• 제어로봇시스템학회:학술대회논문집
• /
• 2001.10a
• /
• pp.33.1-33
• /
• 2001

We address a novel approach to identify a nonlinear dynamic system for Wiener models, which are composed of a linear dynamic system part followed by a nonlinear static part. The aim of system identification here is to provide the optimal mathematical model of both the linear dynamic and the nonlinear static parts in some appropriate sense. Assuming the nonlinear static part is invertible, we approximate the inverse function by a piecewise linear function. We estimate the piecewise linear inverse function by using the evolutionary computation approach such as genetic algorithm (GA) and evolution strategies (ES), while we estimate the linear dynamic system part by the least squares method. The results of numerical simulation studies indicate the usefulness of proposed approach to the Wiener model identification.

• Communications for Statistical Applications and Methods
• /
• v.8 no.1
• /
• pp.159-171
• /
• 2001

Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent ; that is, the power of the test will not approach 1 as the sample size increases. Hence we give a test based on the ratio of two asymptotically efficient estimates of scale. We also have conducted a power study to compare the test procedures, using Monte Carlo samples from a wide range of alternatives. It is found that the suggested statistics have higher power for the alternatives with the coefficient of variation greater that or equal to 1.

• YAKHAK HOEJI
• /
• v.56 no.1
• /
• pp.66-69
• /
• 2012

This study aims to assess the aggregate contribution of new drugs to the increase in life expectancy. We constructed a panel data combining mortality data in KOSIS and a drug dataset generated by assigning new drugs listed in 2000~2009 to their respective ICD codes. We found that 10% increase in stock of new drug led to 0.13~0.27% increase in the probability of survival to age 65. Due to lack of disease-specific life table, we used indirect approach to estimate the effect of new drugs on longevity. Using ordinary least squares, the estimate of the probability of survival to age 65 (logarithm) on life expectancy for all ages was 24.92. In conclusion, the increase in life expectancy of the entire population in Korea between 2000 and 2009 resulting from NMEs is 1.95 years, which explains 46.6% of real increase in life expectancy.

• International conference on construction engineering and project management
• /
• 2005.10a
• /
• pp.935-940
• /
• 2005

This paper presents the results of a statistical analysis using historical data of cost contingency. As a result, a model that predicts and estimates an accurate cost contingency value using the least squares estimation method was developed. Data such as original contract amounts, estimated contingency amounts set by maximum funding limits, and actual contingency amounts, were collected and used for model development. The more effective prediction model was selected from the two developed models based on its prediction capability. The model would help guide project managers making financial decisions when the determination of the cost contingency amounts for multiple projects is necessary.

• Communications for Statistical Applications and Methods
• /
• v.29 no.6
• /
• pp.641-653
• /
• 2022

Penalized least squares methods are important tools to simultaneously select variables and estimate parameters in linear regression. The penalized maximum likelihood can also be used for the same purpose assuming that the error distribution falls in a certain parametric family of distributions. However, the use of a certain parametric family can suffer a misspecification problem which undermines the estimation accuracy. To give sufficient flexibility to the error distribution, we propose to use the symmetric log-concave error distribution with LASSO penalty. A feasible algorithm to estimate both nonparametric and parametric components in the proposed model is provided. Some numerical studies are also presented showing that the proposed method produces more efficient estimators than some existing methods with similar variable selection performance.

• Journal of Biosystems Engineering
• /
• v.33 no.6
• /
• pp.430-437
• /
• 2008

Optical diffuse reflectance sensing in visible and near-infrared wavelength ranges is one approach to rapidly quantify soil properties for site-specific management. The objectives of this study were to investigate effects of preprocessing of reflectance data and determine the accuracy of the reflectance approach for estimating physical and chemical properties of selected Missouri and Illinois, USA surface soils encompassing a wide range of soil types and textures. Diffuse reflectance spectra of air-dried, sieved samples were obtained in the laboratory. Calibrations relating spectra to soil properties determined by standard methods were developed using partial least squares (PLS) regression. The best data preprocessing, consisting of absorbance transformation and mean centering, reduced estimation errors by up to 20% compared to raw reflectance data. Good estimates ($R^2=0.83$ to 0.92) were obtained using spectral data for soil texture fractions, organic matter, and CEC. Estimates of pH, P, and K were not good ($R^2$ < 0.7), and other approaches to estimating these soil chemical properties should be investigated. Overall, the ability of diffuse reflectance spectroscopy to accurately estimate multiple soil properties across a wide range of soils makes it a good candidate technology for providing at least a portion of the data needed in site-specific management of agriculture.

• Journal of Drive and Control
• /
• v.14 no.3
• /
• pp.40-49
• /
• 2017

This study presents an online estimation of an excavator's rotational inertia by using recursive least square with forgetting. It is difficult to measure rotational inertia in real systems. Against this background, online estimation of rotational inertia is essential for improving safety and automation of construction equipment such as excavators because changes in inertial parameter impact dynamic characteristics. Regarding an excavator, rotational inertia for swing motion may change significantly according to working posture and digging conditions. Hence, rotational inertia estimation by predicting swing motion is critical for enhancing working safety and automation. Swing velocity and damping coefficient were used for rotational inertia estimation in this study. Updating rules are proposed for enhancing convergence performance by using the damping coefficient and forgetting factors. The proposed estimation algorithm uses three forgetting factors to estimate time-varying rotational inertia, damping coefficient, and torque with different variation rates. Rotational inertia in a typical working scenario was considered for reasonable performance evaluation. Three simulations were conducted by considering several digging conditions. Presented estimation results reveal the proposed estimation scheme is effective for estimating varying rotational inertia of the excavator.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
• /
• v.5 no.3
• /
• pp.169-173
• /
• 2012

This paper investigates the performance of Turbo equalization in wireless multipath channels. Turbo equalization mainly consists of a SISO(soft-in soft-out) equalizer and a SISO decoder. Iterative channel estimators can improve the accuracy of channel estimates by soft information fed back from the SISO decoder. Comparing iterative channel estimators with LMS(least mean square) and RLS(recursive least squares) algorithms, which are the most common algorithms to estimate and track a time-varying channel impulse response, the iterative channel estimator with RLS converges more faster than the one with LMS. However, the difference of BER(bit error rate) performances gradually decreases as the number of iterations for Turbo equalization increases.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.6 no.7
• /
• pp.1792-1801
• /
• 2012

Symbol timing error amounts to a major degradation in the system performance. Conventionally, timing error is estimated by predefined preamble on both transmitter and receiver. The maximum of the correlation result is considered the start of the OFDM symbol. Problem arises when the prime path is not the strongest one. In this paper, we propose a new combined time and channel estimation method for multi-band OFDM ultra wide-band (MB-OFDM UWB) systems. It is assumed that a coarse timing has been obtained at a stage before the proposed scheme. Based on the coarse timing, search interval is set (or time candidates). Exploiting channel statistics that are assumed to be known by the receiver, we derive a maximum a posteriori estimate (MAP) of the channel impulse response. Based on this estimate, we discern for the timing error. Timing estimation performance is compared with the least squares (LS) channel estimate in terms of mean squared error (MSE). It is shown that the proposed timing scheme is lower in MSE than the LS method.

• The Korean Journal of Applied Statistics
• /
• v.29 no.1
• /
• pp.257-266
• /
• 2016

Random Coefficient Autoregressive models (RCA) have attracted increased interest due to the wide range of applications in biology, economics, meteorology and finance. We consider an RCA as an appropriate model for non-linear properties and better than an AR model for linear properties. We study the methods of RCA parameter estimation. Especially we proposed the special case that an random coefficient ${\phi}(t)$ has the initial value ${\phi}(0)$ in the RCA model. In practical study, we estimated the parameters and compared Prediction Error Sum of Squares (PRESS) criterion between AR and RCA using Korean Mumps data.