• Title/Summary/Keyword: model-based estimator

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Somoothing Mean Residual Life with Censored Data

  • Dong-Myung Jeong;Myung-Unn Song;Jae-Kee Song
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.129-138
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    • 1996
  • We propose a smoothing estimator of mean residual life function based on Ghorai and Susarla's (1990) smooth estimator of distribution function under random censorship model and provide the asymptotic properties of this estimator. The Monte Carlo simulation is performed to compare the proposed estimator with the other estimators and an exmple is also given using the real data.

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An Estimation of Parameters in Weibull Distribution Using Least Squares Method under Random Censoring Model (임의 중단모형에서 최소제곱법을 이용한 와이블분포의 모수 추정)

  • Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.263-272
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    • 1996
  • In this parer, under random censorship model, an estimation of scale and shape parameters in Weibull lifetime model is considered. Based on nonparametric estimator of survival function, the least square method is proposed. The proposed estimation method is simple and the performance of the proposed estimator is as efficient as maximum likelihood estimators. An example is presented, using field winding data. Simulation studies are performed to compare the performaces of the proposed estimator and maximum likelihood estimator.

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Bayesian Typhoon Track Prediction Using Wind Vector Data

  • Han, Minkyu;Lee, Jaeyong
    • Communications for Statistical Applications and Methods
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    • v.22 no.3
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    • pp.241-253
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    • 2015
  • In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

Robust High-Gain Observer Based SOC Estimator for Uncertain RC Model of Li-Ion Batteries (불확실성을 갖는 RC 모델 기반의 리튬이온 배터리 SOC 추정을 위한 강인한 고이득 관측기 설계)

  • Lee, Jong-Yeon;Kim, Wonho;Hyun, Chang-Ho
    • Journal of the Korean Institute of Intelligent Systems
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    • v.23 no.3
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    • pp.214-219
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    • 2013
  • This paper proposes the robust high-gain observer based SOC estimatro for uncertain RC model of Li-Ion batteries. In general, RC battery model has inevitable uncertainties and it cause some negative effect to estimate the accurate SOC of Li-Ion batteries. The proposed estimator overcomes such weakness with two techniques; high-gain observer design technique and sliding mode control technique. A high-gain observer provides the robustness against model uncertainties to the proposed estimator. A sliding mode control technique helps the proposed estimator by reducing the side effect of adopting a high-gain observer such as peaking phenomenon and perturbation. The performance of the proposed estimator is verified by some simulation.

On the Effect of Estimated Mean for the Weighted Symmetric Estimator

  • Key Il Shin;Hee Jeong Kang
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.903-909
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    • 1997
  • The ordinary least squares estimator and the corresponding pivotal statistics have been widely used for the unit test. Recently several test criteria based on maximum likelihood estimators and weighted symmetric estimator have been proposed for testing the unit root hypothesis in the autoregressive processes. Pantula at el. (1994) showed that the weighted symmetric estimator has good power properties. In this article we use an adjusted estimator for mean in the model when we use weighted symmetric estimator. A simulation study shows that for the small samples, this new test criterion has better power properties than the weighted symmetric estimator.

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On-Line Parameter Estimation Scheme for Uncertain Takagi-Sugeno Fuzzy Models

  • Cho, Young-Wan;Park, Chang-Woo
    • International Journal of Control, Automation, and Systems
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    • v.2 no.1
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    • pp.68-75
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    • 2004
  • In this paper, an estimator with an appropriate adaptive law for updating parameters is designed and analyzed based on the Lyapunov theory. The adaptive law is designed so that the estimation model follows the parameterized plant model. Using the proposed estimator, the parameters of the T-S fuzzy model can be estimated by observing the behavior of the system and it can be a basis for indirect adaptive fuzzy control.

A Closed-Form Bayesian Inferences for Multinomial Randomized Response Model

  • Heo, Tae-Young;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.121-131
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    • 2007
  • In this paper, we examine the problem of estimating the sensitive characteristics and behaviors in a multinomial randomized response model using Bayesian approach. We derived a posterior distribution for parameter of interest for multinomial randomized response model. Based on the posterior distribution, we also calculated a credible intervals and mean squared error (MSE). We finally compare the maximum likelihood estimator and the Bayes estimator in terms of MSE.

On study for change point regression problems using a difference-based regression model

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.539-556
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    • 2019
  • This paper derive a method to solve change point regression problems via a process for obtaining consequential results using properties of a difference-based intercept estimator first introduced by Park and Kim (Communications in Statistics - Theory Methods, 2019) for outlier detection in multiple linear regression models. We describe the statistical properties of the difference-based regression model in a piecewise simple linear regression model and then propose an efficient algorithm for change point detection. We illustrate the merits of our proposed method in the light of comparison with several existing methods under simulation studies and real data analysis. This methodology is quite valuable, "no matter what regression lines" and "no matter what the number of change points".

The design T-S fuzzy model-based target tracking systems (T-S 퍼지모델 기반 표적추적 시스템)

  • Hoh Sun-Young;Joo Young-Hoon;Park Jin-Bae
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2005.11a
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    • pp.419-422
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    • 2005
  • In this note, the Takagi-Sugeno (T-S) fuzzy-model-based state estimator using standard Kalman filter theory is investigated. In that case, the dynamic system model is represented the T-S fuzzy model with the fuzzy state estimation. The steady state solutions can be found for proposed modeling method and dynamic system for maneuvering targets can be approximated as locally linear system. And then, modeled filter is corrected by the fuzzy gain which is a fuzzy system using the relation between the filter residual and its variation. This paper studies the T-S fuzzy model-based state estimator which the dynamic system can be approximated as linear system.

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MRAS Based Speed Estimator for Sensorless Vector Control of a Linear Induction Motor with Improved Adaptation Mechanisms

  • Holakooie, Mohammad Hosein;Taheri, Asghar;Sharifian, Mohammad Bagher Bannae
    • Journal of Power Electronics
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    • v.15 no.5
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    • pp.1274-1285
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    • 2015
  • This paper deals with model reference adaptive system (MRAS) speed estimators based on a secondary flux for linear induction motors (LIMs). The operation of these estimators significantly depends on an adaptation mechanism. Fixed-gain PI controller is the most common adaptation mechanism that may fail to estimate the speed correctly in different conditions, such as variation in machine parameters and noisy environment. Two adaptation mechanisms are proposed to improve LIM drive system performance, particularly at very low speed. The first adaptation mechanism is based on fuzzy theory, and the second is obtained from an LIM mechanical model. Compared with a conventional PI controller, the proposed adaptation mechanisms have low sensitivity to both variations of machine parameters and noise. The optimum parameters of adaptation mechanisms are tuned using an offline method through chaotic optimization algorithm (COA) because no design criterion is given to provide these values. The efficiency of MRAS speed estimator is validated by both numerical simulation and real-time hardware-in-the-loop (HIL) implementations. Results indicate that the proposed adaptation mechanisms improve performance of MRAS speed estimator.