• Title/Summary/Keyword: Least square estimator

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Estimation of structure system input force using the inverse fuzzy estimator

  • Lee, Ming-Hui
    • Structural Engineering and Mechanics
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    • v.37 no.4
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    • pp.351-365
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    • 2011
  • This study proposes an inverse estimation method for the input forces of a fixed beam structural system. The estimator includes the fuzzy Kalman Filter (FKF) technology and the fuzzy weighted recursive least square method (FWRLSM). In the estimation method, the effective estimator are accelerated and weighted by the fuzzy accelerating and weighting factors proposed based on the fuzzy logic inference system. By directly synthesizing the robust filter technology with the estimator, this study presents an efficient robust forgetting zone, which is capable of providing a reasonable trade-off between the tracking capability and the flexibility against noises. The period input of the fixed beam structure system can be effectively estimated by using this method to promote the reliability of the dynamic performance analysis. The simulation results are compared by alternating between the constant and adaptive and fuzzy weighting factors. The results demonstrate that the application of the presented method to the fixed beam structure system is successful.

Asymptotic Properties of Least Square Estimator of Disturbance Variance in the Linear Regression Model with MA(q)-Disturbances

  • Jong Hyup Lee;Seuck Heum Song
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.111-117
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    • 1997
  • The ordinary least squares estimator $S^2$ for the variance of the disturbances is considered in the linear regression model with sutocorrelated disturbances. It is proved that the OLS-estimator of disturbance variance is asymptotically unbiased and weakly consistent, when the distrubances are generated by an MA(q) process. In particular, the asymptotic unbiasedness and consistency of $S^2$ is satisfied without any restriction on the regressor matrix.

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Iterative Phase estimation based on Turbo code (터보부호를 이용한 반복 위상 추정기법)

  • Ryu, Joong-Gon;Heo, Jun
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.43 no.12 s.354
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    • pp.1-8
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    • 2006
  • In this paper, we propose carrier phase synchronization algorithm which are base on turbo coded system for DVB-RCS. There have been two categories of phase estimator, single estimator outside turbo code decoder and multiple estimators inside turbo code decoder. In single estimator, we use the estimation algorithm that ML(Maximum Likelihood) and LMS(Least Mean Square), also three different soft decision methods are proposed. Multiple estimator apply PSP(Per Survivor Processing) algorithm additionally. We compared performance between single estimator and Multiple estimator in AWGN channel. We presented the two methods of PSP algorithm for performance elevation. First is the Bi-directional channel estimation and second is binding method.

Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • v.26 no.6
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    • pp.383-395
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    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

Optimization of Detection Method Using a Moving Average Estimator for Speech Enhancement (음성강화를 위한 이동 평균 예측량 기반의 검출방법 최적화)

  • Lee, Soo-Jeong;Shin, Kye-Hyeon;Kim, Soon-Hyob
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.44 no.3
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    • pp.97-104
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    • 2007
  • Adaptive echo canceller(AEC) has become an important component in speech communication systems, including mobile phones and speech recognition. In these applications, the acoustic echo path has a long impulse response. We propose a moving-averge least mean square(MVLMS) algorithm with a detection method for acoustic echo cancellation. Using, the result of the tests that used colored input models clearly shows that the MVLMS detection algorithm has convergence performance superior to the least mean square(LMS) detection algorithm alone. Although the computational complexity of the new MVLMS algorithm is only slightly greater than that of the standard LMS detection algorithm, the new algorithm confers a significant improvement in stability.

A Comparison of Robust Parameter Estimations for Autoregressive Models (자기회귀모형에서의 로버스트한 모수 추정방법들에 관한 연구)

  • Kang, Hee-Jeong;Kim, Soon-Young
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.1
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    • pp.1-18
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    • 2000
  • In this paper, we study several parameter estimation methods used for autoregressive processes and compare them in view of forecasting. The least square estimation, least absolute deviation estimation, robust estimation are compared through Monte Carlo simulations.

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Intelligent fuzzy weighted input estimation method for the input force on the plate structure

  • Lee, Ming-Hui;Chen, Tsung-Chien
    • Structural Engineering and Mechanics
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    • v.34 no.1
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    • pp.1-14
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    • 2010
  • The innovative intelligent fuzzy weighted input estimation method which efficiently and robustly estimates the unknown time-varying input force in on-line is presented in this paper. The algorithm includes the Kalman Filter (KF) and the recursive least square estimator (RLSE), which is weighted by the fuzzy weighting factor proposed based on the fuzzy logic inference system. To directly synthesize the Kalman filter with the estimator, this work presents an efficient robust forgetting zone, which is capable of providing a reasonable compromise between the tracking capability and the flexibility against noises. The capability of this inverse method are demonstrated in the input force estimation cases of the plate structure system. The proposed algorithm is further compared by alternating between the constant and adaptive weighting factors. The results show that this method has the properties of faster convergence in the initial response, better target tracking capability, and more effective noise and measurement bias reduction.

Noise Reduction Algorithm using Average Estimator Least Mean Square Filter of Frame Basis (프레임 단위의 AELMS를 이용한 잡음 제거 알고리즘)

  • Ahn, Chan-Shik;Choi, Ki-Ho
    • Journal of Digital Convergence
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    • v.11 no.7
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    • pp.135-140
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    • 2013
  • Noise estimation and detection algorithm to adapt quickly to changing noise environment using the LMS Filter. However, the LMS Filter for noise estimation for a certain period of time and need time to adapt. If the signal changes occur, have the disadvantage of being more adaptive time-consuming. Therefore, noise removal method is proposed to a frame basis AELMS Filter to compensate. In this paper, we split the input signal on a frame basis in noisy environments. Remove the LMS Filter by configuring noise predictions using the mean and variance. Noise, even if the environment changes fast adaptation time to remove the noise. Remove noise and environmental noise and speech input signal is mixed to maintain the unique characteristics of the voice is a way to reduce the damage of voice information. Noise removal method using a frame basis AELMS Filter To evaluate the performance of the noise removal. Experimental results, the attenuation obtained by removing the noise of the changing environment was improved by an average of 6.8dB.

Design-Based Properties of Least Square Estimators of Panel Regression Coefficients Based on Complex Panel Data (복합패널 데이터에 기초한 최소제곱 패널회귀추정량의 설계기반 성질)

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.515-525
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    • 2010
  • We investigated design-based properties of the ordinary least square estimator(OLSE) and the weighted least square estimator(WLSE) in a panel regression model. Given a complex data we derive the magnitude of the design-based bias of two estimators and show that the bias of WLSE is smaller than that of OLSE. We also conducted a simulation study using Korean welfare panel data in order to compare design-based properties of two estimators numerically. In the study we found the followings. First, the relative bias of OLSE is nearly two times larger than that of WLSE and the bias ratio of OLSE is greater than that of WLSE. Also the relative bias of OLSE remains steady but that of WLSE becomes smaller as the sample size increases. Next, both the variance and mean square error(MSE) of two estimators decrease when the sample size increases. Also there is a tendency that the proportion of squared bias in MSE of OLSE increases as the sample size increase, but that of WLSE decreases. Finally, the variance of OLSE is smaller than that of WLSE in almost all cases and the MSE of OLSE is smaller in many cases. However, the number of cases of larger MSE of OLSE increases when the sample size increases.

Low Pilot Ratio Channel Estimation for OFDM Systems Based on GCE-BEM

  • Wang, Lidong;Lim, Dong-Min
    • Journal of electromagnetic engineering and science
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    • v.7 no.4
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    • pp.195-200
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    • 2007
  • Doubly-selective channel estimator for orthogonal frequency division multiplexing(OFDM) systems is proposed in this paper. Based on the generalized complex exponential basis expansion model(GCE-BEM), we describe the time-variant channel with time-invariant coefficients over multiple OFDM blocks. The time variation of the channel destroys the orthogonality between subcarriers, and the resulting channel matrix in the frequency domain is no longer diagonal, but the main interference comes from the near subcarriers. Based on this, we propose a channel estimator with low pilot ratio. We first develop a least-square(LS) estimator under the assumption that only the maximum Doppler frequency and the channel order are known at the receiver, and then verify that the correlation matrix of inter-channel interference(ICI) is a scaled identity matrix based on which we derive an optimal pilot insertion scheme for the LS estimator in the sense of minimum mean square error. The proposed estimator has the advantages of low pilot ratio and robustness against inter-carrier interference.