• Title/Summary/Keyword: nonlinear parameter estimation

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Parameter Estimation of the Diffusion Model for Demand Side Management Monitoring System (DSM 모니터링을 위한 확산 모형의 계수 추정)

  • Kim, Jin-O;Choi, Cheong-Hun;Kim, Jung-Hoon;Lee, Chang-Ho;Kim, Chang-Seob
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.10
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    • pp.1183-1189
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    • 1999
  • This paper presents the method of parameter estimation of diffusion model for monitoring Demand-Side Management program. Bass diffusion model was applied in this paper, which has different values according to the following parameters; coefficients of innovation, imitation and potential adopters. Though it is very important to estimate three parameters precisely, there has been no empirical way in practice. Thus, this paper presents the method of parameter estimation in case of few data with constraints to reduce the possibility of bad estimation. The constraints can be empirical results or expert's decision. Case studies show the diffusion curves and forecasted values of the peak for the high-efficient lighting. The feedback and nonlinear least-square parameter estimation methods used in this paper enable us to evaluate the status and to predict the effect of DSM program.

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Seismic Damage Assessment and Nonlinear Structural Identification Using Measured Seismic Responses (실측 지진응답을 이용한 지진손상도 평가 및 소성모형 추정)

  • 이형진;김남식
    • Journal of the Earthquake Engineering Society of Korea
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    • v.6 no.6
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    • pp.7-15
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    • 2002
  • In this paper, the nonlinear parameter estimation method using the estimated hysteresis of each structural members was studied for the purpose of efficient seismic damage prediction and estimation of MDOF nonlinear structural model in the shaking table test. The hysteresis of each structural members can be obtained by the conversion of measured response histories into relative motions of each structural members and member forces. These hysteresis can be used to evaluate various kinds of damage indices of each structural members. The MDOF nonlinear structural model for further analysis(re-analysis) can be easily reconstructed using estimated nonlinear structural parameters of each structural members. To demonstrate the proposed techniques, several numerical and experimental example analyses are carried out. The results indicate that the proposed method can be very useful to assess local seismic damages of structures.

NUMERICAL METHDS USING TRUST-REGION APPROACH FOR SOLVING NONLINEAR ILL-POSED PROBLEMS

  • Kim, Sun-Young
    • Communications of the Korean Mathematical Society
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    • v.11 no.4
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    • pp.1147-1157
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    • 1996
  • Nonlinear ill-posed problems arise in many application including parameter estimation and inverse scattering. We introduce a least squares regularization method to solve nonlinear ill-posed problems with constraints robustly and efficiently. The regularization method uses Trust-Region approach to handle the constraints on variables. The Generalized Cross Validation is used to choose the regularization parameter in computational tests. Numerical results are given to exhibit faster convergence of the method over other methods.

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PARAMETER ESTIMATION PROBLEM FOR NONHYSTERETIC INFILTRATION IN SOIL

  • CHO, CHUNG-KI;KANG, SUNGKWON;KWON, YONGHOON
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.4 no.1
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    • pp.11-22
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    • 2000
  • Nonhysteretic infiltration in nonswelling soil is modelled by the Burgers equation under appropriate physical conditions. For this nonlinear partial differential equation the modal approximation scheme is used for estimating parameters such as soil water diffusivity and hydraulic conductivity. The parameter estimation convergence is proved, and numerical experiments are performed.

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Estimation of Nonlinear Parameter in Water - saturated Sandy Sediment by using Difference Frequency Acoustic wave (수중 모래 퇴적물에서 차 주파수 음파를 이용한 비선형 변수 추정)

  • Kim Byoung-Nam;Lee Kang Il;Yoon Suk Wang;Choi Bok Kyung
    • Proceedings of the Acoustical Society of Korea Conference
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    • autumn
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    • pp.429-432
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    • 2004
  • Nonlinear acoustic responses of water-saturated sediments are very important to understand nonlinear phenomena of gassy ocean sediments. Especially, the second harmonic, the sum and the difference frequency acoustic waves in water-saturated sediments can provide practical criteria to estimate the nonlinear parameter of gassy sediments. In this paper, the difference frequency acoustic wave in water-saturated sandy sediment was observed in a water tank experiment with a pulse transmission technique. Its pressure level was 12 dB higher than the background noise level at a maximum undistorted driving pressure of source acoustic transducer. The experimental results were compared with a theoretical estimation of the parametric acoustic array. The nonlinear parameter of water-saturated sandy sediment was also estimated as 73 with their comparison. This value can be utilized as the background information to estimate gas void fraction in the water-saturated gassy sandy sediment.

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Identification of ARMAX Model and Linear Estimation Algorithm for Structural Dynamic Characteristics Analysis (구조동특성해석을 위한 ARMAX 모형의 식별과 선형추정 알고리즘)

  • Choe, Eui-Jung;Lee, Sang-Jo
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.7
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    • pp.178-187
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    • 1999
  • In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

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Comparison of Parameter Estimation Methods in A Kappa Distribution

  • Park Jeong-Soo;Hwang Young-A
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.285-294
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    • 2005
  • This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. Method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, three dimensional nonlinear equations are simplified to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, L-ME (or MME) is recommended to use for small sample size( n$\le$100) while MLE is good for large sample size.

Function Approximation Based on a Network with Kernel Functions of Bounds and Locality : an Approach of Non-Parametric Estimation

  • Kil, Rhee-M.
    • ETRI Journal
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    • v.15 no.2
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    • pp.35-51
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    • 1993
  • This paper presents function approximation based on nonparametric estimation. As an estimation model of function approximation, a three layered network composed of input, hidden and output layers is considered. The input and output layers have linear activation units while the hidden layer has nonlinear activation units or kernel functions which have the characteristics of bounds and locality. Using this type of network, a many-to-one function is synthesized over the domain of the input space by a number of kernel functions. In this network, we have to estimate the necessary number of kernel functions as well as the parameters associated with kernel functions. For this purpose, a new method of parameter estimation in which linear learning rule is applied between hidden and output layers while nonlinear (piecewise-linear) learning rule is applied between input and hidden layers, is considered. The linear learning rule updates the output weights between hidden and output layers based on the Linear Minimization of Mean Square Error (LMMSE) sense in the space of kernel functions while the nonlinear learning rule updates the parameters of kernel functions based on the gradient of the actual output of network with respect to the parameters (especially, the shape) of kernel functions. This approach of parameter adaptation provides near optimal values of the parameters associated with kernel functions in the sense of minimizing mean square error. As a result, the suggested nonparametric estimation provides an efficient way of function approximation from the view point of the number of kernel functions as well as learning speed.

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Real-Time Flood Forecasting Using Rainfall-Runoff Model(I) : Theory and Modeling (강우-유출모형을 이용한 실시간 홍수예측(I) : 이론과 모형화)

  • 정동국;이길성
    • Water for future
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    • v.27 no.1
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    • pp.89-99
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    • 1994
  • Flood forecasting in Korea has been based on the off-line parameter estimation method. But recent flood forecasting studies explore on-line recursive parameter estimation algorithms. In this study, a simultaneous adaptive estimation of system states and parameters for rainfall-runoff model is investigated for on-line real-time flood forecasting and parameter estimation. The proposed flood routing system is composed of Flood forecasting in Korea has been based on the off-line parameter estimation method. But recent flood forecasting studies explore on-line recursive parameter estimation algorithms. In this study, a simultaneous adaptive estimation of system states and parameters for rainfall-runoff model is investigated for on-line real-time flood forecasting and parameter estimation. The proposed flood routing system is composed of ø-index in the assessment of effective rainfall and the cascade of nonlinear reservoirs accounting for translation effect in flood routing. To combine the flood routing model with a parameter estimation model, system states and parameters are treated with the extended state-space formulation. Generalized least squares and maximum a posterior estimation algorithms are comparatively examined as estimation techniques for the state-space model. The sensitivity analysis is to investigate the identifiability of the parameters. The index of sensitivity used in this study is the covariance matrix of the estimated parameters.-index in the assessment of effective rainfall and the cascade of nonlinear reservoirs accounting for translation effect in flood routing. To combine the flood routing model with a parameter estimation model, system states and parameters are treated with the extended state-space formulation. Generalized least squares and maximum a posterior estimation algorithms are comparatively examined as estimation techniques for the state-space model. The sensitivity analysis is to investigate the identifiability of the parameters. The index of sensitivity used in this study is the covariance matrix of the estimated parameters.

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Nonlinear Control of High Precision Pointing Stabilization Systems with Heavy Loads (대부하 정밀 표적지향 안정화 시스템의 비선형 제어기법 연구)

  • 이대옥;강태하;김학성;박광웅
    • Journal of the Korea Institute of Military Science and Technology
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    • v.4 no.2
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    • pp.157-178
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    • 2001
  • In this paper, the nonlinear control of high precision pointing stabilization system using feedback-linearization design methodology based on system parameter identification is discussed. Modern nonlinear servomechanism theory is adapted to cope with the hard nonlinearities inherent in the turret system. The mathematical models of electrical turret driving system to develop a high performance control algorithm are derived, and the parameter estimation algorithm identifying the unknown system parameters such as vicious and coulomb frictions, stiffness and inertia is developed. Through computer simulation and experiments, it is shown that pointing and tracking accuracy and stabilization against the wideband stochastic disturbance induced by vehicle running on the bump course are improved. Therefore, it is considered the proposed nonlinear control technique is effective in counteracting the nonlinearities and disturbances.

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