• Title/Summary/Keyword: Markov parameter

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Comparison of the Estimation-Before-Modeling Technique with the Parameter Estimation Method Using the Extended Kalman Filter in the Estimation of Manoeuvring Derivatives of a Ship (선박 조종미계수 식별 시 모델링 전 추정기법과 확장 Kalman 필터에 의한 계수추정법의 비교에 관한 연구)

  • 윤현규;이기표
    • Journal of the Society of Naval Architects of Korea
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    • v.40 no.5
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    • pp.43-52
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    • 2003
  • Two methods which estimate manoeuvring derivatives in the model of hydrodynamic force and moment acting on a manoeuvring ship using sea trial data were compared. One is the widely used parameter estimation method by using the Extended Kalman Filter (EKF), which estimates state variables of linearized state space model at every instant after dealing with the coefficients as the augmented state variables. The other one is the Estimation-Before-Modeling (EBM) technique, so called the two-step method. In the first step, hydrodynamic force of which dynamic model is assumed the third-order Gauss-Markov process is estimated along with motion variables by the EKF and the modified Bryson-Frazier smoother. Then, in the next step, manoeuvring derivatives are identified through the regression analysis. If the exact structure of hydrodynamic force could be known, which was an ideal case, the EKF method would be regarded as being more superior compared to the EBM technique. However the EBM technique was more robust than the EKF method from a realistic point of view where the assumed model structure was slightly different from the real one.

Training HMM Structure and Parameters with Genetic Algorithm and Harmony Search Algorithm

  • Ko, Kwang-Eun;Park, Seung-Min;Park, Jun-Heong;Sim, Kwee-Bo
    • Journal of Electrical Engineering and Technology
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    • v.7 no.1
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    • pp.109-114
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    • 2012
  • In this paper, we utilize training strategy of hidden Markov model (HMM) to use in versatile issues such as classification of time-series sequential data such as electric transient disturbance problem in power system. For this, an automatic means of optimizing HMMs would be highly desirable, but it raises important issues: model interpretation and complexity control. With this in mind, we explore the possibility of using genetic algorithm (GA) and harmony search (HS) algorithm for optimizing the HMM. GA is flexible to allow incorporating other methods, such as Baum-Welch, within their cycle. Furthermore, operators that alter the structure of HMMs can be designed to simple structures. HS algorithm with parameter-setting free technique is proper for optimizing the parameters of HMM. HS algorithm is flexible so as to allow the elimination of requiring tedious parameter assigning efforts. In this paper, a sequential data analysis simulation is illustrated, and the optimized-HMMs are evaluated. The optimized HMM was capable of classifying a sequential data set for testing compared with the normal HMM.

Optimal Bayesian MCMC based fire brigade non-suppression probability model considering uncertainty of parameters

  • Kim, Sunghyun;Lee, Sungsu
    • Nuclear Engineering and Technology
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    • v.54 no.8
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    • pp.2941-2959
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    • 2022
  • The fire brigade non-suppression probability model is a major factor that should be considered in evaluating fire-induced risk through fire probabilistic risk assessment (PRA), and also uncertainty is a critical consideration in support of risk-informed performance-based (RIPB) fire protection decision-making. This study developed an optimal integrated probabilistic fire brigade non-suppression model considering uncertainty of parameters based on the Bayesian Markov Chain Monte Carlo (MCMC) approach on electrical fire which is one of the most risk significant contributors. The result shows that the log-normal probability model with a location parameter (µ) of 2.063 and a scale parameter (σ) of 1.879 is best fitting to the actual fire experience data. It gives optimal model adequacy performance with Bayesian information criterion (BIC) of -1601.766, residual sum of squares (RSS) of 2.51E-04, and mean squared error (MSE) of 2.08E-06. This optimal log-normal model shows the better performance of the model adequacy than the exponential probability model suggested in the current fire PRA methodology, with a decrease of 17.3% in BIC, 85.3% in RSS, and 85.3% in MSE. The outcomes of this study are expected to contribute to the improvement and securement of fire PRA realism in the support of decision-making for RIPB fire protection programs.

Remaining Useful Life Estimation of Li-ion Battery for Energy Storage System Using Markov Chain Monte Carlo Method (마코프체인 몬테카를로 방법을 이용한 에너지 저장 장치용 배터리의 잔존 수명 추정)

  • Kim, Dongjin;Kim, Seok Goo;Choi, Jooho;Song, Hwa Seob;Park, Sang Hui;Lee, Jaewook
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.40 no.10
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    • pp.895-900
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    • 2016
  • Remaining useful life (RUL) estimation of the Li-ion battery has gained great interest because it is necessary for quality assurance, operation planning, and determination of the exchange period. This paper presents the RUL estimation of an Li-ion battery for an energy storage system using exponential function for the degradation model and Markov Chain Monte Carlo (MCMC) approach for parameter estimation. The MCMC approach is dependent upon information such as model initial parameters and input setting parameters which highly affect the estimation result. To overcome this difficulty, this paper offers a guideline for model initial parameters based on the regression result, and MCMC input parameters derived by comparisons with a thorough search of theoretical results.

Modeling and Estimation of Cardiac Conduction System using Hidden Markov Model (HMM을 이용한 심장 전도 시스템의 모델화와 추정)

  • Halm, Zee-Hun;Park, Kwang-Suk
    • Proceedings of the KOSOMBE Conference
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    • v.1997 no.11
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    • pp.222-227
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    • 1997
  • To diagnose cardiac arrhythmia owing to reentry mechanism, cardiac conduction system was modeled by modified Hidden Markov modeled by evaluated. First, simulation of transient conduction states and output waves were made with initially assumed parametric values of cardiac muscle repolariztion time, conduction velocity and its automaticity. The output was a series of onset time and the name of the wave. Parameters determined the rate of beating, lengths of wave intervals, rate of abnormal beats, and the like. Several parameter sets were found to simulate normal sinus rhythm, supraventricular /ventricular tachycardia, atrial /vetricular extrasystole, etc. Then, utilizing the estimation theorems of Hidden Markov Model, the best conduction path was estimated given the previous output. With this modified estimation method, close matching between the simulated conduction path and the estimated one was confirmed.

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Estimation of Markov Chain and Gamma Distribution Parameters for Generation of Daily Precipitation Data from Monthly Data (월 자료로부터 일 강수자료 생성을 위한 Markov 연쇄 및 감마분포 모수 추정)

  • Moon, Kyung Hwan;Song, Eun Young;Son, In Chang;Wi, Seung Hwan;Oh, Soonja;Hyun, Hae Nam
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.19 no.1
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    • pp.27-35
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    • 2017
  • This research was to elucidate the generation method of daily precipitation data from monthly data. We applied a combined method of Markov chain and gamma distribution function using 4 specific parameters of ${\alpha}$, ${\beta}$, p(W/W) and p(W/D) for generation of daily rainfall data using daily precipitation data for the past 30 years which were collected from the country's 23 meteorological offices. Four parameters, applied to use for the combination method, were calculated by maximum likelihood method in location of 23 sites. There are high correlations of 0.99, 0.98 and 0.98 in rainfall days, rainfall probability and mean amount of daily rainfall between measured and simulated data in case of those parameters. In case of using parameters estimated from monthly precipitation, correlation coefficients in rainfall days, rainfall probability and mean amount of daily rainfall are 0.84, 0.83 and 0.96, respectively. We concluded that a combination method with parameter estimation from monthly precipitation data can be applied, in practical purpose such as assessment of climate change in agriculture and water resources, to get daily precipitation data in Korea.

Efficient Methodology in Markov Random Field Modeling : Multiresolution Structure and Bayesian Approach in Parameter Estimation (피라미드 구조와 베이지안 접근법을 이용한 Markove Random Field의 효율적 모델링)

  • 정명희;홍의석
    • Korean Journal of Remote Sensing
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    • v.15 no.2
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    • pp.147-158
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    • 1999
  • Remote sensing technique has offered better understanding of our environment for the decades by providing useful level of information on the landcover. In many applications using the remotely sensed data, digital image processing methodology has been usefully employed to characterize the features in the data and develop the models. Random field models, especially Markov Random Field (MRF) models exploiting spatial relationships, are successfully utilized in many problems such as texture modeling, region labeling and so on. Usually, remotely sensed imagery are very large in nature and the data increase greatly in the problem requiring temporal data over time period. The time required to process increasing larger images is not linear. In this study, the methodology to reduce the computational cost is investigated in the utilization of the Markov Random Field. For this, multiresolution framework is explored which provides convenient and efficient structures for the transition between the local and global features. The computational requirements for parameter estimation of the MRF model also become excessive as image size increases. A Bayesian approach is investigated as an alternative estimation method to reduce the computational burden in estimation of the parameters of large images.

A Codeword Tying Algorithm in Speech Recognition based on Discrete Hidden Markov Model (이산분포 HMM을 이용한 음성인식에서의 코드워드 Tying 알고리즘)

  • Kim, Do-Yeong;Kim, Nam-Soo;Un, Chong-Kwan
    • The Journal of the Acoustical Society of Korea
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    • v.13 no.3
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    • pp.63-70
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    • 1994
  • In this Paper, we propose a new codeword tying algorithm based on a tree structured classfier. The proposed algorithm which can be viewed as a kind of soft decision using statistical properties between codewords and states has an advantage of fast construction, and guarantees a unique optimal solution. Also, it can easily be applied to any speech recognition system based on discrete hidden Markov model (HMM). Experimental results on speaker-independent isolated word recognition show error reduction of $6\%$ for the codebook of size 256 and $9\%$ for 512 size and also HMM parameter reduction of about $20\%$.

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Korean Speech Recognition using DHMM (DHMM을 이용한 한국어 음성 인식)

  • Ann, T.O.;Lee, K.S.;Yoo, H.K.;Lee, H.J.;Cho, H.J.;Byun, Y.G.;Kim, S.H.
    • The Journal of the Acoustical Society of Korea
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    • v.10 no.1
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    • pp.52-60
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    • 1991
  • This paper describes the study on isolated word recognition by using DHMM(Dynamic Hidden Markov Model) which has dynamic feature of spectrum as a parameter. This paper discusses speech recognition experiment basedon HMM which can evaluate not only instantaneous spectral features but also dynamic spectral features. LPC cepstrum parameters is used as a static feature and LPC cepstrum's regression coefficient is used as a dynamic feature. These two features are quantized by each VQ codebook. DHMM is modeled by receiving static vector and dynamic vector by input. In the whole experiment, as recognition experiment using DHMM shows 92.7% of recognition rate while the experiment using conventional HMM shows 88.8% of recognition rate, DHMM proved to be a useful model.

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Analysis of the Wave Spectral Shape Parameters for the Definition of Swell Waves (너울성파랑 정의를 위한 파랑스펙트럼의 형상모수 특성 분석)

  • Ahn, Kyungmo;Chun, Hwusub;Jeong, Weon Mu;Park, Deungdae;Kang, Tae-Soon;Hong, Sung-Jin
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.25 no.6
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    • pp.394-404
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    • 2013
  • In the present study, the characteristics of spectral peakedness parameter $Q_p$, bandwidth parameter ${\varepsilon}$, and spectral width parameter ${\nu}$ were analyzed as a first step to define the swell waves quantitatively. For the analysis, the joint probability density function of significant wave heights and peak periods were newly developed. The MCMC(Markov Chain Monte Carlo) simulations have been performed to generate the significant wave heights and peak periods from the developed probability density functions. Applying the simulated significant wave heights and peak periods to the theoretical wave spectrum models, the spectral shapes parameters were obtained and analyzed. Among the spectral shape parameters, only the spectral peakedness parameter $Q_p$, is shown to be independent with the significant wave height and peak wave period. It also best represents the peakedness of the spectral shape, and henceforth $Q_p$ should be used to define the swell waves with a wave period. For the field verification of the results, wave data obtained from Hupo port and Ulleungdo were analyzed and results showed the same trend with the MCMC simulation results.