• The Journal of Korean Institute of Communications and Information Sciences
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• v.22 no.1
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• pp.185-192
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• 1997

We propose a method of paramete estimation using order-of-magnitude analysis for optimal boundary smoothing in Mean Field Annealing(MFA) technique in this paper. We previously proposed two boundary smoothing methods for consistent object representation in the previous paper, one is using a constratined regulaization(CR) method and the other is using a MFA method. The CR method causes unnecessary smoothing effects at corners. On the other hand, the MFA method method smooths our the noise without losing sharpness of corners. The MFA algorithm is influenced by several parameters such as standard deviation of the noise, the relativemagnitude of prior ter, initial temperature and final temperature. We propose a general parameter esimation method for optimal boundary smoothing using order-of-magnitude analysis to be used for consistent object representation in this paper. In addition, we prove the effectiveness of our parameter estimation and also show the temperature parameter sensitivities of the algorithm.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.285-294
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• 2005

This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. Method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, three dimensional nonlinear equations are simplified to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, L-ME (or MME) is recommended to use for small sample size( n$\le$100) while MLE is good for large sample size.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.21 no.9
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• pp.1480-1490
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• 1997

A method by which the system parameter matrices can be estimated from measured time data of excitation force and acceleration has been studied. The acceleration data are integrated numerically to obtain the velocities and displacements, and the systm parameters are estimated from these data by solving equations of motion. The characteristics of the method have been investigated through its application to simulated data of 1 DOF and 2 DOF systems and experimental data measured from a simple structure. It was found that the method is very sensitive to measurement noise and the accuracy of the estimated parameters can be improved by averaging the repeatedly measured data and removing the noise. One of the main advantages of the parameter estimation method is that no a priori information about the system under test is required. The method can be easily extended to non-linear parameter estimation.

• The Journal of the Acoustical Society of Korea
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• v.14 no.3
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• pp.90-96
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• 1995

A new method for autoregressive parameter estimation from noisy observation sequence is presented. This method, termed the AP method, is a result of an attempt to make use of the adaptive predictor which is a simple and reliable way of parameter estimation. It is shown theoretically that, for noisy input, the parameter vector computed from the prediction sequence is closer to that of the original sequence than the noisy input sequence is, under the spectral distortion criterion. Simulation results with the Kalman filter as a noise reduction filter and real speech data supported the theory. Roughly speaking, the performance of the parameter set obtained by the AP method is better than noisy one but worse than the EM iteration results. When the simplicity is considered, it could provide a useful alternative to more complicated parameter estimation methods in some applications.

• Structural Engineering and Mechanics
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• v.22 no.4
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• pp.401-418
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• 2006

Solutions to the problems of structural parameter estimation from modal response using leastsquares minimization of force or displacement residuals are generally sensitive to noise in the response measurements. The sensitivity of the parameter estimates is governed by the physical characteristics of the structure and certain features of the noisy measurements. It has been shown that the regularization method can be used to reduce effects of the measurement noise on the estimation error through adding a regularization function to the parameter estimation objective function. In this paper, we adopt the regularization function as the Euclidean norm of the difference between the values of the currently estimated parameters and the a priori parameter estimates. The effect of the regularization function on the outcome of parameter estimation is determined by a regularization factor. Based on a singular value decomposition of the sensitivity matrix of the structural response, it is shown that the optimal regularization factor is obtained by using the maximum singular value of the sensitivity matrix. This selection exhibits the condition where the effect of the a priori estimates on the solutions to the parameter estimation problem is minimal. The performance of the proposed algorithm is investigated in comparison with certain algorithms selected from the literature by using a numerical example.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.37 no.10
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• pp.727-732
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• 1988

In this paper, a parameter estimation method of linear systems with bounded output disturbances is studied. The bound of the disturbances is assumed to known Weighting factors are proposed to modify LS(Least Square) algorithm in the parameter estimation method. The conditions of weighting factors are given so that the estimation method has good convergence properties. This condition is more relaxed form than other known conditions. The compensation term in the estimation equations is represented by a function of the output prediction error and this function should lie in a specified region on x-y plane to satisfy these conditions of weighting factors. A set of weighting factor is selected and an algorithm is proposed using this set of weighting factor. The proposed algorithm is compared with another existing algorithm by simulation and its performance in parameter estimation id discussed.

• International Journal of Reliability and Applications
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• v.3 no.1
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• pp.51-60
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• 2002

This paper presents the methodology for obtaining point and interval estimating of the parameters of a new two-parameter distribution with multiple-censored and singly censored data (Type-I censoring or Type-II censoring) as well as complete data, using the maximum likelihood method. The basis is the likelihood expression for multiple-censored data. Furthermore, this model can be extended to a three-parameter distribution that is added a scale parameter. Then, the parameter estimation can be obtained by the graphical estimation on probability plot.

• Journal of Electrical Engineering and Technology
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• v.7 no.2
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• pp.163-170
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• 2012

This paper presents a DFT (Discrete Fourier Transform) based estimation algorithm for the parameters of a low-frequency oscillating signal. The proposed method estimates the parameters, i.e., the frequency, the damping factor, the mode amplitude, and the phase, by fitting a discrete Fourier spectrum with an exponentially damped cosine function. Parameter estimation algorithms that consider the spectrum leakage of the discrete Fourier spectrum are introduced. The multi-domain mode test functions are tested in order to verify the accuracy and efficiency of the proposed method. The results show that the proposed algorithms are highly applicable to the practical computation of low-frequency parameter estimations based on DFTs.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1209-1217
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• 2006

For the mixture of shifted Poisson distributions, a method of parameter estimation is proposed. The range of the shifted parameters are estimated first and for each shifted parameter set EM algorithm is applied to estimate the other parameters of the distribution. Among the estimated parameter sets, one with minimum likelihood for given data is to be set as the final estimate. In simulation experiments, the suggested estimation method shows to have a good performance.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.7
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• pp.898-902
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• 1999

In this paper, we proposed an algorithm for estimating parameters of nonlinear continuous-discrete state-space system. This algorithm uses the conventional extended Kalman filter(EKF) for estimating state variables, and modifies the recursive prediction error method for parameter estimation of the nonlinear system. Simulation results for both linear and nonlinear measurements under the environment of process and measurement noises show a convincing performance of the proposed algorithm.