• 제목/요약/키워드: Recursive estimation

검색결과 330건 처리시간 0.029초

A Dynamic Discount Approach to the Poisson Process

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제8권2호
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    • pp.271-276
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    • 1997
  • A dynamic discount approach is proposed for the estimation of the Poisson parameter and the forecasting of the Poisson random variable, where the parameter of the Poisson distribution varies over time intervals. The recursive estimation procedure of the Poisson parameter is provided. Also the forecasted distribution of the Poisson random variable in the next time interval based on the information gathered until the current time interval is provided.

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Discount Survival Models

  • Shim, Joo-Y.;Sohn, Joong-K.
    • Journal of the Korean Data and Information Science Society
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    • 제7권2호
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    • pp.227-234
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    • 1996
  • The discount survival model is proposed for the application of the Cox model on the analysis of survival data with time-varying effects of covariates. Algorithms for the recursive estimation of the parameter vector and the retrospective estimation of the survival function are suggested. Also the algorithm of forecasting of the survival function of individuals of specific covariates in the next time interval based on the information gathered until the end of a certain time interval is suggested.

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An Unscented Kalman Filter for Noisy Parameter Estimation of Passive Telemetry Sensor System

  • Kim, Kyung-Yup;Jeong, Jong-Won;Ok, Soo-Yol;Lee, Joon-Tark
    • 한국마린엔지니어링학회:학술대회논문집
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    • 한국마린엔지니어링학회 2005년도 후기학술대회논문집
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    • pp.45-46
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    • 2005
  • In this paper, a passive telemetry sensor system using Unscented Kalman Filter(UKF) is proposed. Specially, to show the effective tracking performance of the UKF, we compared with the tracking performance of Recursive Least Square Estimation (RLSE) using linearization.

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비선형 시스템의 계수추정 알고리즘 연구 (A Study on the Parameter Estimation Algorithm for Nonlinear Systems)

  • 이달호;성상만
    • 대한전기학회논문지:전력기술부문A
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    • 제48권7호
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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.

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고장 왜란 기록기를 위한 주파수 추정 기법의 비교 연구 (Comparative Studies of Frequency Estimation Method for Fault Disturbance Recorder)

  • 박철원
    • 전기학회논문지P
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    • 제61권2호
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    • pp.87-92
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    • 2012
  • Voltage and current phasor estimation has been executed by GPS-based synchronized PMU, which has become an important way of wide-area blackout protection for the prevention of expending faults in a power system. The PMU technique can not easily get the field data and it is impossible to share information, so that there has been used a FNET(Frequency Monitoring Network) method for the wide-area intelligent protection in USA. It consists of FDR(Fault Disturbance Recorder) and IMS(Information Management System). Therefore, FDR must provide an optimal frequency estimation method that is robust to noise and failure. In this paper, we present comparative studies for the frequency estimation method using IRDWT(Improved Recursive Discrete Wavelet Transform), FRDWT(Fast Recursive Discrete Wavelet Transform), and DFT(Discrete Fourier Transform). The Republic of Korea345[kV] power system modeling data by EMTP-RV are used to evaluate the performance of the proposed two kinds of RDWT(Recursive Discrete Wavelet Transform) and DFT. The simulation results show that the proposed frequency estimation technique using FRDWT could be the optimal frequency measurement method, and thus be applied to FDR.

신경회로망과 순환최소자승법을 이용한 Skid-to-Turn 미사일의 공력 파라미터 추정 (Estimation of Aerodynamic Coefficients for a Skid-to-Turn Missile using Neural Network and Recursive Least Square)

  • 김윤환;박균법;송용규;황익호;최동균
    • 한국항공운항학회지
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    • 제20권4호
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    • pp.7-13
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    • 2012
  • This paper is to estimate aerodynamic coefficients needed to determine the missiles' controller design and stability from simulation data of Skid-to-Turn missile. Method of determining aerodynamic coefficients is to apply Neural Network and Recursive Least Square and results were compared and researched. Also analysing actual flight test data was considered and sensor noise was added. Estimate parameter of data with sensor noise added and estimated performance and reliability for both methods that did not need initial values. Both Neural Network and Recursive Least Square methods showed excellent estimate results without adding the noise and with noise added Neural Network method showed better estimate results.

A Coupled Recursive Total Least Squares-Based Online Parameter Estimation for PMSM

  • Wang, Yangding;Xu, Shen;Huang, Hai;Guo, Yiping;Jin, Hai
    • Journal of Electrical Engineering and Technology
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    • 제13권6호
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    • pp.2344-2353
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    • 2018
  • A coupled recursive total least squares (CRTLS) algorithm is proposed for parameter estimation of permanent magnet synchronous machines (PMSMs). TLS considers the errors of both input variables and output ones, and thus achieves more accurate estimates than standard least squares method does. The proposed algorithm consists of two recursive total least squares (RTLS) algorithms for the d-axis subsystem and q-axis subsystem respectively. The incremental singular value decomposition (SVD) for the RTLS obtained by an approximate calculation with less computation. The performance of the CRTLS is demonstrated by simulation and experimental results.

랜덤 심볼열에 기반한 확률분포의 반복적 유클리드 거리 추정법 (Recursive Estimation of Euclidean Distance between Probabilities based on A Set of Random Symbols)

  • 김남용
    • 인터넷정보학회논문지
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    • 제15권4호
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    • pp.119-124
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    • 2014
  • 송신 심볼점과 동일한 확률분포 모양을 갖도록 수신단에서 무작위로 발생시킨 N개의 랜덤 샘플에 대한 확률밀도함수와, 시스템 출력샘플들에 대한 확률밀도함수 사이의 ED 를 기반으로 설계된 블라인드 적응 시스템은 수렴에 이르렀는지 평가하거나 최소 ED 평가를 위해 매 샘플시간 마다 ED 값을 계산한다. 그런데 이 ED 값 추정은 블록 데이터 계산방식으로서 계산량이 많다는 문제점을 지니고 있다. 이 논문에서는 과도한 계산량을 줄일 수 있는 방법으로서 현재 샘플 시간의 ED 값과 다음 샘플 시간의 ED 값 사이의 관계와 다음 샘플시간의 ED 값 계산에 현재 계산된 ED 값을 활용할 수 있는 반복적 ED 추정방법을 제안하였다. 기존의 블록 처리 ED 방법은 계산량 $O(N^2)$을 가지는데 반해 반복적 ED 방법은 계산량 O(N)을 가지며, 시뮬레이션 결과에서 두 방식이 정확히 일치하는 추정결과를 산출하였다.

방대한 기상 레이더 데이터의 원할한 처리를 위한 순환 가중최소자승법 기반 RBF 뉴럴 네트워크 설계 및 응용 (Design of RBF Neural Networks Based on Recursive Weighted Least Square Estimation for Processing Massive Meteorological Radar Data and Its Application)

  • 강전성;오성권
    • 전기학회논문지
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    • 제64권1호
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    • pp.99-106
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    • 2015
  • In this study, we propose Radial basis function Neural Network(RBFNN) using Recursive Weighted Least Square Estimation(RWLSE) to effectively deal with big data class meteorological radar data. In the condition part of the RBFNN, Fuzzy C-Means(FCM) clustering is used to obtain fitness values taking into account characteristics of input data, and connection weights are defined as linear polynomial function in the conclusion part. The coefficients of the polynomial function are estimated by using RWLSE in order to cope with big data. As recursive learning technique, RWLSE which is based on WLSE is carried out to efficiently process big data. This study is experimented with both widely used some Machine Learning (ML) dataset and big data obtained from meteorological radar to evaluate the performance of the proposed classifier. The meteorological radar data as big data consists of precipitation echo and non-precipitation echo, and the proposed classifier is used to efficiently classify these echoes.

ECMA-392 기반 CR 시스템을 위한 채널 추정 기법 연구 (Channel Estimation Schemes for ECMA-392 based CR systems)

  • 최원응;주정석
    • 대한전자공학회논문지TC
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    • 제49권5호
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    • pp.44-50
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    • 2012
  • 개인 휴대용 장치를 위한 최초의 CR (cognitive radio) 표준인 ECMA-392에서는 채널 추정을 위해, 매 프레임마다 2 OFDM 심볼 길이의 long preamble과 13 OFDM 심볼 구간 단위로 반복되는 pilot sub-carrier를 전송해 주도록 하고 있다. 본 논문에서는 ECMA-392 시스템의 long preamble과 pilot sub-carrier를 모두 이용하는 채널 추정 방식들을 고려하며, pilot sub-carrier에서 얻은 채널 추정치에 1차 순환 필터(first order recursive filter)를 적용하고 long preamble에서 얻은 초기 추정치를 필터의 초기 값으로 사용하는 '1차 순환 필터 기반 채널 추정' 방식을 제안한다. 또한 채널 추정 지연을 줄일 수 있는 방안도 제시할 것이며, 컴퓨터 모의실험을 통해 제안된 방식들이 저속 이동 채널 환경에서 우수한 성능을 가짐을 보이고자 한다.