• 제목/요약/키워드: optimal estimation

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Determination of the Optimal Aggregation Interval Size of Individual Vehicle Travel Times Collected by DSRC in Interrupted Traffic Flow Section of National Highway (국도 단속류 구간에서 DSRC를 활용하여 수집한 개별차량 통행시간의 최적 수집 간격 결정 연구)

  • PARK, Hyunsuk;KIM, Youngchan
    • Journal of Korean Society of Transportation
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    • v.35 no.1
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    • pp.63-78
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    • 2017
  • The purpose of this study is to determine the optimal aggregation interval to increase the reliability when estimating representative value of individual vehicle travel time collected by DSRC equipment in interrupted traffic flow section in National Highway. For this, we use the bimodal asymmetric distribution data, which is the distribution of the most representative individual vehicle travel time collected in the interrupted traffic flow section, and estimate the MSE(Mean Square Error) according to the variation of the aggregation interval of individual vehicle travel time, and determine the optimal aggregation interval. The estimation equation for the MSE estimation utilizes the maximum estimation error equation of t-distribution that can be used in asymmetric distribution. For the analysis of optimal aggregation interval size, the aggregation interval size of individual vehicle travel time was only 3 minutes or more apart from the aggregation interval size of 1-2 minutes in which the collection of data was normally lost due to the signal stop in the interrupted traffic flow section. The aggregation interval that causes the missing part in the data collection causes another error in the missing data correction process and is excluded. As a result, the optimal aggregation interval for the minimum MSE was 3~5 minutes. Considering both the efficiency of the system operation and the improvement of the reliability of calculation of the travel time, it is effective to operate the basic aggregation interval as 5 minutes as usual and to reduce the aggregation interval to 3 minutes in case of congestion.

Discrete-time BLUFIR filter (이산시간 무편향 선형 최적 유한구간 필터)

  • 박상환;권욱현;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.980-983
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    • 1996
  • A new version of the discrete-time optimal FIR (finite impulse response) filter utilizing only the measurements of finite sliding estimation window is suggested for linear time-invariant state-space models. This filter is called the BLUFIR (best linear unbiased finite impulse response) filter since it provides the BLUE (best linear unbiased estimate) of the state obtained from the measurements of the estimation window. It is shown that the BLUFIR filter has the deadbeat property when there are no noises in the estimation window.

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Improving $L_1$ Information Bound in the Presence of a Nuisance Parameter for Median-unbiased Estimators

  • Sung, Nae-Kyung
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.1-12
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    • 1993
  • An approach to make the information bound sharper in median-unbiased estimation, based on an analogue of the Cramer-Rao inequality developed by Sung et al. (1990), is introduced for continuous densities with a nuisance parameter by considering information quantities contained both in the parametric function of interest and in the nuisance parameter in a linear fashion. This approach is comparable to that of improving the information bound in mean-unbiased estimation for the case of two unknown parameters. Computation of an optimal weight corresponding to the nuisance parameter is also considered.

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Empirical Bayes Estimation of the Binomial and Normal Parameters

  • Hong, Jee-Chang;Inha Jung
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.87-96
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    • 2001
  • We consider the empirical Bayes estimation problems with the binomial and normal components when the prior distributions are unknown but are assumed to be in certain families. There may be the families of all distributions on the parameter space or subfamilies such as the parametric families of conjugate priors. We treat both cases and establish the asymptotic optimality for the corresponding decision procedures.

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Determining the Number of Spares based on Life Analysis of Highly Reliable Components (소수의 고장 데이터를 갖는 부품의 수명분석 및 예비품수 결정)

  • 전치혁;염세경
    • Journal of Applied Reliability
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    • v.1 no.2
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    • pp.139-148
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    • 2001
  • We are concerned in the estimation of lifetime distribution of a component having a few observed failure data and we demonstrate that we can use the maximum likelihood estimation utilizing the censored data when the number of components in use is quite large. Weibull distribution is assumed for the lifetime and a simple estimation procedure is introduced. We also propose the method of determining the optimal number of spares required for a specified period without introducing cost functions. The proposed methods are applied to the photon stop and the water-cooled flange which are major components in Pohang Light Source.

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다수의 동일부품 중 소수의 고장 데이터를 갖는 부품의 수명분석 및 예비품수 결정

  • 전치혁;염세경
    • Proceedings of the Korean Reliability Society Conference
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    • 2000.04a
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    • pp.201-208
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    • 2000
  • We are concerned in the estimation of lifetime distribution of a component having a few observed failure data and we demonstrate that we can use the maximum likelihood estimation utilizing the censored data when the number of components in use is quite large. Weibull distribution is assumed fur the lifetime and a simple estimation procedure is introduced. We also propose the method of determining the optimal number of spares required for a specified period without introducing cost functions. The proposed methods are applied to the photon stop and the water-cooled flange which are major components in Pohang Light Source.

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Efficient Technique of Motion Vector Re-estimation in Transcoding (트랜스 코딩에서의 효율적인 움직임 벡터 재추정 기법 연구)

  • 한두진;박강서;유희준;김봉곤;박상희
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.53 no.8
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    • pp.602-605
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    • 2004
  • A novel motion vector re-estimation technique for transcoding into lower spatial resolution is proposed. This technique is based on the fact that the block matching error is proportional to the complexity of the reference block with Taylor series expansion. It is shown that the motion vectors re-estimated by the proposed method are closer to optimal ones and offer better quality than those of previous techniques.

Enhanced Fractal Coding Method Using Candidate Transformations

  • Kang, Hyun-Soo;Yun, Byung-Ju;Kim, Seong-Dae
    • Proceedings of the IEEK Conference
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    • 2003.11a
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    • pp.501-504
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    • 2003
  • This paper presents a new fractal coding scheme to find more optimal transformation by estimation of the optimal attractor. The conventional fractal coding schemes based on the collage theorem obtain the transformation to minimize the distance between an original image and its collage image. Heavy computation is why the schemes widely adopt the theorem. In other words, the optimal transformation can be obtained after the attractors of all the possible transformations are generated and then compared with an original image. It is clear that this process is not practical. Therefore, we introduce a sub-optimal scheme that provides better transformation than the conventional scheme, relieving the complexity problem in the optimal transformation. In a simple case, the optimal transformation can be obtained considering all the attractors and then our scheme is compared with the optimal. In general cases not to be able to find the optimal, our scheme is also evaluated and compared with the conventional schemes.

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The Characteristics of Open-loop Trajectory and Time-to-go Estimation for Impact Angle Control Optimal Guidance through Inverse Optimal Problem (역최적 문제를 통한 충돌각 제어 최적유도법칙의 개루프 비행궤적 특성 및 Time-to-go 예측)

  • Lee, Yong-In;Lee, Jin-Ik
    • Journal of the Korea Institute of Military Science and Technology
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    • v.11 no.3
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    • pp.5-12
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    • 2008
  • This paper presents the features of an impact angle constrained open-loop optimal trajectory which is given by a function of initial conditions and optimal guidance gains. Using missile motion described by linearized kinematic equations and a proper form of performance index, an inverse optimal problem is suggested to investigate the gains related to the performance index. The flight trajectory and time-to-go can be shaped in terms of the optimal guidance gains. The results are evaluated by 3-DOF simulation.

The Comparative Study of Software Optimal Release Time of Finite NHPP Model Considering Log Linear Learning Factor (로그선형 학습요인을 이용한 유한고장 NHPP모형에 근거한 소프트웨어 최적방출시기 비교 연구)

  • Cheul, Kim Hee;Cheul, Shin Hyun
    • Convergence Security Journal
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    • v.12 no.6
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    • pp.3-10
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    • 2012
  • In this paper, make a study decision problem called an optimal release policies after testing a software system in development phase and transfer it to the user. When correcting or modifying the software, finite failure non-homogeneous Poisson process model, considering learning factor, presented and propose release policies of the life distribution, log linear type model which used to an area of reliability because of various shape and scale parameter. In this paper, discuss optimal software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement. In a numerical example, the parameters estimation using maximum likelihood estimation of failure time data, make out estimating software optimal release time.