• Title/Summary/Keyword: Linear Quadratic Estimation

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Non-negative Unbiased MSE Estimation under Stratified Multi-stage Sampling

  • Kim, Kyuseong
    • Journal of the Korean Statistical Society
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    • v.30 no.4
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    • pp.637-644
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    • 2001
  • We investigated two kinds of mean square error (MSE) estimator of homogeneous linear estimator (HLE) for the population total under stratified multi-stage sampling. One is studied when the second stage variance component is estimable and the other is found in cafe it is not estimable. The proposed estimators are necessary forms of non-negative unbiased MSE estimators of HLE.

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ON ANALYTICAL SOLUTION OF NON LINEAR ROLL EQUATION OF SHIPS

  • Tata S. Rao;Shoji Kuniaki;Mita Shigeo;Minami Kiyokazu
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2006.10a
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    • pp.134-143
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    • 2006
  • Out of all types of motions the critical motions leading to capsize is roll. The dynamic amplification in case of roll motion may be large for ships as roll natural frequency generally falls within the frequency range of wave energy spectrum typical used for estimation of motion spectrum. Roll motion is highly non-linear in nature. Den are various representations of non-linear damping and restoring available in literature. In this paper an uncoupled non-linear roll equations with three representation of damping and cubic restoring term is solved using a perturbation technique. Damping moment representations are linear plus quadratic velocity damping, angle dependant damping and linear plus cubic velocity dependant damping. Numerical value of linear damping coefficient is almost same for all types but non-linear damping is different. Linear and non-linear damping coefficients are obtained form free roll decay tests. External rolling moment is assumed as deterministic with sinusoidal form. Maximum roll amplitude of non-linear roll equation with various representations of damping is calculated using analytical procedure and compared with experimental results, which are obtained form forced tests in regular waves by varying frequency with three wave heights. Experiments indicate influence of non-linearity at resonance frequency. Both experiment and analytical results indicates increase in maximum roll amplitude with wave slope at resonance. Analytical results are compared with experiment results which indicate maximum roll amplitude analytically obtained with angle dependent and cubic velocity damping are equal and difference from experiments with these damping are less compared to non-linear equation with quadratic velocity damping.

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Estimating dose-response curves using splines: a nonparametric Bayesian knot selection method

  • Lee, Jiwon;Kim, Yongku;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.287-299
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    • 2022
  • In radiation epidemiology, the excess relative risk (ERR) model is used to determine the dose-response relationship. In general, the dose-response relationship for the ERR model is assumed to be linear, linear-quadratic, linear-threshold, quadratic, and so on. However, since none of these functions dominate other functions for expressing the dose-response relationship, a Bayesian semiparametric method using splines has recently been proposed. Thus, we improve the Bayesian semiparametric method for the selection of the tuning parameters for splines as the number and location of knots using a Bayesian knot selection method. Equally spaced knots cannot capture the characteristic of radiation exposed dose distribution which is highly skewed in general. Therefore, we propose a nonparametric Bayesian knot selection method based on a Dirichlet process mixture model. Inference of the spline coefficients after obtaining the number and location of knots is performed in the Bayesian framework. We apply this approach to the life span study cohort data from the radiation effects research foundation in Japan, and the results illustrate that the proposed method provides competitive curve estimates for the dose-response curve and relatively stable credible intervals for the curve.

A Constrained Receding Horizon Estimator with FIR Structures

  • Kim, Pyung-Soo;Lee, Young-Sam
    • Transactions on Control, Automation and Systems Engineering
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    • v.3 no.4
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    • pp.289-292
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    • 2001
  • This paper concerns with a receding horizon estimator (RHE) for discrete-time linear systems subject to constraints on the estimate. In solving the optimization for every horizons, the past all measurement data outside the horizon is discarded and thus the arrival cost is not considered. The RHE in the current work is a finite impulse response (FIR) structure which has some good inherent properties. The proposed RHE can be represented in the simple matrix form for the unconstrained case. Various numerical examples demonstrate how including constraints in the RHE can improve estimation performance. Especially, in the application to the unknown input estimation, it will be shown how the FIR structure in the RHE can improve the estimation speed.

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Estimation of the Optimal Ratio of Standardized Ileal Digestible Threonine to Lysine for Finishing Barrows Fed Low Crude Protein Diets

  • Xie, Chunyuan;Zhang, Shihai;Zhang, Guijie;Zhang, Fengrui;Chu, Licui;Qiao, Shiyan
    • Asian-Australasian Journal of Animal Sciences
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    • v.26 no.8
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    • pp.1172-1180
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    • 2013
  • Two experiments were conducted to determine the standardized ileal digestible (SID) lysine (Lys) requirement and the ideal SID threonine (Thr) to Lys ratio for finishing barrows. In Exp. 1, 120 barrows with an average body weight of $72.8{\pm}3.6$ kg were allotted to one of six dietary treatments in a randomized complete block design conducted for 35 d. Each diet was fed to five pens of pigs containing four barrows. A normal crude protein (CP) diet providing 15.3% CP and 0.71% SID Lys and five low CP diets providing 12% CP with SID Lys concentrations of 0.51, 0.61, 0.71, 0.81 and 0.91% were formulated. Increasing the SID Lys content of the diet resulted in an increase in weight gain (linear effect p = 0.04 and quadratic effect p = 0.08) and an improvement in feed conversion ratio (FCR) (linear effect p = 0.02 and quadratic effect p = 0.02). For weight gain and FCR, the estimated SID Lys requirement of finishing barrows were 0.71 and 0.71% (linear broken-line analysis), 0.79 and 0.78% (quadratic analysis), respectively. Exp. 2 was a 26 d dose-response study using SID Thr to Lys ratios of 0.56, 0.61, 0.67, 0.72 and 0.77. A total of 138 barrows weighing $72.5{\pm}4.4$ kg were randomly allotted to receive one of the five diets. All diets were formulated to contain 0.61% SID Lys (10.5% CP), which is slightly lower than the pig's requirement. Weight gain was quadratically (p = 0.03) affected by SID Thr to Lys ratio while FCR was linearly improved (p = 0.02). The SID Thr to Lys ratios for maximal weight gain and minimal FCR and serum urea nitrogen (SUN) were 0.67, 0.71 and 0.64 using a linear broken-line model and 0.68, 0.78 and 0.70 using a quadratic model, respectively. Based on the estimates obtained from the broken-line and quadratic analysis, we concluded that the dietary SID Lys requirement for both maximum weight gain and minimum FCR was 0.75%, and an optimum SID Thr to Lys ratio was 0.68 to maximize weight gain, 0.75 to optimize FCR and 0.67 to minimize SUN for finishing barrows.

Analysis of an Inverse Heat Conduction Problem Using Maximum Entropy Method (최대엔트로피법을 이용한 역열전도문제의 해석)

  • Kim, Sun-Kyoung;Lee, Woo-Il
    • Proceedings of the KSME Conference
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    • 2000.04b
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    • pp.144-147
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    • 2000
  • A numerical method for the solution of one-dimensional inverse heat conduction problem is established and its performance is demonstrated with computational results. The present work introduces the maximum entropy method in order to build a robust formulation of the inverse problem. The maximum entropy method finds the solution that maximizes the entropy functional under given temperature measurement. The philosophy of the method is to seek the most likely inverse solution. The maximum entropy method converts the inverse problem to a non-linear constrained optimization problem of which constraint is the statistical consistency between the measured temperature and the estimated temperature. The successive quadratic programming facilitates the maximum entropy estimation. The gradient required fur the optimization procedure is provided by solving the adjoint problem. The characteristic feature of the maximum entropy method is discussed with the illustrated results. The presented results show considerable resolution enhancement and bias reduction in comparison with the conventional methods.

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Design of Incoming Ballistic Missile Tracking Systems Using Extended Robust Kalman Filter (확장 강인 칼만 필터를 이용한 접근 탄도 미사일 추적 시스템 설계)

  • 이현석;나원상;진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.188-188
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    • 2000
  • The most important problem in target tracking can be said to be modeling the tracking system correctly. Although the simple linear dynamic equation for this model has used until now, the satisfactory performance could not be obtained owing to uncertainties of the real systems in the case of designing the filters baged on the dynamic equations. In this paper, we propose the extended robust Kalman filter (ERKF) which can be applied to the real target tracking system with the parameter uncertainties. A nonlinear dynamic equation with parameter uncertainties is used to express the uncertain system model mathematically, and a measurement equation is represented by a nonlinear equation to show data from the radar in a Cartesian coordinate frame. To solve the robust nonlinear filtering problem, we derive the extended robust Kalman filter equation using the Krein space approach and sum quadratic constraint. We show the proposed filter has better performance than the existing extended Kalman filter (EKF) via 3-dimensional target tracking example.

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Mean estimation of small areas using penalized spline mixed-model under informative sampling

  • Chytrasari, Angela N.R.;Kartiko, Sri Haryatmi;Danardono, Danardono
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.349-363
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    • 2020
  • Penalized spline is a suitable nonparametric approach in estimating mean model in small area. However, application of the approach in informative sampling in a published article is uncommon. We propose a semiparametric mixed-model using penalized spline under informative sampling to estimate mean of small area. The response variable is explained in terms of mean model, informative sample effect, area random effect and unit error. We approach the mean model by penalized spline and utilize a penalized spline function of the inclusion probability to account for the informative sample effect. We determine the best and unbiased estimators for coefficient model and derive the restricted maximum likelihood estimators for the variance components. A simulation study shows a decrease in the average absolute bias produced by the proposed model. A decrease in the root mean square error also occurred except in some quadratic cases. The use of linear and quadratic penalized spline to approach the function of the inclusion probability provides no significant difference distribution of root mean square error, except for few smaller samples.

An Estimation of Springing Responses for Recent Ships

  • Park, In-Kyu;Kim, Jong-Jin
    • Journal of Ocean Engineering and Technology
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    • v.19 no.6 s.67
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    • pp.58-63
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    • 2005
  • The estimation of springing responses for recent ships is carried out, and application to a ship design is described. To this aim, springing effects on hull girder were re-evaluated, including non-linear wave excitations and torsional vibrations of the hull. The Timoshenko beam model was used to calculate stress distribution on the hull girder, using the superposition method. The quadratic strip method was employed to calculate the hydrodynamic forces and moments on the hull. In order to remove the irregular frequencies, we adopted 'rigid lid' on the hull free surface level, and addedasymptotic interpolation along the high frequency range. Several applications were carried out on the following existing ships: The Bishop and Price's container ship, S-175 container ship, large container, VLCC, and ore carrier. One of them is compared with the ship measurement result, while another with that of the model test. The comparison between the analytical solution and the numerical solution for a homogeneous beam-type artificial ship shows good agreement. It is found that Most springing energy comesfrom high frequency waves for the ships having low natural frequency and North Atlantic route etc. Therefore, the high frequency tail of the wave spectrum should be increased by $\omega$$\^{-3}$ instead of $\omega$$\^{-4}$ or $\omega$$\^{-5}$ for the springing calculation.

Integrated System for Autonomous Proximity Operations and Docking

  • Lee, Dae-Ro;Pernicka, Henry
    • International Journal of Aeronautical and Space Sciences
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    • v.12 no.1
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    • pp.43-56
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    • 2011
  • An integrated system composed of guidance, navigation and control (GNC) system for autonomous proximity operations and the docking of two spacecraft was developed. The position maneuvers were determined through the integration of the state-dependent Riccati equation formulated from nonlinear relative motion dynamics and relative navigation using rendezvous laser vision (Lidar) and a vision sensor system. In the vision sensor system, a switch between sensors was made along the approach phase in order to provide continuously effective navigation. As an extension of the rendezvous laser vision system, an automated terminal guidance scheme based on the Clohessy-Wiltshire state transition matrix was used to formulate a "V-bar hopping approach" reference trajectory. A proximity operations strategy was then adapted from the approach strategy used with the automated transfer vehicle. The attitude maneuvers, determined from a linear quadratic Gaussian-type control including quaternion based attitude estimation using star trackers or a vision sensor system, provided precise attitude control and robustness under uncertainties in the moments of inertia and external disturbances. These functions were then integrated into an autonomous GNC system that can perform proximity operations and meet all conditions for successful docking. A six-degree of freedom simulation was used to demonstrate the effectiveness of the integrated system.