• Transactions of the Korean Society of Mechanical Engineers B
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• v.30 no.3 s.246
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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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• v.27 no.1
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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.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1996.11a
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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.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.741-752
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• 2016

Numerous studies have shown that normal inverse Gaussian (NIG) distribution adequately fits the empirical return distribution of financial securities. The estimation of parameters can also be done relatively easily, which makes the NIG distribution more useful in financial markets. The maximum likelihood estimation and the method of moments estimation are easy to implement; however, we may encounter a problem in practice when a relationship among the moments is violated. In this paper, we investigate this problem in the parameter estimation and try to find a simple solution through simulations. We examine the effect of our adjusted estimation method with real data: daily log returns of KOSPI, S&P500, FTSE and HANG SENG. We also checked the performance of our method by computing the value at risk of daily log return data. The results show that our method improves the stability of parameter estimation, while it retains a comparable performance in goodness-of-fit.

• Ocean Science Journal
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• v.41 no.4
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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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• v.23 no.6
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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.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.25 no.5
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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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• v.37 no.4
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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.

• Proceedings of the KIEE Conference
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• 1996.11a
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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.

• The Journal of Engineering Geology
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• v.6 no.2
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• pp.83-93
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• 1996

A method is proposed to estimate aquifer parameters in a heterogeneous and anisotropic aquifer under steady-state groundwater flow conditions on the basis of maximum likelihood concept. Zonation method is adopted for parameterization, and estimation errors are analyzed by examining the estimation error covariance matrix in the eigenspace. This study demonstrates the ability of the proposed model to estimate parameters and helps to understand the characteristics of the inverse problem. This study also explores various features of the inverse methodology by applying it to a set of field data of the Taegu area. In the field example, transmissivities were estimated under three different zonation patterns. Recharge rates in the Taegu area were also estimated using MODINV which is an inverse model compatible with MODFLOW.The estimation results indicate that anisotropy of aquifer parameters should be considered for the crystalline rock aquifer which is the dominant aquifer system in Korea.