• Journal of Communications and Networks
• /
• v.14 no.3
• /
• pp.237-242
• /
• 2012

One of the major problems for accurate channel estimation in power line communication systems is impulsive noise. Traditional channel estimation algorithms are based on the assumption of Gaussian noise, or the need to locate the positions of impulsive noise. The algorithms may lose optimality when impulsive noise exists in the channel, or if the location estimation of impulsive noise is inaccurate. In the present paper, an effective channel estimation algorithm based on a robust cost function is proposed to mitigate impulsive noise. The proposed method can provide a closed-form solution, and the application of robust estimation theory enables the proposed method to be free from localization of impulsive noise and thus can guarantee that the proposed method has better performance. Simulations verified the proposed algorithm.

• ETRI Journal
• /
• v.29 no.1
• /
• pp.110-112
• /
• 2007

As an alternative to the classic linear detector which only assumes noise variance, a new robust detector with noise variance estimation censoring input signals over AWGN is proposed. The results demonstrate that analytic detection probability matches the simulation results for the linear detector and that the new robust detector shows better performance than the linear detector when the number of samples increases.

• Proceedings of the Korean Statistical Society Conference
• /
• 2003.10a
• /
• pp.257-262
• /
• 2003

We introduce a new robust regression estimator, self-tuning regression estimator. Various robust estimators have been developed with discovery for theories and applications since Huber introduced M-estimator at 1960's. We start by announcing various robust estimators and their properties, including their advantages and disadvantages, and furthermore, new estimator overcomes drawbacks of other robust regression estimators, such as ineffective computation on preserving robustness properties.

• Journal of the Korean Data and Information Science Society
• /
• v.28 no.5
• /
• pp.1191-1204
• /
• 2017

Weighted least squares (WLS) estimation is often easily used for the data with heteroscedastic errors because it is intuitive and computationally inexpensive. However, WLS estimator is less robust to a few outliers and sometimes it may be inefficient. In order to overcome robustness problems, Box-Cox transformation, Huber's M estimation, bisquare estimation, and Yohai's MM estimation have been proposed. Also, more efficient estimations than WLS have been suggested such as Bayesian methods (Cepeda and Achcar, 2009) and semiparametric methods (Kim and Ma, 2012) in heteroscedastic error models. Recently, Çelik (2015) proposed the weight methods applicable to the heteroscedasticity patterns including butterfly-distributed residuals and megaphone-shaped residuals. In this paper, we review heteroscedastic regression estimators related to robust or efficient estimation and describe their properties. Also, we analyze cost data of U.S. Electricity Producers in 1955 using the methods discussed in the paper.

• Journal of Institute of Control, Robotics and Systems
• /
• v.12 no.2
• /
• pp.93-100
• /
• 2006

In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
• /
• v.9 no.1
• /
• pp.75-82
• /
• 1991

The objective of this paper is to investigate the optimal Robust estimation and scale estimator that could be used to treat the gross errors in a self calibrating bundle adjustment. In order to test the variability in performance of the different weighting schemes in accurately detecting gross error, five robust estimation methods and three types of scale estimators were used. And also, two difference control point patterns(high density control, sparse density control) and three types of gross errors(4$\sigma o$, 20$\sigma o$, 50$\sigma o$) were used for comparison analysis. As a result, Anscombe's robust estimation produced the best results in accuracy among the robust estimation methods considered. when considering the scale estimator about control point patterns, It can be seen that Type II scale estimator provided the best accuracy in high density control pattern. On the other hand, In the case of sparse density control pattern, Type III scale estimator showed the best results in accuracy. Therefore it is expected to apply to robustified bundle adjustment using the optimal scale estimator which can be used for eliminating the gross error in precise structure analysis.

• Journal of Institute of Control, Robotics and Systems
• /
• v.10 no.4
• /
• pp.312-316
• /
• 2004

In this paper, it is presented an adaptive robust control system to implement real-time control of a robot manipulator. There are Quantitative or qualitative differences between a real robot manipulator and a robot modeling. In order to compensate these differences, uncertain factors are added to a robot modeling. The uncertain factors come from imperfect knowledge of system parameters, payload change, friction, external disturbance, etc. Also, uncertainty is often nonlinear and time-varying. In the proceeding work, we proposed a class of robust control of a robot manipulator and provided the stability analysis. In the work, we propose a class of adaptive robust control of robot manipulator with bound estimation. Through experiments, the proposed adaptive robust control scheme is proved to be an efficient control technique for real-time control of a robot system using DSP.

• 제어로봇시스템학회:학술대회논문집
• /
• 2001.10a
• /
• pp.155.5-155
• /
• 2001

The robust predictive control law which use the bound estimation is proposed for uncertain robot manipulators. Since the control design of a real manipulator system may often be made on the basis of the imperfect knowledge about model, it´s an important tend to design a robust control law that will guarantee the desired performance of the manipulator under uncertain elements. In the preceeding work, the robust predictive control law was proposed. In this work, we propose a class of robust predictive control of manipulators with the bound estimate technique and fe stability based on Lyapunov function is presented.

• Journal of the Korean Data and Information Science Society
• /
• v.11 no.1
• /
• pp.1-18
• /
• 2000

In this paper, we study several parameter estimation methods used for autoregressive processes and compare them in view of forecasting. The least square estimation, least absolute deviation estimation, robust estimation are compared through Monte Carlo simulations.

• Transactions on Control, Automation and Systems Engineering
• /
• v.1 no.2
• /
• pp.134-140
• /
• 1999

The robust generalized H2 filtering problem for a class of discrete time uncertain linear systems satisfying the sum quadratic constraints(SQCs) is considered. The objective of this paper is to develop robust stability condition using SQCs and design a robust generalized Ha filter to take place of the existing robust Kalman filter. The robust generalized H2 filter is designed based on newly derived robust stability condition. The robust generalized Ha filter bounds the energy to peak gain from the energy bounded exogenous disturbances to the estimation errors under the given positive scalar ${\gamma}$. Unlike the robust Lalman filter, it does not require any spectral assumptions about the exogenous disturbances . Therefore the robust generalized H2 filter can be considered as a deterministic formulation of the robust Kalman filter. Moreover, the variance of the estimation error obtained by the proposed filter is lower than that by the existing robust Kalman filter. The robustness of the robust generalized H2 filter against the uncertainty and the exogenous signal is illustrated by a simple numerical example.