• Title/Summary/Keyword: nonlinear estimation

Search Result 1,167, Processing Time 0.023 seconds

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

  • Yu, Hyewon;Lim, Changwon
    • The Korean Journal of Applied Statistics
    • /
    • v.29 no.4
    • /
    • pp.595-611
    • /
    • 2016
  • We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.

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
    • /
    • 2003.10a
    • /
    • pp.565-569
    • /
    • 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.

  • PDF

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

  • Son, Jun-Hyeok;Seo, Bo-Hyeok
    • Proceedings of the KIEE Conference
    • /
    • 2005.05a
    • /
    • pp.15-17
    • /
    • 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.

  • PDF

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

  • Yoon, Jangho
    • Journal of Aerospace System Engineering
    • /
    • v.10 no.1
    • /
    • pp.8-14
    • /
    • 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
    • /
    • v.3 no.3
    • /
    • pp.289-297
    • /
    • 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.

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

  • Lee, Kee-Sang
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.57 no.7
    • /
    • pp.1247-1253
    • /
    • 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.

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

  • Bae, Suk-Joo;Kim, Seong-Joon
    • Proceedings of the Korean Reliability Society Conference
    • /
    • 2006.05a
    • /
    • pp.181-191
    • /
    • 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.

  • PDF

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

  • Kim, Yong-Shik;Lee, Jae-Hoon;Do, Hyun-Min;Kim, Bong-Keun;Tanikawa, Tamio;Ohba, Kohtaro;Lee, Ghang;Yun, Seok-Heon
    • The Journal of Korea Robotics Society
    • /
    • v.3 no.3
    • /
    • pp.176-185
    • /
    • 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.

  • PDF

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

  • Jeong, Jung-Sik;Park, Sung-Hyeon;Kim, Chul-Seung;Ahn, Young-sup
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
    • /
    • 2004.04a
    • /
    • pp.305-309
    • /
    • 2004
  • The problem for parameters estimation of the received signals impinging on array sensors has long been of great research interest in a great variety of applications, such as radar, sonar, and land mobile communications systems. Conventional subspace-based algorithms, such as MUSIC and ESPRIT, require an extensive computation of inverse matrix and eigen-decomposition. In this paper, we propose a new parameters estimation algorithm via nonlinear minimization, which is simplified computationally and estimates signal parameters simultaneously.

  • PDF

Evaluation of N2 method for damage estimation of MDOF systems

  • Yaghmaei-Sabegh, Saman;Zafarvand, Sadaf;Makaremi, Sahar
    • Earthquakes and Structures
    • /
    • v.14 no.2
    • /
    • pp.155-165
    • /
    • 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.