• 제목/요약/키워드: Unknown parameter

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Some Properties of Sequential Point Estimation of the Mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.657-663
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    • 2005
  • Under the minimum risk point estimation formulation of Robbins(1959), we consider the sequential point estimation problem for normal population $N({\theta},\;{\theta})$ with unknown parameter ${\theta}$. In the case of completely unknown ${\theta}$, Stein's(1945) two-stage procedure is known to enjoy the consistency property, but it is not even first-order efficient. In the case when ${\theta}>{\theta}_L\;where\;{\theta}_L(>0)$ is known, the revised two-stage procedure is shown to enjoy all the usual second-order properties.

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Fault Detection by Using an Adaptive Observer

  • Inoue, A.;Deng, M.;Yoshinaga, S.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.710-713
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    • 2005
  • In this paper, a design method to detect faults in plants with uncertainties is proposed. When a plant has faults, the plant will be corrupted by an unknown fault signal. In addition, the plant also includes uncertainties, such as disturbances and plant parameter deviations. In this case, the proposed method estimates the fault signal by using an adaptive observer. Numerical examples are given to demonstrate the validity of the proposed method.

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Integrated sliding mode and adaptive control of nonlinear systems with guaranteed tracking performances

  • Li, Ji-Hong;Lee, Sang-Jeong
    • 제어로봇시스템학회:학술대회논문집
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    • 2002.10a
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    • pp.48.2-48
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    • 2002
  • This paper presents an integrated sliding mode adaptive control scheme for general nonlinear uncertain systems, where structured uncertainty is assumed can be linearly parameterized and unstructured uncertainty is assumed be bounded by unknown constant A certain estimation scheme for this unknown constant is introduced to attenuate the unstructured uncertainty. Presented control scheme is shown to be stable and numerical expressions of bounds of all error signals are given, from which we can acquire some useful information about practical trade-off between tracking performance and parameter estimation property.

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Robust adaptive control of linear time-varying systems which are not necessarily slowly varying

  • Song, Chan-Ho
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10b
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    • pp.1424-1429
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    • 1990
  • This paper presents an indirect adaptive control scheme for discrete linear systems whose parameters are not necessrily slowly varying. It is assumed that system parameters are modelled as linear combinations of known bounded functions with unknown constant coefficients. Unknown coefficients are estimated using a recursive least squares algorithm with a dead zone and a forgetting factor. A control law which makes the estimated model exponentially stable is constructed. With this control law and a state observer, all based on the parameter estimates, it is shown that the resulting closed-loop system is globally stable and robust to bounded external disturbances and small unmodelled plant uncertainties.

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Strong Representations for LAD Estimators in AR(1) Models

  • Kang, Hee-Jeong;Shin, Key-Il
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.349-358
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    • 1998
  • Consider the AR(1) model $X_{t}$=$\beta$ $X_{t-1}$+$\varepsilon$$_{t}$ where $\beta$ < 1 is an unknown parameter to be estimated and {$\varepsilon$$_{t}$} denotes the independent and identically distributed error terms with unknown common distribution function F. In this paper, a strong representation for the least absolute deviation (LAD) estimate of $\beta$ in AR(1) models is obtained under some mild conditions on F. on F.F.

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Estimation for Two-Parameter Generalized Exponential Distribution Based on Records

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • v.20 no.1
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    • pp.29-39
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    • 2013
  • This paper derives maximum likelihood estimators (MLEs) and some approximate MLEs (AMLEs) of unknown parameters of the generalized exponential distribution when data are lower record values. We derive approximate Bayes estimators through importance sampling and obtain corresponding Bayes predictive intervals for unknown parameters for lower record values from the generalized exponential distribution. For illustrative purposes, we examine the validity of the proposed estimation method by using real and simulated data.

Hyper-Parameter in Hidden Markov Random Field

  • Lim, Jo-Han;Yu, Dong-Hyeon;Pyu, Kyung-Suk
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.177-183
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    • 2011
  • Hidden Markov random eld(HMRF) is one of the most common model for image segmentation which is an important preprocessing in many imaging devices. The HMRF has unknown hyper-parameters on Markov random field to be estimated in segmenting testing images. However, in practice, due to computational complexity, it is often assumed to be a fixed constant. In this paper, we numerically show that the segmentation results very depending on the fixed hyper-parameter, and, if the parameter is misspecified, they further depend on the choice of the class-labelling algorithm. In contrast, the HMRF with estimated hyper-parameter provides consistent segmentation results regardless of the choice of class labelling and the estimation method. Thus, we recommend practitioners estimate the hyper-parameter even though it is computationally complex.

Lifetime Assessments on 154 kV Transmission Porcelain Insulators with a Bayesian Approach (베이지안 방법론을 적용한 154 kV 송전용 자기애자의 수명 평가 개발)

  • Choi, In-Hyuk;Kim, Tae-Kyun;Yoon, Yong-Beum;Yi, Junsin;Kim, Seong Wook
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.30 no.9
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    • pp.551-557
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    • 2017
  • It is extremely important to improve methodologies for the lifetime assessment of porcelain insulators. While there has been a considerable amount of work regarding the phenomena of lifetime distributions, most of the studies assume that aging distributions follow the Weibull distribution. However, the true underlying distribution is unknown, giving rise to unrealistic inferences, such as parameter estimations. In this article, we review several distributions that are commonly used in reliability and survival analysis, such as the exponential, Weibull, log-normal, and gamma distributions. Some properties, including the characteristics of failure rates of these distributions, are presented. We use a Bayesian approach for model selection and parameter estimation procedures. A well-known measure, called the Bayes factor, is used to find the most plausible model among several contending models. The posterior mean can be used as a parameter estimate for unknown parameters, once a model with the highest posterior probability is selected. Extensive simulation studies are performed to demonstrate our methodologies.

Identification of plastic deformations and parameters of nonlinear single-bay frames

  • Au, Francis T.K.;Yan, Z.H.
    • Smart Structures and Systems
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    • v.22 no.3
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    • pp.315-326
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    • 2018
  • This paper presents a novel time-domain method for the identification of plastic rotations and stiffness parameters of single-bay frames with nonlinear plastic hinges. Each plastic hinge is modelled as a pseudo-semi-rigid connection with nonlinear hysteretic moment-curvature characteristics at an element end. Through the comparison of the identified end rotations of members that are connected together, the plastic rotation that furnishes information of the locations and plasticity degrees of plastic hinges can be identified. The force consideration of the frame members may be used to relate the stiffness parameters to the elastic rotations and the excitation. The damped-least-squares method and damped-and-weighted-least-squares method are adopted to estimate the stiffness parameters of frames. A noise-removal strategy employing a de-noising technique based on wavelet packets with a smoothing process is used to filter out the noise for the parameter estimation. The numerical examples show that the proposed method can identify the plastic rotations and the stiffness parameters using measurements with reasonable level of noise. The unknown excitation can also be estimated with acceptable accuracy. The advantages and disadvantages of both parameter estimation methods are discussed.

Reclaimer Control: Modeling , Parameter Estimation, and a Robust Smith Predictor Design (원료채집기의 제어: 모델링, 계수추정, 견실한 스미스 예측기의 설계)

  • Kim, Sung-Hoon;Hong, Keum-Shik;Kang, Dong-Hunn
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.8
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    • pp.923-931
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    • 1999
  • In this paper, a modeling and a robust time-delay control for the reclaimer are investigated. Supplying the same amount of a raw material throughout the reclamation process from the raw yard to a sinter plant is important to keep the quality of the molten steel uniform in blast furnaces. As the actual parameter values of the reclaimer are not available, the boom rotational dynamics are modeled as a second order differential equation with unknown coefficients. The unknown parameters in the nominal model are estimated using a recursive estimation method. Another important factor in the control design of the reclaimer is the large time-delay in output measurement. Assuming a multiplicative uncertainty, that accounts for both the unstructured uncertainty neglected in the modeling and the structured uncertainty contained in the parameter estimation, a robust Smith predictor is designed. A robust stability criterion for the multiplicative uncertainty is also derived. Following the work of Goodwin et al. [4], a quantifying procedure of the multiplicative uncertainty bound, through experiments , is described. Experimental and simulation results are provided.

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