Search results for: robust estimator
798 Unit Root Tests Based On the Robust Estimator
Authors: Wararit Panichkitkosolkul
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The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.
Keywords: Autoregressive, Ordinary least squares, Type I error, Power of the test, Monte Carlo simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1787797 Alternative Robust Estimators for the Shape Parameters of the Burr XII Distribution
Authors: F. Z. Doğru, O. Arslan
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In general, classical methods such as maximum likelihood (ML) and least squares (LS) estimation methods are used to estimate the shape parameters of the Burr XII distribution. However, these estimators are very sensitive to the outliers. To overcome this problem we propose alternative robust estimators based on the M-estimation method for the shape parameters of the Burr XII distribution. We provide a small simulation study and a real data example to illustrate the performance of the proposed estimators over the ML and the LS estimators. The simulation results show that the proposed robust estimators generally outperform the classical estimators in terms of bias and root mean square errors when there are outliers in data.
Keywords: Burr XII distribution, robust estimator, M-estimator, maximum likelihood, least squares.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2657796 Practical Techniques of Improving State Estimator Solution
Authors: Kiamran Radjabli
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State Estimator became an intrinsic part of Energy Management Systems (EMS). The SCADA measurements received from the field are processed by the State Estimator in order to accurately determine the actual operating state of the power systems and provide that information to other real-time network applications. All EMS vendors offer a State Estimator functionality in their baseline products. However, setting up and ensuring that State Estimator consistently produces a reliable solution often consumes a substantial engineering effort. This paper provides generic recommendations and describes a simple practical approach to efficient tuning of State Estimator, based on the working experience with major EMS software platforms and consulting projects in many electrical utilities of the USA.
Keywords: Convergence, monitoring, performance, state estimator, troubleshooting, tuning, power systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 870795 Estimation of R= P [Y < X] for Two-parameter Burr Type XII Distribution
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In this article, we consider the estimation of P[Y < X], when strength, X and stress, Y are two independent variables of Burr Type XII distribution. The MLE of the R based on one simple iterative procedure is obtained. Assuming that the common parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator and Bayes estimator of P[Y < X] are discussed. The exact confidence interval of the R is also obtained. Monte Carlo simulations are performed to compare the different proposed methods.
Keywords: Stress-Strength model, Maximum likelihood estimator, Bayes estimator, Burr type XII distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2293794 State of Charge Estimator Based On High-Gain Observer for Lithium-Ion Batteries
Authors: Jaeho Han, Moonjung Kim, Won-Ho Kim, Chang-Ho Hyun
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This paper introduces a high-gain observer based state of charge(SOC) estimator for lithium-Ion batteries. The proposed SOC estimator has a high-gain observer(HGO) structure. The HGO scheme enhances the transient response speed and diminishes the effect of uncertainties. Furthermore, it guarantees that the output feedback controller recovers the performance of the state feedback controller when the observer gain is sufficiently high. In order to show the effectiveness of the proposed method, the linear RC battery model in ADVISOR is used. The performance of the proposed method is compared with that of the conventional linear observer(CLO) and some simulation result is given.
Keywords: SOC, high-gain, observer, uncertainties, robust
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1551793 Variogram Fitting Based on the Wilcoxon Norm
Authors: Hazem Al-Mofleh, John Daniels, Joseph McKean
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Within geostatistics research, effective estimation of the variogram points has been examined, particularly in developing robust alternatives. The parametric fit of these variogram points which eventually defines the kriging weights, however, has not received the same attention from a robust perspective. This paper proposes the use of the non-linear Wilcoxon norm over weighted non-linear least squares as a robust variogram fitting alternative. First, we introduce the concept of variogram estimation and fitting. Then, as an alternative to non-linear weighted least squares, we discuss the non-linear Wilcoxon estimator. Next, the robustness properties of the non-linear Wilcoxon are demonstrated using a contaminated spatial data set. Finally, under simulated conditions, increasing levels of contaminated spatial processes have their variograms points estimated and fit. In the fitting of these variogram points, both non-linear Weighted Least Squares and non-linear Wilcoxon fits are examined for efficiency. At all levels of contamination (including 0%), using a robust estimation and robust fitting procedure, the non-weighted Wilcoxon outperforms weighted Least Squares.Keywords: Non-Linear Wilcoxon, robust estimation, Variogram estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 967792 Robust Coherent Noise Suppression by Point Estimation of the Cauchy Location Parameter
Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.
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This paper introduces a new point estimation algorithm, with particular focus on coherent noise suppression, given several measurements of the device under test where it is assumed that 1) the noise is first-order stationery and 2) the device under test is linear and time-invariant. The algorithm exploits the robustness of the Pitman estimator of the Cauchy location parameter through the initial scaling of the test signal by a centred Gaussian variable of predetermined variance. It is illustrated through mathematical derivations and simulation results that the proposed algorithm is more accurate and consistently robust to outliers for different tailed density functions than the conventional methods of sample mean (coherent averaging technique) and sample median search.
Keywords: Central limit theorem, Fisher-Cramer Rao, gamma function, Pitman estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1921791 Second Order Admissibilities in Multi-parameter Logistic Regression Model
Authors: Chie Obayashi, Hidekazu Tanaka, Yoshiji Takagi
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In multi-parameter family of distributions, conditions for a modified maximum likelihood estimator to be second order admissible are given. Applying these results to the multi-parameter logistic regression model, it is shown that the maximum likelihood estimator is always second order inadmissible. Also, conditions for the Berkson estimator to be second order admissible are given.Keywords: Berkson estimator, modified maximum likelihood estimator, Multi-parameter logistic regression model, second order admissibility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1613790 Robust Sensorless Speed Control of Induction Motor with DTFC and Fuzzy Speed Regulator
Authors: Jagadish H. Pujar, S. F. Kodad
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Recent developments in Soft computing techniques, power electronic switches and low-cost computational hardware have made it possible to design and implement sophisticated control strategies for sensorless speed control of AC motor drives. Such an attempt has been made in this work, for Sensorless Speed Control of Induction Motor (IM) by means of Direct Torque Fuzzy Control (DTFC), PI-type fuzzy speed regulator and MRAS speed estimator strategy, which is absolutely nonlinear in its nature. Direct torque control is known to produce quick and robust response in AC drive system. However, during steady state, torque, flux and current ripple occurs. So, the performance of conventional DTC with PI speed regulator can be improved by implementing fuzzy logic techniques. Certain important issues in design including the space vector modulated (SVM) 3-Ф voltage source inverter, DTFC design, generation of reference torque using PI-type fuzzy speed regulator and sensor less speed estimator have been resolved. The proposed scheme is validated through extensive numerical simulations on MATLAB. The simulated results indicate the sensor less speed control of IM with DTFC and PI-type fuzzy speed regulator provides satisfactory high dynamic and static performance compare to conventional DTC with PI speed regulator.Keywords: Sensor-less Speed Estimator, Fuzzy Logic Control(FLC), SVM, DTC, DTFC, IM, fuzzy speed regulator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2495789 Design of Angular Estimator of Inertial Sensor Using the Least Square Method
Authors: Ji Hoon Kim, Hyung Gi Min, Jae Dong Cho, Jae Hoon Jang, Sung-Ha Kwon, Eun Tae Jeung
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Since MEMS gyro sensors measure not angle of rotation but angular rate, an estimator is designed to estimate the angles in many applications. Gyro and accelerometer are used to improve estimating accuracy of the angle. This paper presents a method of finding filter coefficients of the well-known estimator which is to get rotation angles from gyro and accelerometer data. In order to verify the performance of our method, the estimated angle is compared with the encoder output in a rotary pendulum system.
Keywords: gyro, accelerometer, estimator, least square.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1816788 Inverse Dynamic Active Ground Motion Acceleration Inputs Estimation of the Retaining Structure
Authors: Ming-Hui Lee, Iau-Teh Wang
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The innovative fuzzy estimator is used to estimate the ground motion acceleration of the retaining structure in this study. The Kalman filter without the input term and the fuzzy weighting 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 fuzzy weighting recursive least square estimator to estimate the acceleration input over time. The excellent performance of this estimator is demonstrated by comparing it with the use of difference weighting function, the distinct levels of the measurement noise covariance and the initial process noise covariance. The availability and the precision of the proposed method proposed in this study can be verified by comparing the actual value and the one obtained by numerical simulation.Keywords: Earthquake, Fuzzy Estimator, Kalman Filter, Recursive Least Square Estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1545787 Intelligent Fuzzy Input Estimator for the Input Force on the Rigid Bar Structure System
Authors: Ming-Hui Lee, Tsung-Chien Chen, Yuh-Shiou Tai
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The intelligent fuzzy input estimator is used to estimate the input force of the rigid bar structural system in this study. The fuzzy Kalman filter without the input term and the fuzzy weighting recursive least square estimator are two main portions of this method. The practicability and accuracy of the proposed method were verified with numerical simulations from which the input forces of a rigid bar structural system were estimated from the output responses. In order to examine the accuracy of the proposed method, a rigid bar structural system is subjected to periodic sinusoidal dynamic loading. The excellent performance of this estimator is demonstrated by comparing it with the use of difference weighting function and improper the initial process noise covariance. The estimated results have a good agreement with the true values in all cases tested.Keywords: Fuzzy Input Estimator, Kalman Filter, RecursiveLeast Square Estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1394786 A Novel Multiresolution based Optimization Scheme for Robust Affine Parameter Estimation
Authors: J.Dinesh Peter
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This paper describes a new method for affine parameter estimation between image sequences. Usually, the parameter estimation techniques can be done by least squares in a quadratic way. However, this technique can be sensitive to the presence of outliers. Therefore, parameter estimation techniques for various image processing applications are robust enough to withstand the influence of outliers. Progressively, some robust estimation functions demanding non-quadratic and perhaps non-convex potentials adopted from statistics literature have been used for solving these. Addressing the optimization of the error function in a factual framework for finding a global optimal solution, the minimization can begin with the convex estimator at the coarser level and gradually introduce nonconvexity i.e., from soft to hard redescending non-convex estimators when the iteration reaches finer level of multiresolution pyramid. Comparison has been made to find the performance of the results of proposed method with the results found individually using two different estimators.Keywords: Image Processing, Affine parameter estimation, Outliers, Robust Statistics, Robust M-estimators
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1453785 Robust Variogram Fitting Using Non-Linear Rank-Based Estimators
Authors: Hazem M. Al-Mofleh, John E. Daniels, Joseph W. McKean
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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, robust, rank estimates, variogram.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1584784 On Estimating the Headcount Index by Using the Logistic Regression Estimator
Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda
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The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.
Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2093783 Adaptive Motion Estimator Based on Variable Block Size Scheme
Authors: S. Dhahri, A. Zitouni, H. Chaouch, R. Tourki
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This paper presents an adaptive motion estimator that can be dynamically reconfigured by the best algorithm depending on the variation of the video nature during the lifetime of an application under running. The 4 Step Search (4SS) and the Gradient Search (GS) algorithms are integrated in the estimator in order to be used in the case of rapid and slow video sequences respectively. The Full Search Block Matching (FSBM) algorithm has been also integrated in order to be used in the case of the video sequences which are not real time oriented. In order to efficiently reduce the computational cost while achieving better visual quality with low cost power, the proposed motion estimator is based on a Variable Block Size (VBS) scheme that uses only the 16x16, 16x8, 8x16 and 8x8 modes. Experimental results show that the adaptive motion estimator allows better results in term of Peak Signal to Noise Ratio (PSNR), computational cost, FPGA occupied area, and dissipated power relatively to the most popular variable block size schemes presented in the literature.Keywords: H264, Configurable Motion Estimator, VariableBlock Size, PSNR, Dissipated power.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1654782 A Novel FFT-Based Frequency Offset Estimator for OFDM Systems
Authors: Mahdi Masoumi, Mehrdad Ardebilipoor, Seyed Aidin Bassam
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This paper proposes a novel frequency offset (FO) estimator for orthogonal frequency division multiplexing. Simplicity is most significant feature of this algorithm and can be repeated to achieve acceptable accuracy. Also fractional and integer part of FO is estimated jointly with use of the same algorithm. To do so, instead of using conventional algorithms that usually use correlation function, we use DFT of received signal. Therefore, complexity will be reduced and we can do synchronization procedure by the same hardware that is used to demodulate OFDM symbol. Finally, computer simulation shows that the accuracy of this method is better than other conventional methods.
Keywords: DFT, Estimator, Frequency Offset, IEEE802.11a, OFDM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1496781 Inference of Stress-Strength Model for a Lomax Distribution
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In this paper, the estimation of the stress-strength parameter R = P(Y < X), when X and Y are independent and both are Lomax distributions with the common scale parameters but different shape parameters is studied. The maximum likelihood estimator of R is derived. Assuming that the common scale parameter is known, the bayes estimator and exact confidence interval of R are discussed. Simulation study to investigate performance of the different proposed methods has been carried out.Keywords: Stress-Strength model; maximum likelihoodestimator; Bayes estimator; Lomax distribution
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1791780 Discrete Estimation of Spectral Density for Alpha Stable Signals Observed with an Additive Error
Authors: R. Sabre, W. Horrigue, J. C. Simon
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This paper is interested in two difficulties encountered in practice when observing a continuous time process. The first is that we cannot observe a process over a time interval; we only take discrete observations. The second is the process frequently observed with a constant additive error. It is important to give an estimator of the spectral density of such a process taking into account the additive observation error and the choice of the discrete observation times. In this work, we propose an estimator based on the spectral smoothing of the periodogram by the polynomial Jackson kernel reducing the additive error. In order to solve the aliasing phenomenon, this estimator is constructed from observations taken at well-chosen times so as to reduce the estimator to the field where the spectral density is not zero. We show that the proposed estimator is asymptotically unbiased and consistent. Thus we obtain an estimate solving the two difficulties concerning the choice of the instants of observations of a continuous time process and the observations affected by a constant error.
Keywords: Spectral density, stable processes, aliasing, periodogram.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 662779 Linear Quadratic Gaussian/Loop Transfer Recover Control Flight Control on a Nonlinear Model
Authors: T. Sanches, K. Bousson
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As part of the development of a 4D autopilot system for unmanned aerial vehicles (UAVs), i.e. a time-dependent robust trajectory generation and control algorithm, this work addresses the problem of optimal path control based on the flight sensors data output that may be unreliable due to noise on data acquisition and/or transmission under certain circumstances. Although several filtering methods, such as the Kalman-Bucy filter or the Linear Quadratic Gaussian/Loop Transfer Recover Control (LQG/LTR), are available, the utter complexity of the control system, together with the robustness and reliability required of such a system on a UAV for airworthiness certifiable autonomous flight, required the development of a proper robust filter for a nonlinear system, as a way of further mitigate errors propagation to the control system and improve its ,performance. As such, a nonlinear algorithm based upon the LQG/LTR, is validated through computational simulation testing, is proposed on this paper.
Keywords: Autonomous flight, LQG/LTR, nonlinear state estimator, robust flight control and stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 694778 A New Method to Estimate the Low Income Proportion: Monte Carlo Simulations
Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz
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Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1939777 A New Version of Unscented Kalman Filter
Authors: S. A. Banani, M. A. Masnadi-Shirazi
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This paper presents a new algorithm which yields a nonlinear state estimator called iterated unscented Kalman filter. This state estimator makes use of both statistical and analytical linearization techniques in different parts of the filtering process. It outperforms the other three nonlinear state estimators: unscented Kalman filter (UKF), extended Kalman filter (EKF) and iterated extended Kalman filter (IEKF) when there is severe nonlinearity in system equation and less nonlinearity in measurement equation. The algorithm performance has been verified by illustrating some simulation results.
Keywords: Extended Kalman Filter, Iterated EKF, Nonlinearstate estimator, Unscented Kalman Filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2885776 Are Asia-Pacific Stock Markets Predictable? Evidence from Wavelet-based Fractional Integration Estimator
Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj
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This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1731775 Synthesis of the Robust Regulators on the Basis of the Criterion of the Maximum Stability Degree
Authors: S. A. Gayvoronsky, T. A. Ezangina
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The robust control system objects with interval- undermined parameters is considers in this paper. Initial information about the system is its characteristic polynomial with interval coefficients. On the basis of coefficient estimations of quality indices and criterion of the maximum stability degree, the methods of synthesis of a robust regulator parametric is developed. The example of the robust stabilization system synthesis of the rope tension is given in this article.
Keywords: An interval polynomial, controller synthesis, analysis of quality factors, maximum degree of stability, robust degree of stability, robust oscillation, system accuracy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1592774 Friction Estimation and Compensation for Steering Angle Control for Highly Automated Driving
Authors: Marcus Walter, Norbert Nitzsche, Dirk Odenthal, Steffen M¨uller
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This contribution presents a friction estimator for industrial purposes which identifies Coulomb friction in a steering system. The estimator only needs a few, usually known, steering system parameters. Friction occurs on almost every mechanical system and has a negative influence on high-precision position control. This is demonstrated on a steering angle controller for highly automated driving. In this steering system the friction induces limit cycles which cause oscillating vehicle movement when the vehicle follows a given reference trajectory. When compensating the friction with the introduced estimator, limit cycles can be suppressed. This is demonstrated by measurements in a series vehicle.Keywords: Friction estimation, friction compensation, steering system, lateral vehicle guidance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3052773 Speech Enhancement by Marginal Statistical Characterization in the Log Gabor Wavelet Domain
Authors: Suman Senapati, Goutam Saha
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This work presents a fusion of Log Gabor Wavelet (LGW) and Maximum a Posteriori (MAP) estimator as a speech enhancement tool for acoustical background noise reduction. The probability density function (pdf) of the speech spectral amplitude is approximated by a Generalized Laplacian Distribution (GLD). Compared to earlier estimators the proposed method estimates the underlying statistical model more accurately by appropriately choosing the model parameters of GLD. Experimental results show that the proposed estimator yields a higher improvement in Segmental Signal-to-Noise Ratio (S-SNR) and lower Log-Spectral Distortion (LSD) in two different noisy environments compared to other estimators.Keywords: Speech Enhancement, Generalized Laplacian Distribution, Log Gabor Wavelet, Bayesian MAP Marginal Estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1628772 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods
Authors: Autcha Araveeporn
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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.
Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1433771 Robust Adaptive ELS-QR Algorithm for Linear Discrete Time Stochastic Systems Identification
Authors: Ginalber L. O. Serra
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This work proposes a recursive weighted ELS algorithm for system identification by applying numerically robust orthogonal Householder transformations. The properties of the proposed algorithm show it obtains acceptable results in a noisy environment: fast convergence and asymptotically unbiased estimates. Comparative analysis with others robust methods well known from literature are also presented.Keywords: Stochastic Systems, Robust Identification, Parameter Estimation, Systems Identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1490770 Novel SNC-NN-MRAS Based Speed Estimator for Sensor-Less Vector Controlled IM Drives
Authors: A.Venkadesan, S.Himavathi, A.Muthuramalingam
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Rotor Flux based Model Reference Adaptive System (RF-MRAS) is the most popularly used conventional speed estimation scheme for sensor-less IM drives. In this scheme, the voltage model equations are used for the reference model. This encounters major drawbacks at low frequencies/speed which leads to the poor performance of RF-MRAS. Replacing the reference model using Neural Network (NN) based flux estimator provides an alternate solution and addresses such drawbacks. This paper identifies an NN based flux estimator using Single Neuron Cascaded (SNC) Architecture. The proposed SNC-NN model replaces the conventional voltage model in RF-MRAS to form a novel MRAS scheme named as SNC-NN-MRAS. Through simulation the proposed SNC-NN-MRAS is shown to be promising in terms of all major issues and robustness to parameter variation. The suitability of the proposed SNC-NN-MRAS based speed estimator and its advantages over RF-MRAS for sensor-less induction motor drives is comprehensively presented through extensive simulations.Keywords: Sensor-less operation, vector-controlled IM drives, SNC-NN-MRAS, single neuron cascaded architecture, RF-MRAS, artificial neural network
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1874769 Advanced Robust PDC Fuzzy Control of Nonlinear Systems
Authors: M. Polanský
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This paper introduces a new method called ARPDC (Advanced Robust Parallel Distributed Compensation) for automatic control of nonlinear systems. This method improves a quality of robust control by interpolating of robust and optimal controller. The weight of each controller is determined by an original criteria function for model validity and disturbance appreciation. ARPDC method is based on nonlinear Takagi-Sugeno (T-S) fuzzy systems and Parallel Distributed Compensation (PDC) control scheme. The relaxed stability conditions of ARPDC control of nominal system have been derived. The advantages of presented method are demonstrated on the inverse pendulum benchmark problem. From comparison between three different controllers (robust, optimal and ARPDC) follows, that ARPDC control is almost optimal with the robustness close to the robust controller. The results indicate that ARPDC algorithm can be a good alternative not only for a robust control, but in some cases also to an adaptive control of nonlinear systems.
Keywords: Robust control, optimal control, Takagi–Sugeno (TS) fuzzy models, linear matrix inequality (LMI), observer, Advanced Robust Parallel Distributed Compensation (ARPDC).
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