• Title/Summary/Keyword: optimal estimator

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A State Estimator for servo system using discrete Kalman Filter (이산형 칼만 필터를 이용한 서보 시스템의 상태 추정자 설계)

  • Shin, Doo-Jin;Yum, Hyung-Sun;Huh, Uk-Youl;Lee, Je-Hie
    • Proceedings of the KIEE Conference
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    • 1998.11b
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    • pp.420-422
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    • 1998
  • In this paper, we propose a position-speed control of servo system with a state estimator. And also we utilized two mass modelling in order to deals with real system accurately. The overall control system consists of two parts: the position-speed controller and state estimator. The Kalman filter applied as state - feedback controller is an optimal state estimator applied to a dynamic system that involves random perturbations and gives a linear,unbiased and minimun error variance recursive algorithm to estimate the unknown state optimally. Therefore we consider the error problem about the servo system modelling, the measurement noise at low-speed ranges a stochastic system, and implement a optimal state observer. Performance of the proposed state estimator are demonstrated by computer simulations.

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Mean Estimation in Two-phase Sampling (이중추출에서 모평균 추정)

  • 김규성;김진석;이선순
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.13-24
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    • 2001
  • In this paper, we investigated mean estimation methods in two-phase sampling. Under the fixed expected cost we reviewed the optimal sample sizes, minimum variances and approximate unbiased variance estimators for usual ratio estimator, stratified sample mean with proportional allocation and Rao's allocation of the second phase sample. Also we proposed combined ratio estimator, which uses both ratio estimation and stratification and derived optimal sample size, minimum variance and unbiased variance estimator. Through a limited simulation study, we compared estimators by design effects and came to know that ratio estimator is more efficient than stratified sample mean in some cases and inefficient in the other cases, but combined ratio estimator is more efficient than others in most cases.

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An alternative method for estimating lognormal means

  • Kwon, Yeil
    • Communications for Statistical Applications and Methods
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    • v.28 no.4
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    • pp.351-368
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    • 2021
  • For a probabilistic model with positively skewed data, a lognormal distribution is one of the key distributions that play a critical role. Several lognormal models can be found in various areas, such as medical science, engineering, and finance. In this paper, we propose a new estimator for a lognormal mean and depict the performance of the proposed estimator in terms of the relative mean squared error (RMSE) compared with Shen's estimator (Shen et al., 2006), which is considered the best estimator among the existing methods. The proposed estimator includes a tuning parameter. By finding the optimal value of the tuning parameter, we can improve the average performance of the proposed estimator over the typical range of σ2. The bias reduction of the proposed estimator tends to exceed the increased variance, and it results in a smaller RMSE than Shen's estimator. A numerical study reveals that the proposed estimator has performance comparable with Shen's estimator when σ2 is small and exhibits a meaningful decrease in the RMSE under moderate and large σ2 values.

GENERALIZING THE REFINED PICKANDS ESTIMATOR OF THE EXTREME VALUE INDEX

  • Yun, Seok-Hoon
    • Journal of the Korean Statistical Society
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    • v.33 no.3
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    • pp.339-351
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    • 2004
  • In this paper we generalize and improve the refined Pickands estimator of Drees (1995) for the extreme value index. The finite-sample performance of the refined Pickands estimator is not good particularly when the sample size n is small. For each fixed k = 1,2,..., a new estimator is defined by a convex combination of k different generalized Pickands estimators and its asymptotic normality is established. Optimal weights defining the estimator are also determined to minimize the asymptotic variance of the estimator. Finally, letting k depend upon n, we see that the resulting estimator has a better finite-sample behavior as well as a better asymptotic efficiency than the refined Pickands estimator.

Target Pointing Guidance Design Using Time-to-Go Estimator (Time-to-Go 추정기를 이용한 목표점 지향 유도 법칙 설계)

  • Whang, lck-Ho
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.1
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    • pp.60-66
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    • 2002
  • In this paper, a new target pointing guidance algorithm is proposed by combining the optimal target pointing solution and a simple time-to-Go estimator. Also investigated are some properties of the guidance algorithm which include a relation to conventional PNG, convergence region and convergence trajectories of error states according to the time-to-go estimator gain. Some guidelines for designing the pointing guidance law are commented based on the convergence properties. A design example in the case of large initial heading errors is presented and its performance is investigated by simulation.

On statistical properties of some dierence-based error variance estimators in nonparametric regression with a finite sample

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.575-587
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    • 2011
  • We investigate some statistical properties of several dierence-based error variance estimators in nonparametric regression model. Most of existing dierence-based methods are developed under asymptotical properties. Our focus is on the exact form of mean and variance for the lag-k dierence-based estimator and the second-order dierence-based estimator in a nite sample size. Our approach can be extended to Tong's estimator (2005) and be helpful to obtain optimal k.

Design of an Estimator for Servo Systems using Discrete Kalman Filter (이산형 칼만 필터를 이용한 서보 시스템의 추정자 설계)

  • Shin, Doo-Jin;Huh, Uk-Youl
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.8
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    • pp.996-1003
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    • 1999
  • This paper propose a position-speed controller with an estimator which can estimate states and disturbance. The overall control system consists of two parts: the position-speed controller and an estimator. The Kalman filter applied as state-feedback controller is an optimal state estimator applied to a dynamic system that involves random perturbations and gives a linear, unbiased and minimum error variance recursive algorithm to optimally estimate the unknown state. Therefore, we consider the error problem about the servo system modeling and the measurement noise as a stochastic system and implement a optimal state observer, and enhance the estimate performance of position and speed using that. Using two-degree-of freedom(TDOF) conception, we design the command input response and the closed loop characteristics independently. The servo system is to improve the closed loop characteristics without affecting the command imput response. The characteristics of the closed loop system is improved by suppressing disturbance torque effectively with the disturbance observer using a inverse-transfer matrix. Therefore, the performance of overall position-speed controller is enhanced. Finally, the performance of the proposed controller is exemplified by some simulations and by applying the real servo system.

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Optimal Control of a Flexible Manipulator Using Kalman Filter (칼만 필터를 이용한 유연성 매니퓨레이터의 최적 제어)

  • 남호법;박종국
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.14 no.2
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    • pp.155-163
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    • 1989
  • For a one link flexible arm control, quadratic optimal control is applied to the dynamic modilling which is derived from an assumed mode method. For the quadratic optimal control technique, the full state feedback must be obtained for closing the control loop, but because some of the states in the flexible system(e.g. the rate of change of the time dependent variables of the mode shapes) can not be directly measured, state estimator is necessary to achieve the practical implementation of the optimal controller. When disturbances and measurement noise occur, stochastic approach must be applied to estimating the states of the system. Kalman Filter is used as a stste estimator. Through the simulation, the flexible system with state estimator is compared with the flexible system assuming that all the states can be measured.

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ON MARGINAL INTEGRATION METHOD IN NONPARAMETRIC REGRESSION

  • Lee, Young-Kyung
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.435-447
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    • 2004
  • In additive nonparametric regression, Linton and Nielsen (1995) showed that the marginal integration when applied to the local linear smoother produces a rate-optimal estimator of each univariate component function for the case where the dimension of the predictor is two. In this paper we give new formulas for the bias and variance of the marginal integration regression estimators which are valid for boundary areas as well as fixed interior points, and show the local linear marginal integration estimator is in fact rate-optimal when the dimension of the predictor is less than or equal to four. We extend the results to the case of the local polynomial smoother, too.