• Title/Summary/Keyword: optimal estimator

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A Study on Nonlinear Noise Removal for Images Corrupted with ${\alpha}$-Stable Random Noise (${\alpha}$-stable 랜덤잡음에 노출된 이미지에 적용하기 위한 비선형 잡음제거 알고리즘에 관한 연구)

  • Hahn, Hee-Il
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.44 no.6
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    • pp.93-99
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    • 2007
  • Robust nonlinear image denoising algorithms for the class of ${\alpha}$-stable distribution are introduced. The proposed amplitude-limited sample average filter(ALSAF) proves to be the maximum likelihood estimator under the heavy-tailed Gaussian noise environments. The error norm for this estimator is equivalent to Huber#s minimax norm. It is optimal in the respect of maximizing the efficacy under the above noise environment. It is mired with the myriad filter to propose an amplitude-limited myriad filter(ALMF). The behavior and performance of the ALSAF and ALMF in ${\alpha}$-stable noise environment are illustrated and analyzed through simulation.

Design of Optimal Accelerated Life Tests for the Exponential Failure Distribution under Intermittent Inspection (지수고장분포(指數故障分布) 및 단속검사하(斷續檢査下)의 최적(最適) 가속수명시험(加速壽命侍險)의 설계(設計))

  • Seo, Sun-Keun;Choi, Jong-Deuk
    • Journal of Korean Institute of Industrial Engineers
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    • v.17 no.1
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    • pp.95-108
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    • 1991
  • For the case where the lifetime at a constant stress level has exponential distribution, optimal accelerated life test plans are developed under the assumptions of intermittent inspection and Type I censoring. In a optimal plan, the low and high stress levels, the proportion of test units allocated and the inspection times at each stress are determined such that the asymptotic variance of the maximum likelihood estimator of logarithmic transformed mean at the use condition is minimized. In addition to the optimal plan in which numerical technique to solve the set of nonlinear equations must be employed to determine inspection times at each stress level, we also propose another plans which employ equally-spaced or equal probability inspection schemes at two overstress levels of corresponding optimal one. For both optimal and proposed plans, computational results indicate that the asymptotic variance of the estimated mean at the use stress is insensitive to number of inspections at overstress levels for the range of parameter values considered.

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Optimal Plan for Fully Accelerated Life Tests with Three-Step Stress Under Type I Censoring

  • Moon, Kyoung-Ae;Shin, Im-Hee
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.295-299
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    • 1996
  • In this paper, optimal change times are determined for fully three-step stress accelerated life tests, which minimize the asymptotic variance for maximum likelihood estimator of logarithm of the failure rate at the usual condition and exponential distribution is given for life time data.

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Windowed Quaternion Estimator For Gyroless Spacecraft Attitude Determination

  • Kim, Injung
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.167.5-167
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    • 2001
  • Single point attitude determination method provides an optimal attitude minimizing the Wahba loss function. However, for the insufficient number of measurement vectors, the conventional single point methods has no unique solution. Thus, we introduce the sequential method to and an optimal attitude minimizing the windowed loss function. In this paper, this function is de ned as the sum of square errors for all measurement vectors within the axed sliding window. For simple implementation, the proposed algorithm is rewritten as a recursive form. Moreover, the covariance matrix is derived and expressed as a recursive form. Finally, we apply this algorithm to the attitude determination system with three LOS measurement sensors.

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Advanced Kalman filter - a survey (칼만필터의 최근 동향 및 발전)

  • 이장규;이연석
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.464-469
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    • 1987
  • The Kalman filter is an optimal linear estimator that has been an active research topic for the past three decades. The scheme has become the milestone of modern filtering, and it is applied to many areas including navigations and controls of free vehicle. The Kalman filter technique is matured. But some problems are still remained to be resolved. The prevention of divergence induced by digital implementation, nonoptimal application for nonlinear system, and application to non-Gaussian processes are some of the problems. This paper surveys the problems. The square root filtering is suggested to prevent the divergence. The extended Kalman filter is used for nonlinear systems. And, many other approaches to Kalman-like optimal estimators are also investigated.

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Design of optimal control system of nuclear reactor for direct digital control (원자로의 직접 디지탈 제어를 위한 최적 제어계통의 설계)

  • 천희영;박귀태;이기상
    • 전기의세계
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    • v.30 no.8
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    • pp.509-516
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    • 1981
  • The optimal control theory is applied to the design of a digital control system for a nuclear reactor. A linear dynamic model obtained at 85% of rated power and a quadratic performance index are used. A minimal order observer used in cascade with the feedback controller is suggested as a state estimator. The total reactor power control is studied in the range of 80% to 100% of rated power, with the steady state and load-following control. The control algorithm considered is suitable for implementation in direct digital control.

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Optimal Rates of Convergence for Tensor Spline Regression Estimators

  • Koo, Ja-Yong
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.105-112
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    • 1990
  • Let (X, Y) be a pair random variables and let f denote the regression function of the response Y on the measurement variable X. Let K(f) denote a derivative of f. The least squares method is used to obtain a tensor spline estimator $\hat{f}$ of f based on a random sample of size n from the distribution of (X, Y). Under some mild conditions, it is shown that $K(\hat{f})$ achieves the optimal rate of convergence for the estimation of K(f) in $L_2$ and $L_{\infty}$ norms.

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Parametric Empirical Bayes Estimation of A Constant Hazard with Right Censored Data

  • Mashayekhi, Mostafa
    • International Journal of Reliability and Applications
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    • v.2 no.1
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    • pp.49-56
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    • 2001
  • In this paper we consider empirical Bayes estimation of the hazard rate and survival probabilities with right censored data under the assumption that the hazard function is constant over the period of observation and the prior distribution is gamma. We provide an estimator of the first derivative of the prior moment generating function that converges at each point to the true value in $L_2$ and use it to obtain, easy to compute, asymptotically optimal estimators under the squared error loss function.

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An Adaptive M-estimators Robust Estimation Algorithm (적응적 M-estimators 강건 예측 알고리즘)

  • Jang Seok-Woo;Kim Jin-Uk
    • Journal of the Korea Society of Computer and Information
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    • v.10 no.2 s.34
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    • pp.21-30
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    • 2005
  • In general, the robust estimation method is well known for a good statistical estimator that is insensitive to small departures from the idealized assumptions for which the estimation is optimized. While there are many existing robust estimation techniques that have been proposed in the literature, two main techniques used in computer vision are M-estimators and least-median of squares (LMS). Among these. we utilized the M-estimators since they are known to provide an optimal estimation of affine motion parameters. The M-estimators have higher statistical efficiency but tolerate much lower percentages of outliers unless properly initialized. To resolve these problems, we proposed an adaptive M-estimators algorithm that effectively separates outliers from non-outliers and estimate affine model parameters, using a continuous sigmoid weight function. The experimental results show the superiority of our method.

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Channel Estimation for OFDM Systems under Non-Sampled Space and Fast Time-Varying Channels (비 샘플 간격을 갖는 빠른 시변 채널 환경에서의 OFDM 시스템을 위한 채널 추정 기법)

  • 김동주;정성순;홍대식;강창언
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.2C
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    • pp.238-246
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    • 2004
  • In this paper, an estimator that take advantages of time and frequency correlation within an OFDM symbol is investigated. OFDM systems using the proposed estimator can be very effective in detecting signals under non-sampled space and time-varying channels. Also, under same complexity, the proposed estimator outperforms the previously proposed estimator. Since even if there are no assumption about channel correlation, the linear interpolation method instead of optimal interpolation using correct channel correlation is proposed in case the receiver does not know the channel correlation function in time domain. Therefore the proposed channel estimator help improving the performance of OFDM systems under non-sampled spaced and fast time-varying channels.