• 제목/요약/키워드: minimum variance estimator

검색결과 58건 처리시간 0.03초

Pavement condition assessment through jointly estimated road roughness and vehicle parameters

  • Shereena, O.A.;Rao, B.N.
    • Structural Monitoring and Maintenance
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    • 제6권4호
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    • pp.317-346
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    • 2019
  • Performance assessment of pavements proves useful, in terms of handling the ride quality, controlling the travel time of vehicles and adequate maintenance of pavements. Roughness profiles provide a good measure of the deteriorating condition of the pavement. For the accurate estimates of pavement roughness from dynamic vehicle responses, vehicle parameters should be known accurately. Information on vehicle parameters is uncertain, due to the wear and tear over time. Hence, condition monitoring of pavement requires the identification of pavement roughness along with vehicle parameters. The present study proposes a scheme which estimates the roughness profile of the pavement with the use of accurate estimates of vehicle parameters computed in parallel. Pavement model used in this study is a two-layer Euler-Bernoulli beam resting on a nonlinear Pasternak foundation. The asphalt topping of the pavement in the top layer is modeled as viscoelastic, and the base course bottom layer is modeled as elastic. The viscoelastic response of the top layer is modeled with the help of the Burgers model. The vehicle model considered in this study is a half car model, fitted with accelerometers at specified points. The identification of the coupled system of vehicle-pavement interaction employs a coupled scheme of an unbiased minimum variance estimator and an optimization scheme. The partitioning of observed noisy quantities to be used in the two schemes is investigated in detail before the analysis. The unbiased minimum variance estimator (MVE) make use of a linear state-space formulation including roughness, to overcome the linearization difficulties as in conventional nonlinear filters. MVE gives estimates for the unknown input and fed into the optimization scheme to yield estimates of vehicle parameters. The issue of ill-posedness of the problem is dealt with by introducing a regularization equivalent term in the objective function, specifically where a large number of parameters are to be estimated. Effect of different objective functions is also studied. The outcome of this research is an overall measure of pavement condition.

AOA 추정기 기반의 적응 빔형성 시스템 구조 (Adaptive Beamforming System Architecture Based on AOA Estimator)

  • 문지윤;배영철;황석승
    • 한국전자통신학회논문지
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    • 제12권5호
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    • pp.777-782
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    • 2017
  • 신호의 도래각(: Angle-of-Arrival, AOA) 추정기 및 간섭 제거기 등으로 구성된 적응 빔형성기 기반의 신호정보 수집(: Signal Intelligence, SIGINT) 시스템은 레이더나 위성 등과 같은 각종 장비를 활용하여 다양한 신호정보를 수집하기 위한 최첨단 기술이다. 본 논문에서는 도래각 추정기와 적응 빔형성기로 구성된 효율적인 신호정보 수집 시스템의 구조를 제안한다. 다양한 신호의 도래각 정보를 추정하기 위해 MUSIC(: Multiple Signal Classification) 알고리즘을 사용하고, 불필요한 간섭 신호를 제거하기 위해 MVDR(: Minimum Variance Distortionless Response) 기법을 사용한다. 또한, 컴퓨터 시뮬레이션을 통해 제안된 적응 빔형성기의 성능을 평가한다.

Estimation of Reliability of k-out-of-m Stress-Strength Model in the Independent Exponential Case

  • Kim, Jae Joo;Choi, Sung Sup
    • 품질경영학회지
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    • 제10권1호
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    • pp.2-6
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    • 1982
  • m개의 부품으로 이루어진 씨스템이 스트레스를 받고 있다고 가정하자. 본 논문에서는 스트레스 분포와 스트렝스 분포로 부터의 확률표본으로 자료가 구성되어 있을때, 이 씨스템의 신뢰도에 대하여 고찰하였다. 모든 분포는 미지의 모수를 가진 독립적인 지수 분포인 것으로 가정하였다. 씨스템 신뢰도의 형태와 최소분산 불편추정량을 구하였다. 또한, 최소분산 불편추정량을 최우추정량에 대하여 전개하고 두 추정량의 등가성을 보임으로서 근사분포를 구하였다. 몬테카를로 씨뮤레이션으로 두 추정량의 효율을 비교하였다.

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Condition assessment of bridge pier using constrained minimum variance unbiased estimator

  • Tamuly, Pranjal;Chakraborty, Arunasis;Das, Sandip
    • Structural Monitoring and Maintenance
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    • 제7권4호
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    • pp.319-344
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    • 2020
  • Inverse analysis of non-linear reinforced concrete bridge pier using recursive Gaussian filtering for in-situ condition assessment is the main theme of this work. For this purpose, minimum variance unbiased estimation using unscented sigma points is adopted here. The uniqueness of this inverse analysis lies in its approach for strain based updating of engineering demand parameters, where appropriate bound and constrained conditions are introduced to ensure numerical stability and convergence. In this analysis, seismic input is also identified, which is an added advantage for the structures having no dedicated sensors for earthquake measurement. First, the proposed strategy is tested with a simulated example whose hysteretic properties are obtained from the slow-cyclic test of a frame to investigate its efficiency and accuracy. Finally, the experimental test data of a full-scale bridge pier is used to study its in-situ condition in terms of Park & Ang damage index. Overall the study shows the ability of the augmented minimum variance unbiased estimation based recursive time-marching algorithm for non-linear system identification with the aim to estimate the engineering damage parameters that are the fundamental information necessary for any future decision making for retrofitting/rehabilitation.

쿨백-라이블러 판별정보에 기반을 둔 정규성 검정의 개선 (Improving a Test for Normality Based on Kullback-Leibler Discrimination Information)

  • 최병진
    • 응용통계연구
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    • 제20권1호
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    • pp.79-89
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    • 2007
  • Arizono와 Ohta(1989)에 의해 소개된 정규성 검정은 쿨백-라이블러 판별정보를 이용하고 있으며, 검정통계량의 유도에 기반이 되는 판별정보의 추정량을 얻기 위해 Vasicek(1976)의 표본엔트로피와 분산의 최대가능도 추정량을 사용했다. 그런데 두 추정량은 편향성을 가지게 되므로 보다 정확한 판별정보의 추정을 위해 비편향 추정량을 사용하는 것이 바람직하다. 본 논문에서는 편향을 수정한 엔트로피 추정량과 분산의 균일최소분산비편향 추정량을 사용하여 판별정보의 추정량을 구하고 이로부터 유도되는 검정통계량을 사용하는 개선된 정규성 검정을 제시한다. 제안한 검정의 특성을 규명하고 검정력 비교를 위해서 모의실험을 수행한다.

수문자료 확충을 위한 다중상관계수의 한계최소치 유도 (Derivation of the Critical Minimum Values of the Multiple Correlation Coefficient for Augmenting Hydrologic Samples)

  • 허준행
    • 물과 미래
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    • 제27권1호
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    • pp.133-140
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    • 1994
  • 주변 관측지점의 자료가 유용한 경우 관측자료가 짧은 지점의 평균과 분산 추정치를 개선하기 위하여 상관계수를 이용한 수문자료 확충을 이용하여왔다. 본 연구에서는 관측지점의 분산 추정치를 개선하기 위한 다중 상관계수의 한계최소치를 얻기 위하여, 다변량 정규분포에 근거하여 Moran이 유도한 확충자료 분산( ${{\sigma}_v}^2$ )의 불편 최우도추정량의 분산식을 Matalas와 Jacobs가 2변량 정규분포에 근거하여 유도한 식의 형태로 변형하였으며, 다양한 자료수와 지점수에 따라 다중상관계수의 한계최소치를 도표화했다.

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Rician 페이딩 채널에 대한 CQ Importance Sampling 기법 (CQ importance sampling technique for the rician fading channel)

  • 이대일;김동인;황인관
    • 한국통신학회논문지
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    • 제22권5호
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    • pp.1097-1106
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    • 1997
  • Most works on importance sampling (IS) as an efficient evaluation technique havd been done in an additibe white gaussian noise channel (Awgn). In this paper we propose a CQ(conventional importance sampling and quasi-translantion) IS technique for the mobile radio channel modeled as Rician fading, and analyze the IS estimator's variance to determine optimum IS parameters and the minimum number of run times. Reference showed that CIS technique has a poor performance for systems with meories, but it is shown that the CIS technique can be improved by combining with quasi-translation technique even for systems with memories. Here the CQ IS technique modifies the variance of additive noise and also performs quasi-translation for the fading distribution. We determine the optimum IS parameters of the proposed CQ IS estimator and whow that the simulation gains are about 10$^{3}$~10$^{6}$ for the mobile communication systems with memories in case of the expected BERs 10$^{-5}$ ~10$^{-8}$ .

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Bayes Estimation of Reliability in the Strength-Stress Models

  • Yum, Joon-Keun;Kim, Jae-Joo;Cho, Sin-Sup;Park, Hong-Nai
    • 품질경영학회지
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    • 제22권2호
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    • pp.69-78
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    • 1994
  • We obtain the Bayes estimator(BE), the minimum variance unbiased estimator(MVUE) and maximun likelihood estimator(MLE) of the reliability when the distribution of the stress and the strength are Weibull with known shape parameters. The experiment is terminated before all of the items on the test have failed and the failed items are partially replaced. Performance of the three estimators for moderate size samples are compared through Monte Carlo simulation.

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Uniformly Minimum Variance Unbiased Estimation for Distributions with Support Dependign on Two Parameters

  • Hong, Chong-Sun;Park, Hyun-Jip;Lee, Chong-Cheol
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.45-64
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    • 1995
  • When a random sample is taken from a certain class of discrete and continuous distributions whose support depend on two parameters, we could find that there exists the complete and sufficient statistic for parameters which belong to a certain class, and fomulate the uniformly minimum variance unbiased estimator (UMVUE) of any estimable function. Some UMVUE's of parametric functions are illustrated for the class of the distribution. Especially, we find that the UMVUE of some estimable parametric function from the truncated normal distribution could be expressed by the version of the Mill's ratio.

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Minimum Variance FIR Smoother for Model-based Signals

  • Kwon, Bo-Kyu;Kwon, Wook-Hyun;Han, Soo-Hee
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.2516-2520
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    • 2005
  • In this paper, finite impulse response (FIR) smoothers are proposed for discrete-time systems. The proposed FIR smoother is designed under the constraints of linearity, unbiasedness, FIR structure, and independence of the initial state information. It is also obtained by directly minimizing the performance criterion with unbiased constraints. The approach to the MVF smoother proposed in this paper is logical and systematic, while existing results have heuristic assumption, such as infinite covariance of the initial state. Additionally, the proposed MVF smoother is based on the general system model that may have the singular system matrix and has both system and measurement noises. Thorough simulation studies, it is shown that the proposed MVF smoother is more robust against modeling uncertainties numerical errors than fixed-lag Kalman smoother which is infinite impulse response (IIR) type estimator.

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