• 제목/요약/키워드: nonlinear estimation

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확률적 표본추출 방법을 이용한 집단 약동학 모형의 추정과 검증에 관한 고찰 (Estimation Methods for Population Pharmacokinetic Models using Stochastic Sampling Approach)

  • 김광희;윤정화;이은경
    • 응용통계연구
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    • 제28권2호
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    • pp.175-188
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    • 2015
  • 본 논문에서는 집단 약동/약력학 모형 추정을 위한 다양한 추정방법들을 이론적으로 비교, 분석하였다. 특히 확률적 표본을 이용한 방법들인 IMP, IMPMAP, SAEM 방법과 베이지안 방법의 이론적 배경과 이들의 성능을 자세히 살펴보고, 기존의 선형근사를 이용한 FO, FOCE 등의 방법과 비교 분석하였다. 확률적 표본을 이용한 추정방법들이 추정에 많은 시간이 소요된다는 문제점을 개선하기 위하여 좀 더 좋은 초기치를 찾는 방안으로 상대적으로 짧은 시간에 정확한 추정치를 계산해주는 ITS 방법을 이용하였다.

Optimal nonlinear Parameter Estimation of Steady-State Induction Motor using Immune Algorithm

  • Kim, Dong-Hwa;Cho, Jae-Hoon;Hong, Won-Pyo;Lee, Seung-Hack;Lee, Hwan
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2004년도 ICCAS
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    • pp.891-895
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    • 2004
  • This paper suggests the techniques in determining the values of the steady-state equivalent circuit parameters of a three-phase squirrel-cage induction machine using immune algorithm. The parameter estimation procedure is based on the steady state phase current versus slip and input power versus slip characteristics. The proposed estimation algorithm is of a nonlinear kind based on clonal selection in immune algorithm. The machine parameters are obtained as the solution of a minimization of least-squares cost function by immune algorithm. Simulation shows better results than the conventional approaches.

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외란 관측기를 가지는 슬라이딩모드 제어기 설계 (Design of Siding Mode Controller with Peturbation Estimation)

  • 김낙인;이종원
    • 대한기계학회논문집A
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    • 제24권4호
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    • pp.866-873
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    • 2000
  • Sliding mode control(SMC) incorporated with perturbation compensation is developed here to reduce the low-frequency tracking error in the presence of wide-band frequency perturbations for a nonlinear dynamic system. The control scheme is designed for estimation of low frequency perturbations with employment of the Time Delay Control and low-pass filter. It is shown that the SMC with perturbation compensation is far superior to the conventional SMC in tracking control of the dynamic systems under model uncertainties and external disturbance conditions.

Satellite Orbit Determination using the Particle Filter

  • Kim, Young-Rok;Park, Sang-Young
    • 한국우주과학회:학술대회논문집(한국우주과학회보)
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    • 한국우주과학회 2011년도 한국우주과학회보 제20권1호
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    • pp.25.4-25.4
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    • 2011
  • Various estimation methods based on Kalman filter have been applied to the real-time satellite orbit determination. The most popular method is the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). The EKF is easy to implement and to use on orbit determination problem. However, the linearization process of the EKF can cause unstable solutions if the problem has the inaccurate reference orbit, sparse or insufficient observations. In this case, the UKF can be a good alternative because it does not contain linearization process. However, because both methods are based on Gaussian assumption, performance of estimation can become worse when the distribution of state parameters and process/measurement noise are non-Gaussian. In nonlinear/non-Gaussian problems the particle filter which is based on sequential Monte Carlo methods can guarantee more exact estimation results. This study develops and tests the particle filter for satellite orbit determination. The particle filter can be more effective methods for satellite orbit determination in nonlinear/non-Gaussian environment.

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Estimation of Nonlinear Impulse Responses of Stock Indices by Asset Class

  • Chang, Young-Jae
    • 응용통계연구
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    • 제25권2호
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    • pp.239-249
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    • 2012
  • We estimate nonlinear impulse responses of stock indices by asset class by the Local Projection method as suggested by Jorda (2005) to compute impulse responses. The method estimates impulse responses without the specification and estimation of the underlying multivariate dynamic system unlike the usual way of vector autoregression(VAR). It estimates Local Projections at each period of interest rather than extrapolating into increasingly distant horizons with the advantages of easy estimation and non-linear flexible specification. The Local Projection method adequately captures the nonlinearity and asymmetry of the impulse responses of the stock indices compared to those from VARs.

방위각을 이용한 신호원 위치 추정 알고리즘의 성능 비교 (Performance Comparison of LOB-based Emitter Localization Algorithms)

  • 이준호;김민철;조성우;진용기;이동근
    • 한국군사과학기술학회지
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    • 제12권4호
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    • pp.437-445
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    • 2009
  • In this paper, we present the performance of the LOB(line of bearing) - based emitter localization algorithm. The linear LSE(least-squared error) algorithm, nonlinear LSE algorithm and Stansfield algorithm are considered. In addition, we focus on the performance improvement of the weighted estimation compared with the unweighted estimation. Each estimation algorithm is briefly introduced, and the performance of the algorithm is illustrated using the numerical results.

다층 신경회로망 기법을 이용한 하이드로포밍 공정의 성형압력곡선추정 (Multi-layered neural network-based pressure curve estimation for hydroforming)

  • 현봉섭;김재선;조형석
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 19-21 Oct. 1992
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    • pp.607-612
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    • 1992
  • For hydroforming process, determination of back-up fluid pressure in chamber is one of the most essential tasks. In this paper, we present a back-up pressure estimation system which estimates the back-up pressure of hydroforming process utilizing a multi-layered neural network. The neural network learns the nonlinear relation ship between the back-up pressure and the geometric state variables of hydroforming process. The proposed method does not necessitate sophisticated analysis on hydroforming process but some geometric intuition. The experimental results show that the neural network well approximates the nonlinear relationship between the back-up pressure and the geometric state variables of hydroforming process, thus giving the good estimation of back-up pressure vs punch stroke curve.

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무향변환을 이용한 비선형 필터에 대한 연구 (Study on Nonlinear Filter Using Unscented Transformation Update)

  • 윤장호
    • 항공우주시스템공학회지
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    • 제10권1호
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    • pp.15-20
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    • 2016
  • The optimal estimation of a general continuous-discrete system can be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Due the high nonlinearity of the equation of motion of the system and the measurement model, it is necessary to linearize the both equation. To avoid linearization, the filter based on Fokker-Planck equation is designed. with the unscented transformation update mechanism, in which the associated Fokker-Planck equation was solved efficiently and accurately via discrete quadrature and the measurement update was done through the unscented transformation update mechanism. This filter based on the Direct Quadrature Moment of Method(DQMOM) and the unscented transformation update is applied to the bearing only target tracking problem. The proposed filter can still provide more accurate estimation of the state than those of the extended Kalman filter especially when measurements are sparse. Simulation results indicate that the advantages of the proposed filter based on the DQMOM and the unscented transformation update make it a promising alternative to the extended Kalman filter.

Imperfection Parameter Observer and Drift Compensation Controller Design of Hemispherical Resonator Gyros

  • Pi, Jaehwan;Bang, Hyochoong
    • International Journal of Aeronautical and Space Sciences
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    • 제14권4호
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    • pp.379-386
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    • 2013
  • The hemispherical resonator gyroscope is a type of vibratory gyroscope, which can measure angle or angular rate, based on its operating mode. This paper deals with the case when the hemispherical resonator gyroscope is operated in angle measurement mode. In angle measurement mode, the resonator pattern angle precesses, with respect to the external rotation input, by the principle of the Coriolis effect, so that the external rotation can be estimated, by measuring the amount of precession angle. However, this pattern angle drifts, due to the manufacturing error of the resonator. Since the drift effect causes degradation of the angle estimation performance of the resonator, the corresponding drift compensation control should be performed, to enhance the estimation performance. In this paper, a mathematical model of the hemispherical resonator gyro is first introduced. By using the mathematical model, a nonlinear observer for imperfection parameter estimation, and the corresponding compensation controller are designed to operate hemispherical resonator gyros, as angle measurement sensors.

Dimension Analysis of Chaotic Time Series Using Self Generating Neuro Fuzzy Model

  • Katayama, Ryu;Kuwata, Kaihei;Kajitani, Yuji;Watanabe, Masahide;Nishida, Yukiteru
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 1993년도 Fifth International Fuzzy Systems Association World Congress 93
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    • pp.857-860
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    • 1993
  • In this paper, we apply the self generating neuro fuzzy model (SGNFM) to the dimension analysis of the chaotic time series. Firstly, we formulate a nonlinear time series identification problem with nonlinear autoregressive (NARMAX) model. Secondly, we propose an identification algorithm using SGNFM. We apply this method to the estimation of embedding dimension for chaotic time series, since the embedding dimension plays an essential role for the identification and the prediction of chaotic time series. In this estimation method, identification problems with gradually increasing embedding dimension are solved, and the identified result is used for computing correlation coefficients between the predicted time series and the observed one. We apply this method to the dimension estimation of a chaotic pulsation in a finger's capillary vessels.

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