• Title/Summary/Keyword: Robust Parameter Estimation

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Robust Sequential Estimation based on t-distribution with forgetting factor for time-varying speech (망각소자를 갖는 t-분포 강인 연속 추정을 이용한 음성 신호 추정에 관한 연구)

  • 이주헌
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1998.08a
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    • pp.470-474
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    • 1998
  • In this paper, to estimate the time-varying parameters of speech signal, we use the robust sequential estimator based on t-distribution and, for time-varying signal, introduce the forgetting factor. By using the RSE based on t-distribution with small degree of freedom, we can alleviate efficiently the effects of outliers to obtain the better performance of parameter estimation. Moreover, by the forgetting factor, the proposed algorithm can estimate the accurate parameters under the rapid variation of speech signal.

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Quasi-Optimal DOA Estimation Scheme for Gimbaled Ultrasonic Moving Source Tracker (김발형 초음파 이동음원 추적센서 개발을 위한 의사최적 도래각 추정기법)

  • Han, Seul-Ki;Lee, Hye-Kyung;Ra, Won-Sang;Park, Jin-Bae;Lim, Jae-Il
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.2
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    • pp.276-283
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    • 2012
  • In this paper, a practical quasi-optimal DOA(direction of arrival) estimator is proposed in order to develop a one-axis gimbaled ultrasonic source tracker for mobile robot applications. With help of the gimbal structure, the ultrasonic moving source tracking problem can be simply reduced to the DOA estimation. The DOA estimation is known as one of the representative long-pending nonlinear filtering problems, but the conventional nonlinear filters might be restrictive in many actual situations because it cannot guarantee the reliable performance due to the use of nonlinear signal model. This motivates us to reformulate the DOA estimation problem in the linear robust state estimation setting. Based on the assumption that the received ultrasonic signals are noisy sinusoids satisfying linear prediction property, a linear uncertain measurement model is newly derived. To avoid the DOA estimation performance degradation caused by the stochastic parameter uncertainty contained in the linear measurement model, the recently developed NCRKF (non-conservative robust Kalman filter) scheme [1] is utilized. The proposed linear DOA estimator provides excellent DOA estimation performance and it is suitable for real-time implementation for its linear recursive filter structure. The effectiveness of the suggested DOA estimation scheme is demonstrated through simulations and experiments.

An Extended Robust $H_{\infty}$ Filter for Nonlinear Constrained Uncertain System

  • Seo, Jae-Won;Yu, Myeong-Jong;Park, Chan-Gook;Lee, Jang-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.565-569
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    • 2003
  • In this paper, a robust filter is proposed to effectively estimate the system states in the case where system model uncertainties as well as disturbances are present. The proposed robust filter is constructed based on the linear approximation methods for a general nonlinear uncertain system with an integral quadratic constraint. We also derive the important characteristic of the proposed filter, a modified $H_{\infty}$ performance index. Analysis results show that the proposed filter has robustness against disturbances, such as process and measurement noises, and against parameter uncertainties. Simulation results show that the proposed filter effectively improves the performance.

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Robust Least Squares Motion Deblurring Using Inertial Sensor for Strapdown Image IR Sensors (스트랩다운 적외선 영상센서를 위한 관성센서 기반 강인최소자승 움직임 훼손영상 복원 기법)

  • Kim, Ki-Seung;Ra, Sung-Woong
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.4
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    • pp.314-320
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    • 2012
  • This paper proposes a new robust motion deblurring filter using the inertial sensor measurements for strapdown image IR applications. With taking the PSF measurement error into account, the motion blurred image is modeled by the linear uncertain state space equation with the noise corrupted measurement matrix and the stochastic parameter uncertainty. This motivates us to solve the motion deblurring problem based on the recently developed robust least squares estimation theory. In order to suppress the ringing effect on the deblurred image, the robust least squares estimator is slightly modified by adoping the ridge-regression concept. Through the computer simulations using the actual IR scenes, it is demonstrated that the proposed algorithm shows superior and reliable motion deblurring performance even in the presence of time-varying motion artifact.

Robust Speech Decoding Using Channel-Adaptive Parameter Estimation.

  • Lee, Yun-Keun;Lee, Hwang-Soo
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.1E
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    • pp.3-6
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    • 1999
  • In digital mobile communication system, the transmission errors affect the quality of output speech seriously. There are many error concealment techniques using a posteriori probability which provides information about any transmitted parameter. They need knowledge about channel transition probability as well as the 1st order Markov transition probability of codec parameters for estimation of transmitted parameters. However, in applications of mobile communication systems, the channel transition probability varies depending on nonstationary channel characteristics. The mismatch of designed channel transition probability of the estimator to actual channel transition probability degrades the performance of the estimator. In this paper, we proposed a new parameter estimator which adapts to the channel characteristics using short time average of maximum a posteriori probabilities(MAPs). The proposed scheme, when applied to the LSP parameter estimation, performed better than the conventional estimator which do not adapt to the channel characteristics.

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Adaptive Receding Horizon $H_{\infty}$ Controller Design for LPV Systems

  • P., PooGyeon;J., SeungCheol
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.535-535
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    • 2000
  • This paper presents an adaptive receding horizon H$_{\infty}$ controller for the linear parameter varying systems in the deterministic environment, which combines a parameter range estimator and a robust receding horizon H$_{\infty}$ controller using the parameter bounds. Using parameter set inclusion and terminal inequality condition, the closed-loop system stability is guaranteed. It is shown that the stabilizing adaptive receding horizon H$_{\infty}$ controller guarantees the H$_{\infty}$ norm bound.

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A COMPARATIVE EVALUATION OF THE ESTIMATORS OF THE 2-PARAMETER GENERALIZED PARETO DISTRIBUTION

  • Singh, V.P.;Ahmad, M.;Sherif, M.M.
    • Water Engineering Research
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    • v.4 no.3
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    • pp.155-173
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    • 2003
  • Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

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Reducing Bias of the Minimum Hellinger Distance Estimator of a Location Parameter

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.213-220
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    • 2006
  • Since Beran (1977) developed the minimum Hellinger distance estimation, this method has been a popular topic in the field of robust estimation. In the process of defining a distance, a kernel density estimator has been widely used as a density estimator. In this article, however, we show that a combination of a kernel density estimator and an empirical density could result a smaller bias of the minimum Hellinger distance estimator than using just a kernel density estimator for a location parameter.

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Linear Robust Target Tracking Filter Using the Range Differences Measured By Formation Flying Multiple UAVs (다중 UAV에서 측정된 거리차 정보를 이용한 선형 강인 표적추적 필터 설계)

  • Lee, Hye-Kyung;Han, Seul-Ki;Ra, Won-Sang
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.2
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    • pp.284-290
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    • 2012
  • This paper addresses a new passive target tracking problem using the range differences measured by cooperative UAVs. In order to solve the range difference based passive target tracking problem within the framework of linear robust state estimation, the uncertain linear measurement model which contains the stochastic parameter uncertainty is derived by using the noisy range difference measurements. To cope with the performance degradation due to the stochastic parameter uncertainty, the recently developed non-conservative robust Kalman filtering technique [1] is applied. For the cruciform formation flying UAVs, the relationship between the target tracking performance and the measurement errors is quantitatively analyzed. The proposed filter has practical advantages over the classical nonlinear filters because, for its recursive linear structure, it can provide satisfactory convergence properties and is suitable for real-time multiple UAVs applications. Through the simulations, the usefulness of the proposed method is demonstrated.

A Study on the Design of Adaptive $H_{\infty}$ sub INF Controller-Polynomial Approach (적응 $H_{\infty}$ 제어기의 설계에 관한 연구 - 다항식 접근방법)

  • Kim, Min-Chan;Park, Seung-Kyu;Kim, Tae-Won;Ahn, Ho-Gyun
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.51 no.4
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    • pp.129-136
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    • 2002
  • This paper presents a $H_{\infty}$ robust controller with parameter estimation in polynomial approach. For good performance of a uncertain system, the parameters are estimated by RLS algorithm. The controller minimizes the sum of $H_{\infty}$ norm between sensitivity function and complementary sensitivity function by employing the Youla parameterization and polynomial approach at the same time. A numerical example and its simulation results are given to show the validity of the proposed controller.