• Title/Summary/Keyword: Unbiased Estimate

Search Result 93, Processing Time 0.027 seconds

Design of an Estimator for Servo Systems using Discrete Kalman Filter (이산형 칼만 필터를 이용한 서보 시스템의 추정자 설계)

  • Shin, Doo-Jin;Huh, Uk-Youl
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.48 no.8
    • /
    • pp.996-1003
    • /
    • 1999
  • This paper propose a position-speed controller with an estimator which can estimate states and disturbance. The overall control system consists of two parts: the position-speed controller and an estimator. The Kalman filter applied as state-feedback controller is an optimal state estimator applied to a dynamic system that involves random perturbations and gives a linear, unbiased and minimum error variance recursive algorithm to optimally estimate the unknown state. Therefore, we consider the error problem about the servo system modeling and the measurement noise as a stochastic system and implement a optimal state observer, and enhance the estimate performance of position and speed using that. Using two-degree-of freedom(TDOF) conception, we design the command input response and the closed loop characteristics independently. The servo system is to improve the closed loop characteristics without affecting the command imput response. The characteristics of the closed loop system is improved by suppressing disturbance torque effectively with the disturbance observer using a inverse-transfer matrix. Therefore, the performance of overall position-speed controller is enhanced. Finally, the performance of the proposed controller is exemplified by some simulations and by applying the real servo system.

  • PDF

A genome-wide association study (GWAS) for pH value in the meat of Berkshire pigs

  • Park, Jun;Lee, Sang-Min;Park, Ja-Yeon;Na, Chong-Sam
    • Journal of Animal Science and Technology
    • /
    • v.63 no.1
    • /
    • pp.25-35
    • /
    • 2021
  • The purpose of this study is to estimate the single nucleotide polymorphism (SNP) effect for pH values affecting Berkshire meat quality. A total of 39,603 SNPs from 1,978 heads after quality control and 882 pH values were used estimate SNP effect by single step genomic best linear unbiased prediction (ssGBLUP) method. The average physical distance between adjacent SNP pairs was 61.7kbp and the number and proportion of SNPs whose minor allele frequency was below 10% were 9,573 and 24.2%, respectively. The average of observed heterozygosity and polymorphic information content was 0.32 ± 0.16 and 0.26 ± 0.11, respectively and the estimate for average linkage disequilibrium was 0.40. The heritability of pH45m and pH24h were 0.10 and 0.15 respectively. SNPs with an absolute value more than 4 standard deviations from the mean were selected as threshold markers, among the selected SNPs, protein-coding genes of pH45m and pH24h were detected in 6 and 4 SNPs, respectively. The distribution of coding genes were detected at pH45m and were detected at pH24h.

ELIMINATION OF BIAS IN THE IIR LMS ALGORITHM (IIR LMS 알고리즘에서의 바이어스 제거)

  • Nam, Seung-Hyon;Kim, Yong-Hoh
    • The Journal of Natural Sciences
    • /
    • v.8 no.1
    • /
    • pp.5-15
    • /
    • 1995
  • The equation error formulation in the adaptive IIR filtering provides convergence to a global minimum regardless a local minimum with a large stability margin. However, the equation error formulation suffers from the bias in the coefficient estimates. In this paper, a new algorithm, which does not require a prespecification of the noise variance, is proposed for the equation error formulation. This algorithm is based on the equation error smoothing and provides an unbiased parameter estimate in the presence of white noise. Through simulations, it is demonstrated that the algorithm eliminates the bias in the parameter estimate while retaining good properties of the equation error formulation such as fast convergence speed and the large stability margin.

  • PDF

A Study on Bias Effect on Model Selection Criteria in Graphical Lasso

  • Choi, Young-Geun;Jeong, Seyoung;Yu, Donghyeon
    • Quantitative Bio-Science
    • /
    • v.37 no.2
    • /
    • pp.133-141
    • /
    • 2018
  • Graphical lasso is one of the most popular methods to estimate a sparse precision matrix, which is an inverse of a covariance matrix. The objective function of graphical lasso imposes an ${\ell}_1$-penalty on the (vectorized) precision matrix, where a tuning parameter controls the strength of the penalization. The selection of the tuning parameter is practically and theoretically important since the performance of the estimation depends on an appropriate choice of tuning parameter. While information criteria (e.g. AIC, BIC, or extended BIC) have been widely used, they require an asymptotically unbiased estimator to select optimal tuning parameter. Thus, the biasedness of the ${\ell}_1$-regularized estimate in the graphical lasso may lead to a suboptimal tuning. In this paper, we propose a two-staged bias-correction procedure for the graphical lasso, where the first stage runs the usual graphical lasso and the second stage reruns the procedure with an additional constraint that zero estimates at the first stage remain zero. Our simulation and real data example show that the proposed bias correction improved on both edge recovery and estimation error compared to the single-staged graphical lasso.

Analysis of Measurement Errors Using Short-Baseline GPS Positioning Model (단기선 GPS측위 모델을 이용한 관측오차 분석)

  • Hong, Chang-Ki;Han, Soohee
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
    • /
    • v.35 no.6
    • /
    • pp.573-580
    • /
    • 2017
  • Precise stochastic modeling for GPS measurements is one of key factors in adjustment computations for GPS positioning. To analyze the GPS measurement errors, Minimum Norm Quadratic Unbiased Estimators(MINQUE) approach is used in this study to estimate the variance components for measurement types with short-baseline GPS positioning model. The results showed the magnitudes of measurement errors for C1, P2, L1, L2 are 22.3cm, 27.6cm, 2.5mm, 2.2mm, respectively. To reduce the memory usage and computational burden, variance components are also estimated on epoch-by-epoch basis. The results showed that there exists slight differences between the solutions. However, epoch-by-epoch analysis may also be used for most of GPS applications considering the magnitudes of the differences.

The effect of progeny numbers and pedigree depth on the accuracy of the EBV with the BLUP method

  • Jang, Sungbong;Kim, So Yeon;Lee, Soo-Hyun;Shin, Min Gwang;Kang, Jimin;Lee, Dooho;Kim, Sidong;Noh, Seung Hee;Lee, Seung Hwan;Choi, Tae Jeong
    • Korean Journal of Agricultural Science
    • /
    • v.46 no.2
    • /
    • pp.293-301
    • /
    • 2019
  • This study was done to estimate the effect of progeny numbers and pedigree depth on the accuracy of the estimated breeding value (EBV) using best linear unbiased prediction (BLUP) method in Hanwoo. The experiment groups (sire = 100, 200, and 300; progeny = 4 and 8) were made by random sampling and by genetic evaluation of the following traits: Body weight (BW), carcass weight (CW), eye muscle area (EMA), back fat thickness (BFT) and marbling score (MS9). As a result of the genetic evaluation, the accuracy of the EBV was roughly 30 - 60% with 4 progenies, and the accuracy of the EBV increased by about 50 - 75% with 8 progenies. In the other words, when the number of progenies increased from 4 to 8, the accuracy of the EBV simultaneously increased by about 15 - 20%. Moreover, when the number of sires was higher, variations in the accuracy of the EBV within the groups for each trait decreased. Therefore, this result indicates that not only the number of progeny but also the number of sires can affect the accuracy of the EBV. Consequently, collecting information on the progeny and careful management of that information are very important things in the Hanwoo breeding system. Therefore, the EBV can show more precise results when conducting genetic evaluations.

Unknown Input Estimation using the Optimal FIR Smoother (최적 유한 임펄스 응답 평활기를 이용한 미지 입력 추정 기법)

  • Kwon, Bo-Kyu
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.20 no.2
    • /
    • pp.170-174
    • /
    • 2014
  • In this paper, an unknown input estimation method via the optimal FIR smoother is proposed for linear discrete-time systems. The unknown inputs are represented by random walk processes and treated as auxiliary states in augmented state space models. In order to estimate augmented states which include unknown inputs, the optimal FIR smoother is applied to the augmented state space model. Since the optimal FIR smoother is unbiased and independent of any a priori information of the augmented state, the estimates of each unknown input are independent of the initial state and of other unknown inputs. Moreover, the proposed method can be applied to stochastic singular systems, since the optimal FIR smoother is derived without the assumption that the system matrix is nonsingular. A numerical example is given to show the performance of the proposed estimation method.

Parameter estimation and flight simulation of a single turbo-prop aircraft (단발 터어보프롭 항공기의 파라메터 추정 및 비행시뮬레이션)

  • Lee, Hwan;Lee, Sang-Gi
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1997.10a
    • /
    • pp.1659-1662
    • /
    • 1997
  • The objective of this paper is to estimate the aerodynamic derivatives of a single turbo-prop aircraft at a specified flight condition for the best deduction of the dynamic characteristics using modified maximum likelihood estimation method whcih is known to be unbiased, efficient, and consistent. The flight test data necessary to the estimation of aerodynamic derivatives is obtained by implementing the six degree of freedom nonlinear flight simulation to consider the effects of several control input types, control deflection amplitudes, and intensity of turbulence. The simulated data is added with the measurement noise, which is regarded as the actual flight test data.

  • PDF

Analysis of bivariate recurrent event data with zero inflation

  • Kim, Taeun;Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
    • /
    • v.27 no.1
    • /
    • pp.37-46
    • /
    • 2020
  • Recurrent event data frequently occur in clinical studies, demography, engineering reliability and so on (Cook and Lawless, The Statistical Analysis of Recurrent Events, Springer, 2007). Sometimes, two or more different but related type of recurrent events may occur simultaneously. In this study, our interest is to estimate the covariate effect on bivariate recurrent event times with zero inflations. Such zero inflation can be related with susceptibility. In the context of bivariate recurrent event data, furthermore, such susceptibilities may be different according to the type of event. We propose a joint model including both two intensity functions and two cure rate functions. Bivariate frailty effects are adopted to model the correlation between recurrent events. Parameter estimates are obtained by maximizing the likelihood derived under a piecewise constant hazard assumption. According to simulation results, the proposed method brings unbiased estimates while the model ignoring cure rate models gives underestimated covariate effects and overestimated variance estimates. We apply the proposed method to a set of bivariate recurrent infection data in a study of child patients with leukemia.

A Projected Exponential Family for Modeling Semicircular Data

  • Kim, Hyoung-Moon
    • The Korean Journal of Applied Statistics
    • /
    • v.23 no.6
    • /
    • pp.1125-1145
    • /
    • 2010
  • For modeling(skewed) semicircular data, we derive a new exponential family of distributions. We extend it to the l-axial exponential family of distributions by a projection for modeling any arc of arbitrary length. It is straightforward to generate samples from the l-axial exponential family of distributions. Asymptotic result reveals that the linear exponential family of distributions can be used to approximate the l-axial exponential family of distributions. Some trigonometric moments are also derived in closed forms. The maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for a goodness of t test of the l-axial exponential family of distributions. Samples of orientations are used to demonstrate the proposed model.