• 제목/요약/키워드: weighted least square estimation

검색결과 56건 처리시간 0.027초

Estimation of structure system input force using the inverse fuzzy estimator

  • Lee, Ming-Hui
    • Structural Engineering and Mechanics
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    • 제37권4호
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    • pp.351-365
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    • 2011
  • This study proposes an inverse estimation method for the input forces of a fixed beam structural system. The estimator includes the fuzzy Kalman Filter (FKF) technology and the fuzzy weighted recursive least square method (FWRLSM). In the estimation method, the effective estimator are accelerated and weighted by the fuzzy accelerating and weighting factors proposed based on the fuzzy logic inference system. By directly synthesizing the robust filter technology with the estimator, this study presents an efficient robust forgetting zone, which is capable of providing a reasonable trade-off between the tracking capability and the flexibility against noises. The period input of the fixed beam structure system can be effectively estimated by using this method to promote the reliability of the dynamic performance analysis. The simulation results are compared by alternating between the constant and adaptive and fuzzy weighting factors. The results demonstrate that the application of the presented method to the fixed beam structure system is successful.

롤피치 제한 조건에 강인한 가중 최소자승법 기반 마그네토미터 캘리브레이션 기법 (Weighted Least Square-Based Magnetometer Calibration Method Robust in Roll-Pitch Limited Conditions)

  • 전태형;이정근
    • 센서학회지
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    • 제26권4호
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    • pp.259-265
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    • 2017
  • Magnetometer calibration must be performed before the use of three-axis magnetometers to ensure the accuracy of orientation estimation. Recently, one of the most popular calibration approaches is the ellipsoid fitting technique due to its high performance in calibration. To date, in fact, performances of the existing ellipsoid fitting methods have been evaluated with full range rotation data. However, in case of the calibration of magnetometers attached to vehicles, ships, and planes, it is very difficult to collect the full range rotation data since their allowable ranges in terms of roll and pitch are limited to small. This constraint may result in serious performance degradation of some ellipsoid fitting algorithms. Therefore, to be practical, this paper proposes a weighted least square-based magnetometer calibration method that is robust in roll-pitch limited conditions. Furthermore, the proposed method is a linear approach and thus is free from the well-known initial value issue in nonlinear approaches. Experimental results show the superiority of the proposed method to other ellipsoid-fitting calibration methods.

The exponential generalized log-logistic model: Bagdonavičius-Nikulin test for validation and non-Bayesian estimation methods

  • Ibrahim, Mohamed;Aidi, Khaoula;Alid, Mir Masoom;Yousof, Haitham M.
    • Communications for Statistical Applications and Methods
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    • 제29권1호
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    • pp.1-25
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    • 2022
  • A modified Bagdonavičius-Nikulin chi-square goodness-of-fit is defined and studied. The lymphoma data is analyzed using the modified goodness-of-fit test statistic. Different non-Bayesian estimation methods under complete samples schemes are considered, discussed and compared such as the maximum likelihood least square estimation method, the Cramer-von Mises estimation method, the weighted least square estimation method, the left tail-Anderson Darling estimation method and the right tail Anderson Darling estimation method. Numerical simulation studies are performed for comparing these estimation methods. The potentiality of the new model is illustrated using three real data sets and compared with many other well-known generalizations.

Development of an AOA Location Method Using Covariance Estimation

  • Lee, Sung-Ho;Roh, Gi-Hong;Sung, Tae-Kyung
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.485-489
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    • 2006
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and closed-form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a self-tuning weighted least square AOA algorithm that is a modified version of the conventional closed-form solution. In order to estimate the error covariance matrix as a weight, two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

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퍼지 결합 다항식 뉴럴 네트워크 (Fuzzy Combined Polynomial Neural Networks)

  • 노석범;오성권;안태천
    • 전기학회논문지
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    • 제56권7호
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    • pp.1315-1320
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    • 2007
  • In this paper, we introduce a new fuzzy model called fuzzy combined polynomial neural networks, which are based on the representative fuzzy model named polynomial fuzzy model. In the design procedure of the proposed fuzzy model, the coefficients on consequent parts are estimated by using not general least square estimation algorithm that is a sort of global learning algorithm but weighted least square estimation algorithm, a sort of local learning algorithm. We are able to adopt various type of structures as the consequent part of fuzzy model when using a local learning algorithm. Among various structures, we select Polynomial Neural Networks which have nonlinear characteristic and the final result of which is a complex mathematical polynomial. The approximation ability of the proposed model can be improved using Polynomial Neural Networks as the consequent part.

Inverse active wind load inputs estimation of the multilayer shearing stress structure

  • Chen, Tsung-Chien;Lee, Ming-Hui
    • Wind and Structures
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    • 제11권1호
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    • pp.19-33
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    • 2008
  • This research investigates the adaptive input estimation method applied to the multilayer shearing stress structure. This method is to estimate the values of wind load inputs by analyzing the active reaction of the system. The Kalman filter without the input term and the adaptive weighted recursive least square estimator are two main portions of this method. The innovation vector can be produced by the Kalman filter, and be applied to the adaptive weighted recursive least square estimator to estimate the wind load input over time. This combined method can effectively estimate the wind loads to the structure system to enhance the reliability of the system active performance analysis. The forms of the simulated inputs (loads) in this paper include the periodic sinusoidal wave, the decaying exponent, the random combination of the sinusoidal wave and the decaying exponent, etc. The active reaction computed plus the simulation error is regard as the simulated measurement and is applied to the input estimation algorithm to implement the numerical simulation of the inverse input estimation process. The availability and the precision of the input estimation method proposed in this research can be verified by comparing the actual value and the one obtained by numerical simulation.

Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • 제26권6호
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    • pp.383-395
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    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

A Generalized Partly-Parametric Additive Risk Model

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.401-409
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    • 2006
  • We consider a generalized partly-parametric additive risk model which generalizes the partly parametric additive risk model suggested by McKeague and Sasieni (1994). As an estimation method of this model, we propose to use the weighted least square estimation, suggested by Huffer and McKeague (1991), for Aalen's additive risk model by a piecewise constant risk. We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least squares method.

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실시간 가중 회기최소자승법을 사용한 익일 부하예측 (Real-Time Building Load Prediction by the On-Line Weighted Recursive Least Square Method)

  • 한도영;이재무
    • 설비공학논문집
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    • 제12권6호
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    • pp.609-615
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    • 2000
  • The energy conservation is one of the most important issues in recent years. Especially, the energy conservation through improved control strategies is one of the most highly possible area to be implemented in the near future. The energy conservation of the ice storage system can be accomplished through the improved control strategies. A real time building load prediction algorithm was developed. The expected highest and the lowest outdoor temperature of the next day were used to estimate the next day outdoor temperature profile. The measured dry bulb temperature and the measured building load were used to estimate system parameters by using the on-line weighted recursive least square method. The estimated hourly outdoor temperatures and the estimated hourly system parameters were used to predict the next day hourly building loads. In order to see the effectiveness of the building load prediction algorithm, two different types of building models were selected and analysed. The simulation results show less than 1% in error for the prediction of the next day building loads. Therefore, this algorithm may successfully be used for the development of improved control algorithms of the ice storage system.

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다중 경로 시변 채널 환경에서 시공간 블록 부호 단일 반송파 시스템을 위한 가중치 블록 적응형 채널 추정 알고리즘 (A Weighted Block Adaptive Estimation for STBC Single-Carrier System in Frequency-Selective Time-Varying Channels)

  • 백종섭;권혁제;서종수
    • 한국통신학회논문지
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    • 제32권3C호
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    • pp.338-347
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    • 2007
  • 본 논문에서는 순환 보호 구긴(cyclic-prefix)을 사용하는 시공간 블록 부호 (STBC: Space-Time Block-Coding) 단일 반송파 시스템에서 향상된 채널 성능을 위한 가중된 블록 적응형 주파수 영역 채널 추정기를 제안한다. 제안된 채널 추정기 구조는 필터 입력 신호에 대해 STBC로 구성된 블록을 형성하며, 이후 형성된 입력 블록에 대해 사후 오차 (a posteriori error)를 이용하는 가중된 LS (least-square) 규준을 적용하여 알고리즘을 유도한다. 또한 정적 채널에서 steady-state EMSE (excess mean-square error) 분석을 통해 블록 길이가 늘어남에 따라 EMSE를 분석한다. 전산 모의실험에서는 시변 TU (typical urban) 채널에서 블록 길이를 증가시킬수록 제안한 채널 추정기는 기존 NLMS와 RLS 채널 추정기들 보다 우수한 성능을 나타냄을 확인 할 수 있다.