• 제목/요약/키워드: Measurement Error Variance

검색결과 81건 처리시간 0.026초

레이다 보정형 스트랩다운 관성항법시스템을 위한 적응필터 구성 (Adaptive Filter Design for Radar Aided SDINS)

  • 유명종;박찬주;김현백
    • 제어로봇시스템학회논문지
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    • 제9권6호
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    • pp.420-424
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    • 2003
  • A new adaptive filter is proposed for an aided strapdown inertial navigation system(SDINS). The proposed filter can be used to effectively estimate the time-varying variance of the measurement noise. Then, the in-flight alignment for the radar aided SDINS is designed using the additive quatermion error model. Simulation results show that the proposed adaptive filter effectively improves the performance of the radar aided SDINS.

A General Procedure for Estimating the General Parameter Using Auxiliary Information in Presence of Measurement Errors

  • Singh, Housila P.;Karpe, Namrata
    • Communications for Statistical Applications and Methods
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    • 제16권5호
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    • pp.821-840
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    • 2009
  • This article addresses the problem of estimating a family of general population parameter ${\theta}_{({\alpha},{\beta})}$ using auxiliary information in the presence of measurement errors. The general results are then applied to estimate the coefficient of variation $C_Y$ of the study variable Y using the knowledge of the error variance ${\sigma}^2{_U}$ associated with the study variable Y, Based on large sample approximation, the optimal conditions are obtained and the situations are identified under which the proposed class of estimators would be better than conventional estimator. Application of the main result to bivariate normal population is illustrated.

파라미터 불확실성을 갖는 선형 시스템에 대한 준최적 강인 칼만필터 설계 (Design of Suboptimal Robust Kalman Filter for Linear Systems with Parameter Uncertainty)

  • 진승희;김경근;박진배;윤태성
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1997년도 하계학술대회 논문집 B
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    • pp.620-623
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    • 1997
  • This paper is concerned with the design of a suboptimal Kalman filter with robust state estimation performance for system models represented in the state space, which are subjected to parameter uncertainties in both the state and measurement matrices. Under the assumption that the uncertain system is quadratically stable, if the augmented system composed of the uncertain system and the filter is controllable, the proposed filter can provide the upper bound of the estimation error variance for all admissible uncertain parameters. This upper bound can be represented as the convex function of a parameter introduced in the design procedure, and the optimized upper bound of the estimation error variance can also be found via the optimization of this convex function.

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시변 측정잡음 모델을 고려한 실시간 시선각 변화율 추정필터 (A Practical Real-Time LOS Rate Estimator with Time-Varying Measurement Noise Variance)

  • 나원상;이진익
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 하계학술대회 논문집 D
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    • pp.2082-2084
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    • 2003
  • A practical real-time LOS rate estimator is proposed to handle the time-varying measurement noise statistics. To calculate the optimal Kalman gain, the algebraic transformation method is taken into account. By using the algebraic transformation, the differential algebraic Riccati equation(DARE) regarding estimation error covariance is replaced by the simple algebraic Riccati equation(ARE). The proposed LOS estimation filter gain is only a function of relative range. Consequently, the proposed method is computationally very efficient and suitable for embedded environment.

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비공통오차 증가로 인한 위성항법보강시스템 위치 오차 분산 변화 분석 (Analysis of Position Error Variance on GNSS Augmentation System due to Non-Common Measurement Error)

  • 전향식;안종선;염찬홍;이영재;최영규
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 2008년도 춘계종합학술대회 A
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    • pp.197-200
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    • 2008
  • 위성항법보강시스템은 위성항법시스템 (GNSS : Global Navigation Satellite System)의 측정값에 오차 성분을 제거하여 정밀한 항법 정보를 제공한다. 하지만 기준국과 이동국 사이의 공통오차는 제거할 수 있지만 전리층, 대류층, 신호잡음 등에 의해 발생하는 노이즈 성분의 비 공통오차는 제거할 수 없다. 본 논문에서는 다중 기준국을 사용하여 유동적인 전리층 및 대류층 습윤 증기량에 따라 비공통오차의 증가를 위치 오차 분산 변화를 통해 확인하였다.

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Simplified Noise Modeling of GPS Measurements for a Fast and Reliable Cycle Ambiguity Resolution

  • Park, Byung-Woon;Kee, Chang-Don
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.535-540
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    • 2006
  • The relationship between the observable noise model and the satellite elevation angle can be modeled quite well by an exponential function.[Jin, 1996] Noise size and dependence on the elevation angle are, however, different for each observation and receiver type. Therefore, the coefficient determination of this model is an issue, and various methods including PR-CP, single difference, and time difference have been suggested. The limitations of them are difficulty to model the carrier phase noise and to eliminate bias. To overcome these disadvantages for using Jin's model, we suggest zero baseline double difference (DD) and noise sorting algorithm. Data DD technique in zero baseline is useful to eliminate all the troublesome GPS biases, and the remaining error is the sum of GPS measurement noises from two satellites. These DD residuals for hours should be sorted by the combination of satellite elevation angles, and then variance value of the residual for each combination can be estimated. Using these values, we construct an over-determined linear equation whose solution is a set of noise variance for each satellite elevation angle. With 24hr Trimble 4000ssi data, we easily worked out the coefficients of the noise model not only for pseudorange but also for carrier phase. We estimated the standard deviation of the measurement DD using our model, and plotted 1 and 3 sigma lines for every epoch to verify the representation of the residual error. 63.3% of pseudorange residual and 65.9% of phase error did not exceed the 1 sigma lines. Additionally, 99.2% and 99.5% of them lied within 3sigma line. These figures prove that the Gaussian property of measurement noise, and that the suggested model by our algorithm corresponds to the observable noise information.

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한·중·일 주식시장의 변동성 전이효과에 관한 비교연구 (A Comparative Study on Volatility Spillovers in the Stock Markets of Korea, China and Japan)

  • 이진수;최태영
    • 수산해양교육연구
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    • 제28권1호
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    • pp.127-136
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    • 2016
  • The purpose of this research is to conduct a comparative study on the characteristics of daily volatility spillovers across the stock markets of Korea, China, and Japan. We employ generalized spillover definition and measurement developed by Diebold & Yilmaz (2009, 2012). The sample period is January 5, 1993 to September 25, 2015. From a static full-sample analysis, we find that 8.60% of forecast error variance comes from volatility spillovers. From a 250-day rolling-sample analysis, we discover that there exist significant volatility fluctuations in the stock markets of Korea, China and Japan, expecially during the Asian Financial Crisis (1998-1999) and the US Credit Crisis (2008-2009) after the collapse of Lehman Brothers. From the net directional spillovers across three countries, we come upon that there is neither a definite leader nor a significant follower during the sample period.

태권도 품새 경기의 주관적 평가결과의 오차원 분석: 일반화가능도 이론 적용 (Analysis of error source in subjective evaluation results on Taekwondo Poomsae: Application of generalizability theory)

  • 조은형
    • Journal of the Korean Data and Information Science Society
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    • 제27권2호
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    • pp.395-407
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    • 2016
  • 본 연구는 G-Theory를 적용하여 태권도 품새 평가항목에 대한 채점자 간 평가점수의 신뢰도를 추정하기 위해 G-연구로 경기일 수, 채점자 수를 다중오차원으로 선정하고 이들 변인간의 상호작용으로 인한 오차변량의 상대적 크기에 의해 오차원을 분석하고, G-연구의 결과를 토대로 D-연구를 수행하여 최적의 측정조건을 결정하는 데 목적이 있다. 결과를 요약하면 다음과 같다. G-Theory를 적용하여 태권도 품새 평가항목 중 정확성에 대해 분산성분 추정치를 추정한 결과, 오차의 영향력은 채점자국면에서 가장 크게 나타났으며, 각 설계에 따른 상호효과 (피험자 내), 피험자 간 순서였으며, 표현성 평가항목에 대한 분산성분 추정치 오차의 영향력은 상호효과 (피험자 내)국면에서 가장 크게 나타났으며, 각 설계에 따른 피험자 간, 채점자 국면 순으로 나타났다. 마지막으로 D-연구를 통하여 일반화가능도계수를 추정한 결과, 채점자 수에 따른 최적수준의 측정조건은 정확성 평가항목에서 8명의 채점자일 때 안정적인 신뢰도를 얻을 수 있으며, 표현성 평가항목에서는 7명의 채점자일 때 안정적인 신뢰도를 얻었다.

ON MEASURING THE WELDING TEMPERATURE OF CONNECTOR

  • Deng Jyh-jeng
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
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    • pp.361-377
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    • 1998
  • The measurement of welding temperature of connector is usually performed with an infra red temperature gauge. However, the factors, which influence the temperature measurement, are rarely known. This research used the welding temperature measurement of the connector as an example, applying the experimental design, in two-phase experiments, to search the affecting factors. In phase-I experiment, we used a resolution III, seven-factor fractional factorial design with two levels for each factor. The result showed that none of the factor was significant in affecting the welding temperature when the type I error ${\alpha}$ was 0.05. Next, we did the phase-II factorial experiment with three factors and each factor had three levels. The experiment showed the experimental time was significant in affecting the temperature measurement when the type I error ${\alpha}$ was 0.05. Further Duncan's multiple range tests on the second experimental data showed that the later the experimental time, the weaker the light intensity could have on the temperature measurement and the average of the highest temperatures was lower. Moreover, the later the experimental time, the smaller was the variance of the temperature measurement and the difference between the averages of the highest and the lowest temperatures was also lower.

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순환 DFT 기반의 동기 위상 측정에 있어서 계수 근사에 따른 성능 열화 분석 (Performance degradation caused by coefficient approximation in Sliding-DFT based phasor measurement)

  • 김종윤;장태규
    • 대한전자공학회논문지SP
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    • 제39권4호
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    • pp.470-476
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    • 2002
  • 본 논문에서는 순환 DFT 기반의 위상 측정 알고리즘을 구현함에 있어서 계수 근사 및 주파수 변이에 따른 성능 열화를 해석하였다. 오차의 영향을 해석하기 위해서 근사 순환 DFT식을 이용하여 오차 방정식(error dynamics)을 정의하고 이의 통계적 특성을 이용하여 오차의 특성을 분석한다. 오차 전력은 오차파급의 주요 영향 요소인 근사 bit수, DFT 구간 길이와 잡음에 관한 closed-form으로 유도되어 진다. 해석적으로 유도한 식과 시뮬레이션 실험을 통해 얻을 결과를 비교하여 타당성을 확인하였다.