• 제목/요약/키워드: least-squares estimator

검색결과 160건 처리시간 0.027초

Estimation of product compositions for multicomponent distillation columns

  • Shin, Joonho;Lee, Moonyong;Park, Sunwon
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
    • /
    • pp.295-298
    • /
    • 1996
  • In distillation column control, secondary measurements such as temperatures and flows are widely used in order to infer product composition. This paper addresses the design of static estimators using the secondary measurements for estimating the product compositions of the multicomponent distillation columns. Based on the unified framework for the estimator problems, the relationships among several typical static estimators are discussed including the effect of the measured inputs. Design guidelines for the composition estimator using PLS regression are also presented. The estimator based on the guidelines is robust to sensor noise and has a good predictive power.

  • PDF

ADAPTIVE CHANDRASEKHAR FILLTER FOR LINEAR DISCRETE-TIME STATIONALY STOCHASTIC SYSTEMS

  • Sugisaka, Masanori
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
    • /
    • pp.1041-1044
    • /
    • 1988
  • This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.

  • PDF

The Efficiency of the Cochrane-Orcutt Estimation Procedure in Autocorrelated Regression Models

  • Song, Seuck-Heun;Myoungshic Jhun;Jung, Byoung-Cheol
    • Journal of the Korean Statistical Society
    • /
    • 제27권3호
    • /
    • pp.319-329
    • /
    • 1998
  • In the linear regression model with an autocorrelated disturbances, the Cochrane-Orcutt estimator (COE) is a well known alternative to the Generalized Least Squares estimator (GLSE). The efficiency of COE has been studied empirically in a Monte Carlo study when the unknown parameters are estimated by maximum likelihood method. In this paper, it is theoretically proved that the COE is shown to be inferior to the GLSE. The comparisons are based on the difference of corresponding information matrices or the ratio of their determinants.

  • PDF

자율주행 버스의 종방향 제어를 위한 질량 및 종 경사 추정기 개발 (Vehicle Mass and Road Grade Estimation for Longitudinal Acceleration Controller of an Automated Bus)

  • 조아라;정용환;임형호;이경수
    • 자동차안전학회지
    • /
    • 제12권2호
    • /
    • pp.14-20
    • /
    • 2020
  • This paper presents a vehicle mass and road grade estimator for developing an automated bus. To consider the dynamic characteristics of a bus varying with the number of passengers, the longitudinal controller needs the estimation of the vehicle's mass and road grade in real-time and utilizes the information to adjust the control gains. Discrete Kalman filter is applied to estimate the time-varying road grade, and the recursive least squares algorithm is adopted to account for the constant mass estimation. After being implemented in MATLAB/Simulink, the estimators are evaluated with the dynamic model and experimental data of the target bus. The proposed estimators will be applied to complement the algorithm of the longitudinal controller and proceed with algorithm verification.

Nonlinear structural system wind load input estimation using the extended inverse method

  • Lee, Ming-Hui
    • Wind and Structures
    • /
    • 제17권4호
    • /
    • pp.451-464
    • /
    • 2013
  • This study develops an extended inverse input estimation algorithm with intelligent adaptive fuzzy weighting to effectively estimate the unknown input wind load of nonlinear structural systems. This algorithm combines the extended Kalman filter and recursive least squares estimator with intelligent adaptive fuzzy weighting. This study investigated the unknown input wind load applied on a tower structural system. Nonlinear characteristics will exist in various structural systems. The nonlinear characteristics are particularly more obvious when applying larger input wind load. Numerical simulation cases involving different input wind load types are studied in this paper. The simulation results verify the nonlinear characteristics of the structural system. This algorithm is effective in estimating unknown input wind loads.

Suboptimal Adaptive Filters for Stochastic Systems with Multisensor Environment

  • Shin, Vladimir;Ahn, Jun-Il
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2004년도 ICCAS
    • /
    • pp.2045-2050
    • /
    • 2004
  • An optimal combination of arbitrary number correlated estimates is derived. In particular, for two estimates this combination represents the well-known Millman and Bar-Shalom-Campo formulae for uncorrelated and correlated estimation errors, respectively. This new result is applied to the various estimation problems as least-squares estimation, Kalman filtering, and adaptive filtering. The new approximate adaptive filter with a parallel structure is proposed. It is shown that this filter is very effective for multisensor systems containing different types of sensors. Examples demonstrating the accuracy of the proposed filter are given.

  • PDF

A Modified Weighted Least Squares Range Estimator for ASM (Anti-Ship Missile) Application

  • Whang Ick-Ho;Ra Won-Sang;Ahn Jo-Young
    • International Journal of Control, Automation, and Systems
    • /
    • 제3권3호
    • /
    • pp.486-492
    • /
    • 2005
  • A practical recursive WLS (weighted least squares) algorithm is proposed to estimate relative range using LOS (line-of-sight) information for ASM (anti-ship missile) application. Apart from the previous approaches based on the EKF (extended Kalman filter), to ensure good convergence properties in long range engagement situations, the proposed scheme utilizes LOS rate measurements instead of conventionally used LOS angle measurements. The estimation error property for the proposed filter is investigated and a simple error compensator is devised to enhance its estimation error performances. Simulation results indicate that the proposed filter produces very accurate range estimates with extremely small computations.

A cautionary note on the use of Cook's distance

  • Kim, Myung Geun
    • Communications for Statistical Applications and Methods
    • /
    • 제24권3호
    • /
    • pp.317-324
    • /
    • 2017
  • An influence measure known as Cook's distance has been used for judging the influence of each observation on the least squares estimate of the parameter vector. The distance does not reflect the distributional property of the change in the least squares estimator of the regression coefficients due to case deletions: the distribution has a covariance matrix of rank one and thus it has a support set determined by a line in the multidimensional Euclidean space. As a result, the use of Cook's distance may fail to correctly provide information about influential observations, and we study some reasons for the failure. Three illustrative examples will be provided, in which the use of Cook's distance fails to give the right information about influential observations or it provides the right information about the most influential observation. We will seek some reasons for the wrong or right provision of information.

Applicability of the Ordinary Least Squares Procedure When Both Variables are Subject to Error

  • Kim, Kil-Soo;Byun, Jai-Hyun;Yum, Bong-Jin
    • 한국경영과학회지
    • /
    • 제21권1호
    • /
    • pp.163-170
    • /
    • 1996
  • An errors-in-variables model (EVM) differs from the classical regression model in that in the former the independent variable is also subject to error. This paper shows that to assess the applicability of the ordinary least squares (OLS) estimation procedure to the EVM, the relative dispersion of the independent variable to its error variance must be also considered in addition to Mandel's criterion. The effect of physically reducing the variance of errors in the independent variable on the performance of the OLS slope estimator is also discussed.

  • PDF

공분산형 ARMA 고속 Transversal 필터에 관한 연구 (A Covariance Type ARMA Fast Transversal Filter)

  • 이철희;장영수
    • 한국음향학회지
    • /
    • 제11권1호
    • /
    • pp.67-79
    • /
    • 1992
  • 적응방식이나 실시간 처리에 적합한 온라인 ARMA 계수추정을 위하여 공분산형 ARMA 고속 transversal 필터 알고리즘을 제안하였다. 제안된 알고리즘은 ARMA 모델의 경우 상관함수 행렬의 이동불변 특성이 각 블록 별로 만족함을 이용하여 ELS(Extended Least Squares)를 공분산형의 경우에 대해 고속 시갱신 알고리즘으로 구현한 것으로서, 알고리즘의 유도에는 사영연산자를 이용한 기하학적 접근방식을 사용하였다. 제안된 알고리즘은 13N+37 MADPR의 연산량을 필요로 하며, AR부분과 MA부분의 차수를 달리할 수 있다.

  • PDF