• Title/Summary/Keyword: linear estimator

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Optimum Simple Step-Stress Accelerated Life Tests Under Periodic Observation

  • Bai, Do-Sun;Kim, Myung-Soo;Lee, Sang-Hyuk
    • Journal of the Korean Statistical Society
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    • v.18 no.2
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    • pp.125-134
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    • 1989
  • This paper presents optimum simple step-stress accelerated life test plans for the case where the test process is observed periodically at intervals of the same length. Two types of failure data, periodically observed complete data and periodically observed censored data, are considered. An exponential life distribution with a mean that is a log-linear function of stress, and a cumulative exposure model for the effect of changing stress are assumed. For each type of data, the optimum test plan which minimizes the asymptotic variance of the maximum likelihood estimator of the mean life at a design stress is obtained and its behaviors are studied.

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Overview of Disturbance Observation Techniques for Linear and Nonlinear Systems (선형 및 비선형 시스템을 위한 외란 관측 기법 개관)

  • Lee, Kooksun;Ha, Wonseok;Back, Juhoon
    • Journal of Institute of Control, Robotics and Systems
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    • v.22 no.5
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    • pp.332-338
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    • 2016
  • In industrial applications, there are disturbances and uncertainties that bring unfavorable effects to achieving the desired performance of a closed-loop system. Not surprisingly, many researchers have developed various techniques to attenuate influence of the disturbance. One intuitive idea is to design a disturbance estimator, called a disturbance observer, and cancel the effects by feedback action. This paper is a survey of disturbance observers and related methods. We categorize existing methods by design approach, applied system, and characterization of disturbance. Several disturbance observers are explained by simple examples. The readers could use this paper to help understand the configurations of representative disturbance observer methods.

Robust Least Squares Motion Deblurring Using Inertial Sensor for Strapdown Image IR Sensors (스트랩다운 적외선 영상센서를 위한 관성센서 기반 강인최소자승 움직임 훼손영상 복원 기법)

  • Kim, Ki-Seung;Ra, Sung-Woong
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.4
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    • pp.314-320
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    • 2012
  • This paper proposes a new robust motion deblurring filter using the inertial sensor measurements for strapdown image IR applications. With taking the PSF measurement error into account, the motion blurred image is modeled by the linear uncertain state space equation with the noise corrupted measurement matrix and the stochastic parameter uncertainty. This motivates us to solve the motion deblurring problem based on the recently developed robust least squares estimation theory. In order to suppress the ringing effect on the deblurred image, the robust least squares estimator is slightly modified by adoping the ridge-regression concept. Through the computer simulations using the actual IR scenes, it is demonstrated that the proposed algorithm shows superior and reliable motion deblurring performance even in the presence of time-varying motion artifact.

System Identification Using Observer Kalman filter Identification

  • Ryu, Hee-Seob;Yoo, Ho-Jun;Kim, Dae-Woo
    • 제어로봇시스템학회:학술대회논문집
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    • 2002.10a
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    • pp.52.6-52
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    • 2002
  • The method of identifying the plant models in this paper is the Observer Kalman filter identification (OKID) method. This method of system identification has several pertinent advantages. First, it assumes that the system in question is a discrete linear time-invariant (LTI) state-space system. Second, it requires only input and output data to formulate the model, no a priori knowledge of the system is needed. Third, the OKID method produces a psudo-Kalman state estimator, which is very useful for control applications. Last, the modal balanced realization of the system model means that tuncation errors will be small. Thus, even in the case of model order error the results of that error will...

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Maneuvering detection and tracking in uncertain systems (불확정 시스템에서의 기동검출 및 추적)

  • Yoo, K. S.;Hong, I. S.;Kwon, O. K.
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10a
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    • pp.120-124
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    • 1991
  • In this paper, we consider the maneuvering detection and target tracking problem in uncertain linear discrete-time systems. The maneuvering detection is based on X$^{2}$ test[2,71, where Kalman filters have been utilized so far. The target tracking is performed by the maneuvering input compensation based on a maximum likelihood estimator. KF has been known to diverge when some modelling errors exist and fail to detect the maneuvering and to track the target in uncertain systems. Thus this paper adopt the FIR filter[l], which is known to be robust to modelling errors, for maneuvering detection and target tracking problem. Various computer simulations show the superior performance of the FIR filter in this problem.

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Feedback linearization of the electro-hydraulic velocity control system (전기유압 속도제어 시스템의 귀환 선형화 제어)

  • 김영준;장효환
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10a
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    • pp.1116-1121
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    • 1991
  • In this paper the feedback linearization of the valve-controlled nonlinear hydraulic velocity control system and the Implementation of the digital state feedback controller is studied. The C.inf. nonlinear transformation to the electro-hydraulic velocity control system, which transforms nonlinear system to linear equivalent one, is obtained. It is shown that this transformation Is global one. The digital controller to this linearized model is obtained by using the one-step ahead state estimator and implemented to real plant. The proposed method In this paper is easier to implement than other proposed methods and it is possible to control in real tine. The experiment and simulation study show that the implementation of the digital state feedback controller based on the feedback linearized model is successful.

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Fixed-point optimization utility for digital signal processing programs (디지탈 신호처리용 고정 소수점 최적화 유틸리티)

  • 김시현;성원용
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.34C no.9
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    • pp.33-42
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    • 1997
  • Fixed-point optimization utility software that can aid scaling and wordlength determination of digital signal processign algorithms written in C or C$\^$++/ language is developed. This utility consists of two programs: the range estimator and the fixed-point simulator. The former estimates the ranges of floating-point variables for automatic scaling purpose, and the latter translates floating-point programs into fixed-point equivalents for evaluating te fixed-point performance by simulation. By exploiting the operator overloading characteristics of C$\^$++/ language, the range estimation and the fixed-point simulation can be conducted just by modifying the variable declaration of the original program. This utility is easily applicable to nearly all types of digital signal processing programs including non-linear, time-varying, multi-rate, and multi-dimensional signal processing algorithms. In addition, this software can be used for comparing the fixed-point characteristics of different implementation architectures.

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Design of the Estimator of Forward Kinematics Solution for a 6 DOF Motion Bed (6자유도 운동재현용 베드의 순기구학 추정기 설계)

  • 강지윤;김동환;이교일
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1996.04a
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    • pp.483-487
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    • 1996
  • We consider the estimation of the position and orientation of 6 DOF motion bed (Stewart platform) from the measured cylinder length. The solution of forward kinematics is not solved yet as a useful realtime application tool because of the complity of the equation with multiple solutiple solutions. Hence we suggest an algorithm for the estimation of forward kinematics solution using Luenberger observer withnonlinear error correction term. The Luenberger observer withlinear model shows that the estimation error does not go to zero in steadystate due to the linearization error of the dynamic model. Hence the linear observer is modified using nonlinear measurement error equation and we prove thd practical stability of the estimation error dynamics of the proposed observer using lyapunov function.

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Unscented Particle Filter for Time Domain Identification of Nonlinear Structural Dynamic Systems (Unscented Particle filter를 이용한 시간영역 비선형 구조계 규명기법)

  • 구기영;윤정방
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2002.09a
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    • pp.213-220
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    • 2002
  • 본 연구에서는 최근에 개발된 Unscented Particle Filter (UPF)를 사용한 비선형 동적 구조계의 구조계수 규명기법이 연구되었다. 일반적인 비선형 구조계수 추정 문제의 일반 해는 존재하지 않으나, 그에 대한 대안으로써 선형 근사 기법인 extended Kalman filter (EKF)가 비선형 동적 구조계수의 추정에 주로 사용되어왔다. 그러나, EKF는 구간 선형(piecewise linear) 가정으로 인해 biased estimator이고 비선형성이 상대적으로 높을 때 오차가 큰 추정치를 주는 단점을 가진다. 이를 보완하기 위해서 UPF가 개발되었고, 이 기법은 particle filter의 일종으로써 Unscented Kalman filter (UKF)를 사용하여 importance proposal distribution을 생성한다. 수치실험이 SDOF와 MDOF에 대하여 3가지 경우에 대해서 수행되었다. 비선형 SDOF의 수치 실험으로부터 잡음이 가해진 상태에서 UKF가 EKF에 비해 초기 공분산 행렬의 가정에 대해 정확하고 강인한 추정결과를 보여줌을 보였다 최하층의 column에 비선형 거동이 발생하는 5층 전단 빌딩모형의 수치실험으로부터 UKF가 복잡한 구조물의 구조계수 추정능력이 있음을 보여주었다. 여러 가지 수치실험은 UPF가 EKF보다 비선형 동적 구조계수 추정에 있어서 더 나은 방법임을 보여 주었다.

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Two-Stage Penalized Composite Quantile Regression with Grouped Variables

  • Bang, Sungwan;Jhun, Myoungshic
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.259-270
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    • 2013
  • This paper considers a penalized composite quantile regression (CQR) that performs a variable selection in the linear model with grouped variables. An adaptive sup-norm penalized CQR (ASCQR) is proposed to select variables in a grouped manner; in addition, the consistency and oracle property of the resulting estimator are also derived under some regularity conditions. To improve the efficiency of estimation and variable selection, this paper suggests the two-stage penalized CQR (TSCQR), which uses the ASCQR to select relevant groups in the first stage and the adaptive lasso penalized CQR to select important variables in the second stage. Simulation studies are conducted to illustrate the finite sample performance of the proposed methods.