• 제목/요약/키워드: Recursive estimation

검색결과 330건 처리시간 0.026초

A New Estimator for Seasonal Autoregressive Process

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.31-39
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    • 2001
  • For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

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pH 적정공정의 모델링 및 자기동조 제어기 설계 (Modelling of a pH titration process and design of a self-tuning pH controller)

  • 김우태;이혁희;최태호;이지태
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국내학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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    • pp.476-481
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    • 1988
  • In this paper a pH process of a weak acid with a strong base is modeled into a bilinear form, and a self-tuning pH control algorithm which is robust against initial values of solution and disturbances is presented. The control algorithm employs the recursive least square method for the parameter estimation and the generalised minimum variance criterion as the objective function. The computer simulation shows that the tracking of desired pH values is obtained in satisfactory manner regardless of the initial values chosen for the process.

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유도전동기의 효율적인 회전자 저항 추정 알고리즘에 관한 연구 (A Study on Efficient Rotor Resistance Identification Algorithm for Induction Motros)

  • 오우석;김재윤;김규식
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 1998년도 전력전자학술대회 논문집
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    • pp.239-244
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    • 1998
  • We propose a nonlinear feedback controller that can control the induction motors with high dynamic performance by means of decoupling of motor speed and rotor flux. A new recursive adaptation algorithm for rotor resistance which can be applied to our nonlinear feedback controller is also presented in this paper. Some simulation results show that the adaptation algorithm for rotor resistance is robust against the variation of stator resistance and mutual inductance. In addition, it is computationally simple and has small estimation errors.

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재귀적 최소 자승 추정법을 사용한 원격 센서 시스템 (Passive Telemetry Sensor System using Recursive Least Squares Estimation)

  • 김경엽;이준탁
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2003년도 춘계 학술대회 학술발표 논문집
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    • pp.333-337
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    • 2003
  • 열악한 환경에서 동작해야 하거나 물리적 접근이 어려운 곳에 장착되는 센서 시스템의 경우, 유선에 의한 정보전달이 어려울 뿐만 아니라 센서 내 전원설비가 제한적일 수도 있다. 따라서, 본 논문에서는 이러한 문제점에 대한 해결책으로서 밧데리 없이 유도결합에 의하여 원격 센서로부터 정보 취득이 가능한 한 방법을 제안하였다. 이 방법은 전원공급에 의한 유도 결합식의 원격센서 시스템과는 달리, 원격 센서의 정전용량을 변ㆍ복조 과정 없이 재귀적 최소 자승 추정법에 의해 센서의 정전용량을 고정도로 추정하는 것이다. 이를 위하여 시스템의 유도결합 모델을 사용하여 정확도가 높은 원격 센서 시스템을 구현할 수 있었다.

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동적 비선형 신호의 온라인 모델링

  • 한정희;왕지남
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1994년도 추계학술대회 논문집
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    • pp.371-376
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    • 1994
  • This paper presents an on-line modeling method approach for the machine condition. the machine condition is continuously monitored with a sensor such as, a vibration, a current, an acoustic emission (AE) sensor. In this study, neural network modeling by radial basis function is designed for analysis a prediction error. An on-line learning algorithm is designed using the RLS(recursive least square) estimation and the existing clustering method of Kohonen neural network. Experimental results show that the proposed RBNN modeling is suitable for predicting simulated data.

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시변 망각 인자를 갖는 RLS 알고리즘을 이용한 Nonstationary 신호의 스펙트럼 추정 (Spectral Estimation of Nonstationary Signals Using RLS Algorithm with a Variable Forgetting Factor)

  • 조용수
    • The Journal of the Acoustical Society of Korea
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    • 제12권1E호
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    • pp.56-64
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    • 1993
  • 본 논문은 공간적으로 변하는 스펙트럼을 추정하는 새로운 적응 방법을 제안한다. 제안한 방법에서는 오래된 upstream의 데이터를 망각함으로서 신호의 nonstationarity를 고려해주는 시변망각인자의 개념을 recursive least square(RLS) 알고리즘에 도입하였으며, 관심이 있는 공간영역에서 탐사침을 천천히 움직여 얻은 하나의 데이터 군으로부터 downstream 스펙트럼을 추정하였다. 제시한 방법의 실현 가능성은 실제 실험(wind tunnel 이용)을 통해서 얻은 공간적으로 변하는 nonstatonary 신호의 스펙트럼을 추정하는 과정에서 입증되며 또한 기존의 방법들과 비교함으로서 그 우수성을 보인다.

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An Adaptive Receding Horizon Controller for the Nuclear Steam Generator Water Level

  • Na, Man-Gyun;Sim, Young-Rok
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 ITC-CSCC -3
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    • pp.1479-1482
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    • 2002
  • In this work, a recursive parameter estimation algorithm estimates the mathematical model of steam generators every time step and a receding horizon controller is designed by using this estimated linear steam generator model of which parameters change as time goes on. It was shown through application to a linear model of steam generator that the proposed controller has good performance.

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Levy Method를 이용한 전기음향 변환기의 등가회로변수 추정 (Estimation of Equivalent Circuit Parameters for Electroacoustic Transducer Using Recursive Levy Method)

  • 전병두;이상욱;송준일;성굉모
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 2000년도 학술발표대회 논문집 제19권 2호
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    • pp.345-348
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    • 2000
  • 변환기의 해석 및 선계에 있어서 측정되어진 데이터로부터 그 변환기의 진기, 기계, 음향적인 특성변수를 추출하는 기술의 확보는 설계되어진 변환기의 검증 및 최적화를 위해서 필수적이다. 이와 관련한 기존의 방법은 측정방법이 번거롭고 그 결과 또한 많은 오차를 포함하고 있는 관계로 변환기의 정확한 특성변수를 추출하는데 어려움이 많았다. 본 연구에서는 전기음향변환기의 정확한 특성변수 추출을 위하여 기존의 방법과는 달리 Levy Method 반복적으로 사용하여 그 오차를 최소화하는 알고리듬을 개발하였다.

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Performance Analysis of the Robust Least Squares Target Localization Scheme using RDOA Measurements

  • Choi, Ka-Hyung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • Journal of Electrical Engineering and Technology
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    • 제7권4호
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    • pp.606-614
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    • 2012
  • A practical recursive linear robust estimation scheme is proposed for target localization in the sensor network which provides range difference of arrival (RDOA) measurements. In order to radically solve the known practical difficulties such as sensitivity for initial guess and heavy computational burden caused by intrinsic nonlinearity of the RDOA based target localization problem, an uncertain linear measurement model is newly derived. In the suggested problem setting, the target localization performance of the conventional linear estimation schemes might be severely degraded under the low SNR condition and be affected by the target position in the sensor network. This motivates us to devise a new sensor network localization algorithm within the framework of the recently developed robust least squares estimation theory. Provided that the statistical information regarding RDOA measurements are available, the estimate of the proposition method shows the convergence in probability to the true target position. Through the computer simulations, the omnidirectional target localization performance and consistency of the proposed algorithm are compared to those of the existing ones. It is shown that the proposed method is more reliable than the total least squares method and the linear correction least squares method.

통계적 오차보상 기법을 이용한 센서 네트워크에서의 RDOA 측정치 기반의 표적측위 (Stochastic Error Compensation Method for RDOA Based Target Localization in Sensor Network)

  • 최가형;나원상;박진배;윤태성
    • 전기학회논문지
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    • 제59권10호
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    • pp.1874-1881
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    • 2010
  • A recursive linear stochastic error compensation algorithm is newly proposed for target localization in sensor network which provides range difference of arrival(RDOA) measurements. Target localization with RDOA is a well-known nonlinear estimation problem. Since it can not solve with a closed-form solution, the numerical methods sensitive to initial guess are often used before. As an alternative solution, a pseudo-linear estimation scheme has been used but the auto-correlation of measurement noise still causes unacceptable estimation errors under low SNR conditions. To overcome these problems, a stochastic error compensation method is applied for the target localization problem under the assumption that a priori stochastic information of RDOA measurement noise is available. Apart from the existing methods, the proposed linear target localization scheme can recursively compute the target position estimate which converges to true position in probability. In addition, it is remarked that the suggested algorithm has a structural reconciliation with the existing one such as linear correction least squares(LCLS) estimator. Through the computer simulations, it is demonstrated that the proposed method shows better performance than the LCLS method and guarantees fast and reliable convergence characteristic compared to the nonlinear method.