• 제목/요약/키워드: linear estimator

검색결과 391건 처리시간 0.034초

A Study on High Breakdown Discriminant Analysis : A Monte Carlo Simulation

  • Moon Sup;Young Joo;Youngjo
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.225-232
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    • 2000
  • The linear and quadratic discrimination functions based on normal theory are widely used to classify an observation to one of predefined groups. But the discriminant functions are sensitive to outliers. A high breakdown procedure to estimate location and scatter of multivariate data is the minimum volume ellipsoid or MVE estimator To obtain high breakdown classifiers outliers in multivariate data are detected by using the robust Mahalanobis distance based on MVE estimators and the weighted estimators are inserted in the functions for classification. A samll-sample MOnte Carlo study shows that the high breakdown robust procedures perform better than the classical classifiers.

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On an Information Theoretic Diagnostic Measure for Detecting Influential Observations in LDA

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제25권2호
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    • pp.289-301
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    • 1996
  • This paper suggests a new diagnostic measure for detecting influential observations in two group linear discriminant analysis(LDA). It is developed from an information theoretic point of view using the minimum discrimination information(MDI) methodology. MDI estimator of symmetric divergence by Kullback(l967) is taken as a measure of the power of discrimination in LDA. It is shown that the effect of an observation over the power of discrimination is fully explained by the diagnostic measure. Asymptotic distribution of the proposed measure is derived as a function of independent chi-squared and standard normal variables. By means of the distributions, a couple of methods are suggested for detecting the influential observations in LDA. Performance of the suggested methods are examined through a simulation study.

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Non-convex penalized estimation for the AR process

  • Na, Okyoung;Kwon, Sunghoon
    • Communications for Statistical Applications and Methods
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    • 제25권5호
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    • pp.453-470
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    • 2018
  • We study how to distinguish the parameters of the sparse autoregressive (AR) process from zero using a non-convex penalized estimation. A class of non-convex penalties are considered that include the smoothly clipped absolute deviation and minimax concave penalties as special examples. We prove that the penalized estimators achieve some standard theoretical properties such as weak and strong oracle properties which have been proved in sparse linear regression framework. The results hold when the maximal order of the AR process increases to infinity and the minimal size of true non-zero parameters decreases toward zero as the sample size increases. Further, we construct a practical method to select tuning parameters using generalized information criterion, of which the minimizer asymptotically recovers the best theoretical non-penalized estimator of the sparse AR process. Simulation studies are given to confirm the theoretical results.

최적 토량배분 계획을 위한 의사결정 모델 (Decision Making Model for Optimal Earthwork Allocation Planning)

  • 곽한성;서병욱;이동은
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2016년도 춘계 학술논문 발표대회
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    • pp.162-163
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    • 2016
  • This paper presents a mathematical model for optimizing earthwork allocation plan that minimizes earthwork cost. The model takes into account operational constraints in the real-world earthwork such as material-type (i.e., quality level of material) and quantities excavated from cut-sections, required quality of material and quantities for each embankment layer, top-down cutting and bottom-up filling constraints, and allocation orders. These constraints are successfully handled by assuming the rock-earth material as the three dimensional (3D) blocks. The study is of value to project scheduler because the model identifies the optimal earth allocation plan (i.e., haul direction (cut and fill pairs), quantities of soil, type of material, and order of allocations) expeditiously and is developed as an automated system for usability. It is also relevant to estimator in that it computes more realistic earthworks costs estimation. The economic impact and validity of the mathematical model was confirmed by performing test cases.

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적응 유한 요소법을 위한 2차 형상 함수 오차 추정 (A Simple Posteriori Error Estimate Method For Adaptive Finite Element Mesh Generation Using Quadratic Shape Funtion)

  • 김형석;최홍순;최경;한송엽
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1988년도 전기.전자공학 학술대회 논문집
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    • pp.87-90
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    • 1988
  • This paper reports a simple posteriori error estimate method for adaptive finite element mesh generation using quadratic shape function especially for the magnetic field problems. The elements of quadratic shape function have more precise solution than those of linear shape function. Therefore, the difference of two solutions gives error quantity. The method uses the magnetic flux density error as a basis for refinement. This estimator is tested on two dimensional problem which has singular points. The estimated error is always under estimated but in same order as exact error, and this method is much simpler and more convenient than other methods. The result shows that the adaptive mesh gives even better rate of convergence in global error than the uniform mesh.

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컨벡스 최적화를 이용한 혼합 $H_2/H_{\infty}$ 필터의 설계 (Design of a Mixed $H_2/H_{\infty}$ Filter Using Convex Optimization)

  • 진승희;나원상;윤태성;박진배;최윤호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 하계학술대회 논문집 B
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    • pp.750-753
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    • 1998
  • This paper gives a simple parameterization of all stable unbiased filters to solve the suboptimal mixed $H_2/H_{\infty}$ filtering problem. Using the central filter, mixed $H_2/H_{\infty}$ filter is designed which minimizes the upper bound for the $H_2$ norm of the transfer matrix from a white noise to the estimation error subject to an $H_{\infty}$ norm constraint on the transfer matrix from an energy-bounded noise to the estimation error. The problem of finding suitable estimator gain can be converted into a convex optimization problem involving linear matrix inequalities.

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분산형 $H_{\infty}$ 상태 추정 기법 (Decentralized $H_{\infty}$ State Estimation)

  • 김경근;진승희;박진배;윤태성;최윤호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1997년도 하계학술대회 논문집 B
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    • pp.414-417
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    • 1997
  • We propose a decentralized $H_{\infty}$ state estimation method in the multisensor state estimation problem. The proposed method bounds the maximum energy gain from unknown external disturbances to the estimation errors in the suboptimal case. And we formulate the decentralized state estimation method in the general case of different global and local models using alternative gain equation of the $H_{\infty}$ state estimator which can calculate global state estimates from the the linear combination of local state estimates. In addition, the proposed update equation between global and local Riccati solutions can reduce unnecessary calculation burden efficiently.

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OFDM 수신기를 위한 강인한 주파수 옵셋 보정 기법 (A robust frequency offset estimation scheme for an OFDM system)

  • 위정화;황유모;송진호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 하계학술대회 논문집 D
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    • pp.3100-3102
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    • 2000
  • In this paper, we propose to a robust frequency offset estimation method of OFDM signals. A carrier frequency offset may be decomposed into an integer multiple of the subcarrier spacing and a residual frequency offset. Fractional part of frequency offset is obtained by using the maximum likelihood estimation(MLE) method. And we use the correlation of the samples at the output of the discrete Fourier transform(DFT) to estimate integer part of frequency offset. The result shows that the estimation frequency offset is almost linear to frequency offset. We propose to an improved estimation error variance of the carrier frequency offset estimation. The proposed estimator has better performance than the conventional ones in terms of error variance and tracking range.

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An Improvement of UMP-BP Decoding Algorithm Using the Minimum Mean Square Error Linear Estimator

  • Kim, Nam-Shik;Kim, Jae-Bum;Park, Hyun-Cheol;Suh, Seung-Bum
    • ETRI Journal
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    • 제26권5호
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    • pp.432-436
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    • 2004
  • In this paper, we propose the modified uniformly most powerful (UMP) belief-propagation (BP)-based decoding algorithm which utilizes multiplicative and additive factors to diminish the errors introduced by the approximation of the soft values given by a previously proposed UMP BP-based algorithm. This modified UMP BP-based algorithm shows better performance than that of the normalized UMP BP-based algorithm, i.e., it has an error performance closer to BP than that of the normalized UMP BP-based algorithm on the additive white Gaussian noise channel for low density parity check codes. Also, this algorithm has the same complexity in its implementation as the normalized UMP BP-based algorithm.

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Polygonal finite element modeling of crack propagation via automatic adaptive mesh refinement

  • Shahrezaei, M.;Moslemi, H.
    • Structural Engineering and Mechanics
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    • 제75권6호
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    • pp.685-699
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    • 2020
  • Polygonal finite element provides a great flexibility in mesh generation of crack propagation problems where the topology of the domain changes significantly. However, the control of the discretization error in such problems is a main concern. In this paper, a polygonal-FEM is presented in modeling of crack propagation problems via an automatic adaptive mesh refinement procedure. The adaptive mesh refinement is accomplished based on the Zienkiewicz-Zhu error estimator in conjunction with a weighted SPR technique. Adaptive mesh refinement is employed in some steps for reduction of the discretization error and not for tracking the crack. In the steps that no adaptive mesh refinement is required, local modifications are applied on the mesh to prevent poor polygonal element shapes. Finally, several numerical examples are analyzed to demonstrate the efficiency, accuracy and robustness of the proposed computational algorithm in crack propagation problems.