• 제목/요약/키워드: Robust estimation

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Robust Approach for Channel Estimation in Power Line Communication

  • Huang, Jiyan;Wang, Peng;Wan, Qun
    • Journal of Communications and Networks
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    • 제14권3호
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    • pp.237-242
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    • 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.

Design of Robust Detector with Noise Variance Estimation Censoring Input Signals over AWGN

  • Lee, Hyeon-Cheol;Halverson, Don R.
    • ETRI Journal
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    • 제29권1호
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    • pp.110-112
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    • 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.

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Self-tuning Robust Regression Estimation

  • Park, You-Sung;Lee, Dong-Hee
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.257-262
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    • 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.

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A study on robust regression estimators in heteroscedastic error models

  • Son, Nayeong;Kim, Mijeong
    • Journal of the Korean Data and Information Science Society
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    • 제28권5호
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    • pp.1191-1204
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    • 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.

선형화 오차에 강인한 확장칼만필터 (An Extended Kalman Filter Robust to Linearization Error)

  • 혼형수;이장규;박찬국
    • 제어로봇시스템학회논문지
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    • 제12권2호
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    • pp.93-100
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    • 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.

자체검정 번들조정법에 있어서 최적 ROBUST추정법의 결정 (DETERMINATION OF OPTIMAL ROBUST ESTIMATION IN SELF CALIBRATING BUNDLE ADJUSTMENT)

  • 유환희
    • 한국측량학회지
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    • 제9권1호
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    • pp.75-82
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    • 1991
  • 본 연구는 자체검정 번들조정법에서 과대오차를 처리하기 위한 최적의 Robust 추정법과 축척추정량(S.E)를 조사하는데 목적을 두고 있다. 과대오차의 검출에 있어서 여러가지 경중률을 적용하기 위하여 5가지 Robust 추정법과 3가지 축척추정량을 사용하였으며, 2가지 기준점배치형태(고밀도, 저밀도)와 3가지 과대오차(4$\sigma o$. 20$\sigma o$. 50$\sigma o$)는 비교분석을 위해 이용되었다. 그 결과, Robust 추정법중 Anscombe 추정법이 가장 좋은 정확도를 보여 주고 있으며, 기준점 배치형태에 따른 축척추정량의 적용을 분석한 결과 기준점 배치밀도가 높은 경우는 Type II 축척추정량이, 기준점 배치밀도가 낮은 경우는 Type III 축척추정량이 안정되고 정확한 결과값을 나타내었다. 따라서 정밀한 구조물 해석에 있어서 과대오차의 영향을 제거하고 정확도를 향상시킬 수 있는 최적 축척추정량을 이용한 Robust 번들조정법의 활용이 기대된다.

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불확실성의 경계를 추정하는 로봇 매니퓰레이터의 적응견실제어기 설계 및 실험 (Adaptive Robust Control for Robot Manipulator with the Uncertain Bound Estimation and Implementation)

  • 한명철;하인철
    • 제어로봇시스템학회논문지
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    • 제10권4호
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    • pp.312-316
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    • 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.

Robust Predictive Control of Robot Manipulator with The Bound Estimation

  • Kim, Jung-Kwan;Han, Myung-Chul
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.155.5-155
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    • 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.

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자기회귀모형에서의 로버스트한 모수 추정방법들에 관한 연구 (A Comparison of Robust Parameter Estimations for Autoregressive Models)

  • 강희정;김순영
    • Journal of the Korean Data and Information Science Society
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    • 제11권1호
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    • pp.1-18
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    • 2000
  • 본 논문에서는 가장 많이 사용되는 시계열 모형중의 하나인 자기회귀모형에서 모수를 추정하는 방법으로 최소 절대 편차 추정법(least absolute deviation estimation)을 포함한 로버스트한 추정방법 (robust estimation)의 사용을 제안하고 모의 실험을 통하여 이러한 방법들을 기존의 최소 제곱 추정 방법과 예측의 관점에서 비교 검토하여 시계열 자료분석에서의 로버스트한 모수 추정 방법의 유효성을 확인해 보고자 한다.

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Suboptimal Robust Generalized H2 Filtering using Linear Matrix Inequalities

  • Ra, Won-Sang;Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • Transactions on Control, Automation and Systems Engineering
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    • 제1권2호
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    • pp.134-140
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    • 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.

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