• Title/Summary/Keyword: Robust estimator

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On Rice Estimator in Simple Regression Models with Outliers (이상치가 존재하는 단순회귀모형에서 Rice 추정량에 관해서)

  • Park, Chun Gun
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.511-520
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    • 2013
  • Detection outliers and robust estimators are crucial in regression models with outliers. In such studies the focus is on detecting outliers and estimating the coefficients using leave-one-out. Our study introduces Rice estimator which is an error variance estimator without estimating the coefficients. In particular, we study a comparison of the statistical properties for Rice estimator with and without outliers in simple regression models.

Neural Network Parameter Estimation of IPMSM Drive using AFLC (AFLC를 이용한 IPMSM 드라이브의 NN 파라미터 추정)

  • Ko, Jae-Sub;Choi, Jung-Sik;Chung, Dong-Hwa
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.2
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    • pp.293-300
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    • 2011
  • A number of techniques have been developed for estimation of speed or position in motor drives. The accuracy of these techniques is affected by the variation of motor parameters such as the stator resistance, stator inductance or torque constant. This paper is proposed a neural network based estimator for torque and stator resistance and adaptive fuzzy learning contrroller(AFLC) for speed control in IPMSM Drives. AFLC is chaged fuzzy rule base by rule base modifier for robust control of IPMSM. The neural weights are initially chosen randomly and a model reference algorithm adjusts those weights to give the optimum estimations. The neural network estimator is able to track the varying parameters quite accurately at different speeds with consistent performance. The neural network parameter estimator has been applied to slot and flux linkage torque ripple minimization of the IPMSM. The validity of the proposed parameter estimator and AFLC is confirmed by comparing to conventional algorithm.

Robust Total Least Squares Method and its Applications to System Identifications (견인한 완전최소자승법과 시스템 식별에의 적용)

  • Kim, Jin-Young;Choi, Seung-Ho
    • The Journal of the Acoustical Society of Korea
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    • v.15 no.4
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    • pp.93-97
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    • 1996
  • The Total Least Squares(TLS) method is an unbiased estimator for solving overdetermined sets of linear equations Ax${\simeq}$b when errors occur in all data. However, as well as Least Squares(LS) method it doesn't show robustness while the errors have a heavy tailed probability density function. In this paper we proposed a robust method of TLS (Robust TLS, ROTLS) based on the characteristics of TLS solution. And the ROTLS is verified by applying it to system identification problems.

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Speed Sensorless Vector Control of Induction Motor using MRAS in Field-Weakening region (MRAS를 이용한 약계자 영역에서 유도 전동기의 속도 센서 없는 벡터 제어)

  • 박태식;김남정;유지윤;박귀태
    • Proceedings of the KIPE Conference
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    • 1996.06a
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    • pp.1-4
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    • 1996
  • The purpose of this treatise is to estimate speed of an induction motor and realize a robust speed control system with estimated speed in field-weakening region. A speed estimation is based on Model Reference Adaptive System(MRAS) technique and two flux estimator are designed to be robust against parameter variation. The MRAS-based overall control scheme has been implemented on 7.5kW Spindle induction motor control system. And it is verified that the proposed control scheme is very stable and robust in field-weakening region.

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ROBUST UNIT ROOT TESTS FOR SEASONAL AUTOREGRESSIVE PROCESS

  • Oh, Yu-Jin;So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.33 no.2
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    • pp.149-157
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    • 2004
  • The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive processes to determine whether or not a time series is stationary. The proposed tests are robust to the outliers and the heteroscedastic errors, and they have an exact binomial null distribution regardless of the period of seasonality and types of median adjustments. A Monte-Carlo simulation shows that the sign test is locally more powerful than the tests based on ordinary least squares estimator (OLSE) for heavy-tailed and/or heteroscedastic error distributions.

A DOUBLY ROBUSTIFIED ESTIMATING FUNCTION FOR ARCH TIME SERIES MODELS

  • Kim, Sahm;Hwang, S.Y.
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.387-395
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    • 2007
  • We propose a doubly robustified estimating function for the estimation of parameters in the context of ARCH models. We investigate asymptotic properties of estimators obtained as solutions of robust estimating equations. A simulation study shows that robust estimator from specified doubly robustified estimating equation provides better performance than conventional robust estimators especially under heavy-tailed distributions of innovation errors.

Asymmetric robust quasi-likelihood

  • Lee, Yoon-Dong;Choi, Hye-Mi
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.109-112
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    • 2005
  • The robust quasi-likelihood (RQL) proposed by Cantoni & Ronchetti (2001) is a robust version of quasi-likelihood. They adopted Huber function to increase the resistance of the RQL estimator to the outliers. They considered the Huber function only of symmetric type. We extend the class of Huber function to include asymmetric types, and derived a method to find the optimal asymmetric one.

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A Development of Intelligent Robust Precision Control System for Power Conversion System using AI (첨단 AI 기법을 이용한 전력 변환기의 고성능 제어기 개발)

  • Ko, Jong-Sun;Lee, Yong-Jae;Kim, Kyu-Gyeom;Han, Hoo-Sek
    • Proceedings of the KIEE Conference
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    • 2001.11b
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    • pp.92-95
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    • 2001
  • This study presents neural load disturbance observer that used to deadbeat load torque observer and regulation of the compensation gain by parameter estimator. As a result, the response of PMSM fellows that of the nominal plant. The load torque compensation method is compose of a neural deadbeat observer. To reduce of the noise effect, the post-filter, which is implemented by MA process, is proposed. The parameter compensator with RLSM(recursive least square method) parameter estimator is suggested to increase the performance of the load torque observer and main controller. The proposed estimator is combined with a high performance neural torque observer to resolve the problems. As a result, the proposed control system becomes a robust and precise system against the load torque and the parameter variation. A stability and usefulness, through the verified computer simulation, are shown in this paper.

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OFDM Frequency Offset Estimation Schemes Robust to the Non-Gaussian Noise (비정규 잡음에 강인한 OFDM 주파수 옵셋 추정 기법)

  • Park, Jong-Hun;Yu, Chang-Ha;Yoon, Seok-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.5A
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    • pp.298-304
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    • 2012
  • In this paper, we propose robust estimators for the frequency offset of orthogonal frequency division multiplexing in non-Gaussian noise environments. We first propose a maximum-likelihood (ML) estimator in non-Gaussian noise modeled as a complex isotropic Cauchy process, and then, we present a simpler suboptimal estimator based on the ML estimator. From numerical results, it is demonstrated that the proposed estimators not only outperform the conventional estimators, but also have a robustness in non-Gaussian noise environments.

Robust Interpolation Method for Adapting to Sparse Design in Nonparametric Regression (선형보간법에 의한 자료 희소성 해결방안의 문제와 대안)

  • Park, Dong-Ryeon
    • The Korean Journal of Applied Statistics
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    • v.20 no.3
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    • pp.561-571
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    • 2007
  • Local linear regression estimator is the most widely used nonparametric regression estimator which has a number of advantages over the traditional kernel estimators. It is well known that local linear estimator can produce erratic result in sparse regions in the realization of the design and the interpolation method of Hall and Turlach (1997) is the very efficient way to resolve this problem. However, it has been never pointed out that Hall and Turlach's interpolation method is very sensitive to outliers. In this paper, we propose the robust version of the interpolation method for adapting to sparse design. The finite sample properties of the method is compared with Hall and Turlach's method by the simulation study.