• Title/Summary/Keyword: Least Squares Estimation

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Mixed-effects model by projections (사영에 의한 혼합효과모형)

  • Choi, Jaesung
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1155-1163
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    • 2016
  • This paper deals with an estimation procedure of variance components in a mixed effects model by projections. Projections are used to obtain sums of squares instead of using reductions in sums of squares due to fitting both the assumed model and sub-models in the fitting constants method. A projection matrix can be obtained for the residual model at each step by a stepwise procedure to test the hypotheses. A weighted least squares method is used for the estimation of fixed effects. Satterthwaite's approximation is done for the confidence intervals for variance components.

Mass Estimation of a Permanent Magnet Linear Synchronous Motor Applied at the Vertical Axis (수직축 선형 영구자석 동기전동기의 질량 추정)

  • Lee, Jin-Woo;Ji, Jun-Keun;Mok, Hyung-Soo
    • The Transactions of the Korean Institute of Power Electronics
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    • v.13 no.6
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    • pp.487-491
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    • 2008
  • Tuning of the speed controller in the linear servo applications needs the accurate information of a mover mass including a load mass. Therefore this paper proposes the mass estimation method of a permanent magnet linear synchronous motor(PMLSM) applied at the vertical axis by using the recursive Least-Squares estimation algorithm. First, this paper derives the deterministic autoregressive moving average(DARMA) model of the mechanical dynamic system used at the vertical axis. The application of the Least-Squares algorithm to the derived DARMA model gives the mass estimation method. Matlab/Simulink-based simulation and experimental results show that the total mover mass of a PMLSM applied at the vertical axis can be accurately estimated at both no-load and load conditions.

Suboptimal Adaptive Filters for Stochastic Systems with Multisensor Environment

  • Shin, Vladimir;Ahn, Jun-Il
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.2045-2050
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    • 2004
  • An optimal combination of arbitrary number correlated estimates is derived. In particular, for two estimates this combination represents the well-known Millman and Bar-Shalom-Campo formulae for uncorrelated and correlated estimation errors, respectively. This new result is applied to the various estimation problems as least-squares estimation, Kalman filtering, and adaptive filtering. The new approximate adaptive filter with a parallel structure is proposed. It is shown that this filter is very effective for multisensor systems containing different types of sensors. Examples demonstrating the accuracy of the proposed filter are given.

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A Modified Weighted Least Squares Range Estimator for ASM (Anti-Ship Missile) Application

  • Whang Ick-Ho;Ra Won-Sang;Ahn Jo-Young
    • International Journal of Control, Automation, and Systems
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    • v.3 no.3
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    • pp.486-492
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    • 2005
  • A practical recursive WLS (weighted least squares) algorithm is proposed to estimate relative range using LOS (line-of-sight) information for ASM (anti-ship missile) application. Apart from the previous approaches based on the EKF (extended Kalman filter), to ensure good convergence properties in long range engagement situations, the proposed scheme utilizes LOS rate measurements instead of conventionally used LOS angle measurements. The estimation error property for the proposed filter is investigated and a simple error compensator is devised to enhance its estimation error performances. Simulation results indicate that the proposed filter produces very accurate range estimates with extremely small computations.

Estimation and variable selection in censored regression model with smoothly clipped absolute deviation penalty

  • Shim, Jooyong;Bae, Jongsig;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1653-1660
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    • 2016
  • Smoothly clipped absolute deviation (SCAD) penalty is known to satisfy the desirable properties for penalty functions like as unbiasedness, sparsity and continuity. In this paper, we deal with the regression function estimation and variable selection based on SCAD penalized censored regression model. We use the local linear approximation and the iteratively reweighted least squares algorithm to solve SCAD penalized log likelihood function. The proposed method provides an efficient method for variable selection and regression function estimation. The generalized cross validation function is presented for the model selection. Applications of the proposed method are illustrated through the simulated and a real example.

Estimation of Spatial Dependence by Quasi-likelihood Method (의사우도법을 이용한 공간 종속 모형의 추정)

  • 이윤동;최혜미
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.519-533
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    • 2004
  • In this paper, we suggest quasi-likelihood estimation (QLE) method and its robust version in estimating spatial dependence modelled through variogram used for spatial data modelling. We compare the statistical characteristics of the estimators with other popular least squares estimators of parameters for variogram model by simulation study. The QLE method for estimating spatial dependence has the advantages that it does not need the concept of lags commonly required for least squares estimation methods as well as its statistical superiority. The QLE method also shows the statistical superiority to the other methods for the tested Gaussian and non-Gaussian spatial processes.

Estimation of Residual Stresses in Micromachined Films (마이크로머시닝 기술에 의해 형성된 막에 있어서의 잔류응력 추정)

  • Min, Yeong-Hun;Kim, Yong-Gwon
    • The Transactions of the Korean Institute of Electrical Engineers C
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    • v.49 no.6
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    • pp.354-359
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    • 2000
  • A new method of measuring residual stress in micromachined film is proposed. An estimation of residual stress is performed by using least squares fit with an appropriate deflection modeling. an exact value of residual stress is obtained without any of the ambiguities that exist in conventional buckling method, and a good approximation is also obtained by using a few data points. Therefore, the test structures area could be greatly decreased by using this method. The measurement can be done more easily and simply without any actuation or any specific measuring equipment. The structure and fabrication processes described in this paper are simple and widely used in surface micromachining. In addition, in-situ measurement is available by using the proposed method when the test structure and the measurement structure are fabricated on a wafer simultaneously.

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State-of-charge Estimation for Lithium-ion Battery using a Combined Method

  • Li, Guidan;Peng, Kai;Li, Bin
    • Journal of Power Electronics
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    • v.18 no.1
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    • pp.129-136
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    • 2018
  • An accurate state-of-charge (SOC) estimation ensures the reliable and efficient operation of a lithium-ion battery management system. On the basis of a combined electrochemical model, this study adopts the forgetting factor least squares algorithm to identify battery parameters and eliminate the influence of test conditions. Then, it implements online SOC estimation with high accuracy and low run time by utilizing the low computational complexity of the unscented Kalman filter (UKF) and the rapid convergence of a particle filter (PF). The PF algorithm is adopted to decrease convergence time when the initial error is large; otherwise, the UKF algorithm is used to approximate the actual SOC with low computational complexity. The effect of the number of sampling particles in the PF is also evaluated. Finally, experimental results are used to verify the superiority of the combined method over other individual algorithms.

MOMENTS OF VARIOGRAM ESTIMATOR FOR A GENERALIZED SKEW t DISTRIBUTION

  • KIM HYOUNG-MOON
    • Journal of the Korean Statistical Society
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    • v.34 no.2
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    • pp.109-123
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    • 2005
  • Variogram estimation is an important step of spatial statistics since it determines the kriging weights. Matheron's variogram estimator can be written as a quadratic form of the observed data. In this paper, we extend a skew t distribution to a generalized skew t distribution and moments of the variogram estimator for a generalized skew t distribution are derived in closed forms. After calculating the correlation structure of the variogram estimator, variogram fitting by generalized least squares is discussed.

System Identification of a Small Unmanned Rotorcraft (소형 무인 헬리콥터의 시스템 식별)

  • Ryu, Seong-Sook;Song, Yong-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.15 no.1
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    • pp.44-53
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    • 2009
  • In this paper, Recursive Least Squares (RLS) and Fourier Transform Regression (FTR) methods for estimating stability and control derivatives of small unmanned helicopter are evaluated together with MMLE technique. Flight data simulated by using a commercial small-scale helicopter model are exploited to estimate the parameters with accuracies for hover and cruise modes. The performances of the system identification methods are also compared by analyzing the responses of the reconstructed systems using estimated derivatives.