaluate the information gained by including merged frequencies in M.L.E we obtained an estimator of the covariance matrix and it is used to examine the information gained by including the merged frequency counts in estimating the cell probabilities. When certain individual frequency counts are missing a method is proposed for estimating the cell probabilities using EM algorithms.

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