• Title/Summary/Keyword: optimal estimator

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The Study on the Optimal Estimators in the Presences of Nonresponse (무응답 상황하에서 최적추정량에 관한 연구)

  • Son, Chang-Kyoon;Jung, Hun-Jo
    • Journal of Korean Society for Quality Management
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    • v.28 no.2
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    • pp.123-134
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    • 2000
  • In the survey, it is very hard to get the complete response. Because the respondents tend to refuse to the questionnaire with something like incomes of the individual or may not be at home in the survey time. These nonresponses are classified into two groups as the item nonresponse and the unit nonresponse. When the nonresponse happen to the special item of the questionnaire, it is caned item nonresponse. On the other hand the unit nonresponse occurs to the totally missing in questionnaire. In this paper, we only consider to the unit nonresponse situation. We propose that the optimal estimator which is minimized the variance of the estimator under a fixed cost function for the survey and response.

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Optimal fractions in terms of a prediction-oriented measure

  • Lee, Won-Woo
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.209-217
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    • 1993
  • The multicollinearity problem in a multiple linear regression model may present deleterious effects on predictions. Thus, its is desirable to consider the optimal fractions with respect to the unbiased estimate of the mean squares errors of the predicted values. Interstingly, the optimal fractions can be also illuminated by the Bayesian inerpretation of the general James-Stein estimators.

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A Study on Development of System for Prediction of the Optimal Bead Width on Robotic GMA Welding (로봇 GMA용접에 최적의 비드폭 예측 시스템 개발에 관한 연구)

  • 김일수
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.7 no.6
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    • pp.57-63
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    • 1998
  • An adaptive control in the robotic GMA welding is employed to monitor information about weld characteristics and process parameters as well as to modify those parameters to hold weld quality within acceptable limits. Typical characteristics are the bead geometry, composition, microstructure, appearance, and process parameters which govern the quality of the final weld. The main objectives of this thesis are to realize the mapping characteristics of bead width through learning. After learning, the neural estimation can estimate the bead width desired form the learning mapping characteristic. The design parameters of the neural network estimator(the number of hidden layers and the number of nodes in a layer) are chosen from an estimation error analysis. A series of bead of bead-on-plate GMA welding experiments was carried out in order to verify the performance of the neural network estimator. The experimental results show that the proposed neural network estimator can predict the bead width with reasonable accuracy and guarantee the uniform weld quality.

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Improved Single-Tone Frequency Estimation by Averaging and Weighted Linear Prediction

  • So, Hing Cheung;Liu, Hongqing
    • ETRI Journal
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    • v.33 no.1
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    • pp.27-31
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    • 2011
  • This paper addresses estimating the frequency of a cisoid in the presence of white Gaussian noise, which has numerous applications in communications, radar, sonar, and instrumentation and measurement. Due to the nonlinear nature of the frequency estimation problem, there is threshold effect, that is, large error estimates or outliers will occur at sufficiently low signal-to-noise ratio (SNR) conditions. Utilizing the ideas of averaging to increase SNR and weighted linear prediction, an optimal frequency estimator with smaller threshold SNR is developed. Computer simulations are included to compare its mean square error performance with that of the maximum likelihood (ML) estimator, improved weighted phase averager, generalized weighted linear predictor, and single weighted sample correlator as well as Cramer-Rao lower bound. In particular, with smaller computational requirement, the proposed estimator can achieve the same threshold and estimation performance of the ML method.

A new adaptive mesh refinement strategy based on a probabilistic error estimation

  • Ziaei, H.;Moslemi, H.
    • Structural Engineering and Mechanics
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    • v.74 no.4
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    • pp.547-557
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    • 2020
  • In this paper, an automatic adaptive mesh refinement procedure is presented for two-dimensional problems on the basis of a new probabilistic error estimator. First-order perturbation theory is employed to determine the lower and upper bounds of the structural displacements and stresses considering uncertainties in geometric sizes, material properties and loading conditions. A new probabilistic error estimator is proposed to reduce the mesh dependency of the responses dispersion. The suggested error estimator neglects the refinement at the critical points with stress concentration. Therefore, the proposed strategy is combined with the classic adaptive mesh refinement to achieve an optimal mesh refined properly in regions with either high gradients or high dispersion of the responses. Several numerical examples are illustrated to demonstrate the efficiency, accuracy and robustness of the proposed computational algorithm and the results are compared with the classic adaptive mesh refinement strategy described in the literature.

Position Estimation of Free-Ranging AGV Systems Using the Extended Kalman Filter Technique (Extended Kalman Filter방법을 이용한 자유주행 무인 방송차의 위치 평가)

  • Lee, Sang-Ryong
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.38 no.12
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    • pp.971-982
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    • 1989
  • An integrating position estimation algorithm has been developed for the navigation system of a free-ranging AGV system. The navigation system focused in this research work consists of redundant wheel encoders for the relative position measurement and a vision sensor for the absolute position measurement. A maximum likelihood method and an extended Kalman filter are implemented for enhancing the performance of the position estimator. The maximum likelihood estimator processes noisy, redundant wheel encoder measurements and yields efficient estimates for the AGV motion between each sampling interval. The extended Kalman filter fuses inharmonious positional data from the deadreckoner and the vision sensor and computes the optimal position estimate. The simulation results show that the proposed position estimator solves a generalized estimation problem for locating the vehicle accurately in space.

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Performance Analysis of Residual Frequency Estimator in WiBro Geo-location System (와이브로 망을 이용한 지상파 측위 시스템의 가청성 향상을 위한 잔여주파수 추정기 성능 분석)

  • Park, Ji-Won;Im, Jeong-Min;Sung, Tae-Kyung
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.1
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    • pp.47-53
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    • 2012
  • In cellular geo-location systems, positioning performance is influenced by hearability of receivers. Hearability can be enhanced by using long integration at the receiver. When unknown residual frequency remains in baseband signals, however, the coherent integration loss increases as the residual frequency becomes larger. Consequently, length of coherent integration is determined by the residual frequency. By precise estimation and compensation of the residual frequency, integration length can be enlarged. This paper presents a residual frequency estimator for WiBro geo-location and analyzes its performance in multipath environment. By computer simulation, an optimal receiver structure to enhance the hearability of WiBro geo-location is proposed.

FREQUENCY HISTOGRAM MODEL FOR LINE TRANSECT DATA WITH AND WITHOUT THE SHOULDER CONDITION

  • EIDOUS OMAR
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.49-60
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    • 2005
  • In this paper we introduce a nonparametric method for estimating the probability density function of detection distances in line transect sampling. The estimator is obtained using a frequency histogram density estimation method. The asymptotic properties of the proposed estimator are derived and compared with those of the kernel estimator under the assumption that the data collected satisfy the shoulder condition. We found that the asymptotic mean square error (AMSE) of the two estimators have about the same convergence rate. The formula for the optimal histogram bin width is derived which minimizes AMSE. Moreover, the performances of the corresponding k-nearest-neighbor estimators are studied through simulation techniques. In the absence of our knowledge whether the shoulder condition is valid or not a new semi-parametric model is suggested to fit the line transect data. The performances of the proposed two estimators are studied and compared with some existing nonparametric and semiparametric estimators using simulation techniques. The results demonstrate the superiority of the new estimators in most cases considered.

Robust Bayesian inference in finite population sampling with auxiliary information under balanced loss function

  • Kim, Eunyoung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.685-696
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    • 2014
  • In this paper, we develop Bayesian inference of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation in the presence of auxiliary information under the balanced loss function. We compare the performance of the optimal Bayes estimator under the balanced loss function with ones of the classical ratio estimator and the usual Bayes estimator in terms of the posterior expected losses, risks and Bayes risks.

Investigation of tracking method for a manuevering target using IMM with OTSKE (기동표적 추적을 위한 OTSKE의 IMM 적용방법 연구)

  • 이호준;홍우영;고한석
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.6 no.3
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    • pp.445-451
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    • 2002
  • In this paper, we propose a new tracking algorighm that achieves good tracking performance in manuevering targets while capping the computation load to "low". Kalman Filler (KF) is generally known to be poor in tracking maneuvering targets. IMM, on the other hand, compensates the weakness inherent in the mundane KF and is considered as a promising alternative for tracking maneuvering targets. However, IMM suffers from substantially increased computational load as the number of models increases. To remedy this problem, we propose a new method focused to reducing the computational load and attaining the desirable tracking performance at least as good that of IMM. It is achieved by essentially adopting the structure of IMM and injecting Optimal Two-Stage Kalman Estimator (OTSKE). The representative simulation shows a reduction in computational load with the proposed OTSKE but further reduction is shown achieved (by about 58%) with the Interacting Acceleration Compenstation (IAC)-OTSKE approach. approach.