• 대한기계학회논문집B
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• 제30권3호
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• pp.270-277
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• 2006

Inverse radiation problems were solved for estimating boundary temperature distribution in a way of function estimation approach in an axisymmetric absorbing, emitting and scattering medium, given the measured radiative data. In order to reduce the computational time fur the calculation of sensitivity matrix, automatic differentiation and Broyden combined method were adopted, and their computational precision and efficiency were compared with the result obtained by finite difference approximation.. In inverse analysis, the effects of the precision of sensitivity matrix, the number of measurement points and measurement error on the estimation accuracy had been inspected using quasi-Newton method as an inverse method. Inverse solutions were validated with the result acquired by additional inverse methods of conjugate-gradient method or Levenberg-Marquardt method.

• Communications for Statistical Applications and Methods
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• 제27권1호
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• pp.97-108
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• 2020

This paper compares several methods for estimating parameters of normal inverse Gaussian distribution. Ordinary maximum likelihood estimation and the method of moment estimation often do not work properly due to restrictions on parameters. We examine the performance of adjusted estimation methods along with the ordinary maximum likelihood estimation and the method of moment estimation by simulation and real data application. We also see the effect of the initial value in estimation methods. The simulation results show that the ordinary maximum likelihood estimator is significantly affected by the initial value; in addition, the adjusted estimators have smaller root mean square error than ordinary estimators as well as less impact on the initial value. With real datasets, we obtain similar results to what we see in simulation studies. Based on the results of simulation and real data application, we suggest using adjusted maximum likelihood estimates with adjusted method of moment estimates as initial values to estimate the parameters of normal inverse Gaussian distribution.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1996년도 추계학술대회 논문집
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• pp.267-271
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• 1996

In this study, performance improvement of the inverse modeling as the on-line control method for the estimation, control experiment is performed. As the modeling errors is occurred in duct system arbitrarily, a case using the filtered-x LMS algorithm only as the control method, a case using tile inverse modeling method only and a case using the inverse modeling with the adaptive line enhancer are compared. The estimation errors between real secondary path transfer functions and the estimated and the control performances of primary noises with these estimated transfer functions are compared.

• 응용통계연구
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• 제29권4호
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• pp.741-752
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• 2016

금융자산의 수익률 분포를 잘 설명할 수 있는 것으로 알려진 normal inverse Gaussian(NIG)분포는 모수의 조건에 의해 세 배의 초과첨도가 왜도 제곱의 5배보다 커야 하는데, 만약 관측된 초과첨도와 왜도의 관계가 이를 만족하지 못하거나 두 값이 매우 비슷하다면 모수를 안정적으로 추정하기 어렵게 된다. 이 논문에서 우리는 NIG분포의 모수추정에서 발생하는 이러한 문제점을 살펴보고 모의실험을 통해 이를 보정하는 방법을 찾아보았다. KOSPI, S&P500, FTSE와 HANG SENG의 실제 주가지수 자료에 적용하여 보정의 효과를 비교하고 VaR를 이용한 사후검증으로 보정된 추정방법의 성능을 평가해 보았다. 보정 방법을 이용하였을 때, 모수추정의 문제가 있던 구간을 포함한 모든 구간에서 안정적인 모수추정이 가능하였고 VaR를 통한 사후 검증에서도 분포의 성능이 떨어지지 않음을 확인하였다.

• Ocean Science Journal
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• 제41권4호
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• pp.195-199
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• 2006

Comparative study was carried out for an acoustic iterative inverse method to estimate bubble size distributions in water. Conventional bubble sizing methods consider only sound attenuation for sizing. Choi and Yoon [IEEE, 26(1), 125-130 (2001)] reported an acoustic iterative inverse method, which extracts the sound speed component from the measured sound attenuation. It can more accurately estimate the bubble size distributions in water than do the conventional methods. The estimation results of acoustic iterative inverse method were compared with other experimental data. The experimental data show good agreement with the estimation from the acoustic iterative inverse method. This iterative technique can be utilized for bubble sizing in the ocean.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.479-496
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• 2016

In this survey, we present a modified inverse moment estimation of parameters and its applications. We use a specific model to demonstrate its principle and how to apply this method in practice. The estimation of unknown parameters is considered. A necessary and sufficient condition for the existence and uniqueness of maximum-likelihood estimates of the parameters is obtained for the classical maximum likelihood estimation. Inverse moment and modified inverse moment estimators are proposed and their properties are studied. Monte Carlo simulations are conducted to compare the performances of these estimators. As far as the biases and mean squared errors are concerned, modified inverse moment estimator works the best in all cases considered for estimating the unknown parameters. Its performance is followed by inverse moment estimator and maximum likelihood estimator, especially for small sample sizes.

• 대한기계학회논문집B
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• 제25권5호
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• pp.673-679
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• 2001

The objective of this work is to estimate the temperature dependent thermal properties of the APC-2 composite using a inverse parameter estimation technique. The present inverse method features the estimation of the thermal conductivity and the volumetric heat capacity, which are dependent on the temperature inside the composite. Furthermore, the thermal conductivity is directionally dependent because of the aniosotropy of the composite. An on-line temperature measurement system with a suitable method of heating is built. A composite slab is fabricated using thermoplastic prepreg for the investigation. The corresponding computer code for evaluating the thermal properties inversely using the temperature reading transmitted from the measurement system is developed. The parameterized form is used for the rapid and stable estimation. The modified Newtons method is adopted for the solution technique of the inverse analysis. The estimated results are compared with the measured data from a previous study for the verification.

• Structural Engineering and Mechanics
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• 제37권4호
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• pp.351-365
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• 2011

This study proposes an inverse estimation method for the input forces of a fixed beam structural system. The estimator includes the fuzzy Kalman Filter (FKF) technology and the fuzzy weighted recursive least square method (FWRLSM). In the estimation method, the effective estimator are accelerated and weighted by the fuzzy accelerating and weighting factors proposed based on the fuzzy logic inference system. By directly synthesizing the robust filter technology with the estimator, this study presents an efficient robust forgetting zone, which is capable of providing a reasonable trade-off between the tracking capability and the flexibility against noises. The period input of the fixed beam structure system can be effectively estimated by using this method to promote the reliability of the dynamic performance analysis. The simulation results are compared by alternating between the constant and adaptive and fuzzy weighting factors. The results demonstrate that the application of the presented method to the fixed beam structure system is successful.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1996년도 추계학술대회 논문집 학회본부
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• pp.182-185
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• 1996

The purpose of slate estimation in power system is to estimate the best-fit Slate variables from the measurements contaminated by various kind of noise. But because the majority of state estimation modules in EMS lack the convergence characteristics, sometimes the desirable outputs can't be obtained. So, in this paper, the new algorithm using the load now output as initial values in the state estimation calculation is proposed to guarantee the convergence. And if the load now outputs were used as the initial values in the calculation, the change in each step would be small compared to the original method using the flat start point. And the Inverse Lemma is used in the algorithm to calculate the new stale in each iteration step for reducing the calculation time. The proposed algorithm was tested on the IEEE 14, 30, 118 bus systems. Eventually, we were able to verity that the differences between the results obtained by the original method and proposed method were relatively small, and the effectiveness of the proposed algorithm increased when applied to the bigger systems.

• 지질공학
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• 제6권2호
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• pp.83-93
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• 1996

최대우도법 (maximum likelihood method)을 이용하여 정류상태의 지하수위 자료로 부터 불균질성과 비등방성을 가지는 대수층의 수리상수를 추정하는 반전모델을 개발하였다. 반전모델을 이용하여 추정된 수리상수의 추정오차를 분석하기 위하여 Fisher information matrix 분석법을 도입하고, 수리상수의 추정을 위한 Parameterization의 방법으로 소유동영역화 방법 (zonation method)을 사용하였다. 개발된 반전모델을 이용하여 세가지 경우에 대해서 대구지역의 투수량계수를 추정하였다. 또한, 대구지역의 지하 수함양률을 각 소유동영역의 값으로 추정하였다. 각 추정에서 수반되는 추정오차의 특성을 Fisher information matrix를 구하여 사펴보았다.