• Title/Summary/Keyword: linear estimation method

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Identification of ARMAX Model and Linear Estimation Algorithm for Structural Dynamic Characteristics Analysis (구조동특성해석을 위한 ARMAX 모형의 식별과 선형추정 알고리즘)

  • Choe, Eui-Jung;Lee, Sang-Jo
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.7
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    • pp.178-187
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    • 1999
  • In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

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Target Localization using Combination of the IV and QCLS Method in the Sensor Network (센서네트워크 내의 IV 기법과 QCLS 기법을 결합한 위치 추정)

  • Kim, Yong-Hwi;Choi, Ga-Hyoung;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 2011.07a
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    • pp.1768-1769
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    • 2011
  • The nonlinear estimation and the pseudo-linear estimation are used to treat the target localization in sensor network which provides range difference of arrival (RDOA) measurements. It is known that the nonlinear estimation has sensitive problem for the initial estimate and the pseudo-linear estimation has a large estimation error. The QCLS method is the typical estimator of the methods for pseudo-linear estimation. However the estimate by using the QCLS method includes the estimation error because the first stage of two estimation processes of the QCLS method causes the biased estimation error. Therefore we propose a instrumental variables(IV) method for minimizing the estimation error of the first stage. The simulation shows that the performance of the proposed method is superior to the QCLS method.

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A Robust Estimation Procedure for the Linear Regression Model

  • Kim, Bu-Yong
    • Journal of the Korean Statistical Society
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    • v.16 no.2
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    • pp.80-91
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    • 1987
  • Minimum $L_i$ norm estimation is a robust procedure ins the sense that it leads to an estimator which has greater statistical eficiency than the least squares estimator in the presence of outliers. And the $L_1$ norm estimator has some desirable statistical properties. In this paper a new computational procedure for $L_1$ norm estimation is proposed which combines the idea of reweighted least squares method and the linear programming approach. A modification of the projective transformation method is employed to solve the linear programming problem instead of the simplex method. It is proved that the proposed algorithm terminates in a finite number of iterations.

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Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation

  • Lee, Juhee;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.627-641
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    • 2021
  • An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

Mass Estimation of a Permanent Magnet Linear Synchronous Motor by the Least-Squares Algorithm (선형 영구자석 동기전동기의 최소자승법을 적용한 질량 추정)

  • Lee, Jin-Woo
    • Proceedings of the KIPE Conference
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    • 2005.07a
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    • pp.427-429
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    • 2005
  • In order to tune the speed controller in the linear servo applications the accurate information of a mover mass including a load mass is always required. This paper suggests the mass estimation method of a permanent magnet linear synchronous motor(PMLSM) by using the parameter estimation method of Least-Squares algorithm. First, the deterministic autoregressive moving average(DARMA) model of the mechanical dynamic system is derived. The application of the Least-Squares algorithm shows that the mass can be accurately estimated both in the simulation results and in the experimental results.

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Mass Estimation of a Permanent Magnet Linear Synchronous Motor by the Least-Squares Algorithm (선형 영구자석 동기전동기의 최소자승법을 적용한 질량 추정)

  • Lee, Jin-Woo
    • The Transactions of the Korean Institute of Power Electronics
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    • v.11 no.2
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    • pp.159-163
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    • 2006
  • In order to tune the speed controller in the linear servo applications an accurate information of a mover mass including a load mass is always required. This paper suggests the mass estimation method of a permanent magnet linear synchronous motor(PMLSM) 4y using the parameter estimation method of Least-Squares algorithm. First, the deterministic autoregressive moving average(DARMA) model of the mechanical dynamic system is derived. Then the application of the Least-Squares algorithm shows that the mass can be accurately estimated both in the simulation results and in the experimental results.

Stochastic Error Compensation Method for RDOA Based Target Localization in Sensor Network (통계적 오차보상 기법을 이용한 센서 네트워크에서의 RDOA 측정치 기반의 표적측위)

  • Choi, Ga-Hyoung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.10
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    • pp.1874-1881
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    • 2010
  • A recursive linear stochastic error compensation algorithm is newly proposed for target localization in sensor network which provides range difference of arrival(RDOA) measurements. Target localization with RDOA is a well-known nonlinear estimation problem. Since it can not solve with a closed-form solution, the numerical methods sensitive to initial guess are often used before. As an alternative solution, a pseudo-linear estimation scheme has been used but the auto-correlation of measurement noise still causes unacceptable estimation errors under low SNR conditions. To overcome these problems, a stochastic error compensation method is applied for the target localization problem under the assumption that a priori stochastic information of RDOA measurement noise is available. Apart from the existing methods, the proposed linear target localization scheme can recursively compute the target position estimate which converges to true position in probability. In addition, it is remarked that the suggested algorithm has a structural reconciliation with the existing one such as linear correction least squares(LCLS) estimator. Through the computer simulations, it is demonstrated that the proposed method shows better performance than the LCLS method and guarantees fast and reliable convergence characteristic compared to the nonlinear method.

Improved Initial Image Estimation Method for a Fast Fractal Image Decoding (고속 프랙탈 영상 부호화를 위한 개선한 초기 영상 추정법)

  • Jeong, Tae-Il;Gang, Gyeong-Won;Mun, Gwang-Seok
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.33 no.1
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    • pp.68-75
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    • 1997
  • In this paper, we propose the improved initial image estimation method for a fast fractal image decoding. When the correlation between a domain and a range is given as the linear equation, the value of initial image estimation using the conventional method is the intersection between its linear equation and y=x. If the gradient of linear equation is large, that the difference of the value between each adjacent pixels is large, the conventional method has disadvantage which has the impossibility of exact estimation. The method of the proposed initial image estimation performs well by two steps. he first step can improve the disadvantage of the conventional method. The second step upgrades the range value which was found previous step by referring information of its domain. Though the computational complexity for the initial image estimation increses slightly, the total computational complexity decreases by 30% than that of the conventional method because of diminishing in the number of iterations.

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Target Range Estimation Method using Ghost Target in the Submarine Linear Array Sonar (잠수함 선배열소나의 허위표적 정보를 이용한 표적의 거리추정 기법)

  • Choi, Byungwoong;Kim, Kyubaek
    • Journal of the Korea Institute of Military Science and Technology
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    • v.18 no.5
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    • pp.532-537
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    • 2015
  • In this paper, we propose target range estimation method using ghost target in the submarine linear array sonar. Usually, when submarine detect target, they use passive sonar detection to avoid self-disclosure by active sonar transmission. But, originally, passive linear array sonar have limitation for target range estimation and additional processing is required to get target range information. For the case of near-field target, typical range estimation method is using multiple information by multipath effect in underwater environment. Acoustic signal generated from target are propagated along with numerous multipath in underwater environment. Since multipath target signals received in the linear array sonar have different conic angles each other, ghost target is appeared at the bearing different with real target bearing and sonar operator can find these information on the operation console. Under several assumption, this geometric properties can be analysed mathematically and we get the target range by derivation of this geometric equations using measured conic angles of real target and ghost target.

A Signal Detection of Minimum Variance Algorithm on Linear Constraints

  • Kwan Hyeong Lee
    • International Journal of Internet, Broadcasting and Communication
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    • v.15 no.3
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    • pp.8-13
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    • 2023
  • We propose a method for removing interference and noise to estimate target information. In wireless channels, information signals are subject to interference and noise, making it is difficult to accurately estimate the desired signal. To estimate the desired information signal, it is essential to remove the noise and interference from the received signal, extracting only the desired signal. If the received signal noise and interference are not removed, the estimated information signal will have a large error in distance and direction, and the exact location of the target cannot be estimated. This study aims to accurately estimate the desired target in space. The objective is to achieve more presice target estimation than existing methods and enhance target resolution.An estimation method is proposed to improve the accuracy of target estimation. The proposed target estimation method obtains optimal weights using linear constraints and the minimum variance method. Through simulation, the performance of the proposed method and the existing method is analyzed. The proposed method successfully estimated all four targets, while the existing method only estimated two targets. The results show that the proposed method has better resolutiopn and superior estimation capability than the existing method.