• Title/Summary/Keyword: Unknown Parameter

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Design of a Robust Target Tracker for Parameter Variations and Unknown Inputs

  • Kim, Eung-Tai;Andrisani, D. II
    • International Journal of Aeronautical and Space Sciences
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    • v.2 no.2
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    • pp.73-81
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    • 2001
  • This paper describes the procedure to develop a robust estimator design method for a target tracker that accounts for both structured real parameter uncertainties and unknown inputs. Two robust design approaches are combined: the Mini-p-Norm. design method to consider real parameter uncertainties and the $H_{\infty}$ design technique for unknown disturbances and unknown inputs. Constant estimator gains are computed that guarantee the robust performance of the estimator in the presence of parameter variations in the target model and unknown inputs to the target. The new estimator has two design parameters. One design parameter allows the trade off between small estimator error variance and low sensitivity to unknown parameter variations. Another design parameter allows the trade off between the robustness to real parameter variations and the robustness to unknown inputs. This robust estimator design method was applied to the longitudinal motion tracking problem of a T-38 aircraft.

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Estimation of Gini Index of the Exponential Distribution by Bootstrap Method

  • Kang, Suk-Bok;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.291-297
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    • 1996
  • In this paper, we propose the jackknife estimator and the bootstrap estimator of Gini index of the two-parameter exponential distribution when the location parameter $\theta$ is unknown and the scale parameter $\sigma$is known. Sinilarly, we propose the bias location parameter $\theta$ and the scale parameter $\sigma$ are unknown. The bootstrap estimator is more efficient than the other estimators when the location parameter $\theta$is unknown and the scale parameter $\sigma$ is known, and the bias corrected estimator is more efficient than the MLE when both the location parameter $\theta$ and the scale parameter $\sigma$are unknown.

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Penalized Likelihood Regression with Negative Binomial Data with Unknown Shape Parameter

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.23-32
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    • 2007
  • We consider penalized likelihood regression with data from the negative binomial distribution with unknown shape parameter. Smoothing parameter selection and asymptotically efficient low dimensional approximations are employed for negative binomial data along with shape parameter estimation through several different algorithms.

Unknown-Parameter Estimation of Electric-Hydraulic Servo Cylinder Based on Measurements (측정 데이터 기반 전기-유압 서보 실린더의 미지 변수 추정)

  • Seung, Ji Hoon;Yoo, Sung Goo;Seul, Nam O;Noh, Jackyou
    • IEMEK Journal of Embedded Systems and Applications
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    • v.14 no.6
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    • pp.347-353
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    • 2019
  • Electric-hydraulic sever cylinders are used in many offshore applications such as wind energy farms, solar farms and plants. Jack-up barges are often used for these offshore system operations. Jack-up barge control is up/down by hydraulic cylinder position control. Working in harsh environments can lead to changes in internal parameters. This nonlinearity makes precise control difficult. In order to overcome the problems, we proposed a method of unknown-parameter estimation algorithm based on measurements obtained by system. In this paper, we employee Unscented Kalman filter (UKF) to estimate states and unknown-parameter from augmented nonlinear equation. Performance of estimation results is verified in simulation on an environments of Matlab. The estimation results of the state and unknown-parameter show that the estimation error of unknown-parameter is reduced according to decreasing the state estimation error.

NEW ALGORITHM FOR THE DETERMINATION OF AN UNKNOWN PARAMETER IN PARABOLIC EQUATIONS

  • Yue, Sufang;Cui, Minggen
    • The Pure and Applied Mathematics
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    • v.15 no.1
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    • pp.19-34
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    • 2008
  • A new algorithm for the solution of an inverse problem of determining unknown source parameter in a parabolic equation in reproducing kernel space is considered. Numerical experiments are presented to demonstrate the accuracy and the efficiency of the proposed algorithm.

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Adaptive stabilization for nonlinear systems with multiple unknown virtual control coefficients (다수의 미지 가상 입력 계수들을 가지는 비선형 시스템에 대한 적응 안정화)

  • Seo, Sang-Bo;Jung, Jin-Woo;Seo, Jin-Heon;Shim, Hyung-Bo
    • Proceedings of the IEEK Conference
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    • 2009.05a
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    • pp.76-78
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    • 2009
  • This paper considers the problem of global adaptive regulation for a class of nonlinear systems which have multiple unknown virtual control coefficient. By using a new parameter estimator and backstepping technique, we design a smooth state feedback control law, parameter update laws that estimate the unknown virtual control coefficients, and a continuously differentiable Lyapunov function which is positive definite and proper.

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A FILTERING FOR DISCRETE MARKET SYSTEM WITH UNKNOWN PARAMETERS

  • Choi, Won
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.383-387
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    • 2008
  • The problem of recursive filtering for discrete market model with unknown parameters is considered. In this paper, we develop an effective filtering algorithm for discrete market systems with unknown parameters and the error covariance equation determining the accuracy of the proposed algorithm is derived.

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The Null Distribution of the Likelihood Ratio Test for a Mixture of Two Gammas

  • Min, Dae-Hee
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.289-298
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    • 1998
  • We investigate the distribution of likelihood ratio test(LRT) of null hypothesis a sample is from single gamma with unknown shape and scale against the alternative hypothesis a sample is from a mixture of two gammas, each with unknown scale and unknown (but equal) scale. To obtain stable maximum likelihood estimates(MLE) of a mixture of two gamma distributions, the EM(Dempster, Laird, and Robin(1977))and Modified Newton(Jensen and Johansen(1991)) algorithms were implemented. Based on EM, we made a simple structure likelihood equation for each parameter and could obtain stable solution by Modified Newton Algorithms. Simulation study was conducted to investigate the distribution of LRT for sample size n = 25, 50, 75, 100, 50, 200, 300, 400, 500 with 2500 replications. To determine the small sample distribution of LRT, I considered the model of a gamma distribution with shape parameter equal to 1 + f(n) and scale parameter equal to 2. The simulation results indicate that the null distribution is essentially invariant to the value of the shape parameter. Modeling of the null distribution indicates that it is well approximated by a gamma distribution with shape parameter equal to the quantity $0.927+1.18/\sqrt{n}$ and scale parameter equal to 2.16.

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Nonlinear pH Control Using a Three Parameter Model

  • Lee, Jie-Tae;Park, Ho-Cheol
    • Transactions on Control, Automation and Systems Engineering
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    • v.2 no.2
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    • pp.130-135
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    • 2000
  • A two parameter model of a single fictitious weak acid with unknown dissociation constant has been successfully applied to design a neutralization system for many multi-component acid streams. But there are some processes for which above two parameter model is not satisfactory due to poor approxmation of the nonlinearity of pH process. Here, for etter control of wide class of multi-component acid streams, a three parameter model of a strong acid and a weak acid with unknown dissociation constant is proposed. The model approximates effectively three types of largest gain variation nonlinearities. Based on this model a nonlinear pH control system is designed. Parameters can eeasily estimated since their combinations appear linearly in the model equations and nonlinear adaptive control system may also be constructed just as with the two parameter model.

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