• 제목/요약/키워드: optimal estimator

검색결과 210건 처리시간 0.034초

선형화 오차에 강인한 확장칼만필터 (An Extended Kalman Filter Robust to Linearization Error)

  • 혼형수;이장규;박찬국
    • 제어로봇시스템학회논문지
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    • 제12권2호
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    • pp.93-100
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    • 2006
  • In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

분산 파일럿 기반의 OFDM 시스템의 채널 추정 (Channel Estimation for Scattered Pilot Based OFDM Systems)

  • 김시현
    • 전기전자학회논문지
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    • 제15권3호
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    • pp.235-240
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    • 2011
  • 지상파 DTV 표준인 DVB-T에 채택된 분산 파일럿은 블록 형태와 빗 형태의 파일럿 배치의 장점을 모두 가지며 전송 효율을 증가시킨다. 데이터 부반송파에 대한 채널 추정을 위해 파일럿 부반송파를 이용한 시간 및 주파수 영역 추정이 필요하다. MSE (mean square error) 관점에서 최적인 2D Wiener 추정기는 너무 복잡하여 실현성이 떨어진다. 본 논문에서는 가산 백색 가우스 잡음의 전력을 추정하여 이를 채널 추정치에서 제거하는 새로운 채널 추정 방식을 제안한다. 또한 모의 실험을 통해 제안된 방식이 페이딩 채널에서 2차원 선형 보간 방식보다 채널 추정 성능이 우수함을 보인다.

축산물생산비조사를 위한 복합표본설계 (A Complex Sampling Design for the Estimation of Korean Livestock Production Cost)

  • 김수택;김영원
    • 응용통계연구
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    • 제21권4호
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    • pp.675-694
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    • 2008
  • 축산물 생산비 조사는 우리나라에서 생산되는 7종의 주요 축산물에 대한 생산비를 산출하는 것을 목적으로 한다. 따라서 2005년 농업총조사 자료를 바탕으로 전국의 양축 농가 현황을 파악하였으며, 축산물별 평균 생산비에 대한 추정오차가 3%이내가 되도록 표본 축산농가수를 결정하고, 표본의 대표성을 유지하면서 조사 업무의 수월성을 고려하여 농업특성화 조사구를 1차 추출단위로 활용하였다. 본 연구에서는 농업특성화 조사구들을 양축 특성에 따라 층화하고 각 층에서 예비 표본 조사구를 추출하였다. 다음으로 예비 표본 조사구를 실사하여 1단계 표본을 구성하고, 1단계 표본 양축 농가로부터 최종 표본 농가를 계통추출하는 이중추출법을 이용하였으며 이에 따른 추정법을 제시하였다.

이동 통신 환경하에서 슬라이딩 윈도우 방법을 이용한 채널 추정 및 적응 수신기 (A Channel Estimation Using the Sliding Window and an Adaptive Receiver in the Mobile Communication Channels)

  • 송형규;조위덕
    • 한국전자파학회논문지
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    • 제9권6호
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    • pp.768-775
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    • 1998
  • GSM 방식의 이동 통신 시스템에서 등화기 블럭은 수신기의 핵심이며, 전체 성능에 중요한 영향올 미친다. 새롭게 제안한 등화기는 채널 추정기, MLSE, GMSK 디코더로 구성되어 었다. 등화기와 수신기를 설계하는데 있어서 간단하고도 효율적인 알고리즘을 이용하기 위하여 GMSK를 QPSK로 근사화 하였으며, 채널 추정을 위해서는 상호 상관기와 에너지 계산을 이용한 슬라이딩 윈도우 알고리즘을 사용한다. 또한 페이딩이 존재하는 경우 등화기의 성능을 향상시키기 위하여 tuning 알고리즘을 제안한다. 논문에서 제안한 알고리즘의 타당성을 입증하기 위하여 여러 GSM 채널올 이용하였다 시뮬레이션 결과 본 논문에서 제안한 등화기가 GSM 표준화를 만족시키는 효율적인 등화기임이 입증되었다.

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Shrinkage Model Selection for Portfolio Optimization on Vietnam Stock Market

  • NGUYEN, Nhat;NGUYEN, Trung;TRAN, Tuan;MAI, An
    • The Journal of Asian Finance, Economics and Business
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    • 제7권9호
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    • pp.135-145
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    • 2020
  • This paper provides the practical application of a linear shrinkage framework on Vietnam stock market. The cumulative data points observed in this analysis are 468 weeks from January 2011 to December 2019. All the companies listed on Ho Chi Minh City Stock Exchange (HOSE), except the companies under two years period from Initial Public Offering (IPO), are considered. The cumulative number of stocks picked is therefore 350 companies. The VNINDEX, which is the Vietnam Stock Index, is used as a reference index for shrinking to a single-index model. The empirical results show that the shrinkage of covariance matrix for portfolio optimization gives the promising results for the investors on Vietnam stock market. The shrinkage method helps the investors to produce the optimal portfolio in the sense of having higher profit with lower levels of risk compared to the portfolio of the traditional SCM method. Moreover, the portfolio turnover of shrinkage method is always kept at low magnitudes, and this makes the shrinkage portfolios save much transaction costs and reduce the liquidity risks in the trading process. In addition, the ability of shrinkage method in making profit is once again confirmed by the Alpha coefficient that achieves a high positive value.

직접토크제어에 의한 리럭턴스 동기전동기의 고성능 위치제어 시스템 (A High-Performance Motion Control System of Reluctance Synchronous Motor with Direct Torque Control)

  • 김민회;김남훈;최경호
    • 대한전기학회논문지:전기기기및에너지변환시스템부문B
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    • 제51권3호
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    • pp.150-157
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    • 2002
  • This paper presents preliminarily an implementation of digital high-performance motion control system of Reluctance Synchronous Motor (RSM) drives with direct torque control (DTC). The system consist of stator flux observer, torque estimator, two hysteresis band controllers, an optimal switching look-up table, IGBT voltage source inverter, and TMS320F240 DSP controller made by Texas Instruments. The stator fluff observer is based on the combined voltage and current model with stator flux feedback adaptive control, and the input of the observer are the stator voltage and current of motor terminal for wide speed range. The rotor position and speed sensor used 6000 pulse/rev encoder. In order to prove rightness of the suggested control algorithm, we have some simulation and actual experimental system at $\pm$20 and $\pm$2000 rpm. The developed digitally high-performance motion control system+ are shown a good response characteristic of control results and high performance features using 1.0kW RSM which has 2.57 Ld/Lq salient ratio.

에어노드 기반 무선센서네트워크 구축을 위한 적응형 오르막경사법 기반의 자율무인비행로봇제어 (Autonomous Unmanned Flying Robot Control for Reconfigurable Airborne Wireless Sensor Networks Using Adaptive Gradient Climbing Algorithm)

  • 이덕진
    • 로봇학회논문지
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    • 제6권2호
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    • pp.97-107
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    • 2011
  • This paper describes efficient flight control algorithms for building a reconfigurable ad-hoc wireless sensor networks between nodes on the ground and airborne nodes mounted on autonomous vehicles to increase the operational range of an aerial robot or the communication connectivity. Two autonomous flight control algorithms based on adaptive gradient climbing approach are developed to steer the aerial vehicles to reach optimal locations for the maximum communication throughputs in the airborne sensor networks. The first autonomous vehicle control algorithm is presented for seeking the source of a scalar signal by directly using the extremum-seeking based forward surge control approach with no position information of the aerial vehicle. The second flight control algorithm is developed with the angular rate command by integrating an adaptive gradient climbing technique which uses an on-line gradient estimator to identify the derivative of a performance cost function. They incorporate the network performance into the feedback path to mitigate interference and noise. A communication propagation model is used to predict the link quality of the communication connectivity between distributed nodes. Simulation study is conducted to evaluate the effectiveness of the proposed reconfigurable airborne wireless networking control algorithms.

Adaptive Bandwidth Algorithm for Optimal Signal Tracking of DGPS Reference Receivers

  • Park, Sang-Hyun;Cho, Deuk-Jae;Seo, Ki-Yeol;Suh, Sang-Hyun
    • 한국항해항만학회지
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    • 제31권9호
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    • pp.763-769
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    • 2007
  • A narrow loop noise bandwidth method is desirable to reduce the error of raw measurements due to the thermal noise. However, it degrades the performance of GPS initial synchronization such as mean acquisition time. And it restricts the loop noise bandwidth to a fixed value determined by the lower bound of the allowable range of carrier-to-noise power ratio, so that it is difficult to optimally track GPS signal. In order to make up for the weak points of the fixed-type narrow loop noise bandwidth method and simultaneously minimize the error of code and carrier measurements, this paper proposes a stepwise-type adaptive bandwidth algorithm for DGPS reference receivers. In this paper, it is shown that the proposed adaptive bandwidth algorithm can provide more accurate measurements than those of the fixed-type narrow loop noise bandwidth method, in view of analyzing the simulation results between two signal tracking algorithms. This paper also carries out sensitivity analysis of the proposed adaptive bandwidth algorithm due to the estimation uncertainty of carrier-to-noise power ratio. Finally the analysis results are verified by the experiment using GPS simulator.

A High-Performnce Sensorloss Control System of Reluctance Synchronous Motor with Direct Torque Control by Consideration of Nonlinerarly Inductances

  • Kim, Min-Huei;Kim, Nam-Hun;Baik, Won-Sik
    • Journal of Power Electronics
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    • 제2권2호
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    • pp.146-153
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    • 2002
  • this paper presents an implementation of digital control system of speed sensorless for Reluctance Synchronous Motor (RSM) drives with direct torque control (DTC). The problem of DTC for high-dynamic performance RSM drive is generating a nonlinear torque due to a saturated nonlinear inductance curve with various load currents. The control system consists of stator flux observer, compensating inductance look-up table, rotor position/speed/torque estimator, two hysteresis band controllers, an optimal switching look-up table, IGBT voltage source unverter, and TMS320C31 DSP controller. The stator flux observer is based on the combined voltage and current model with stator flux feedback adapitve control that inputs are the compensated inductances, current and voltage sensing of motor terminal with estimated rotor angle for wide speed range. The rotor position is estimated rotor speed is determined by differentiation of the rotor position used only in the current model part of the flux observer for a low speed operation area. It does not requrie the knowledge of any montor paramenters, nor particular care for moter starting, In order to prove the suggested control algorithm, we have simulation and testing at actual experimental system. The developed sensorless control system is showing a good speed control response characterisitic result and high performance features in 20/1500 rpm with 1.0Kw RSM having 2.57 ratio of d/q reluctance.

회전 물체의 동적 하중에 대한 능동 진동 제어 (Dynamic Load Suppression in Active Vibration Control of Rotating Machinery)

  • 김주형;김상섭
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2001년도 추계학술대회논문집 II
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    • pp.1126-1131
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    • 2001
  • Excessive vibration in rotating machinery is a problem encountered in many different fields, causing such difficulties as fatigue of machinery components and failure of supporting bearings. Passive techniques, though sometimes limited in their capabilities, have been used in the past to attenuated vibrations. Recently active techniques have been developed to provide vibration control perform beyond that provided by their passive counters. Most often, the focus of active control methods has been to suppress rotating machinery displacements. In cases where vibration results in bearing failures, displacement suppression may not be the best choice of control approaches (it can, in fact, increase dynamic bearing loads which would be even more harmful to bearings). This paper presents two optimal control methods for attenuating steady state vibrations in rotating machinery. One method minimizes shaft displacements while the other minimizes dynamic bearing reaction forces. The two methods are applied to a model of a typical rotating machinery system and their results are compared. It is found that displacement minimization can increase bearing loads, while bearing load minimization, on the other hand, decreases bearing loads.

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