• Title/Summary/Keyword: Unknown parameter

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DENSITY SMOOTHNESS PARAMETER ESTIMATION WITH SOME ADDITIVE NOISES

  • Zhao, Junjian;Zhuang, Zhitao
    • Communications of the Korean Mathematical Society
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    • v.33 no.4
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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.

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

  • Ahn Sun-Eung;Kim Woo-Hyun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.28 no.2
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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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    • v.13 no.1
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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.

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

  • Ahn, Sun-Eung;Kim, Woo-Hyun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.28 no.4
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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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    • v.4 no.2
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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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    • v.17 no.10
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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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    • 1990.10b
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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

  • Hong, Yeon-Ung;Gwon, Yong-Man
    • 한국데이터정보과학회:학술대회논문집
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    • 2002.06a
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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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Model Reference Adaptive Control for Linear System with Improved Convergence Rate-parameter Adaptation Method (선형시스템을 위한 개선된 수렴속도를 갖는 기준모델 적응제어)

  • Lim, Kye-Young
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.37 no.12
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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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Controller Design for Robot Manipulator using Identifier (동정법에 의한 로봇 매니퓰레이터의 제어기 설계)

  • 정상근;박종국
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.17 no.9
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    • pp.1040-1049
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    • 1992
  • When the model of control object is not described correctly, ambiguity is often expressed by unknown parameter, In a case that this ambiguity satisfies a certain condition of limit, if robust control method is used, even if model is not correctly discribed, control system can be composed. The characteristic of control based on the variable structure theory is that the influence by ambiguity of system eradicates high-gain feedback. Therefore in this paper, VSS indentifier is proposed. Transformation of control input producing control system in sliding mode actually reflects influence of ambiguity unknown parameter of control object. If useful information is out from transformation input by a few times of operation, proper identify mechanism is selected and this information is used, to decide the unknown parameter is possible. So more effective controller was composed by addition of the proposed identifier to the unknown parameter identifier of robot manipulator.

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