• Title/Summary/Keyword: sequential estimation

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Estimation of Rock Mass rating(RMR) and Assessment of its Uncertainty using Conditional Simulations (조건부 모사 기법을 이용한 암반등급의 예측 및 불확실성 평가에 관한 연구)

  • Hong Chang-Woo;Jeon Seok-Won;Koo Chung-Mo
    • Tunnel and Underground Space
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    • v.16 no.2 s.61
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    • pp.135-145
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    • 2006
  • In this study, conditional simulation was conducted to estimate rock mass rating(RMR) in unsurveyed regions. Sequential Gaussian simulation(SGS) and sequential indicator simulation(SIS) were applied for estimating RMR from the bore hole logging data. The uncertainty of SGS and SIS was verified by sample cross validation. A subset composed of 5 bore hole logging data among the original 30 bore hole logging data was set aside as test data. The remainder was training data. The quality of SGS and SIS estimation on the testing data reflects how well it would perform in an unsupervised setting. SGS and SIS were useful stochastic methods to estimate the spatial distribution of rock mass classes correctly and assess the uncertainty of estimation quantitatively. The result of conditional simulation can offer useful information of rock mass classes such as RMR in unsurveyed regions.

Two-Level Scheme for Selection of Degrees of freedom by Energy Estimation Combined with Sequential Elimination (주자유도 선정을 위한 2단계 축소기법의 제안과 축소시스템 구성에 관한 연구)

  • 김현기;조맹효
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2004.04a
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    • pp.87-94
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    • 2004
  • A number of approximate techniques have been developed to calculate the eigenvalues in a reduced manner. These schemes approximate the lower eigenvalues that represent the global behavior of the structures. In general, sequential elimination has been widely used with reliability. But it takes excessively large amount of time to construct a reduced system. The present study proposes two-level condensation scheme(TLCS). In the first step, the candidate elements are selected by element-level energy estimation. In the second step, master degrees of freedom are selected by sequential elimination from the candidate degrees of freedom linked to the selected elements in the first step. Numerical examples demonstrate that the proposed method saves computational cost effectively and provides a reduced system which predicts the accurate eigenvalues of global system.

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Bayes and Sequential Estimation in Hilbert Space Valued Stochastic Differential Equations

  • Bishwal, J.P.N.
    • Journal of the Korean Statistical Society
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    • v.28 no.1
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    • pp.93-106
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    • 1999
  • In this paper we consider estimation of a real valued parameter in the drift coefficient of a Hilbert space valued Ito stochastic differential equation. First we consider observation of the corresponding diffusion in a fixed time interval [0, T] and prove the Bernstein - von Mises theorem concerning the convergence of posterior distribution of the parameter given the observation, suitably normalised and centered at the MLE, to the normal distribution as Tlongrightarrow$\infty$. As a consequence, the Bayes estimator of the drift parameter becomes asymptotically efficient and asymptotically equivalent to the MLE as Tlongrightarrow$\infty$. Next, we consider observation in a random time interval where the random time is determined by a predetermined level of precision. We show that the sequential MLE is better than the ordinary MLE in the sense that the former is unbiased, uniformly normally distributed and efficient but is latter is not so.

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Asymptotic Properties of the Stopping Times in a Certain Sequential Procedure

  • Kim, Sung-Lai
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.337-347
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    • 1995
  • In the problem of some sequential estimation, the stopping times may be written in the form $N(c) = inf{n \geq n_0; n \geq c^2 S^2_n/\delta^2 (\bar{X}_n)}$ where ${s^2_n}$ and ${\bar{X}_n}$ are the sequences of sample variance and sample mean of the independently and identically distributed (i.i.d.) random variables with distribution $F_{\theta}(x), \theta \in \Theta$, respectively, and $\delta$ is either constant or any given positive real valued function. We obtain some asymptotic normality and asymptotic expectation of the N(c) in various limiting situations. Specially, uniform asymptotic normality and uniform asymptotic expectation of the N(c) are given.

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VOICE SOURCE ESTIMATION USING SEQUENTIAL SVD AND EXTRACTION OF COMPOSITE SOURCE PARAMETERS USING EM ALGORITHM

  • Hong, Sung-Hoon;Choi, Hong-Sub;Ann, Sou-Guil
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1994.06a
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    • pp.893-898
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    • 1994
  • In this paper, the influence of voice source estimation and modeling on speech synthesis and coding is examined and then their new estimation and modeling techniques are proposed and verified by computer simulation. It is known that the existing speech synthesizer produced the speech which is dull and inanimated. These problems are arised from the fact that existing estimation and modeling techniques can not give more accurate voice parameters. Therefore, in this paper we propose a new voice source estimation algorithm and modeling techniques which can not give more accurate voice parameters. Therefore, in this paper we propose a new voice source estimation algorithm and modeling techniques which can represent a variety of source characteristics. First, we divide speech samples in one pitch region into four parts having different characteristics. Second, the vocal-tract parameters and voice source waveforms are estimated in each regions differently using sequential SVD. Third, we propose composite source model as a new voice source model which is represented by weighted sum of pre-defined basis functions. And finally, the weights and time-shift parameters of the proposed composite source model are estimeted uning EM(estimate maximize) algorithm. Experimental results indicate that the proposed estimation and modeling methods can estimate more accurate voice source waveforms and represent various source characteristics.

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Accelerated Sequential Procedure to Estimate the Mean of Unknown Distribution

  • Son, M.S.;Hamdy, H.I.
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.367-376
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    • 1997
  • Consider the accelerated sequential procedure of Hall(1983). Second order asymptotic expression of well behaved functions of the stopping variable. The results is demonstrated by working out several point and interval estimation problems.

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Sequential Estimation with $\beta$-Protection of the Difference of Two Normal Means When an Imprecision Function Is Variable

  • Kim, Sung-Lai;Kim, Sung-Kyun
    • Journal of the Korean Statistical Society
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    • v.31 no.3
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    • pp.379-389
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    • 2002
  • For two normal distribution with unknown means and unknown variances, a sequential procedure for estimating the difference of two normal means which satisfies both the coverage probability condition and the $\beta$-protection is proposed under some smoothness of variable imprecision function, and the asymptotic normality of the proposed stopping time after some centering and scaling is given.

Observational Arc-Length Effect on Orbit Determination for Korea Pathfinder Lunar Orbiter in the Earth-Moon Transfer Phase Using a Sequential Estimation

  • Kim, Young-Rok;Song, Young-Joo
    • Journal of Astronomy and Space Sciences
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    • v.36 no.4
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    • pp.293-306
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    • 2019
  • In this study, the observational arc-length effect on orbit determination (OD) for the Korea Pathfinder Lunar Orbiter (KPLO) in the Earth-Moon Transfer phase was investigated. For the OD, we employed a sequential estimation using the extended Kalman filter and a fixed-point smoother. The mission periods, comprised between the perigee maneuvers (PM) and the lunar orbit insertion (LOI) maneuver in a 3.5 phasing loop of the KPLO, was the primary target. The total period was divided into three phases: launch-PM1, PM1-PM3, and PM3-LOI. The Doppler and range data obtained from three tracking stations [included in the deep space network (DSN) and Korea Deep Space Antenna (KDSA)] were utilized for the OD. Six arc-length cases (24 hrs, 48 hrs, 60 hrs, 3 days, 4 days, and 5 days) were considered for the arc-length effect investigation. In order to evaluate the OD accuracy, we analyzed the position uncertainties, the precision of orbit overlaps, and the position differences between true and estimated trajectories. The maximum performance of 3-day OD approach was observed in the case of stable flight dynamics operations and robust navigation capability. This study provides a guideline for the flight dynamics operations of the KPLO in the trans-lunar phase.

PN Code Acquisition at Low Signal-to-Noise Ratio Based on Seed Accumulating Sequential Estimation (시드 누적 순차적 추정 기법을 이용한 낮은 신호대잡음비 환경에서의 의사 잡음 부호 획득)

  • 윤석호;김선용
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.9A
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    • pp.678-683
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    • 2003
  • The pseudo-noise (PN) code acquisition based on the sequential estimation (SE) proposed by Ward performs well only at relatively high chip signal-to-noise ratios (SNRs). In this paper, a seed accumulating sequential estimation (SASE) method and a PN code acquisition system based on it are proposed, which perform well at low chip SNR (of practical interest) also. Then, the mean acquisition time performance of the proposed system is investigated. Numerical results show that the system based on the SASE performs dramatically better than that based on the SE at low chip SNR, and the improvement becomes larger as the period of PN code increases.

Observational Arc-Length Effect on Orbit Determination for KPLO Using a Sequential Estimation Technique

  • Kim, Young-Rok;Song, Young-Joo;Bae, Jonghee;Choi, Seok-Weon
    • Journal of Astronomy and Space Sciences
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    • v.35 no.4
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    • pp.295-308
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    • 2018
  • In this study, orbit determination (OD) simulation for the Korea Pathfinder Lunar Orbiter (KPLO) was accomplished for investigation of the observational arc-length effect using a sequential estimation algorithm. A lunar polar orbit located at 100 km altitude and $90^{\circ}$ inclination was mainly considered for the KPLO mission operation phase. For measurement simulation and OD for KPLO, the Analytical Graphics Inc. Systems Tool Kit 11 and Orbit Determination Tool Kit 6 software were utilized. Three deep-space ground stations, including two deep space network (DSN) antennas and the Korea Deep Space Antenna, were configured for the OD simulation. To investigate the arc-length effect on OD, 60-hr, 48-hr, 24-hr, and 12-hr tracking data were prepared. Position uncertainty by error covariance and orbit overlap precision were used for OD performance evaluation. Additionally, orbit prediction (OP) accuracy was also assessed by the position difference between the estimated and true orbits. Finally, we concluded that the 48-hr-based OD strategy is suitable for effective flight dynamics operation of KPLO. This work suggests a useful guideline for the OD strategy of KPLO mission planning and operation during the nominal lunar orbits phase.