• Title/Summary/Keyword: Robust estimation

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A robust center estimation of the circular parts based on the weighted circle chords (가중치가 부가된 현들을 이용한 원형부품 중심위치의 강건한 추정)

  • 성효경;최흥문
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.34C no.10
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    • pp.51-58
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    • 1997
  • In this paper, a technique ot estimate center positions of the circular parts under noisy condition is presented. The circle chords are segmented from the circle with successively varying angle and weighted to reduce the center estimation errors effected by the orientations of the circle chords. The weighting factors for variable length chords are adaptively detemined according to the error contribution of each chord in center estimation. Robust estimation of the center positions of the circular parts are possible even though the edge informations are partially contaminated by the non-uniform lighting or the background textures. Computer simulations for several images which are obtained for same object under real environment y camera, show that the proposed techniqeu yields 1.85 and 2.77 of estimated error-distribution for center position and radius in mean square error, that the proposed has more robust estimation than those of the conventional methods.

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Robust estimation of sparse vector autoregressive models (희박 벡터 자기 회귀 모형의 로버스트 추정)

  • Kim, Dongyeong;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.35 no.5
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    • pp.631-644
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    • 2022
  • This paper considers robust estimation of the sparse vector autoregressive model (sVAR) useful in high-dimensional time series analysis. First, we generalize the result of Xu et al. (2008) that the adaptive lasso indeed has robustness in sVAR as well. However, adaptive lasso method in sVAR performs poorly as the number and sizes of outliers increases. Therefore, we propose new robust estimation methods for sVAR based on least absolute deviation (LAD) and Huber estimation. Our simulation results show that our proposed methods provide more accurate estimation in turn showed better forecasting performance when outliers exist. In addition, we applied our proposed methods to power usage data and confirmed that there are unignorable outliers and robust estimation taking such outliers into account improves forecasting.

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.

Algorithm for the Robust Estimation in Logistic Regression (로지스틱회귀모형의 로버스트 추정을 위한 알고리즘)

  • Kim, Bu-Yong;Kahng, Myung-Wook;Choi, Mi-Ae
    • The Korean Journal of Applied Statistics
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    • v.20 no.3
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    • pp.551-559
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    • 2007
  • The maximum likelihood estimation is not robust against outliers in the logistic regression. Thus we propose an algorithm for the robust estimation, which identifies the bad leverage points and vertical outliers by the V-mask type criterion, and then strives to dampen the effect of outliers. Our main finding is that, by an appropriate selection of weights and factors, we could obtain the logistic estimates with high breakdown point. The proposed algorithm is evaluated by means of the correct classification rate on the basis of real-life and artificial data sets. The results indicate that the proposed algorithm is superior to the maximum likelihood estimation in terms of the classification.

Nonparametric M-Estimation for Functional Spatial Data

  • Attouch, Mohammed Kadi;Chouaf, Benamar;Laksaci, Ali
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.193-211
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    • 2012
  • This paper deals with robust nonparametric regression analysis when the regressors are functional random fields. More precisely, we consider $Z_i=(X_i,Y_i)$, $i{\in}\mathbb{N}^N$ be a $\mathcal{F}{\times}\mathbb{R}$-valued measurable strictly stationary spatial process, where $\mathcal{F}$ is a semi-metric space and we study the spatial interaction of $X_i$ and $Y_i$ via the robust estimation for the regression function. We propose a family of robust nonparametric estimators for regression function based on the kernel method. The main result of this work is the establishment of the asymptotic normality of these estimators, under some general mixing and small ball probability conditions.

Robust output feedback control of LTI system using estimated output derivatives (출력 미분값의 추정에 의한 선형 시불변 시스템의 로버스트 출력 궤환 제어)

  • Lee, Gun-Bok
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.45 no.2
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    • pp.273-282
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    • 1996
  • This work is conceded with the estimation of output derivatives and their use for the design of robust controller for linear systems with system uncertainties due to modeling errors and disturbances. It is assumed that a nominal transfer function model and quantitative bounds for system uncertainties and known. The developed control schemes are shown to achieve regulation of the system output and ensures boundedness of the system states without imposing any structural conditions on system uncertainties and disturbances. Output derivative estimation is first conducted through restructuring of the plant in a specific parameterization. They are utilized for constructing robust nonlinear high-gain feedback controller of a SMC(Sliding Mode Control)type. The performances of the developed controller are evaluated and shown to be effective and useful through simulation study.

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A literature review on RSM-based robust parameter design (RPD): Experimental design, estimation modeling, and optimization methods (반응표면법기반 강건파라미터설계에 대한 문헌연구: 실험설계, 추정 모형, 최적화 방법)

  • Le, Tuan-Ho;Shin, Sangmun
    • Journal of Korean Society for Quality Management
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    • v.46 no.1
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    • pp.39-74
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    • 2018
  • Purpose: For more than 30 years, robust parameter design (RPD), which attempts to minimize the process bias (i.e., deviation between the mean and the target) and its variability simultaneously, has received consistent attention from researchers in academia and industry. Based on Taguchi's philosophy, a number of RPD methodologies have been developed to improve the quality of products and processes. The primary purpose of this paper is to review and discuss existing RPD methodologies in terms of the three sequential RPD procedures of experimental design, parameter estimation, and optimization. Methods: This literature study composes three review aspects including experimental design, estimation modeling, and optimization methods. Results: To analyze the benefits and weaknesses of conventional RPD methods and investigate the requirements of future research, we first analyze a variety of experimental formats associated with input control and noise factors, output responses and replication, and estimation approaches. Secondly, existing estimation methods are categorized according to their implementation of least-squares, maximum likelihood estimation, generalized linear models, Bayesian techniques, or the response surface methodology. Thirdly, optimization models for single and multiple responses problems are analyzed within their historical and functional framework. Conclusion: This study identifies the current RPD foundations and unresolved problems, including ample discussion of further directions of study.

Robust Estimation of Position and Direction Based on Robot Velocity in the Inner GPS Environment (실내 GPS 환경에서 로봇의 이동속도기반 강인한 위치 및 방향 추정)

  • Kim, Sung-Suk;Kim, Yong-Tae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.20 no.4
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    • pp.497-502
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    • 2010
  • The accurate estimation of position and direction of the mobile robot is essential for preparing precise movement and works in the inner complex environment. In this paper, we propose a robust estimation method of location and direction using the velocity of mobile robot in the inner GPS environment. The estimation using the inner GPS with ultrasonic sensors have to consider with various acoustic noise and sensor errors. We design a robust estimation method using a membership function based on uncertainty of the obtained information and robot velocity. The simulation results of the proposed method show effectiveness in the contaminated environment with position errors.

Robust extreme quantile estimation for Pareto-type tails through an exponential regression model

  • Richard Minkah;Tertius de Wet;Abhik Ghosh;Haitham M. Yousof
    • Communications for Statistical Applications and Methods
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    • v.30 no.6
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    • pp.531-550
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    • 2023
  • The estimation of extreme quantiles is one of the main objectives of statistics of extremes (which deals with the estimation of rare events). In this paper, a robust estimator of extreme quantile of a heavy-tailed distribution is considered. The estimator is obtained through the minimum density power divergence criterion on an exponential regression model. The proposed estimator was compared with two estimators of extreme quantiles in the literature in a simulation study. The results show that the proposed estimator is stable to the choice of the number of top order statistics and show lesser bias and mean square error compared to the existing extreme quantile estimators. Practical application of the proposed estimator is illustrated with data from the pedochemical and insurance industries.

Tracking maneuvering target using robust H$\infty$filter (견실한 H$\infty$필터를 이용한 기동표적의 추적)

  • 김준영;유경상;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.426-429
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    • 1997
  • This paper proposes a robust H$_{\infty}$ tracking filter to improve the unacceptable target tracking performance for systems with parameter uncertainties. Also, we use here the input estimation approach to account for the possibility of maneuver. Simulation results show that the robust H$_{\infty}$ tracking filter which is proposed here to solve the systems with all system parameter uncertainties, has a good tracking performance for a maneuvering target tracking problem.m.

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