• 제목/요약/키워드: optimal estimator

검색결과 210건 처리시간 0.028초

Optimal three step-stress accelerated life tests for Type-I hybrid censored data

  • Moon, Gyoung Ae
    • Journal of the Korean Data and Information Science Society
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    • 제26권1호
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    • pp.271-280
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    • 2015
  • In this paper, the maximum likelihood estimators for parameters are derived under three step-stress accelerated life tests for Type-I hybrid censored data. The exponential distribution and the cumulative exposure model are considered based on the assumption that a log quadratic relationship exits between stress and the mean lifetime ${\theta}$. The test plan to search optimal stress change times minimizing the asymptotic variance of maximum likelihood estimators are presented. A numerical example to illustrate the proposed inferential procedures and some simulation results to investigate the sensitivity of the optimal stress change times by the guessed parameters are given.

전력계통 주파수의 최적분산제어에 관한 연구 (Optimal and decentralized control of power system frequency)

  • 박영문;이승재;서보혁
    • 전기의세계
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    • 제29권10호
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    • pp.667-677
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    • 1980
  • A new approach for optimal decentralized load-frequency control in a multi-area interconnected power system is presented, which includes the optimal determination of decentralized load-frequency controller, observer for unmeasurable local states and load disturbances, quadratic estimator for tie-line power flow information transmitted at intervals. The optimal design of the decentralized controller is based on a modified application of the singular perturbation theory, and the decentralized Luenberger obeserver uses techniques of state augmentation for exponential disturbance functions and the representation of tie-line power flow states as non-directly-controlled inputs. The approach presented herein is numerically tested through Elgerd's two-area load-frequency system model, and the results demonstrate remarkable advantages over the conventional ones.

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유연성 매니퓨레이터의 최적제어를 위한 STOCHASTIC관측기의 설계 (Design of Stochastic Observer for The Optimal Control of A Flexible Manipulator)

  • 남호범;박종국
    • 대한전기학회논문지
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    • 제38권9호
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    • pp.753-760
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    • 1989
  • A method is suggested to design a stochastic observer which can be used as a state estimator for the optimal control of a one link flexible manipulator. This stochastic observer is derived from unifying the two concepts of reduced-state deterministic observer theory and optimal Kalman filtering theory. In estimating state variables for the optimal control, instead of using the two different state estimators for the deterministic system with noise free measurements and stochastic system with noise measurements, only one stochastic observer is designed which is to be used in both systems commonly. Through the simulation, it has been shown that the flexible system with the stochastic observer is similar in characteristics to the flexible system assuming that all states can be measured.

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Robust Bayesian Inference in Finite Population Sampling under Balanced Loss Function

  • Kim, Eunyoung;Kim, Dal Ho
    • Communications for Statistical Applications and Methods
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    • 제21권3호
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    • pp.261-274
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    • 2014
  • In this paper we develop Bayes and empirical Bayes estimators of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation under the balanced loss function. We compare the performance of the optimal Bayes estimator with ones of the classical sample mean and the usual Bayes estimator under the squared error loss with respect to the posterior expected losses, risks and Bayes risks when the underlying distribution is normal as well as when they are binomial and Poisson.

칼만 필터를 이용한 저속 영역에서의 새로운 속도 추정기 (A New Motor Speed Estimator using Kalman Filter in Low Speed Range)

  • 김희욱;설승기
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1994년도 하계학술대회 논문집 A
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    • pp.576-578
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    • 1994
  • In this. paper, a new technique to estimate both the instantaneous speed and disturbance load torque using a low precision shaft encoder in very low speed range is proposed. To detect the instantaneous speed and disturbance load torque, the Kalman filter which is an optimal full order estimator is used. Experimental results conform the validity of the proposed estimation technique. The effects of parameter variations are discussed, and it is verified that the system is robust to the modeling error.

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관성 추정기를 이용한 드럼 세탁기의 최적 세탁시간 조절 알고리즘 (Optimal Washing Time Control Algorithm of the Drum Washing Machine Using an Inertia Estimator)

  • 황춘환;이정효;김경민;공태웅;이원철;원충연;김영렬
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2008년도 하계학술대회 논문집
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    • pp.571-573
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    • 2008
  • Conventional drum washing machine is divided by amount of laundry on 3 step. Because that, this method is arisen in case of washing smaller amount of laundry than each weight during same time. In other words, power is wasted by unnecessary washing time. In this paper, exact quantity of laundry is obtained by using inertia estimator considering features of drum washing machine, unnecessary washing time is decreased by selection proper washing time, thus the algorithm that increase efficiency by reducing power consumption is proposed.

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Quantile Estimation in Successive Sampling

  • ;;;김종민
    • 한국조사연구학회:학술대회논문집
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    • 한국조사연구학회 2006년도 추계학술대회 발표논문집
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    • pp.67-83
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    • 2006
  • In successive sampling on two occasions the problem of estimating a finite population quantile has been considered. The theory developed aims at providing the optimum estimates by combining (i) three double sampling estimators viz. ratio-type, product-type and regression-type, from the matched portion of the sample and (ii) a simple quantile based on a random sample from the unmatched portion of the sample on the second occasion. The approximate variance formulae of the suggested estimators have been obtained. Optimal matching fraction is discussed. A simulation study is carried out in order to compare the three estimators and direct estimator. It is found that the performance of the regression-type estimator is the best among all the estimators discussed here.

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Target State Estimator Design Using FIR filter and Smoother

  • Kim, Jae-Hun;Joon Lyou
    • Transactions on Control, Automation and Systems Engineering
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    • 제4권4호
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    • pp.305-310
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    • 2002
  • The measured rate of the tracking sensor becomes biased under some operational situation. For a highly maneuverable aircraft in 3D space, the target dynamics changes from time to time, and the Kalman filter using position measurement only can not be used effectively to reject the rate measurement bias error. To cope with this problem, we present a new algorithm which incorporate FIR-type filter and FIR-type fixed-lag smoother, and demonstrate that it has the optimal performance in terms of both estimation accuracy and response time through an application example to the anti-aircraft gun fire control system(AAGFCS).

원의 성질을 이용한 GINI INDEX의 추정 (Estimation of the Gini Index Based on the Properties of Circle)

  • 강석복;조영석
    • 응용통계연구
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    • 제16권2호
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    • pp.283-291
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    • 2003
  • 소득분배의 가장 대표적인 불평등척도는 Gini index이며, 이것은 통계학자인 Gini가 제안한 지표로서 소득분배 에 관한 분석에서 가장 널리 이용되고 있다. 본 논문에서는 두 원의 호에 의해 Lorenz 곡선을 추정하고 코사인법칙을 이용하여 Gini index를 추정하기 위한 새로운 간편한 방법을 제시하여, 소득분포를 따르는 파레토분포에서모의실험을 통해 Ogwang and Rao (1996)의 추정방법과 평균제곱오차 면에서 비교 분석한다.

QUANTILE ESTIMATION IN SUCCESSIVE SAMPLING

  • Singh, Housila P.;Tailor, Ritesh;Singh, Sarjinder;Kim, Jong-Min
    • Journal of the Korean Statistical Society
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    • 제36권4호
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    • pp.543-556
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    • 2007
  • In successive sampling on two occasions the problem of estimating a finite population quantile has been considered. The theory developed aims at providing the optimum estimates by combining (i) three double sampling estimators viz. ratio-type, product-type and regression-type, from the matched portion of the sample and (ii) a simple quantile based on a random sample from the unmatched portion of the sample on the second occasion. The approximate variance formulae of the suggested estimators have been obtained. Optimal matching fraction is discussed. A simulation study is carried out in order to compare the three estimators and direct estimator. It is found that the performance of the regression-type estimator is the best among all the estimators discussed here.