• Title/Summary/Keyword: error estimates

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Estimations of Measurement System Variability and PTR under Non-normal Measurement Error (비정규 측정오차의 경우 측정시스템 변동과 PTR 추정)

  • Chang, Mu-Seong;Kim, Sang-Boo
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2006.11a
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    • pp.199-204
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    • 2006
  • ANOVA is widely used for measurement system analysis. It assumes that the measurement error is normally distributed, which may not be seen in some industrial cases. In this study, the estimates of the measurement system variability and PTR (precision-to-tolerance ratio) are obtained by using weighted standard deviation for the case where the measurement error is non-normally distributed. The Standard Bootstrap method is used for estimating confidence intervals of measurement system variability and PTR. The point and confidence interval estimates for the cases with normally distributed measurement error are compared to those with non-normally distributed measurement errors through computer simulation.

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INS/GPS Integrated Smoothing Algorithm for Synthetic Aperture Radar Motion Compensation Using an Extended Kalman Filter with a Position Damping Loop

  • Song, Jin Woo;Park, Chan Gook
    • International Journal of Aeronautical and Space Sciences
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    • v.18 no.1
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    • pp.118-128
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    • 2017
  • In this study, we propose a real time inertial navigation system/global positioning system (INS/GPS) integrated smoothing algorithm based on an extended Kalman filter (EKF) and a position damping loop (PDL) for synthetic aperture radar (SAR). Integrated navigation algorithms usually induce discontinuities due to error correction update by the Kalman filter, which are as detrimental to the performance of SAR as the relative position error. The proposed smoothing algorithm suppresses these discontinuities and also reduces the relative position error in real time. An EKF estimates the navigation errors and sensor biases, and all the errors except for the position error are corrected directly and instantly. A PDL activated during SAR operation period imposes damping effects on the position error estimates, where the estimated position error is corrected smoothly and gradually, which contributes to the real time smoothing and small relative position errors. The residual errors are re-estimated by the EKF to maintain the estimation performance and the stability of the overall loop. The performance improvements were confirmed by Monte Carlo simulations. The simulation results showed that the discontinuities were reduced by 99.8% and the relative position error by 48% compared with a conventional EKF without a smoothing loop, thereby satisfying the basic performance requirements for SAR operation. The proposed algorithm may be applicable to low cost SAR systems which use a conventional INS/GPS without changing their hardware configurations.

Multiple Slug and Pumping Tests for Quality Enhancement of Hydraulic Parameter Estimates (순간수위변화 및 양수시험을 통한 수리상수 추정의 문제점 분석)

  • 이진용;이강근;정형재;배광옥
    • Journal of the Korean Society of Groundwater Environment
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    • v.6 no.1
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    • pp.14-22
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    • 1999
  • Slug and pumping tests have been widely used to obtain hydraulic parameter estimates in the field. Although a variety of sources of error and uncertainty can be involved in the course of the test performance and data analysis, serious considerations on these sources are often neglected. In this study these various sources of error and uncertainty are analyzed or discussed using repeated slug and pumping test data and some guide lines are suggested to improve quality of parameter estimates from the slug and pumping tests.

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Estimation of Ridge Regression Under the Integrate Mean Square Error Cirterion

  • Yong B. Lim;Park, Chi H.;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • v.9 no.1
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    • pp.61-77
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    • 1980
  • In response surface experiments, a polynomial model is often used to fit the response surface by the method of least squares. However, if the vectors of predictor variables are multicollinear, least squares estimates of the regression parameters have a high probability of being unsatisfactory. Hoerland Kennard have demonstrated that these undesirable effects of multicollinearity can be reduced by using "ridge" estimates in place of the least squares estimates. Ridge regrssion theory in literature has been mainly concerned with selection of k for the first order polynomial regression model and the precision of $\hat{\beta}(k)$, the ridge estimator of regression parameters. The problem considered in this paper is that of selecting k of ridge regression for a given polynomial regression model with an arbitrary order. A criterion is proposed for selection of k in the context of integrated mean square error of fitted responses, and illustrated with an example. Also, a type of admissibility condition is established and proved for the propose criterion.criterion.

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Application of Constrained Bayes Estimation under Balanced Loss Function in Insurance Pricing

  • Kim, Myung Joon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.235-243
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    • 2014
  • Constrained Bayesian estimates overcome the over shrinkness toward the mean which usual Bayes and empirical Bayes estimates produce by matching first and second empirical moments; subsequently, a constrained Bayes estimate is recommended to use in case the research objective is to produce a histogram of the estimates considering the location and dispersion. The well-known squared error loss function exclusively emphasizes the precision of estimation and may lead to biased estimators. Thus, the balanced loss function is suggested to reflect both goodness of fit and precision of estimation. In insurance pricing, the accurate location estimates of risk and also dispersion estimates of each risk group should be considered under proper loss function. In this paper, by applying these two ideas, the benefit of the constrained Bayes estimates and balanced loss function will be discussed; in addition, application effectiveness will be proved through an analysis of real insurance accident data.

An adaption algorithm for parallel model reference bilinear systems

  • Yeo, Yeong-Koo;Song, Hyung-Keun
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10a
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    • pp.721-723
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    • 1987
  • An Adaptation algorithm is presented and a convergence criterion is derived for parallel model reference adaptive bilinear systems. The output error converges asymptotically to zero, and the parameter estimates are bounded for stable reference models. The convergence criterion depends only upon the input sequence and a priori estimates of the maximum parameter values.

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Are theoretically calculated periods of vibration for skeletal structures error-free?

  • Mehanny, Sameh S.F.
    • Earthquakes and Structures
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    • v.3 no.1
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    • pp.17-35
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    • 2012
  • Simplified equations for fundamental period of vibration of skeletal structures provided by most seismic design provisions suffer from the absence of any associated confidence levels and of any reference to their empirical basis. Therefore, such equations may typically give a sector of designers the false impression of yielding a fairly accurate value of the period of vibration. This paper, although not addressing simplified codes equations, introduces a set of mathematical equations utilizing the theory of error propagation and First-Order Second-Moment (FOSM) techniques to determine bounds on the relative error in theoretically calculated fundamental period of vibration of skeletal structures. In a complementary step, and for verification purposes, Monte Carlo simulation technique has been also applied. The latter, despite involving larger computational effort, is expected to provide more precise estimates than FOSM methods. Studies of parametric uncertainties applied to reinforced concrete frame bents - potentially idealized as SDOF systems - are conducted demonstrating the effect of randomness and uncertainty of various relevant properties, shaping both mass and stiffness, on the variance (i.e. relative error) in the estimated period of vibration. Correlation between mass and stiffness parameters - regarded as random variables - is also thoroughly discussed. According to achieved results, a relative error in the period of vibration in the order of 19% for new designs/constructions and of about 25% for existing structures for assessment purposes - and even climbing up to about 36% in some special applications and/or circumstances - is acknowledged when adopting estimates gathered from the literature for relative errors in the relevant random input variables.

Statistical Analysis of Ranging Errors by using $\beta$-Density Angular Errors due to Heading Uncertainty ($\beta$ - 분포를 갖는 센서의 방향각 오차로 인한 거리 오차의 통계적 분석)

  • 김종성
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1984.12a
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    • pp.100-106
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    • 1984
  • Traditional methods for estimating the location of underwater target, i.e. the triangulation method and the wavefront curvature method, have been utilized. The location of a target is defined by the range and the bearing, which estimates can be obtained by evaluating the time delay between neighboring sensors. Many components of error occur in estimating the target range, among which the error due to the fluctuation of heading angle is outstanding. In this paper, the wavefront curvature method was used. We considered the error due to the heading fluctuation as the $\beta$-density process, from which we analized the range estimates with $\beta$-density function exist in some finite limits, and its mean value and variation are depicted as a function of true range and heading fluctuation. Given heading angles and sensor separation, maximum estimated heading errors are presented as a function of true range.

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ERROR ESTIMATIES FOR A FREQUENCY-DOMAIN FINITE ELEMENT METHOD FOR PARABOLIC PROBLEMS WITH A NEUMANN BOUNDARY CONDITION

  • Lee, Jong-Woo
    • Bulletin of the Korean Mathematical Society
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    • v.35 no.2
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    • pp.345-362
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    • 1998
  • We introduce and anlyze a naturally parallelizable frequency-domain method for parabolic problems with a Neumann boundary condition. After taking the Fourier transformation of given equations in the space-time domain into the space-frequency domain, we solve an indefinite, complex elliptic problem for each frequency. Fourier inversion will then recover the solution of the original problem in the space-time domain. Existence and uniqueness of a solution of the transformed problem corresponding to each frequency is established. Fourier invertibility of the solution in the frequency-domain is also examined. Error estimates for a finite element approximation to solutions fo transformed problems and full error estimates for solving the given problem using a discrete Fourier inverse transform are given.

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