• Title/Summary/Keyword: model-based estimator

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CONFLICT AMONG THE SHRINKAGE ESTIMATORS INDUCED BY W, LR AND LM TESTS UNDER A STUDENT'S t REGRESSION MODEL

  • Kibria, B.M.-Golam
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.411-433
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    • 2004
  • The shrinkage preliminary test ridge regression estimators (SPTRRE) based on Wald (W), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests for estimating the regression parameters of the multiple linear regression model with multivariate Student's t error distribution are considered in this paper. The quadratic biases and risks of the proposed estimators are compared under both null and alternative hypotheses. It is observed that there is conflict among the three estimators with respect to their risks because of certain inequalities that exist among the test statistics. In the neighborhood of the restriction, the SPTRRE based on LM test has the smallest risk followed by the estimators based on LR and W tests. However, the SPTRRE based on W test performs the best followed by the LR and LM based estimators when the parameters move away from the subspace of the restrictions. Some tables for the maximum and minimum guaranteed efficiency of the proposed estimators have been given, which allow us to determine the optimum level of significance corresponding to the optimum estimator among proposed estimators. It is evident that in the choice of the smallest significance level to yield the best estimator the SPTRRE based on Wald test dominates the other two estimators.

Verification of Reduced Order Modeling based Uncertainty/Sensitivity Estimator (ROMUSE)

  • Khuwaileh, Bassam;Williams, Brian;Turinsky, Paul;Hartanto, Donny
    • Nuclear Engineering and Technology
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    • v.51 no.4
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    • pp.968-976
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    • 2019
  • This paper presents a number of verification case studies for a recently developed sensitivity/uncertainty code package. The code package, ROMUSE (Reduced Order Modeling based Uncertainty/Sensitivity Estimator) is an effort to provide an analysis tool to be used in conjunction with reactor core simulators, in particular the Virtual Environment for Reactor Applications (VERA) core simulator. ROMUSE has been written in C++ and is currently capable of performing various types of parameter perturbations and associated sensitivity analysis, uncertainty quantification, surrogate model construction and subspace analysis. The current version 2.0 has the capability to interface with the Design Analysis Kit for Optimization and Terascale Applications (DAKOTA) code, which gives ROMUSE access to the various algorithms implemented within DAKOTA, most importantly model calibration. The verification study is performed via two basic problems and two reactor physics models. The first problem is used to verify the ROMUSE single physics gradient-based range finding algorithm capability using an abstract quadratic model. The second problem is the Brusselator problem, which is a coupled problem representative of multi-physics problems. This problem is used to test the capability of constructing surrogates via ROMUSE-DAKOTA. Finally, light water reactor pin cell and sodium-cooled fast reactor fuel assembly problems are simulated via SCALE 6.1 to test ROMUSE capability for uncertainty quantification and sensitivity analysis purposes.

A Case Study on the Emission Impact of Land Use Changes using Activity-BAsed Traveler Analyzer (ABATA) System (활동기반 통행자분석시스템(ABATA)을 이용한 토지이용변화에 따른 차량 배기가스 배출영향 사례 분석)

  • Eom, Jin Ki;Lee, Kwang-Sub
    • Journal of Cadastre & Land InformatiX
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    • v.53 no.1
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    • pp.21-36
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    • 2023
  • Activity-based modeling systems have increasingly been developed to address the limitations of widely used traditional four-step transportation demand forecasting models. Accordingly, this paper introduces the Activity-BAsed Traveler Analyzer (ABATA) system. This system consists of multiple components, including an hourly total population estimator, activity profile constructor, hourly activity population estimator, spatial activity population estimator, and origin/destination estimator. To demonstrate the proposed system, the emission impact of land use changes in the 5-1 block Sejong smart city is evaluated as a case study. The results indicate that the land use with the scenario of work facility dispersed plan produced more emissions than the scenario of work facility centralized plan due to the longer travel distance. The proposed ABATA system is expected to provide a valuable tool for simulating the impacts of future changes in population, activity schedules, and land use on activity populations and travel demands.

A Robust Sensorless Vector Control System for Induction Motors

  • Huh Sung-Hoe;Choy Ick;Park Gwi-Tae
    • Proceedings of the KIPE Conference
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    • 2001.10a
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    • pp.443-447
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    • 2001
  • In this paper, a robust sensorless vector control system for induction motors with a speed estimator and an uncertainty observer is presented. At first, the proposed speed estimator is based on the MRAS(Mode Reference Adaptive System) scheme and constructed with a simple fuzzy logic(FL) approach. The structure of the proposed FL estimator is very simple. The input of the FL is the rotor flux error difference between reference and adjustable model, and the output is the estimated incremental rotor speed Secondly, the unmodeled uncertainties such as parametric uncertainties and external load disturbances are modeled by a radial basis function network(RBFN). In the overal speed control system, the control inputs are composed with a norminal control input and a compensated control input, which are from RBFN observer output and the modeling error of the RBFN, repectively. The compensated control input is derived from Lyapunov unction approach. The simulation results are presented to show the validity of the proposed system.

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On Information Theoretic Index for Measuring the Stochastic Dependence Among Sets of Variates

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.26 no.1
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    • pp.131-146
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    • 1997
  • In this paper the problem of measuring the stochastic dependence among sets fo random variates is considered, and attention is specifically directed to forming a single well-defined measure of the dependence among sets of normal variates. A new information theoretic measure of the dependence called dependence index (DI) is introduced and its several properties are studied. The development of DI is based on the generalization and normalization of the mutual information introduced by Kullback(1968). For data analysis, minimum cross entropy estimator of DI is suggested, and its asymptotic distribution is obtained for testing the existence of the dependence. Monte Carlo simulations demonstrate the performance of the estimator, and show that is is useful not only for evaluation of the dependence, but also for independent model testing.

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A Design of Kalman Gain for the State Estimator with Pre-specified Eigenvalues (극점재배치에 따른 상태추정기의 칼만이득설계)

  • 장세훈;이양범
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.9 no.2
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    • pp.85-93
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    • 1984
  • This paper, with the linear multivariable systems as a model, proposes a method of evaluating the Kalman gain of the state estimator according to the shifting of poles in the system. The stochasic probability of the process and measurement noise is assumed to be identical to the stationary process. The proposed method, based on the diagonalized system, is easy to implement computationally if the correspondence between the poles of the estimator and the response of the system can be determined. Finally several examples are given to confirm and illustrate proposed method derived here.

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Minimum Hellinger Distance Estimation and Minimum Density Power Divergence Estimation in Estimating Mixture Proportions

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1159-1165
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    • 2005
  • Basu et al. (1998) proposed a new density-based estimator, called the minimum density power divergence estimator (MDPDE), which avoid the use of nonparametric density estimation and associated complication such as bandwidth selection. Woodward et al. (1995) examined the minimum Hellinger distance estimator (MHDE), proposed by Beran (1977), in the case of estimation of the mixture proportion in the mixture of two normals. In this article, we introduce the MDPDE for a mixture proportion, and show that both the MDPDE and the MHDE have the same asymptotic distribution at a model. Simulation study identifies some cases where the MHDE is consistently better than the MDPDE in terms of bias.

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Vehicle Platooning Remote Control via State Estimation in a Communication Network (통신 네트워크에서 상태 추정에 의한 군집병합의 원격제어)

  • 황태현;최재원;김영호
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.192-192
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    • 2000
  • In this paper, a platoon merging is considered as a remote-controlled system with the state represented by a stochastic process. In this system, it becomes to encounter situations where a single decision maker controls a large number of subsystems, and observation and control signals are sent over a communication channel with finite capacity and significant transmission delays. Unlike classical estimation problem in which the observation is a continuous process corrupted by additive noise, there is a constraint that the observation must be coded and transmitted over a digital communication channel with finite capaci쇼. A recursive coder-estimator sequence is a state estimation scheme based on observations transmitted with finite communication capacity constraint. Using the coder-estimator sequence, the remote control station designs a feedback controller. In this paper, we introduce a stochastic model for the lead vehicle in a platoon of vehicles considering the angle between a road surface and a horizontal plane as a stochastic process. The simulation results show that the inter-vehicle distance and the deviation from the desired inter-vehicle distance are well regulated.

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Study on a Propulsion Control of the Roller Coasters Train based on Air Cored Linear Synchronous Motor (공심형 선형동기전동기 기반의 궤도열차 추진제어에 관한 연구)

  • Jo, Jeong-Min;Han, Young-Jae;Lee, Jin-Ho
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.12
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    • pp.8187-8194
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    • 2015
  • To accelerate a heavy roller coaster train with over 1G force, a lot of thrust is required and linear synchronous motor(LSM) as propulsion method is suitable for this kind of system. To increase the propulsion efficiency of LSM, precise and real-time position information of vehicle is required for accurate phase control. However, the discontinuous position information with relatively long time interval is usually transmitted from the hall-sensors on the track every magnet length. In this paper, the basic motor model based on traditional dq-axis equations is described and the motor dynamic model is produced by considering the cogging force and friction loss. To improve the position accuracy, the position estimator is also proposed for LSM control system. Simulations were performed to check the characteristics of the torque control system which includes the position estimator based on the motor model. Simulation results based on the linearized model show that this control system has an enough bandwidth and phase margin and the executed algorithm achieves an ideal effect to follow the real-time position signal. Therefore, the feasibility of position estimator is also confirmed.

Improved Programmable LPF Flux Estimator with Synchronous Angular Speed Error Compensator for Sensorless Control of Induction Motors (유도 전동기 센서리스 제어를 위한 동기 각속도 오차 보상기를 갖는 향상된 Programmable LPF 자속 추정기)

  • Lee, Sang-Soo;Park, Byoung-Gun;Kim, Rae-Young;Hyun, Dong-Seok
    • The Transactions of the Korean Institute of Power Electronics
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    • v.18 no.3
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    • pp.232-239
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    • 2013
  • This paper proposes an improved stator flux estimator through ensuring conventional PLPF to act as a pure integrator for sensorless control of induction motors. Conventional PLPF uses the estimated synchronous speed as a cut-off frequency and has the gain and phase compensators. The gain and phase compensators are determined on the assumption that the estimated synchronous angular speed is coincident with the real speed. Therefore, if the synchronous angular speed is not same as the real speed, the gain and phase compensation will not be appropriate. To overcome the problem of conventional PLPF, this paper analyzes the relationship between the synchronous speed error and the phase lag error of the stator flux. Based on the analysis, this paper proposes the synchronous speed error compensation scheme. To achieve a start-up without speed sensor, the current model is used as the stator flux estimator at the standstill. When the motor starts up, the current model should be switched into the voltage model. So a stable transition between the voltage model and the current model is required. This paper proposes the simple transition method which determines the initial values of the voltage model and the current model at the transition moment. The validity of the proposed schemes is proved through the simulation results and the experimental results.