• Title/Summary/Keyword: Model-based parameter estimation

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A Study on Adaptive Model Updating and a Priori Threshold Decision for Speaker Verification System (화자 확인 시스템을 위한 적응적 모델 갱신과 사전 문턱치 결정에 관한 연구)

  • 진세훈;이재희;강철호
    • The Journal of the Acoustical Society of Korea
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    • v.19 no.5
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    • pp.20-26
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    • 2000
  • In speaker verification system the HMM(hidden Markov model) parameter updating using small amount of data and the priori threshold decision are crucial factor for dealing with long-term variability in people voices. In the paper we present the speaker model updating technique which can be adaptable to the session-to-intra speaker variability and the priori threshold determining technique. The proposed technique decreases verification error rates which the session-to-session intra-speaker variability can bring by adapting new speech data to speaker model parameter through Baum Welch re-estimation. And in this study the proposed priori threshold determining technique is decided by a hybrid score measurement which combines the world model based technique and the cohen model based technique together. The results show that the proposed technique can lead a better performance and the difference of performance is small between the posteriori threshold decision based approach and the proposed priori threshold decision based approach.

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Dirichlet Process Mixtures of Linear Mixed Regressions

  • Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.625-637
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    • 2015
  • We develop a Bayesian clustering procedure based on a Dirichlet process prior with cluster specific random effects. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet process was implemented to calculate posterior probabilities when the number of clusters was unknown. Our approach (unlike its counterparts) provides simultaneous partitioning and parameter estimation with the computation of the classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. We find that the proposed Dirichlet process mixture model with cluster specific random effects detects clusters sensitively by combining vague edges into different clusters. Examples are given to show how these models perform on real data.

Residual-based copula parameter estimation (잔차를 이용한 코플라 모수 추정)

  • Na, Okyoung;Kwon, Sunghoon
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.267-277
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    • 2016
  • This paper considers we consider the estimation of copula parameters based on residuals in stochastic regression models. We prove that a semiparametric estimator using residual empirical distributions is consistent under some conditions and apply the results to the copula-ARMA model. We provide simulation results for illustration.

The Development of a Fault Diagnosis Model based on the Parameter Estimations of Partial Least Square Models (부분최소제곱법 모델의 파라미터 추정을 이용한 화학공정의 이상진단 모델 개발)

  • Lee, Kwang Oh;Lee, Chang Jun
    • Journal of the Korean Society of Safety
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    • v.34 no.4
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    • pp.59-67
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    • 2019
  • Since it is really hard to construct process models based on prior process knowledges, various statistical approaches have been employed to build fault diagnosis models. However, the crucial drawback of these approaches is that the solutions may vary according to the fault magnitude, even if the same fault occurs. In this study, the parameter monitoring approach is suggested. When a fault occurs in a chemical process, this leads to trigger the change of a process model and the monitoring parameters of process models is able to provide the efficient fault diagnosis model. A few important variables are selected and their predictive models are constructed by partial least square (PLS) method. The Euclidean norms of parameters of PLS models are estimated and a fault diagnosis can be performed as comparing with parameters of PLS models based on normal operational conditions. To improve the monitoring performance, cumulative summation (CUSUM) control chart is employed and the changes of model parameters are recorded to identify the type of an unknown fault. To verify the efficacy of the proposed model, Tennessee Eastman (TE) process is tested and this model can be easily applied to other complex processes.

Bayesian inference of the cumulative logistic principal component regression models

  • Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • v.29 no.2
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    • pp.203-223
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    • 2022
  • We propose a Bayesian approach to cumulative logistic regression model for the ordinal response based on the orthogonal principal components via singular value decomposition considering the multicollinearity among predictors. The advantage of the suggested method is considering dimension reduction and parameter estimation simultaneously. To evaluate the performance of the proposed model we conduct a simulation study with considering a high-dimensional and highly correlated explanatory matrix. Also, we fit the suggested method to a real data concerning sprout- and scab-damaged kernels of wheat and compare it to EM based proportional-odds logistic regression model. Compared to EM based methods, we argue that the proposed model works better for the highly correlated high-dimensional data with providing parameter estimates and provides good predictions.

Structural design of Optimized Interval Type-2 FCM Based RBFNN : Focused on Modeling and Pattern Classifier (최적화된 Interval Type-2 FCM based RBFNN 구조 설계 : 모델링과 패턴분류기를 중심으로)

  • Kim, Eun-Hu;Song, Chan-Seok;Oh, Sung-Kwun;Kim, Hyun-Ki
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.4
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    • pp.692-700
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    • 2017
  • In this paper, we propose the structural design of Interval Type-2 FCM based RBFNN. Proposed model consists of three modules such as condition, conclusion and inference parts. In the condition part, Interval Type-2 FCM clustering which is extended from FCM clustering is used. In the conclusion part, the parameter coefficients of the consequence part are estimated through LSE(Least Square Estimation) and WLSE(Weighted Least Square Estimation). In the inference part, final model outputs are acquired by fuzzy inference method from linear combination of both polynomial and activation level obtained through Interval Type-2 FCM and acquired activation level through Interval Type-2 FCM. Additionally, The several parameters for the proposed model are identified by using differential evolution. Final model outputs obtained through benchmark data are shown and also compared with other already studied models' performance. The proposed algorithm is performed by using Iris and Vehicle data for pattern classification. For the validation of regression problem modeling performance, modeling experiments are carried out by using MPG and Boston Housing data.

A friction compensation scheme based on the on-line estimation with a reduced model (축소 모델을 이용한 마찰력의 마찰력의 온라인 추정 및 보상기법)

  • Choi, Jae-Il;Yang, Sang-Sik
    • Journal of Institute of Control, Robotics and Systems
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    • v.2 no.3
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    • pp.174-180
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    • 1996
  • The friction is one of the nonlinearities to be considered in the precise position control of a system which has electromechanical components. The friction has complicated nonlinear characteristics and depends on the velocity, the position and the time. The conventional fixed friction compensator and the controller based on linear control theory may cause the steady state position error or oscillation. The plant to be controlled in this study is a positioning system with a linear brushless DC motor(LBLDCM). The system behaves like a 4th-order model including the compliance and the friction. In this study, the plant model is simplified to a 2nd-order model to reduce the computation in on- line estimation. Also, to reduce the computation time, only the friction is estimated on-line while the mass and the viscous damping coefficient are fixed to the values obtained from off-line estimation. The validity of the proposed scheme is illustrated with the computer simulation and the experiment where the friction is compensated by using the estimation.

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Development of Prediction Models of Dressroom Surface Condensation - A nodal network model and a data-driven model - (드레스룸 표면 결로 발생 예측 모델 개발 - 노달 모델과 데이터 기반 모델 -)

  • Ju, Eun Ji;Lee, June Hae;Park, Cheol-Soo;Yeo, Myoung Souk
    • Journal of the Architectural Institute of Korea Structure & Construction
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    • v.36 no.3
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    • pp.169-176
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    • 2020
  • The authors developed a nodal network model that simulates the flow of moist air and the thermal behavior of a target area. The nodal network model was enhanced using a parameter estimation technique based on the measured temperature, humidity, and schedule data. However, the nodal model is not good enough for predicting humidity of the target space, having 55.6% of CVRMSE. It is because re-evaporation effect could not be modeled due to uncertain factors in the field measurement. Hence, a data-driven model was introduced using an artificial neural network (ANN). It was found that the data-driven model is suitable for predicting the condensation compared to the nodal model satisfying ASHRAE Guideline with 3.36% of CVRMSE for temprature, relative humidity, and surface temperature on average. The model will be embedded in automated devices for real-time predictive control, to minimize the risk of surface condensation at dressroom in an apartment housing.

ON SIZE-BIASED POISSON DISTRIBUTION AND ITS USE IN ZERO-TRUNCATED CASES

  • Mir, Khurshid Ahmad
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.12 no.3
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    • pp.153-160
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    • 2008
  • A size-biased Poisson distribution is defined. Its characterization by using a recurrence relation for first order negative moment of the distribution is obtained. Different estimation methods for the parameter of the model are also discussed. R-Software has been used for making a comparison among the three different estimation methods.

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DSP-based Robust Nonlinear Speed Control of PM Synchronous Motor Using Adaptive and Sliding Mode Control Techniques

  • Baik, In-Cheol;Kyeong-Hwa;Kwan-Yuhl;Youn, Myung-Joong
    • Journal of Electrical Engineering and information Science
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    • v.3 no.2
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    • pp.251-260
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    • 1998
  • A DSP-based robust nonlinear speed control of a permanent magnet synchronous motor(PMSM) which is robust to unknown parameter variations and speed measurement error is presented. The model reference adaptive system(MRAS) based adaptation mechanisms for the estimation of slowly varying parameters are derived using the Lyapunov stability theory. For the disturbances or quickly varying parameters. a quasi-linearized and decoupled model including the influence of parameter variations and speed measurement error on the nonlinear speed control of a PMSM is derived. Based on this model, a boundary layer integral sliding mode controller to improve the robustness and performance of the nonlinear speed control of a PMSM is designed and compared with the conventional controller. To show the validity of the proposed control scheme, simulations and experimental works are carried out and compared with the conventional control scheme.

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