• 제목/요약/키워드: linear estimation method

검색결과 1,153건 처리시간 0.023초

ASYMPTOTIC PROPERTIES OF THE CONDITIONAL HAZARD FUNCTION ESTIMATE BY THE LOCAL LINEAR METHOD FOR FUNCTIONAL ERGODIC DATA

  • MOHAMMED BASSOUDI;ABDERRAHMANE BELGUERNA;HAMZA DAOUDI;ZEYNEB LAALA
    • Journal of applied mathematics & informatics
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    • 제41권6호
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    • pp.1341-1364
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    • 2023
  • This article introduces a method for estimating the conditional hazard function of a real-valued response variable based on a functional variable. The method uses local linear estimation of the conditional density and cumulative distribution function and is applied to a functional stationary ergodic process where the explanatory variable is in a semi-metric space and the response is a scalar value. We also examine the uniform almost complete convergence of this estimation technique.

Estimation of Smoothing Constant of Minimum Variance and Its Application to Shipping Data with Trend Removal Method

  • Takeyasu, Kazuhiro;Nagata, Keiko;Higuchi, Yuki
    • Industrial Engineering and Management Systems
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    • 제8권4호
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    • pp.257-263
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    • 2009
  • Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

인지로봇 청각시스템을 위한 의사최적 이동음원 도래각 추적 필터 (Quasi-Optimal Linear Recursive DOA Tracking of Moving Acoustic Source for Cognitive Robot Auditory System)

  • 한슬기;나원상;황익호;박진배
    • 제어로봇시스템학회논문지
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    • 제17권3호
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    • pp.211-217
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    • 2011
  • This paper proposes a quasi-optimal linear DOA (Direction-of-Arrival) estimator which is necessary for the development of a real-time robot auditory system tracking moving acoustic source. It is well known that the use of conventional nonlinear filtering schemes may result in the severe performance degradation of DOA estimation and not be preferable for real-time implementation. These are mainly due to the inherent nonlinearity of the acoustic signal model used for DOA estimation. This motivates us to consider a new uncertain linear acoustic signal model based on the linear prediction relation of a noisy sinusoid. Using the suggested measurement model, it is shown that the resultant DOA estimation problem is cast into the NCRKF (Non-Conservative Robust Kalman Filtering) problem [12]. NCRKF-based DOA estimator provides reliable DOA estimates of a fast moving acoustic source in spite of using the noise-corrupted measurement matrix in the filter recursion and, as well, it is suitable for real-time implementation because of its linear recursive filter structure. The computational efficiency and DOA estimation performance of the proposed method are evaluated through the computer simulations.

영상모델링을 이용한 표면결함검출에 관한 연구 (A Study on the Detection of Surface Defect Using Image Modeling)

  • 목종수;사승윤;김광래;유봉환
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1996년도 추계학술대회 논문집
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    • pp.444-449
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    • 1996
  • The semiconductor, which is precision product, requires many inspection processes. The surface conditions of the semiconductor chip affect on the functions of the semiconductors. The defects of the chip surface are cracks or voids. As general inspection method requires many inspection procedure, the inspection system which searches immediately and precisely the defects of the semiconductor chip surface is required. We suggest the detection algorithm for inspecting the surface defects of the semiconductor surface. The proposed algorithm first regards the semiconductor surface as random texture and point spread function, and secondly presents the character of texture by linear estimation theorem. This paper assumes that the gray level of each pixel of an image is estimated from a weighted sum of gray levels of its neighbor pixels by linear estimation theorem. The weight coefficients are determined so that the mean square error is minimized. The obtained estimation window(two-dimensional estimation window) characterizes the surface texture of semiconductor and is used to discriminate the defects of semiconductor surface.

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Mixed Linear Models with Censored Data

  • Ha, Il-do;Lee, Youngjo-;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.211-223
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    • 1999
  • We propose a simple estimation procedure in the mixed linear models with censored normal data, using both Buckly and James(1979) type pseudo random variables and Lee and Nelder's(1996) estimation procedure. The proposed method is illustrated with the matched pairs data in Pettitt(1986).

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Non-linear distributed parameter system estimation using two dimension Haar functions

  • Park Joon-Hoon;Sidhu T.S.
    • Journal of information and communication convergence engineering
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    • 제2권3호
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    • pp.187-192
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    • 2004
  • A method using two dimension Haar functions approximation for solving the problem of a partial differential equation and estimating the parameters of a non-linear distributed parameter system (DPS) is presented. The applications of orthogonal functions, including Haar functions, and their transforms have been given much attention in system control and communication engineering field since 1970's. The Haar functions set forms a complete set of orthogonal rectangular functions similar in several respects to the Walsh functions. The algorithm adopted in this paper is that of estimating the parameters of non-linear DPS by converting and transforming a partial differential equation into a simple algebraic equation. Two dimension Haar functions approximation method is introduced newly to represent and solve a partial differential equation. The proposed method is supported by numerical examples for demonstration the fast, convenient capabilities of the method.

A MATRIX FORMULATION OF THE MIXED TYPE LINEAR VOLTERRA-FREDHOLM INTEGRAL EQUATIONS

  • Fazeli, S.;Shahmorad, S.
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1409-1420
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    • 2011
  • In this paper we present an operational method for solving linear Volterra-Fredholm integral equations (VFIE). The method is con- structed based on three matrices with simple structures which lead to a simple and high accurate algorithm. We also present an error estimation and demonstrate accuracy of the method by numerical examples.

Comparison of Two Nondestructive Methods of Leaf Area Estimation

  • Woo, Hyo-Jin;Park, Yong-Mok
    • Journal of Ecology and Environment
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    • 제32권1호
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    • pp.61-65
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    • 2009
  • We compared two nondestructive methods for leaf area estimation using leaves of 16 common plant species classified into six types depending on leaf shape. Relatively good linear relationships between actual leaf area (LA) and leaf length (L), width (W), or the product of length and width (LW) were found for ordinary leaves with lanceolate, oblanceolate, linear and sagitttate shapes with entire margins, serrate margins, mixed margins with a entire form and shallow lobes, and ordinary incised margins. LA was better correlated with LW than L or W, with $R^2$ > 0.91. However, for deeply incised lobes, LA estimation using LW showed low correlation coefficient values, indicating low accuracy. On the other hand, a method using photographic paper showed a good correlation between estimates of area based on the mass of a cut-out leaf image on a photographic sheet (PW) and actual leaf area for all types of leaf shape. Thus, the PW method for LA estimation can be applied to all shapes of leaf with high accuracy. The PW method takes a little more time and has a higher cost than leaf estimation methods using LW based on leaf dimensions. These results indicate that researchers should choose their nondestructive LA estimation method according to their research goals.

Improved Single-Tone Frequency Estimation by Averaging and Weighted Linear Prediction

  • So, Hing Cheung;Liu, Hongqing
    • ETRI Journal
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    • 제33권1호
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    • pp.27-31
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    • 2011
  • This paper addresses estimating the frequency of a cisoid in the presence of white Gaussian noise, which has numerous applications in communications, radar, sonar, and instrumentation and measurement. Due to the nonlinear nature of the frequency estimation problem, there is threshold effect, that is, large error estimates or outliers will occur at sufficiently low signal-to-noise ratio (SNR) conditions. Utilizing the ideas of averaging to increase SNR and weighted linear prediction, an optimal frequency estimator with smaller threshold SNR is developed. Computer simulations are included to compare its mean square error performance with that of the maximum likelihood (ML) estimator, improved weighted phase averager, generalized weighted linear predictor, and single weighted sample correlator as well as Cramer-Rao lower bound. In particular, with smaller computational requirement, the proposed estimator can achieve the same threshold and estimation performance of the ML method.

선형 이산화 입력-출력 모형의 매개변수 결정에 관한 연구 (Estimation of Parameters of the Linear, Discrete, Input-Output Model)

  • 강주복;강인식
    • 한국환경과학회지
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    • 제2권3호
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    • pp.193-199
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    • 1993
  • This study has two objectives. One is developing the runoff model for Hoe-Dong Reservoir basin located at the upstream of Su-Young River in Pusan. To develop the runoff model, basic hydrological parameters - curve number to find effective rainfall, and storage coefficient, etc. - should be estimated. In this study, the effective rainfall was calculated by the SCS method, and the storage coefficient used in the Clark watershed routing was cited from the report of P.E.B. The other is the derivation of transfer function for Hoe-Dong Reservoir basin. The linear, discrete, input-output model which contained six parameters was selected, and the parameters were estimated by the least square method and the correlation function method, respectively. Throughout this study, rainfall and flood discharge data were based on the field observation in 1981.8.22 - 8.23 (typhoon Gladys). It was observed that the Clark watershed routing regenerated the flood hydrograph of typhoon Gladys very well, and this fact showed that the estimated hydrological parameters were relatively correct. Also, the calculated hydrograph by the linear, discrete, input-output model showed good agreement with the regenerated hydrograph at Hoe-Dong Dam site, so this model can be applicable to other small urban areas. Key Words : runoff, effective rainfall, SCS method, clark watershed iou상ng, hydrological parameters, parameter estimation, least square method, correlation function method, input-output model, typhoon gladys.

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