• 제목/요약/키워드: least-square estimation

검색결과 630건 처리시간 0.024초

Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
    • /
    • 제26권6호
    • /
    • pp.383-395
    • /
    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

최소자승법을 이용한 $Y-\triangle$ 누설 인덕턴스 추정 방법 (Leakage Inductance Estimation of $Y-\triangle$ Transformer Using the Least Square Method)

  • 황태근;이병은;장성일;김용균;강용철
    • 전기학회논문지
    • /
    • 제56권4호
    • /
    • pp.645-650
    • /
    • 2007
  • This paper proposes a parameter estimation technique of a power transformer. Based on the combined equation, it estimates separately the primary and secondary leakage inductances using the least square method from the instantaneous voltages and currents in the steady state. The performance of the proposed technique was investigated by varying the cut-off frequency of the filter and the number of samples per cycle. The estimated values are obtained based on the average value for 41 cycle.

퍼지 결합 다항식 뉴럴 네트워크 (Fuzzy Combined Polynomial Neural Networks)

  • 노석범;오성권;안태천
    • 전기학회논문지
    • /
    • 제56권7호
    • /
    • pp.1315-1320
    • /
    • 2007
  • In this paper, we introduce a new fuzzy model called fuzzy combined polynomial neural networks, which are based on the representative fuzzy model named polynomial fuzzy model. In the design procedure of the proposed fuzzy model, the coefficients on consequent parts are estimated by using not general least square estimation algorithm that is a sort of global learning algorithm but weighted least square estimation algorithm, a sort of local learning algorithm. We are able to adopt various type of structures as the consequent part of fuzzy model when using a local learning algorithm. Among various structures, we select Polynomial Neural Networks which have nonlinear characteristic and the final result of which is a complex mathematical polynomial. The approximation ability of the proposed model can be improved using Polynomial Neural Networks as the consequent part.

An Implementation of Discrete Mathematical Model for ECG waveform

  • Yimman, Surapun;Deeudom, Mongkon;Ittisariyanon, Jirawat;Junnapiya, Somyot;Dejhan, Kobchai
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2005년도 ICCAS
    • /
    • pp.852-856
    • /
    • 2005
  • This paper proposes a new design of the ECG simulator with high resolution by using small amount of memories based on discrete least square estimation equations instead of reading the stored data inside the look-up table. The experimental results have shown that the ECG simulator using discrete least square estimation equations can display the bipolar limb leads ECG signals with low PRD (percent root-mean-square difference) while taking the less amount of memories than the previous method which used the look-up table to store ECG data for ECG simulation.

  • PDF

비선형 회귀모형에서 오차의 분산에 따른 예비검정 추정방법 (Preliminary test estimation method accounting for error variance structure in nonlinear regression models)

  • 유혜원;임창원
    • 응용통계연구
    • /
    • 제29권4호
    • /
    • pp.595-611
    • /
    • 2016
  • 일반적으로 독성학 또는 약리학에서는 자료를 분석할 때 Hill Model과 같은 비선형 회귀모형을 사용한다. 비선형 회귀모형에서 모수의 추정량과 그것의 불확실성(uncertainty)에 대한 측도의 추정은 오차의 분산 구조에 영향을 받게 된다. 따라서 자료가 등분산인지 혹은 이분산인지에 따라 사용하여야 할 추정 방법이 달라져야 한다. 그러나 일반적으로 자료를 실제로 분석하기 전에는 오차의 분산구조에 대해서 잘 알 수 없다. 그러므로 오차의 분산구조에 로버스트한 추정 방법을 개발하는 것은 중요한 문제이다. 본 논문에서는 예비검정 방법을 기반으로 한 비선형 회귀모형에서의 모수 추정 방법을 제안하였다. 오차 분산의 등분산성에 대한 간단한 예비검정의 결과에 따라 보통 최소제곱 추정(ordinary Least Square Estimation) 방법과 반복 가중 최소제곱 추정(iterative weighted least square estimation) 방법을 사용하는 추정량을 정의하였다. 제안된 추정량은 모의실험 연구를 통하여 기존의 표준적인 추정량들과 그 성능을 비교하였다. 또한 미국의 National Toxicology Program으로부터 얻어진 실제자료를 사용하여 추정 방법들을 비교하였다.

신경회로망과 순환최소자승법을 이용한 Skid-to-Turn 미사일의 공력 파라미터 추정 (Estimation of Aerodynamic Coefficients for a Skid-to-Turn Missile using Neural Network and Recursive Least Square)

  • 김윤환;박균법;송용규;황익호;최동균
    • 한국항공운항학회지
    • /
    • 제20권4호
    • /
    • pp.7-13
    • /
    • 2012
  • This paper is to estimate aerodynamic coefficients needed to determine the missiles' controller design and stability from simulation data of Skid-to-Turn missile. Method of determining aerodynamic coefficients is to apply Neural Network and Recursive Least Square and results were compared and researched. Also analysing actual flight test data was considered and sensor noise was added. Estimate parameter of data with sensor noise added and estimated performance and reliability for both methods that did not need initial values. Both Neural Network and Recursive Least Square methods showed excellent estimate results without adding the noise and with noise added Neural Network method showed better estimate results.

THE CONSISTENCY OF NONLINEAR REGRESSION MINIMIZING $L_p$-NORM

  • Choi, Seung-Hoe;Park, Kyung-Ok
    • East Asian mathematical journal
    • /
    • 제14권2호
    • /
    • pp.421-427
    • /
    • 1998
  • In this paper we provide sufficient conditions which ensure the strong consistency of $L_p$-norm estimation in nonlinear regression model when the probability distribution of the errors term is symmetric about zero. The least absolute deviation and least square estimation are discussed as special cases of the proposed estimation.

  • PDF

수정된 RLS 기반으로 관절 토크 센서를 이용한 로봇에 가해진 외부 힘 예측 및 펙인홀 작업 구현 (External Force Estimation by Modifying RLS using Joint Torque Sensor for Peg-in-Hole Assembly Operation)

  • 정유석;이철수
    • 로봇학회논문지
    • /
    • 제13권1호
    • /
    • pp.55-62
    • /
    • 2018
  • In this paper, a method for estimation of external force on an end-effector using joint torque sensor is proposed. The method is based on portion of measure torque caused by external force. Due to noise in the torque measurement data from the torque sensor, a recursive least-square estimation algorithm is used to ensure a smoother estimation of the external force data. However it is inevitable to create a delay for the sensor to detect the external force. In order to reduce the delay, modified recursive least-square is proposed. The performance of the proposed estimation method is evaluated in an experiment on a developed six-degree-of-freedom robot. By using NI DAQ device and Labview, the robot control, data acquisition and The experimental results output are processed in real time. By using proposed modified RLS, the delay to estimate the external force with the RLS is reduced by 54.9%. As an experimental result, the difference of the actual external force and the estimated external force is 4.11% with an included angle of $5.04^{\circ}$ while in dynamic state. This result shows that this method allows joint torque sensors to be used instead of commonly used external sensory system such as F/T sensors.

임의 중단모형에서 최소제곱법을 이용한 와이블분포의 모수 추정 (An Estimation of Parameters in Weibull Distribution Using Least Squares Method under Random Censoring Model)

  • 이우동
    • Journal of the Korean Data and Information Science Society
    • /
    • 제7권2호
    • /
    • pp.263-272
    • /
    • 1996
  • 임의의 기계에 대한 수명의 분포는 와이블분포를 하는 경우가 흔하다. 그리고 현실적으로 기계의 수명시간을 검정할 때, 시험시간및 여러 환경적인 제약에 의하여 표본으로 주어진 기계의 수명을 모두 관측하기는 어렵다. 그래서, 본 연구에서는 임의 중단모형 하에서 와이블분포의 모수를 최소제곱법(least squares method)을 이용하여 추정하고 기존의 최대우도추정량(maximum likelihood estimates)과 효율성의 측면에서 비교하고자 한다.

  • PDF

4S 해상 통신을 위한 채널 추정 알고리즘 비교 연구 (Comparison Study of Channel Estimation Algorithm for 4S Maritime Communications)

  • 최명수;이성로
    • 한국통신학회논문지
    • /
    • 제38C권3호
    • /
    • pp.288-295
    • /
    • 2013
  • 본 논문에서는 4S (Ship to Ship, Ship to Shore) 해상통신을 위해 다른 채널 조건 하에서 기존의 채널 추정 기법을 비교하였다. 일반적으로 수신 신호는 다중경로나 부호 간 간섭에 의해 손상을 받게 된다. 시간 변화 다중 페이딩 채널의 추정은 수신기에서 어려운 작업이며, 적절한 채널 추정 필터를 사용함으로써 수신기의 성능을 향상시킬 수 있다. 모의실험은 MATLAB을 사용하여 AWGN (Additive White Gaussian Noise), Rician, Rayleigh 채널에서 채널 추정 알고리즘으로 주로 사용되어지는 LMS (Least Mean Square)와 RLS (Recursive Least-Squares) 알고리즘을 비교 하였다.