• Title/Summary/Keyword: Real-time parameter estimation

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Internet Roundtrip Delay Prediction Using the Maximum Entropy Principle

  • Liu, Peter Xiaoping;Meng, Max Q-H;Gu, Jason
    • Journal of Communications and Networks
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    • v.5 no.1
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    • pp.65-72
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    • 2003
  • Internet roundtrip delay/time (RTT) prediction plays an important role in detecting packet losses in reliable transport protocols for traditional web applications and determining proper transmission rates in many rate-based TCP-friendly protocols for Internet-based real-time applications. The widely adopted autoregressive and moving average (ARMA) model with fixed-parameters is shown to be insufficient for all scenarios due to its intrinsic limitation that it filters out all high-frequency components of RTT dynamics. In this paper, we introduce a novel parameter-varying RTT model for Internet roundtrip time prediction based on the information theory and the maximum entropy principle (MEP). Since the coefficients of the proposed RTT model are updated dynamically, the model is adaptive and it tracks RTT dynamics rapidly. The results of our experiments show that the MEP algorithm works better than the ARMA method in both RTT prediction and RTO estimation.

A generalized regime-switching integer-valued GARCH(1, 1) model and its volatility forecasting

  • Lee, Jiyoung;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.29-42
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    • 2018
  • We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

A Study on Intelligent Trajectrory Control for Prosthetic Arm using EMG Signals (근전도신호를 이용한 의수의 지능적 궤적제어에 관한 연구)

  • 장영건;권장우;홍승홍
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.32B no.7
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    • pp.1010-1024
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    • 1995
  • An intelligent trajectory control method that controls a direction and a average velocity for a prosthetic arm by force and direction estimations using EMG signals is proposed. 3 stage linear filters are used as a real time joint trajectory planner to minimize the impact to human body induced by arm motions and to reduce muscle fatigues. We use combination of MLP and fuzzy filter for a limb direction estimation and a time model of force for determining a cartesian trajectory control parameter. EMG signals are acquired by using a amputation simulator and 2 dimensional joystick motion. Simulation results of the proposed method show that the arm is effectively followed the desired trajectory by estimated foreces and directions. This method reduces the number of electrodes and attatched sites compared with the method using Hogan's impedance control.

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A Study on Multi-site Rainfall Prediction Model using Real-time Meteorological Data (실시간 기상자료를 이용한 다지점 강우 예측모형 연구)

  • Jung, Jae-Sung;lee, Jang-Choon;Park, Young-Ki
    • Journal of Environmental Science International
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    • v.6 no.3
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    • pp.205-211
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    • 1997
  • For the prediction of multi-site rainfall with radar data and ground meteorological data, a rainfall prediction model was proposed, which uses the neural network theory, a kind of artifical Intelligence technique. The Input layer of the prediction model was constructed with current ground meteorological data, their variation, moving vectors of rain- fall field and digital terrain of the measuring site, and the output layer was constructed with the predicted rainfall up to 3 hours. In the application of the prediction model to the Pyungchang river basin, the learning results of neural network prediction model showed more Improved results than the parameter estimation results of an existing physically based model. And the proposed model comparisonally well predicted the time distribution of ralnfall.

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Adaptive control of gas metal arc welding process

  • Song, Jae-Bok;Hardt, David-E.
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10b
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    • pp.191-196
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    • 1993
  • Since the welding process is complex and highly nonlinear, it is very difficult to accurately model the process for real-time control. In this paper, a discrete-time transfer function matrix model for gas metal arc welding process is proposed. Although this linearized model is valid only around the operating point of interest, the adaptation mechanism employed in the control system render this model useful over a wide operating range. A multivariable one-step-ahead adaptive control strategy combined with a recursive least-squares method for on-line parameter estimation is implemented in order to achieve the desired weld bead geometries. Command following and disturbance rejection properties of the adaptive control system for both SISO and MIMO cases are investigated by simulation and experiment.

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Driver Adaptive Control Algorithm for Intelligent Vehicle (운전자 주행 특성 파라미터를 고려한 지능화 차량의 적응 제어)

  • Min, Suk-Ki;Yi, Kyong-Su
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.7
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    • pp.1146-1151
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    • 2003
  • In this paper, results of an analysis of driving behavior characteristics and a driver-adaptive control algorithm for adaptive cruise control systems have been described. The analysis has been performed based on real-world driving data. The vehicle longitudinal control algorithm developed in our previous research has been extended based on the analysis to incorporate the driving characteristics of the human drivers into the control algorithm and to achieve natural vehicle behavior of the adaptive cruise controlled vehicle that would feel comfortable to the human driver. A driving characteristic parameters estimation algorithm has been developed. The driving characteristics parameters of a human driver have been estimated during manual driving using the recursive least-square algorithm and then the estimated ones have been used in the controller adaptation. The vehicle following characteristics of the adaptive cruise control vehicles with and without the driving behavior parameter estimation algorithm have been compared to those of the manual driving. It has been shown that the vehicle following behavior of the controlled vehicle with the adaptive control algorithm is quite close to that of the human controlled vehicles. Therefore, it can be expected that the more natural and more comfortable vehicle behavior would be achieved by the use of the driver adaptive cruise control algorithm.

Dynamic Stability Flight Test for Small Aircraft using Modified Maximum Likelihood Estimation (최대공산 추정법을 이용한 항공기 동안정성 비행시험)

  • Lee, Sang-Jong;Park, Jeong-Ho;Chang, Jae-Won;Park, Il-Kyung;Kim, Keun-Taek;Seong, Kie-Jeong
    • Aerospace Engineering and Technology
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    • v.9 no.2
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    • pp.105-115
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    • 2010
  • This technical paper describes and summarizes the flight test results for the longitudinal and lateal-directional dynamic stability characteristics. The target aircraft is the 4-seat carnard type aircraft, FireFly, which has been developed by KARI. Airborne sensors and real-time telemetry system are constructed to obtain the flight test data. The dynamic stability characteristics should be analyzed and tested by estimaitng the aerodynamic parameters in the dymaic equations of motion. The maximum likelihood estimation technique has been applied to the flight data from chirp, 3211, and doublet control inputs.

PID Gain Auto Tuning of ETB by Using RLS (반복 최소 자승법을 이용한 전자식 스로틀 바디의 PID 이득 자동 조정)

  • Jeon, Chan-Sung;Kim, Dae-Sang;Lee, Jang-Myung
    • The Journal of Korea Robotics Society
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    • v.2 no.1
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    • pp.1-8
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    • 2007
  • This paper presents a PID automatic gain-tuning algorithm for the electronic throttle valve which is driven by wire. Since the system characteristics of position control for electronic throttle valve are so complicated that both the real time robustness and the manufacturing cost must be considered for mass production. To resolve this paradox, a kind of algorithm called RLS (Recursive Least Square) is adopted for the control of the ETB (Electronic Throttle Body). Using this algorithm, the PID gains can be adjusted automatically with the estimated system parameters. Furthermore, a pre-filter is supplemented for the sake of the robustness against the friction and loads. From the industrial requests for the system, the design specifications are decided as follows: the settling time should be less than 1sec and the overshoot should be kept below 3%. The results of the experiments based on this approach show that the high robustness can be achieved while the system stability is satisfied steadily. A parameter estimation scheme and a gain-tuning algorithm have been properly combined and utilized in this research and the effectiveness is verified through the real experiments.

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Autocorrelation in Statistical Analyses of Fisheries Time Series Data (수산 관련 시계열 자료를 이용한 통계학적 분석에서의 자기상관에 대한 고찰)

  • Park Young Cheol;Hiyama Yoshiaki
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.35 no.3
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    • pp.216-222
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    • 2002
  • Autocorrelation in time series data can affect statistical inference in correlation or regression analyses. To improve a regression model from which the residuals are autocorrelated, Yule-Walker method, nonlinear least squares estimation, maximum likelihood method and 'prewhitening' method have been used to estimate the parameters in a regression equation. This study reviewed on the estimation methods of preventing spurious correlation in the presence of autocorrelation and applied the former three methods, Yule-Walker, nonlinear least squares and maximum likelihood method, to a 20-year real data set. Monte carlo simulation was used to compare the three parameter estimation methods. However, the simulation results showed that the mean squared error distributions from the three methods simulated do not differ significantly.

Video Augmentation of Virtual Object by Uncalibrated 3D Reconstruction from Video Frames (비디오 영상에서의 비보정 3차원 좌표 복원을 통한 가상 객체의 비디오 합성)

  • Park Jong-Seung;Sung Mee-Young
    • Journal of Korea Multimedia Society
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    • v.9 no.4
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    • pp.421-433
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    • 2006
  • This paper proposes a method to insert virtual objects into a real video stream based on feature tracking and camera pose estimation from a set of single-camera video frames. To insert or modify 3D shapes to target video frames, the transformation from the 3D objects to the projection of the objects onto the video frames should be revealed. It is shown that, without a camera calibration process, the 3D reconstruction is possible using multiple images from a single camera under the fixed internal camera parameters. The proposed approach is based on the simplification of the camera matrix of intrinsic parameters and the use of projective geometry. The method is particularly useful for augmented reality applications to insert or modify models to a real video stream. The proposed method is based on a linear parameter estimation approach for the auto-calibration step and it enhances the stability and reduces the execution time. Several experimental results are presented on real-world video streams, demonstrating the usefulness of our method for the augmented reality applications.

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