• Proceedings of the KIEE Conference
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• 2003.11c
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• pp.449-451
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• 2003

The estimation of time-series data is fundamental process in many data analysis cases. However, the unwanted measurement error is usually added to true data, so that the exact estimation depends on efficient method to eliminate the error components. The wavelet transform method nowadays is expected to improve the accuracy of estimation, because it is able to decompose and analyze the data in various resolutions. Therefore, the wavelet based Kalman filter method for the estimation of time-series data is proposed in this paper. The wavelet transform separates the data in accordance with frequency bandwidth, and the detail wavelet coefficient reflects the stochastic process of error components. This property makes it possible to obtain the covariance of measurement error. We attempt the estimation of true data through recursive Kalman filtering algorithm with the obtained covariance value. The procedure is verified with the fundamental example of Brownian walk process.

• Journal of the Korean Data and Information Science Society
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• v.14 no.4
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• pp.1007-1012
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• 2003

A recursive procedure for finding the Cholesky root of the inverse of sample covariance matrix, leading to a direct solution for the inverse of a positive definite matrix, is developed using the likelihood equation for the maximum likelihood estimation of the Cholesky root under normality assumptions. An example of the Hilbert matrix is considered for an illustration of the procedure.

• Proceedings of the KIEE Conference
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• 1999.07b
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• pp.868-870
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• 1999

In this paper we obtain a discrete mathmatical model of a Boiler control system from expermental data, we find appropriate input signal and parameter estimation algorithm for identification of the Boiler control system in power plant. Under these conditions experimental data are collected from real system and parameters are estimated by the Recursive Least Square algorithm. The computer simulation results show the parameter estimation algorithm for identification and the effectiveness of controller design of the Boiler control system.

• 제어로봇시스템학회:학술대회논문집
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• 1988.10a
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• pp.178-182
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• 1988

In this study, the motion compensating interpolation algorithm is presented. The presented algorithm allows the unblutted reconstruction of omitted frames. It is shown that the Walker & Rao's estimation algorithm using modified displaced frame difference combined with rectangulat adaptive measurement window increases the reliability of the estimation results. The remark ably improved image quality is achieved by change detection and segmentation.

• Journal of Advanced Marine Engineering and Technology
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• v.28 no.4
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• pp.569-576
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• 2004

In this paper, passive telemetry capacitive humidity sensor system using a RLSE(Recursive Least Square Estimation) technique is proposed. To overcome the problem like power limits and complications that general passive telemetry sensor system including IC chip has, the principle of inductive coupling is applied to model the sensor system. Specially. by applying the forgetting factor we show that the accuracy of its estimation can be improved even in the case of time varying parameter and also the convergence time can be reduced.

• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.155-168
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• 1996

In this paper we consider the multiprocess dynamic normal model with parameters having a time dependent non-linear structure. We develop and study the recursive estimation procedure for the proposed model with normality assumption. It turns out thst the proposed model has nice properties such as insensitivity to outliers and quick reaction to abrupt changes of pattern.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.40 no.2
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• pp.183-191
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• 1991

This paper develops a pole-zero assignment self-tuning regulator utilizing the method of a neural network in the plant parameter estimation. An approach to parameter estimation of the plant with a Hopfield neural network model is proposed, and the control characteristics of the plant are evaluated by means of a simulation for a second-order linear time invariant plant. The results obtained with those of Exponentially Weighted Recursive Least Squares(EWRLS) method are also shown.

• Proceedings of the KIPE Conference
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• 2014.07a
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• pp.542-543
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• 2014

In this paper, an estimation scheme based on an augmented sigma-point Kalman filter to estimate the state of charge (SOC) of the battery is presented, where the battery parameters of the series resistance ($R_o$), diffusion capacitance ($C_1$) and resistance ($R_1$) are also estimated through the recursive least squares (RLS) for better accuracy of the SOC. The effectiveness of the proposed method is verified by simulation results.

• The Journal of the Acoustical Society of Korea
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• v.27 no.5
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• pp.256-261
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• 2008

In this paper, we propose a novel approach to improve the performance of minima controlled recursive averaging (MCRA) which is based on the conditional maximum a posteriori criterion. A crucial component of a practical speech enhancement system is the estimation of the noise power spectrum. One state-of-the-art approach is the minima controlled recursive averaging (MCRA) technique. The noise estimate in the MCRA technique is obtained by averaging past spectral power values based on a smoothing parameter that is adjusted by the signal presence probability in frequency subbands. We improve the MCRA using the speech presence probability which is the a posteriori probability conditioned on both the current observation the speech presence or absence of the previous frame. With the performance criteria of the ITU-T P.862 perceptual evaluation of speech quality (PESQ) and subjective evaluation of speech quality, we show that the proposed algorithm yields better results compared to the conventional MCRA-based scheme.

• Water for future
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• v.27 no.1
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• pp.89-99
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• 1994

Flood forecasting in Korea has been based on the off-line parameter estimation method. But recent flood forecasting studies explore on-line recursive parameter estimation algorithms. In this study, a simultaneous adaptive estimation of system states and parameters for rainfall-runoff model is investigated for on-line real-time flood forecasting and parameter estimation. The proposed flood routing system is composed of Flood forecasting in Korea has been based on the off-line parameter estimation method. But recent flood forecasting studies explore on-line recursive parameter estimation algorithms. In this study, a simultaneous adaptive estimation of system states and parameters for rainfall-runoff model is investigated for on-line real-time flood forecasting and parameter estimation. The proposed flood routing system is composed of ø-index in the assessment of effective rainfall and the cascade of nonlinear reservoirs accounting for translation effect in flood routing. To combine the flood routing model with a parameter estimation model, system states and parameters are treated with the extended state-space formulation. Generalized least squares and maximum a posterior estimation algorithms are comparatively examined as estimation techniques for the state-space model. The sensitivity analysis is to investigate the identifiability of the parameters. The index of sensitivity used in this study is the covariance matrix of the estimated parameters.-index in the assessment of effective rainfall and the cascade of nonlinear reservoirs accounting for translation effect in flood routing. To combine the flood routing model with a parameter estimation model, system states and parameters are treated with the extended state-space formulation. Generalized least squares and maximum a posterior estimation algorithms are comparatively examined as estimation techniques for the state-space model. The sensitivity analysis is to investigate the identifiability of the parameters. The index of sensitivity used in this study is the covariance matrix of the estimated parameters.