• Title/Summary/Keyword: model-based estimator

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Kernel Estimation of Hazard Ratio Based on Censored Data

  • Choi, Myong-Hui;Lee, In-Suk;Song, Jae-Kee
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.2
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    • pp.125-143
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    • 2001
  • We, in this paper, propose a kernel estimator of hazard ratio with censored survival data. The uniform consistency and asymptotic normality of the proposed estimator are proved by using counting process approach. In order to assess the performance of the proposed estimator, we compare the kernel estimator with Cox estimator and the generalized rank estimators of hazard ratio in terms of MSE by Monte Carlo simulation. Two examples are illustrated for our results.

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Neural Network Parameter Estimation of IPMSM Drive using AFLC (AFLC를 이용한 IPMSM 드라이브의 NN 파라미터 추정)

  • Ko, Jae-Sub;Choi, Jung-Sik;Chung, Dong-Hwa
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.2
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    • pp.293-300
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    • 2011
  • A number of techniques have been developed for estimation of speed or position in motor drives. The accuracy of these techniques is affected by the variation of motor parameters such as the stator resistance, stator inductance or torque constant. This paper is proposed a neural network based estimator for torque and stator resistance and adaptive fuzzy learning contrroller(AFLC) for speed control in IPMSM Drives. AFLC is chaged fuzzy rule base by rule base modifier for robust control of IPMSM. The neural weights are initially chosen randomly and a model reference algorithm adjusts those weights to give the optimum estimations. The neural network estimator is able to track the varying parameters quite accurately at different speeds with consistent performance. The neural network parameter estimator has been applied to slot and flux linkage torque ripple minimization of the IPMSM. The validity of the proposed parameter estimator and AFLC is confirmed by comparing to conventional algorithm.

A Bayes Reliability Estimation from Life Test in a Stress-Strength Model

  • Park, Sung-Sub;Kim, Jae-Joo
    • Journal of the Korean Statistical Society
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    • v.12 no.1
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    • pp.1-9
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    • 1983
  • A stress-strength model is formulated for s out of k system of identical components. We consider the estimation of system reliability from survival count data from a Bayesian viewpoint. We assume a quadratic loss and a Dirichlet prior distribution. It is shown that a Bayes sequential procedure can be established. The Bayes estimator is compared with the UMVUE obtained by Bhattacharyya and with an estimator based on Mann-Whitney statistic.

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Weak Convergence for Nonparametric Bayes Estimators Based on Beta Processes in the Random Censorship Model

  • Hong, Jee-Chang
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.545-556
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    • 2005
  • Hjort(1990) obtained the nonparametric Bayes estimator $\^{F}_{c,a}$ of $F_0$ with respect to beta processes in the random censorship model. Let $X_1,{\cdots},X_n$ be i.i.d. $F_0$ and let $C_1,{\cdot},\;C_n$ be i.i.d. G. Assume that $F_0$ and G are continuous. This paper shows that {$\^{F}_{c,a}$(u){\|}0 < u < T} converges weakly to a Gaussian process whenever T < $\infty$ and $\~{F}_0({\tau})\;<\;1$.

RELIABILITY ESTIMATION OF A MIXTURE EXPONENTIAL MODEL USIGN GIBBS SAMPLER

  • Kim, Hee-Cheul;Kim, Pyong-Koo
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.661-668
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    • 1999
  • Reliability estimation using Gibbs sampler considered for modeling mixture exponential reliability problems. Gibbs sampler is developed to compute the features of the posterior distribution. Bayesian estimation of complicated functions requires simpler esti-mation techniques due to the mathematical difficulties involved in the Bayes approach. The Maximum likelihood estimator and the Gibbs estimator of reliability of the system are derived. By simula-tion risk behaviors of derived estimators are compared. model de-termination based on relative error is considered. A numerical study with a simulated data set is provided.

The Reliability Estimation of Parallel System in Bivariate Exponential Model : Using Bivariate Type 1 Censored Data (이변량 지수모형에서 병렬시스템의 신뢰도 추정 : 이변량 1종 중단 자료이용)

  • 조장식;김희재
    • Journal of Korean Society for Quality Management
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    • v.25 no.4
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    • pp.79-87
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    • 1997
  • In this paper, we obtain maximum likelihood estimator(MLE) of a parallel system reliability for the Marshall and Olkin's bivariate exponential model with birariate type 1 consored data. The asymptotic normal distribution of the estimator is obtained. Also we construct an a, pp.oximate confidence interval for the reliability based on MLE. We present a numerical study for obtaining MLE and a, pp.oximate confidence interval of the reliability.

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Asymptotic Properties of the Disturbance Variance Estimator in a Spatial Panel Data Regression Model with a Measurement Error Component

  • Lee, Jae-Jun
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.349-356
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    • 2010
  • The ordinary least squares based estimator of the disturbance variance in a regression model for spatial panel data is shown to be asymptotically unbiased and weakly consistent in the context of SAR(1), SMA(1) and SARMA(1,1)-disturbances when there is measurement error in the regressor matrix.

Model Following Adaptive Controller with Rotor Resistance Estimator for Induction Motor Servo Drives (회전자 저항 추정기를 가지는 유동전동기 구동용 모델추종 적응제어기 설계)

  • Kim, Snag-Min;Han, Woo-Yong;Lee, Chang-Goo
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.2
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    • pp.125-130
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    • 2001
  • This paper presents an indirect field-oriented (IFO) induction motor position servo drives which uses the model following adaptive controller with the artificial neural network(ANN)-based rotor resistance estimator. The model reference adaptive system(MRAS)-based 2-layer ANN estimates the rotor resistance on-line and a linear model-following position controller is designed by using the estimated the rotor resistance value. At the end, a fuzzy logic system(FLS) is added to make the position controller robust to the external disturbances and the parameter variations. The simulation results show the effectiveness of the proposed method.

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Stable activation-based regression with localizing property

  • Shin, Jae-Kyung;Jhong, Jae-Hwan;Koo, Ja-Yong
    • Communications for Statistical Applications and Methods
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    • v.28 no.3
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    • pp.281-294
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    • 2021
  • In this paper, we propose an adaptive regression method based on the single-layer neural network structure. We adopt a symmetric activation function as units of the structure. The activation function has a flexibility of its form with a parametrization and has a localizing property that is useful to improve the quality of estimation. In order to provide a spatially adaptive estimator, we regularize coefficients of the activation functions via ℓ1-penalization, through which the activation functions to be regarded as unnecessary are removed. In implementation, an efficient coordinate descent algorithm is applied for the proposed estimator. To obtain the stable results of estimation, we present an initialization scheme suited for our structure. Model selection procedure based on the Akaike information criterion is described. The simulation results show that the proposed estimator performs favorably in relation to existing methods and recovers the local structure of the underlying function based on the sample.

Using Lateral Acceleration and Yaw Rate, Sliding Observer Design for Roll Angle (횡방향 가속도 및 요 속도를 이용한 차량의 롤 각 추정기 설계)

  • Lee, Jong-Kuk;Kwon, Young-Shin;Lee, Hyeong-Cheol
    • Transactions of the Korean Society of Automotive Engineers
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    • v.19 no.4
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    • pp.38-46
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    • 2011
  • This paper presents roll angle estimator which used Kalman filter. Recently, the uses of the ELSD (Electronic Limited Slip Differential) and TVD(Torque Vectoring Differential) for vehicle yaw control are studied in many researches. However the roll angle can be negative effect of ELSD and TVD control. Therefore the information of roll angle can be used for vehicle yaw control. Moreover it can be used for rollover prevent control. Recently, most of the vehicles use lateral acceleration and yaw rate sensor. In this paper, design of Kalman filter which used lateral acceleration and yaw rate information is developed. In this paper, in order to verify the estimator ability, the CarSim and Matlab/Simulink are used.