• Title/Summary/Keyword: Recursive estimation

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A Dynamic Discount Approach to the Poisson Process

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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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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    • v.7 no.2
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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
    • Proceedings of the Korean Society of Marine Engineers Conference
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    • 2005.11a
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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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A Study on the Parameter Estimation Algorithm for Nonlinear Systems (비선형 시스템의 계수추정 알고리즘 연구)

  • Lee, Dal-Ho;Seong, Sang-Man
    • 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.

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

  • Park, Chul-Won
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.61 no.2
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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.

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

  • Kim, Yun-Hwan;Park, Kyun-Bub;Song, Yong-Kyu;Hwang, Ick-Ho;Choi, Dong-Kyun
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.20 no.4
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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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    • v.13 no.6
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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.

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

  • Kim, Namyong
    • Journal of Internet Computing and Services
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    • v.15 no.4
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    • pp.119-124
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    • 2014
  • Blind adaptive systems based on the Euclidean distance (ED) between the distribution function of the output samples and that of a set of random symbols generated at the receiver matching with the distribution function of the transmitted symbol points estimate the ED at each iteration time to examine its convergence state or its minimum ED value. The problem is that this ED estimation obtained by block?data processing requires a heavy calculation burden. In this paper, a recursive ED estimation method is proposed that reduces the computational complexity by way of utilizing the relationship between the current and previous states of the datablock. The relationship provides a ground that the currently estimated ED value can be used for the estimation of the next ED without the need for processing the whole new data block. From the simulation results the proposed recursive ED estimation shows the same estimation values as that of the conventional method, and in the aspect of computational burden, the proposed method requires only O(N) at each iteration time while the conventional block?processing method does $O(N^2)$.

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

  • Kang, Jeon-Seong;Oh, Sung-Kwun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.64 no.1
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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.

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

  • Choi, Won-Eung;Joo, Jung-Suk
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.49 no.5
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    • pp.44-50
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    • 2012
  • ECMA-392 is the first CR (cognitive radio) specification for personal/portable devices in TV white space. In ECMA-392, in addition to the long preamble of 2 OFDM symbols, 4 pilot sub-carriers per OFDM symbol are repeatedly transmitted with the period of 13 OFDM symbols. In this paper, we consider channel estimation schemes using both long preamble and pilot sub-carriers: we propose channel estimation schemes in which a first order recursive filter is used, and present a method for reducing channel estimation delay. Computer simulation results indicate that the proposed schemes perform well over slow Rayleigh fading channels.