• 제목/요약/키워드: Unknown parameter

검색결과 470건 처리시간 0.029초

DENSITY SMOOTHNESS PARAMETER ESTIMATION WITH SOME ADDITIVE NOISES

  • Zhao, Junjian;Zhuang, Zhitao
    • 대한수학회논문집
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    • 제33권4호
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    • pp.1367-1376
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    • 2018
  • In practice, the density function of a random variable X is always unknown. Even its smoothness parameter is unknown to us. In this paper, we will consider a density smoothness parameter estimation problem via wavelet theory. The smoothness parameter is defined in the sense of equivalent Besov norms. It is well-known that it is almost impossible to estimate this kind of parameter in general case. But it becomes possible when we add some conditions (to our proof, we can not remove them) to the density function. Besides, the density function contains impurities. It is covered by some additive noises, which is the key point we want to show in this paper.

음이항분포의 특성을 이용한 조달기간 수요 분석 (Diagnosis of Lead Time Demand Based on the Characteristics of Negative Binomial Distribution)

  • 안선응;김우현
    • 산업경영시스템학회지
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    • 제28권2호
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    • pp.146-151
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    • 2005
  • Some distributions have been used for diagnosing the lead time demand distribution in inventory system. In this paper, we describe the negative binomial distribution as a suitable demand distribution for a specific retail inventory management application. We here assume that customer order sizes are described by the Poisson distribution with the random parameter following a gamma distribution. This implies in turn that the negative binomial distribution is obtained by mixing the mean of the Poisson distribution with a gamma distribution. The purpose of this paper is to give an interpretation of the negative binomial demand process by considering the sources of variability in the unknown Poisson parameter. Such variability comes from the unknown demand rate and the unknown lead time interval.

Sequential Design of Inspection Times in Optimally Spaced Inspection

  • Park San-Gun;Kim Hyun-Joong;Lim Jong-Gun
    • Communications for Statistical Applications and Methods
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    • 제13권1호
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    • pp.11-17
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    • 2006
  • The spacing of inspection times in intermittent inspection is of great interest, and several ways for the determination of inspection times have been proposed. In most inspection schemes including equally spaced inspection and optimally spaced inspection, the best inspection times in each inspection scheme depend on the unknown parameter, and we need an initial guess of the unknown parameter for practical use. Thus it is evident that the efficiency of the resulting inspection scheme highly depends on the choice of the initial value. However, since we can obtain some information about the unknown parameter at each inspection, we may use the accumulated information and adjust the next inspection time. In this paper, we study this sequential determination of the inspection times in optimally spaced inspection.

음이항분포의 특성을 이용한 조달기간 수요 분석 (Diagnosis of Lead Time Demand Based on the Characteristics of Negative Binomial Distribution)

  • 안선응;김우현
    • 산업경영시스템학회지
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    • 제28권4호
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    • pp.79-84
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    • 2005
  • Some distributions have been used for diagnosing the lead time demand distribution in inventory system. In this paper, we describe the negative binomial distribution as a suitable demand distribution for a specific retail inventory management application. We here assume that customer order sizes are described by the Poisson distribution with the random parameter following a gamma distribution. This implies in turn that the negative binomial distribution is obtained by mixing the mean of the Poisson distribution with a gamma distribution. The purpose of this paper is to give an interpretation of the negative binomial demand process by considering the sources of variability in the unknown Poisson parameter. Such variability comes from the unknown demand rate and the unknown lead time interval.

Robust Adaptive Control for a Class of Nonlinear Systems with Complex Uncertainties

  • Seo, Sang-Bo;Back, Ju-Hoon;Shim, Hyung-Bo;Seo, Jin-H.
    • Journal of Electrical Engineering and Technology
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    • 제4권2호
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    • pp.292-300
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    • 2009
  • This paper considers a robust adaptive stabilization problem for a class of uncertain nonlinear systems which include an unknown virtual control coefficient, an unknown constant parameter, and a time-varying disturbance whose bound is unknown, We propose a new estimator for an un-known virtual control coefficient and present a robust adaptive backstepping design procedure which results in a smooth state feedback control law, a new two-dimensional parameter update law, and a $C^1$ Lyapunov function which is positive definite and proper.

An Adaptive Algorithm Applied to a Design of Robust Observer

  • Son, Young-Ik;Hyungbo Shim;Juhoon Back;Jo, Nam-Hoon
    • Journal of Mechanical Science and Technology
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    • 제17권10호
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    • pp.1443-1449
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    • 2003
  • Primary goal of adaptive observers would be to estimate the true states of a plant. Identification of unknown parameters is of secondary interest and is achieved frequently with the persistent excitation condition of some regressors. Nevertheless, two problems are linked to each other in the classical approaches to adaptive observers; as a result, we get a good state estimate once after a good parameter estimate is obtained. This paper focuses on the state estimation without parameter identification so that the state is estimated regardless of persistent excitation. In this direction of research, Besancon (2000) recently summarized that most of adaptive observers in the literature share one common canonical form, in which unknown parameters do not affect the unmeasured states. We enlarge the class of linear systems from the canonical form of (Besancon, 2000) by proposing an adaptive observer (with additional dynamics) that allows unknown parameters to affect those unmeasured states. A recursive algorithm is presented to design the proposed dynamic observer systematically. An example confirms the design procedure with a simulation result.

Regression analysis and recursive identification of the regression model with unknown operational parameter variables, and its application to sequential design

  • Huang, Zhaoqing;Yang, Shiqiong;Sagara, Setsuo
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
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    • pp.1204-1209
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    • 1990
  • This paper offers the theory and method for regression analysis of the regression model with operational parameter variables based on the fundamentals of mathematical statistics. Regression coefficients are usually constants related to the problem of regression analysis. This paper considers that regression coefficients are not constants but the functions of some operational parameter variables. This is a kind of method of two-step fitting regression model. The second part of this paper considers the experimental step numbers as recursive variables, the recursive identification with unknown operational parameter variables, which includes two recursive variables, is deduced. Then the optimization and the recursive identification are combined to obtain the sequential experiment optimum design with operational parameter variables. This paper also offers a fast recursive algorithm for a large number of sequential experiments.

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Estimation of a Bivariate Exponential Distribution with a Location Parameter

  • 홍연웅;권용만
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2002년도 춘계학술대회
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    • pp.89-95
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    • 2002
  • This paper considers the problem of estimating paramaters of the bivariate exponential distribution with a loaction parameter for a two-component shared parallel system using component data from system-level life test terminated at the time of the prespecified number of system failure. In the system-level life testing, there are three patterns of failure types; 1) both component failed 2) both component censored 3) one is failed and the other is censored. In the third case, we assume that the failure time might be known or unknown. The maximum likelihood estimators are obtained for the case of known/unknown failure time when the other component is censored.

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선형시스템을 위한 개선된 수렴속도를 갖는 기준모델 적응제어 (Model Reference Adaptive Control for Linear System with Improved Convergence Rate-parameter Adaptation Method)

  • Lim, Kye-Young
    • 대한전기학회논문지
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    • 제37권12호
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    • pp.884-893
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    • 1988
  • Adaptive controllers for linear unknown coefficient system, that is corrupted by disturbance, are designed by parameter adaptation model reference adaptive control(MRAC). This design is stemmed from the Lyapunov direct method. To reduce the model following error and to improve the convergence rate of the design, an indirect-suboptimal control law is derived. Proper compensation for the effects of time-varying coefficients and plant disturbance are suggested. In the design procedure no complete identification of unknown coefficients are required.

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동정법에 의한 로봇 매니퓰레이터의 제어기 설계 (Controller Design for Robot Manipulator using Identifier)

  • 정상근;박종국
    • 한국통신학회논문지
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    • 제17권9호
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    • pp.1040-1049
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    • 1992
  • 억제대상(抑制對象)의 모델이 정확(正確)하게 기술(記述)되지 않을때, 애매(曖昧)함이 미지(未知)의 파라메터로 나타나는 경우(境遇)가 많다. 이 애매(曖昧)함이 어떤 제약조건(制約條件)을 만족(滿足)하는 경우(境遇) 로버스트 제어방법(制御方法)을 이용(利用)하면 모델이 정확(正確)하게 기술(記述)되지 않더라도 제어(制御) 시스템을 구성(構成)할 수 가 없다. 가변구조(可變構造) 이론(理論)을 기초(基礎)로 한 제어(制御)의 특징(特徵)은 시스템의 애매(曖昧)함에 의한 영향(影響)을 고이득궤환(高利得饋還)으로 제거(除去)할 수 있다. 따라서 본 논문(論文)에서는 가변구조(可變構造) 이론(理論)을 이용(利用)한 VSS동정기(同定器)를 제안(提案)하였다. 미끄럼 상태(狀態)에 들어있는 제어(制御)시스템이 발생(發生)하고있는 억제입력(抑制入力)의 절환현상(折煥現像)은 실제(實際) 제어대상(制御對象)의 애매(曖昧)함의 영향(影響)을 반영(反影)한다. 따라서 몇번의 조환(操煥) 입력(入力)으로부터 유용(有用)한 정보(情報)를 검출(檢出)하여 적당(適當)한 동정기구(同定機構)를 선택(選擇)해서 이들 정보(情報)를 이용(利用)하면, 미지(未知) 파라메터를 정확(正確)하게 정(定)하는 것이 가능(可能)하다. 따라서 제안한 동정기를 로보트 매니퓰레이터의 미지파라메타 동정기에 첨가하여 보다 효과적인 제어기를 구성하였다.

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