• 제목/요약/키워드: nonlinear estimation

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비선형 회귀모형에서 오차의 분산에 따른 예비검정 추정방법 (Preliminary test estimation method accounting for error variance structure in nonlinear regression models)

  • 유혜원;임창원
    • 응용통계연구
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    • 제29권4호
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    • pp.595-611
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    • 2016
  • 일반적으로 독성학 또는 약리학에서는 자료를 분석할 때 Hill Model과 같은 비선형 회귀모형을 사용한다. 비선형 회귀모형에서 모수의 추정량과 그것의 불확실성(uncertainty)에 대한 측도의 추정은 오차의 분산 구조에 영향을 받게 된다. 따라서 자료가 등분산인지 혹은 이분산인지에 따라 사용하여야 할 추정 방법이 달라져야 한다. 그러나 일반적으로 자료를 실제로 분석하기 전에는 오차의 분산구조에 대해서 잘 알 수 없다. 그러므로 오차의 분산구조에 로버스트한 추정 방법을 개발하는 것은 중요한 문제이다. 본 논문에서는 예비검정 방법을 기반으로 한 비선형 회귀모형에서의 모수 추정 방법을 제안하였다. 오차 분산의 등분산성에 대한 간단한 예비검정의 결과에 따라 보통 최소제곱 추정(ordinary Least Square Estimation) 방법과 반복 가중 최소제곱 추정(iterative weighted least square estimation) 방법을 사용하는 추정량을 정의하였다. 제안된 추정량은 모의실험 연구를 통하여 기존의 표준적인 추정량들과 그 성능을 비교하였다. 또한 미국의 National Toxicology Program으로부터 얻어진 실제자료를 사용하여 추정 방법들을 비교하였다.

An Extended Robust $H_{\infty}$ Filter for Nonlinear Constrained Uncertain System

  • Seo, Jae-Won;Yu, Myeong-Jong;Park, Chan-Gook;Lee, Jang-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.565-569
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    • 2003
  • In this paper, a robust filter is proposed to effectively estimate the system states in the case where system model uncertainties as well as disturbances are present. The proposed robust filter is constructed based on the linear approximation methods for a general nonlinear uncertain system with an integral quadratic constraint. We also derive the important characteristic of the proposed filter, a modified $H_{\infty}$ performance index. Analysis results show that the proposed filter has robustness against disturbances, such as process and measurement noises, and against parameter uncertainties. Simulation results show that the proposed filter effectively improves the performance.

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유전자 알고리듬을 이용한 비선형 IIR 필터의 파라미터 추정 (Nonlinear IIR filter parameter estimation using the genetic algorithm)

  • 손준혁;서보혁
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 심포지엄 논문집 정보 및 제어부문
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    • pp.15-17
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    • 2005
  • Recently genetic algorithm techniques have widely used in adaptive and control schemes for production systems. However, generally it costs a lot of time for learning in the case applied in control system. Furthermore, the physical meaning of genetic algorithm constructed as a result is not obvious. And this method has been used as a learning algorithm to estimate the parameter of a genetic algorithm used for identification of the process dynamics of nonlinear IIR filter and it was shown that this method offered superior capability over the genetic algorithm. A genetic algorithm is used to solve the parameter identification problem for linear and nonlinear digital filters. This paper goal estimate nonlinear IIR filter parameter using the genetic algorithm.

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방위각 정보만을 이용한 비선형 표적추적필터 (Nonlinear Bearing Only Target Tracking Filter)

  • 윤장호
    • 항공우주시스템공학회지
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    • 제10권1호
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    • pp.8-14
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    • 2016
  • The optimal estimation of a bearing only target tracking problem be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Recently, a nonlinear filtering algorithm using a direct quadrature method of moments in which the associated Fokker-Planck equation can be propagated efficiently and accurately was proposed. Although this approach has demonstrated its promising in the field of nonlinear filtering in several examples, the "degeneracy" phenomenon, similar to that which exists in a typical particle filter, occasionally appears because only the weights are updated in the modified Bayesian rule in this algorithm. Therefore, in this paper to enhance the performance, a more stable measurement update process based upon the update equation in the Extended Kalman filters and a more accurate initialization and re-sampling strategy for weight and abscissas are proposed. Simulations are used to show the effectiveness of the proposed filter and the obtained results are promising.

Sensorless IPMSM Drives based on Extended Nonlinear State Observer with Parameter Inaccuracy Compensation

  • Mao, Yongle;Liu, Guiying;Chen, Yangsheng
    • Journal of international Conference on Electrical Machines and Systems
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    • 제3권3호
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    • pp.289-297
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    • 2014
  • This paper proposed a novel high performance sensorless control scheme for IPMSM based on an extended nonlinear state observer. The gain-matrix of the observer has been derived by using state linearization method. Steady state errors in estimated rotor position and speed due to parameter inaccuracy have been analyzed, and an equivalent flux error is defined to represent the overall effect of parameter errors contributing to the wrong convergence of the estimated rotor speed as well as rotor position. Then, an online compensation strategy was proposed to limit the estimation errors in rotor position and speed. The effectiveness of the extended nonlinear state observer is validated through simulation and experimental test.

비선형계를 위한 퍼지모델 기반 감소차수 미지입력관측자 설계 (Design of a Fuzzy Model Based Reduced Order Unknown Input Observer for a Class of Nonlinear Systems)

  • 이기상
    • 전기학회논문지
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    • 제57권7호
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    • pp.1247-1253
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    • 2008
  • A design method of a T-S fuzzy model based reduced order nonlinear unknown input observer(NUIO) is presented. The fuzzy NUIO is designed based on the parallel distributed compensation(PDC) concept. It consists of a number of the linear UIOs, each of which is designed for each local linear model in the T-S fuzzy model of a class of nonlinear systems. The fuzzy NUIO provides not only the state estimates insensitive to the unknown inputs, for example, disturbances and faults etc., but also the estimates of the unknown inputs. Therefore, It can be employed in the state feedback control and disturbance rejection control of a class of nonlinear systems with unknown disturbances. It also applied to the robust residual generation for the fault detection and isolation systems and to the design of fault tolerant control systems. As an example, the NUIO is applied to an inverted pendulum system to show the state and disturbance estimation performance and to illustrate the fuzzy reduced order NUIO design method.

PDP 열화분석 예제를 통한 랜덤계수모델에서의 고장시간분포 추정 (Failure-Time Estimation from Nonlinear Random-Coefficients Model: PDP Degradation Analysis)

  • 배석주;김성준
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2006년도 학술발표대회 논문집
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    • pp.181-191
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    • 2006
  • As an alternative to traditional life testing, degradation tests can be effective in assessing product reliability when measurements of degradation leading to failure can be observed. This article proposes a new model to describe the nonlinear degradation paths caused by nano-contamination for plasma display panels (PDPs) : a bi-exponential model with random coefficients. A sequential likelihood ratio test was executed to select random effects in the nonlinear model. Analysis results indicate that the reliability estimation can be improved substantially by using the nonlinear random-coefficients model to incorporate both inherent degradation characteristics and contamination effects of impurities for PDP degradation paths.

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분산된 센서들의 Registration 오차를 줄이기 위한 새로운 필터링 방법 (New Filtering Method for Reducing Registration Error of Distributed Sensors)

  • 김용식;이재훈;도현민;김봉근;타니카와 타미오;오바 코타로;이강;윤석헌
    • 로봇학회논문지
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    • 제3권3호
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    • pp.176-185
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    • 2008
  • In this paper, new filtering method for sensor registration is provided to estimate and correct error of registration parameters in multiple sensor environments. Sensor registration is based on filtering method to estimate registration parameters in multiple sensor environments. Accuracy of sensor registration can increase performance of data fusion method selected. Due to various error sources, the sensor registration has registration errors recognized as multiple objects even though multiple sensors are tracking one object. In order to estimate the error parameter, new nonlinear information filtering method is developed using minimum mean square error estimation. Instead of linearization of nonlinear function like an extended Kalman filter, information estimation through unscented prediction is used. The proposed method enables to reduce estimation error without a computation of the Jacobian matrix in case that measurement dimension is large. A computer simulation is carried out to evaluate the proposed filtering method with an extended Kalman filter.

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비선형 최소화 방법을 이용한 수신신호의 파라미터 추정알고리즘에 관한 연구 (Signal Parameters Estimation in Array Sensors via Nonlinear Minimization.)

  • Jeong, Jung-Sik;Park, Sung-Hyeon;Kim, Chul-Seung;Ahn, Young-sup
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2004년도 춘계학술대회 논문집
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    • pp.305-309
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    • 2004
  • 레이더, 소나 및 육해상 통신시스템에 있어서, 어레이 센서에 입사하는 수신신호가 가지는 도래방향 및 신호전력과 같은 파라미터 추정문제는 수십년 동안 많은 연구관심이 되어 왔으며, 현재에도 다양한 응용영역에서 중요한 문제 중의 하나이다. 수신신호의 파라미터 추정방법으로서 종래의 MUSIC 또는 ESPRIT와 같은 방법은 역행렬 연산과 고유치 계산이 필요하므로 계산적 복잡성이 부가된다. 본 논문에서는 어레이 안테나의 기본 신호모델로부터 파라미터 추정의 문제를 비선형 최소화 문제로 정식화 하여 역행렬과 고유치 연산을 요구하지 않는 수신신호의 파라미터 동시추정 알고리즘을 제안하고 평가한다.

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Evaluation of N2 method for damage estimation of MDOF systems

  • Yaghmaei-Sabegh, Saman;Zafarvand, Sadaf;Makaremi, Sahar
    • Earthquakes and Structures
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    • 제14권2호
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    • pp.155-165
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    • 2018
  • Methods based on nonlinear static analysis as simple tools could be used for the seismic analysis and assessment of structures. In the present study, capability of the N2 method as a well-known nonlinear analysis procedure examines for the estimation of the damage index of multi-storey reinforced concrete frames. In the implemented framework, equivalent single-degree-of-freedom (SDOF) models are utilized for the global damage estimation of multi-degree-of-freedom (MDOF) systems. This method does not require high computational analysis and subsequently decreases the required time of seismic design and assessment process. To develop the methodology, RC frames with period range from 0.4 to 2.0 s under 40 records are studied. The effectiveness of proposed technique is evaluated through numerical study under near- and far-field earthquake ground motions. Finally, the results of developed models are compared with two other simplified schemes along with nonlinear time history analysis results of multi-storey frames. To improve the accuracy of damage estimation, a modified relation is presented based on the N2 method results for near- and far-field earthquakes.