• Title/Summary/Keyword: linear estimation method

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Unknown Input Estimation using the Optimal FIR Smoother (최적 유한 임펄스 응답 평활기를 이용한 미지 입력 추정 기법)

  • Kwon, Bo-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.2
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    • pp.170-174
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    • 2014
  • In this paper, an unknown input estimation method via the optimal FIR smoother is proposed for linear discrete-time systems. The unknown inputs are represented by random walk processes and treated as auxiliary states in augmented state space models. In order to estimate augmented states which include unknown inputs, the optimal FIR smoother is applied to the augmented state space model. Since the optimal FIR smoother is unbiased and independent of any a priori information of the augmented state, the estimates of each unknown input are independent of the initial state and of other unknown inputs. Moreover, the proposed method can be applied to stochastic singular systems, since the optimal FIR smoother is derived without the assumption that the system matrix is nonsingular. A numerical example is given to show the performance of the proposed estimation method.

Function Approximation Based on a Network with Kernel Functions of Bounds and Locality : an Approach of Non-Parametric Estimation

  • Kil, Rhee-M.
    • ETRI Journal
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    • v.15 no.2
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    • pp.35-51
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    • 1993
  • This paper presents function approximation based on nonparametric estimation. As an estimation model of function approximation, a three layered network composed of input, hidden and output layers is considered. The input and output layers have linear activation units while the hidden layer has nonlinear activation units or kernel functions which have the characteristics of bounds and locality. Using this type of network, a many-to-one function is synthesized over the domain of the input space by a number of kernel functions. In this network, we have to estimate the necessary number of kernel functions as well as the parameters associated with kernel functions. For this purpose, a new method of parameter estimation in which linear learning rule is applied between hidden and output layers while nonlinear (piecewise-linear) learning rule is applied between input and hidden layers, is considered. The linear learning rule updates the output weights between hidden and output layers based on the Linear Minimization of Mean Square Error (LMMSE) sense in the space of kernel functions while the nonlinear learning rule updates the parameters of kernel functions based on the gradient of the actual output of network with respect to the parameters (especially, the shape) of kernel functions. This approach of parameter adaptation provides near optimal values of the parameters associated with kernel functions in the sense of minimizing mean square error. As a result, the suggested nonparametric estimation provides an efficient way of function approximation from the view point of the number of kernel functions as well as learning speed.

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LP-Based SNR Estimation with Low Computation Complexity (낮은 계산 복잡도를 갖는 Linear Prediction 기반의 SNR 추정 기법)

  • Kim, Seon-Ae;Jo, Byung-Gak;Baek, Gwang-Hoon;Ryu, Heung-Gyoon
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.20 no.12
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    • pp.1287-1296
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    • 2009
  • It is very important to estimate the Signal to Noise Ratio(SNR) of received signal in time varying channel state. Most SNR estimation techniques derive the SNR estimates solely from the samples of the received signal after the matched filter. In the severe distorted wireless channel, the performance of these estimators become unstable and degraded. LP-based SNR estimator which can operate on data samples collected at the front-end of a receiver shows more stable performance than other SNR estimator. In this paper, we study an efficient SNR estimation algorithm based on LP and propose a new estimation method to decrease the computation complexity. Proposed algorithm accomplishes the SNR estimation process efficiently because it uses the forward prediction error and its conjugate value during the linear prediction error update. Via the computer simulation, the performance of this proposed estimation method is compared and discussed with other conventional SNR estimators in digital communication channels.

Unknown Input Istimation of the Linear Systems using Integral Observer (적분관측기를 이용한 선형시스템의 미지입력추정에 관한 연구)

  • Lee, Myung-Kyu
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.22 no.2
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    • pp.101-106
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    • 2008
  • This paper deals with the unknown input estimation for linear dynamic systems with sensor noise. The presented method based on the integral observer permits to achieve good convergence and exact estimation of unknown inputs. The validity of proposed method is established by comparison with simulation results and the existing methods.

Advanced Method for an Initial Pole Position Estimation of a PMLSM (PMLSM의 개선된 초기 자극위치 추정방법)

  • Lee Jin-Woo
    • The Transactions of the Korean Institute of Power Electronics
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    • v.10 no.2
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    • pp.124-129
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    • 2005
  • This paper presents an advanced method for an initial pole position estimation of a Permanent Magnet Linear Synchronous Motor(PMLSM) that has an accurate incremental encoder for servo applications but does not have Hall sensors as a magnetic pole sensor. By appropriately using the secant method as a numerical method the proposed algorithm finds either of two zero force positions and then the correct d-axis by applying a q-axis test current. It only requires the tuned current controller and the relative position information md so it can be simply applicable to a rotary PMSM. The experimental results show the validity of the proposed method, which has an excellent performance with respect to an accurate pole position estimation under the minimal moving distance(average of about 85㎛) during the estimation process.

Estimation of structural vector autoregressive models

  • Lutkepohl, Helmut
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.421-441
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    • 2017
  • In this survey, estimation methods for structural vector autoregressive models are presented in a systematic way. Both frequentist and Bayesian methods are considered. Depending on the model setup and type of restrictions, least squares estimation, instrumental variables estimation, method-of-moments estimation and generalized method-of-moments are considered. The methods are presented in a unified framework that enables a practitioner to find the most suitable estimation method for a given model setup and set of restrictions. It is emphasized that specifying the identifying restrictions such that they are linear restrictions on the structural parameters is helpful. Examples are provided to illustrate alternative model setups, types of restrictions and the most suitable corresponding estimation methods.

Neural network based position estimation of mobile robot in slippery environment (Slip이 발생할 때 신경회로망을 이용한 이동로보트의 위치추정에 관한 연구)

  • 최동엽;조형석
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.133-138
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    • 1993
  • This paper presents neural network based position estimation method in slippery environment as an approach to solve one of problems which are engaged in dead reckoning method. Position estimator is composed of slip detector and linear velocity estimator. Both of them are based on the fact that dynamic characteristic of mobile robot in slippery environment is different from the case without slip. To find out the dynamic relation among driving torque, angular acceleration of driving wheel and linear acceleration of mobile robot, accelerometer is used for measuring acceleration of mobile robot and neural network is used for dynamic system identifier in slippery environment.

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Mover position detection for Hydrogen Fueled linear generator (수소연소 선형 발전기의 이동자 위치 검출)

  • Kim, Shin-Ah;Jeong, Seung-Gi
    • Proceedings of the KIPE Conference
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    • 2011.11a
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    • pp.279-280
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    • 2011
  • In order to convert the mechanical movement of a linear generator to electrical power, the amateur current of the generator is controlled in accordance to the mover position. A linear encoder, usually used for direct detection of the mover position, not only is vulnerable to mechanical vibration, but also imposes significant constraint on the mechanical design of the generator system. Thus, this study proposes a method for indirect estimation of the mover position with emfs induced in amateur coils. The estimation algorithm is validated with simulation study.

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Evaluation of EBLUP-Type Estimator Based on a Logistic Linear Mixed Model for Small Area Unemployment (소지역 실업자수 추정을 위한 로지스틱 선형혼합모형 기반 EBLUP 타입 추정량 평가)

  • Kim, Seo-Young;Kwon, Soon-Pil
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.891-908
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    • 2010
  • In Korea, the small area estimation method is currently unpopular in generating o cial statistics. Because it may be difficult to determine the reliability for small area estimation, although small area estimation ha a sufficiently good advantage to generate small area statistics for Korea. This paper inspects the method of making small area unemployment through the small area estimation method. To estimate small area unemployment we used an EBLUP-type estimator based on a logistic linear mixed model. To evaluate the EBLUP-type estimator we accomplished the real data analysis and simulation experiment from the population and housing census data. In addition, small area estimates are compared to large sample survey estimates. We found the provided method in this paper is highly recommendable to generate small area unemployment as the official statistics.

The Estimation of Analytical Method for Axial Force-Moment Relationships of High-Strength Concrete Structures using Reliability Theory (신뢰성 이론을 이용한 고강도콘크리트 구조물의 축력-모멘트관계에 있어서의 해석방법에 대한 평가)

  • 최광진;장일영;송재호;홍원기
    • Proceedings of the Korea Concrete Institute Conference
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    • 1998.04b
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    • pp.447-454
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    • 1998
  • The main object of the study is that axial force-moment relationships for high strength concrete structures using reliability theory(Linear statstical method, Monte Carlo Simulation) including probability conception. And mean stress factors and centroid factors proposed to high strength concrete structures using reliability theory(Linear statstical method, Monte Carlo Simulation). Finally, The established experimental data for axial force-moment relationships are compared to the analytical data(data for Linear statstical method and Monte Carlo Simulation) for axial force-moment relationships in this analytical method.

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