Search results for: robustness

Authors: B. Neethu, Diptesh Das

Abstract:

The present study investigates the performance of a semi-active controller using magneto-rheological dampers (MR) for seismic response reduction of a multi-span bridge. The application of structural control to the structures during earthquake excitation involves numerous challenges such as proper formulation and selection of the control strategy, mathematical modeling of the system, uncertainty in system parameters and noisy measurements. These problems, however, need to be tackled in order to design and develop controllers which will efficiently perform in such complex systems. A control algorithm, which can accommodate un-certainty and imprecision compared to all the other algorithms mentioned so far, due to its inherent robustness and ability to cope with the parameter uncertainties and imprecisions, is the sliding mode algorithm. A sliding mode control algorithm is adopted in the present study due to its inherent stability and distinguished robustness to system parameter variation and external disturbances. In general a semi-active control scheme using an MR damper requires two nested controllers: (i) an overall system controller, which derives the control force required to be applied to the structure and (ii) an MR damper voltage controller which determines the voltage required to be supplied to the damper in order to generate the desired control force. In the present study a sliding mode algorithm is used to determine the desired optimal force. The function of the voltage controller is to command the damper to produce the desired force. The clipped optimal algorithm is used to find the command voltage supplied to the MR damper which is regulated by a semi active control law based on sliding mode algorithm. The main objective of the study is to propose a robust semi active control which can effectively control the responses of the bridge under real earthquake ground motions. Lumped mass model of the bridge is developed and time history analysis is carried out by solving the governing equations of motion in the state space form. The effectiveness of MR dampers is studied by analytical simulations by subjecting the bridge to real earthquake records. In this regard, it may also be noted that the performance of controllers depends, to a great extent, on the characteristics of the input ground motions. Therefore, in order to study the robustness of the controller in the present study, the performance of the controllers have been investigated for fourteen different earthquake ground motion records. The earthquakes are chosen in such a way that all possible characteristic variations can be accommodated. Out of these fourteen earthquakes, seven are near-field and seven are far-field. Also, these earthquakes are divided into different frequency contents, viz, low-frequency, medium-frequency, and high-frequency earthquakes. The responses of the controlled bridge are compared with the responses of the corresponding uncontrolled bridge (i.e., the bridge without any control devices). The results of the numerical study show that the sliding mode based semi-active control strategy can substantially reduce the seismic responses of the bridge showing a stable and robust performance for all the earthquakes.

Keywords: bridge, semi active control, sliding mode control, MR damper

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Authors: Djaouida Sadaoui

Abstract:

In this paper, the design procedure of the active sliding mode controller which is a combination of the active controller and the sliding mode controller is given first and then the problem of synchronization of two satellites systems is discussed for the proposed method. Finally, numerical results are presented to evaluate the robustness and effectiveness of the proposed control strategy.

Keywords: active control, sliding mode control, synchronization, satellite attitude

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Authors: Luis Alvarado, Victor Poblete, Isaac Gonzalez, Yetzabeth Gonzalez

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In MIREX 2016 (http://www.music-ir.org/mirex), the deep neural network (DNN)-Deep Chroma Extractor, proposed by Korzeniowski and Wiedmer, reached the highest score in an audio chord recognition task. In the present paper, this tool is assessed under acoustic reverberant environments and distinct source-microphone distances. The evaluation dataset comprises The Beatles and Queen datasets. These datasets are sequentially re-recorded with a single microphone in a real reverberant chamber at four reverberation times (0 -anechoic-, 1, 2, and 3 s, approximately), as well as four source-microphone distances (32, 64, 128, and 256 cm). It is expected that the performance of the trained DNN will dramatically decrease under these acoustic conditions with signals degraded by room reverberation and distance to the source. Recently, the effect of the bio-inspired Locally-Normalized Cepstral Coefficients (LNCC), has been assessed in a text independent speaker verification task using speech signals degraded by additive noise at different signal-to-noise ratios with variations of recording distance, and it has also been assessed under reverberant conditions with variations of recording distance. LNCC showed a performance so high as the state-of-the-art Mel Frequency Cepstral Coefficient filters. Based on these results, this paper proposes a variation of locally-normalized triangular filters called Locally-Normalized Quarter Tone (LNQT) filters. By using the LNQT spectrogram, robustness improvements of the trained Deep Chroma Extractor are expected, compared with classical triangular filters, and thus compensating the music signal degradation improving the accuracy of the chord recognition system.

Keywords: chord recognition, deep neural networks, feature extraction, music information retrieval

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Authors: Susy Thomas, Sajju Thomas, Varghese Vaidyan

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This paper considers SMCs using linear feedback with switched gains and proposes a method which can minimize the pole perturbation. The method is able to enhance the robustness property of the controller. A pre-assigned neighborhood of the ‘nominal’ positions is assigned and the system poles are not allowed to stray out of these bounds even when parameters variations/uncertainties act upon the system. A quasi SMM is maintained within the assigned boundaries of the sliding surface.

Keywords: parameter variations, pole perturbation, sliding mode control, switching surface, robust switching vector

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Authors: A. Oukaci, R. Toufouti, D. Dib, l. Atarsia

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This article presents a multitude of alternative techniques to control the vector control, namely the nonlinear control and sliding mode control. Moreover, the implementation of their control law applied to the high-performance to the induction motor with the objective to improve the tracking control, ensure stability robustness to parameter variations and disturbance rejection. Tests are performed numerical simulations in the Matlab/Simulink interface, the results demonstrate the efficiency and dynamic performance of the proposed strategy.

Keywords: Induction Motor (IM), Non-linear Control (NLC), Sliding Mode Control (SMC), nonlinear sliding surface

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Authors: A. Boualouch, A. Frigui, T. Nasser, A. Essadki, A.Boukhriss

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This work deals with the vector control of the active and reactive powers of a Double-Fed Induction generator DFIG used as a wind generator by the polynomial RST controller. The control of the statoric power transfer between the machine and the grid is achieved by acting on the rotor parameters and control is provided by the polynomial controller RST. The performance and robustness of the controller are compared with PI controller and evaluated by simulation results in MATLAB/simulink.

Keywords: DFIG, RST, vector control, wind turbine

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Authors: R. Ghasemi, M. R. Rahimi Khoygani

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This paper proposes the designing direct adaptive neural controller to apply for a class of a nonlinear pendulum dynamic system. The radial basis function (RBF) neural adaptive controller is robust in presence of external and internal uncertainties. Both the effectiveness of the controller and robustness against disturbances are importance of this paper. The simulation results show the promising performance of the proposed controller.

Keywords: adaptive neural controller, nonlinear dynamical, neural network, RBF, driven pendulum, position control

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Authors: Taisier A. Zoubi, Feras Salama, Mahmud Hossain, Yass A. Alkafaji

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The purpose of this study is to examine the equity pricing of other comprehensive income when earnings are disaggregated into several components. Our findings indicate that other comprehensive income can better explain variation in stock returns when net income is reported in a disaggregated form. Additionally, we found that disaggregating both net income and other comprehensive income can explain more of the variation in the stock returns than the two summary components of comprehensive income. Our results survive a series of robustness checks.

Keywords: market valuation, other comprehensive income, value-relevance, incremental information content

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Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique, author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation

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Authors: I. Khabbazi, R. Ghasemi

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This paper presents a combination of both robust nonlinear controller and nonlinear controller for a class of nonlinear 4Y Octorotor UAV using Back-stepping and sliding mode controller. The robustness against internal and external disturbance and decoupling control are the merits of the proposed paper. The proposed controller decouples the Octorotor dynamical system. The controller is then applied to a 4Y Octorotor UAV and its feature will be shown.

Keywords: sliding mode, backstepping, decoupling, octorotor UAV

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Authors: Ju-Hong Lee, Ching-Wei Liao

Abstract:

Adaptive beamforming using antenna array of sensors is useful in the process of adaptively detecting and preserving the presence of the desired signal while suppressing the interference and the background noise. For conventional adaptive array beamforming, we require a prior information of either the impinging direction or the waveform of the desired signal to adapt the weights. The adaptive weights of an antenna array beamformer under a steered-beam constraint are calculated by minimizing the output power of the beamformer subject to the constraint that forces the beamformer to make a constant response in the steering direction. Hence, the performance of the beamformer is very sensitive to the accuracy of the steering operation. In the literature, it is well known that the performance of an adaptive beamformer will be deteriorated by any steering angle error encountered in many practical applications, e.g., the wireless communication systems with massive antennas deployed at the base station and user equipment. Hence, developing effective signal processing techniques to deal with the problem due to steering angle error for array beamforming systems has become an important research work. In this paper, we present an effective signal processing technique for constructing an adaptive beamformer against the steering angle error. The proposed array beamformer adaptively estimates the actual direction of the desired signal by using the presumed steering vector and the received array data snapshots. Based on the presumed steering vector and a preset angle range for steering mismatch tolerance, we first create a matrix related to the direction vector of signal sources. Two projection matrices are generated from the matrix. The projection matrix associated with the desired signal information and the received array data are utilized to iteratively estimate the actual direction vector of the desired signal. The estimated direction vector of the desired signal is then used for appropriately finding the quiescent weight vector. The other projection matrix is set to be the signal blocking matrix required for performing adaptive beamforming. Accordingly, the proposed beamformer consists of adaptive quiescent weights and partially adaptive weights. Several computer simulation examples are provided for evaluating and comparing the proposed technique with the existing robust techniques.

Keywords: adaptive beamforming, robustness, signal blocking, steering angle error

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Authors: Abdelkhalek Bakkari

Abstract:

Image segmentation is a critical step in image processing and pattern recognition. In this paper, we proposed a new robust automatic image classification based on a dynamic fuzzy c-means algorithm and mathematical morphology. The proposed segmentation algorithm (DFCM_MM) has been applied to MR perfusion images. The obtained results show the validity and robustness of the proposed approach.

Keywords: segmentation, classification, dynamic, fuzzy c-means, MR image

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Authors: Thiago Brito Bezerra, Mauro Lopes de Freitas, Waldir Sabino da Silva Júnior

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The Sigma-Delta A/D converters have been proposed as a practical application for A/D conversion at high rates because of its simplicity and robustness to imperfections in the circuit, also because the traditional converters are more difficult to implement in VLSI technology. These difficulties with conventional conversion methods need precise analog components in their filters and conversion circuits, and are more vulnerable to noise and interference. This paper aims to analyze the architecture, function and application of Analog-Digital converters (A/D) Sigma-Delta to overcome these difficulties, showing some simulations using the Simulink software and Multisim.

Keywords: analysis, oversampling modulator, A/D converters, sigma-delta

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Authors: Fazli Idris, Jihad Mohammad

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The study aims to determine the impact of technology and service operations flexibility, which is divided into external flexibility and internal robustness, on operations costs. A mediation model is proposed that links technology to operations costs via operation flexibility. Drawing on a sample of 475 of operations managers of various service sectors in Malaysia and South Africa, Structural Equation Modeling (SEM) was employed to test the relationship using Smart-PLS procedures. It was found that a significant relationship was established between technologies to operations costs via both operations flexibility dimensions. Theoretical and managerial implications are offered to explain the results.

Keywords: Operations flexibility, technology, costs, mediation

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Authors: Liang Qin, Hanan M. D. Habbi

Abstract:

A robust sensorless speed for permanent magnet synchronous motor (PMSM) has been presented for estimation of stator flux components and rotor speed based on The Extended Kalman Filter (EKF). The model of PMSM and its EKF models are modeled in Matlab /Sirnulink environment. The proposed EKF speed estimation method is also proved insensitive to the PMSM parameter variations. Simulation results demonstrate a good performance and robustness.

Keywords: DTC, Extended Kalman Filter (EKF), PMSM, sensorless control, anti-windup PI

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Authors: K. A. Adepoju, O. I. Shittu, A. U. Chukwu

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In this paper, a new four-parameter generalized version of the Fisher Snedecor distribution called Beta- F distribution is introduced. The comprehensive account of the statistical properties of the new distributions was considered. Formal expressions for the cumulative density function, moments, moment generating function and maximum likelihood estimation, as well as its Fisher information, were obtained. The flexibility of this distribution as well as its robustness using cancer remission time data was demonstrated. The new distribution can be used in most applications where the assumption underlying the use of other lifetime distributions is violated.

Keywords: fisher-snedecor distribution, beta-f distribution, outlier, maximum likelihood method

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Authors: Go Bong Choi, Shin Je Lee, Sung Jin Yoo, Gibaek Lee, Jong Min Lee

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In South Korea, it is difficult to obtain data for statistical pipe assessment. In this paper, to address these issues, we find that various statistical model presented before is how data mixed with noise and are whether apply in South Korea. Three major type of model is studied and if data is presented in the paper, we add noise to data, which affects how model response changes. Moreover, we generate data from model in paper and analyse effect of noise. From this we can find robustness and applicability in Korea of each model.

Keywords: proportional hazard model, survival model, water main deterioration, ecological sciences

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Authors: Tommaso Adamo, Gianpaolo Ghiani, Antonio Domenico Grieco, Emanuela Guerriero

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Batch production plants provide a wide range of scheduling problems. In pharmaceutical industries a batch process is usually described by a recipe, consisting of an ordering of tasks to produce the desired product. In this research work we focused on pharmaceutical production processes requiring the culture of a microorganism population (i.e. bacteria, yeasts or antibiotics). Several sources of uncertainty may influence the yield of the culture processes, including (i) low performance and quality of the cultured microorganism population or (ii) microbial contamination. For these reasons, robustness is a valuable property for the considered application context. In particular, a robust schedule will not collapse immediately when a cell of microorganisms has to be thrown away due to a microbial contamination. Indeed, a robust schedule should change locally in small proportions and the overall performance measure (i.e. makespan, lateness) should change a little if at all. In this research work we formulated a constraint programming optimization (COP) model for the robust planning of antibiotics production. We developed a discrete-time model with a multi-criteria objective, ordering the different criteria and performing a lexicographic optimization. A feasible solution of the proposed COP model is a schedule of a given set of tasks onto available resources. The schedule has to satisfy tasks precedence constraints, resource capacity constraints and time constraints. In particular time constraints model tasks duedates and resource availability time windows constraints. To improve the schedule robustness, we modeled the concept of (a, b) super-solutions, where (a, b) are input parameters of the COP model. An (a, b) super-solution is one in which if a variables (i.e. the completion times of a culture tasks) lose their values (i.e. cultures are contaminated), the solution can be repaired by assigning these variables values with a new values (i.e. the completion times of a backup culture tasks) and at most b other variables (i.e. delaying the completion of at most b other tasks). The efficiency and applicability of the proposed model is demonstrated by solving instances taken from Sanofi Aventis, a French pharmaceutical company. Computational results showed that the determined super-solutions are near-optimal.

Keywords: constraint programming, super-solutions, robust scheduling, batch process, pharmaceutical industries

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Authors: D. Sankara Reddy, T. Kranthi Kumar, K. Sreevani

Abstract:

This paper investigates the impact of carrier frequency offset (CFO) on the performance of different MIMO-OFDM schemes with high spectral efficiency for next generation of terrestrial digital TV. We show that all studied MIMO-OFDM schemes are sensitive to CFO when it is greater than 1% of intercarrier spacing. We show also that the Alamouti scheme is the most sensitive MIMO scheme to CFO.

Keywords: modulation and multiplexing (MIMO-OFDM), signal processing for transmission carrier frequency offset, future digital TV, imaging and signal processing

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Authors: Chebaani Mohamed, Gplea Amar, Benchouia Mohamed Toufik

Abstract:

Direct torque control is characterized by the merits of fast response, simple structure and strong robustness to the motor parameters variations. This paper proposes the implementation of DTC-SVM of an induction motor drive using Predictive controller. The principle of the method is explained and the system mathematical description is provided. The derived control algorithm is implemented both in the simulation software MatLab/Simulink and on the real induction motor drive with dSPACE control system. Simulated and measured results in steady states and transients are presented.

Keywords: induction motor, DTC-SVM, predictive controller, implementation, dSPACE, Matlab, Simulink

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Authors: Walter Evaldo Kuchenbecker, Julio Carlos Teixeira

Abstract:

Since efficiency became a challenge to reduce energy consumption of all electrical machines applications, the permanent magnet machine raises up as a better option, because its performance, robustness and simple control. Even though, the electrical machine was developed through analyses of magnetism effect, permanent magnet machines still not well dominated. As permanent magnet machines are becoming popular in most applications, the pressure to standardize this type of electrical machine increases. However, due limited domain, it is still nowadays without any standard to manufacture, test and application. In order to determine an inductance of the machine, a new method is proposed.

Keywords: permanent magnet generators (pmg), synchronous machine parameters, test procedures, inductances

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Authors: Mohammad A. U. Khan, Omar A. Kittaneh, M. Akbar, Tariq M. Khan, Husam A. Bayoud

Abstract:

The Shannon Entropy measure has been widely used for measuring uncertainty. However, in partial settings, the histogram is used to estimate the underlying distribution. The histogram is dependent on the number of bins used. In this paper, a modification is proposed that makes the Shannon entropy based on histogram consistent. For providing the benefits, two application are picked in medical image processing applications. The simulations are carried out to show the superiority of this modified measure for image segmentation problem. The improvement may be contributed to robustness shown to uneven background in images.

Keywords: Shannon entropy, medical image processing, image segmentation, modification

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Authors: Y. de Smet, J. Hubinont

Abstract:

PROMETHEE and GAIA are well-known Multiple Criteria Decision Aid methods. Given an evaluation table and preference parameters they allow to rank the alternatives, to visualize the problem, to perform sensitivity and robustness analysis, etc. Unfortunately, it is often hard for the Decision Maker (DM) to estimate the precise values of these parameters. Therefore an alternative option is to give ranges of potential values in order to apply Stochastic Multicriteria Acceptability Analysis. This has been recently studied in the context of the SMAA-PROMETHEE method. The aim of this contribution is to propose an SMAA extension of GAIA. We show how this tool can be useful and provide complementary information to SMAA-PROMETHEE. This is illustrated on a pedagogical example.

Keywords: multiple criteria decision making, PROMETHEE, GAIA, SMAA

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Authors: Citra Pertiwi, Muhammad Fikruzzaman Rahawarin

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Government of Indonesia had committed to increasing its national defense the budget up to 1,5 percent of GDP. However, the budget increase does not necessarily allocate efficiently and effectively. Using Data Envelopment Analysis (DEA), the operational units of Indonesian Armed Forces are considered as a proxy to measure those two aspects. The bootstrap technique is being used as well to reduce uncertainty in the estimation. Additionally, technological change is being measured as a nonstationary component. Nearly half of the units are being estimated as fully efficient, with less than a third is considered as effective. Longer and larger sets of data might increase the robustness of the estimation in the future.

Keywords: bootstrap, effectiveness, efficiency, DEA, military, Malmquist, technological change

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Authors: Pushpendra Kumar, Sanjeev Kumar, R. Balasubramanian

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Estimation of optical flow from a sequence of images using variational methods is one of the most successful approach. Discontinuity between different motions is one of the challenging problem in flow estimation. In this paper, we design a new anisotropic diffusion operator, which is able to provide smooth flow over a region and efficiently preserve discontinuity in optical flow. This operator is designed on the basis of intensity differences of the pixels and isotropic operator using exponential function. The combination of these are used to control the propagation of flow. Experimental results on the different datasets verify the robustness and accuracy of the algorithm and also validate the effect of anisotropic operator in the discontinuity preserving.

Keywords: optical flow, variational methods, computer vision, anisotropic operator

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Authors: Nidal F. Shilbayeh, Belal AbuHaija, Zainab N. Al-Qudsy

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In this paper, a hybrid blind digital watermarking system using Discrete Wavelet Transform (DWT) and Contourlet Transform (CT) has been implemented and tested. The implemented combined digital watermarking system has been tested against five common types of image attacks. The performance evaluation shows improved results in terms of imperceptibility, robustness, and high tolerance against these attacks; accordingly, the system is very effective and applicable.

Keywords: discrete wavelet transform (DWT), contourlet transform (CT), digital image watermarking, copyright protection, geometric attack

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Authors: Mohammad Reza Rahimi Khoygani, Reza Ghasemi

Abstract:

In this paper, designing direct adaptive neural controller is applied for a class of a nonlinear pendulum dynamic system. The radial basis function (RBF) is used for the Neural network (NN). The adaptive neural controller is robust in presence of external and internal uncertainties. Both the effectiveness of the controller and robustness against disturbances are the merits of this paper. The promising performance of the proposed controllers investigates in simulation results.

Keywords: adaptive control, pendulum dynamical system, nonlinear control, adaptive neural controller, nonlinear dynamical, neural network, RBF, driven pendulum, position control

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Authors: Johannes Gantner, Michael Held, Matthias Fischer

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The refurbishment of the building stock in terms of energy supply and efficiency is one of the major challenges of the German turnaround in energy policy. As the building sector accounts for 40% of Germany’s total energy demand, additional insulation is key for energy efficient refurbished buildings. Nevertheless the energetic benefits often the environmental and economic performances of insulation materials are questioned. The methods Life Cycle Assessment (LCA) as well as Life Cycle Costing (LCC) can form the standardized basis for answering this doubts and more and more become important for material producers due efforts such as Product Environmental Footprint (PEF) or Environmental Product Declarations (EPD). Due to increasing use of LCA and LCC information for decision support the robustness and resilience of the results become crucial especially for support of decision and policy makers. LCA and LCC results are based on respective models which depend on technical parameters like efficiencies, material and energy demand, product output, etc.. Nevertheless, the influence of parameter uncertainties on lifecycle results are usually not considered or just studied superficially. Anyhow the effect of parameter uncertainties cannot be neglected. Based on the example of an exterior wall the overall lifecycle results are varying by a magnitude of more than three. As a result simple best case worst case analyses used in practice are not sufficient. These analyses allow for a first rude view on the results but are not taking effects into account such as error propagation. Thereby LCA practitioners cannot provide further guidance for decision makers. Probabilistic analyses enable LCA practitioners to gain deeper understanding of the LCA and LCC results and provide a better decision support. Within this study, the environmental and economic impacts of an exterior wall system over its whole lifecycle are illustrated, and the effect of different uncertainty analysis on the interpretation in terms of resilience and robustness are shown. Hereby the approaches of error propagation and Monte Carlo Simulations are applied and combined with statistical methods in order to allow for a deeper understanding and interpretation. All in all this study emphasis the need for a deeper and more detailed probabilistic evaluation based on statistical methods. Just by this, misleading interpretations can be avoided, and the results can be used for resilient and robust decisions.

Keywords: uncertainty, life cycle assessment, life cycle costing, Monte Carlo simulation

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Authors: Yanping Liao, Zenan Wu, Ruigang Zhao

Abstract:

Frequency diverse array (FDA) beamforming is a technology developed in recent years, and its antenna pattern has a unique angle-distance-dependent characteristic. However, the beam is always required to have strong concentration, high resolution and low sidelobe level to form the point-to-point interference in the concentrated set. In order to eliminate the angle-distance coupling of the traditional FDA and to make the beam energy more concentrated, this paper adopts a multi-carrier FDA structure based on proposed power exponential frequency offset to improve the array structure and frequency offset of the traditional FDA. The simulation results show that the beam pattern of the array can form a dot-shape beam with more concentrated energy, and its resolution and sidelobe level performance are improved. However, the covariance matrix of the signal in the traditional adaptive beamforming algorithm is estimated by the finite-time snapshot data. When the number of snapshots is limited, the algorithm has an underestimation problem, which leads to the estimation error of the covariance matrix to cause beam distortion, so that the output pattern cannot form a dot-shape beam. And it also has main lobe deviation and high sidelobe level problems in the case of limited snapshot. Aiming at these problems, an adaptive beamforming technique based on exponential correction for multi-carrier FDA is proposed to improve beamforming robustness. The steps are as follows: first, the beamforming of the multi-carrier FDA is formed under linear constrained minimum variance (LCMV) criteria. Then the eigenvalue decomposition of the covariance matrix is ​​performed to obtain the diagonal matrix composed of the interference subspace, the noise subspace and the corresponding eigenvalues. Finally, the correction index is introduced to exponentially correct the small eigenvalues ​​of the noise subspace, improve the divergence of small eigenvalues ​​in the noise subspace, and improve the performance of beamforming. The theoretical analysis and simulation results show that the proposed algorithm can make the multi-carrier FDA form a dot-shape beam at limited snapshots, reduce the sidelobe level, improve the robustness of beamforming, and have better performance.

Keywords: adaptive beamforming, correction index, limited snapshot, multi-carrier frequency diverse array, robust

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Authors: Hazem M. Al-Mofleh, John E. Daniels, Joseph W. McKean

Abstract:

In this paper numerous robust fitting procedures are considered in estimating spatial variograms. In spatial statistics, the conventional variogram fitting procedure (non-linear weighted least squares) suffers from the same outlier problem that has plagued this method from its inception. Even a 3-parameter model, like the variogram, can be adversely affected by a single outlier. This paper uses the Hogg-Type adaptive procedures to select an optimal score function for a rank-based estimator for these non-linear models. Numeric examples and simulation studies will demonstrate the robustness, utility, efficiency, and validity of these estimates.

Keywords: asymptotic relative efficiency, non-linear rank-based, rank estimates, variogram

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