Search results for: variance estimation.
1311 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 14541310 Online Battery Equivalent Circuit Model Estimation on Continuous-Time Domain Using Linear Integral Filter Method
Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage
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Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13441309 Newton-Raphson State Estimation Solution Employing Systematically Constructed Jacobian Matrix
Authors: Nursyarizal Mohd Nor, Ramiah Jegatheesan, Perumal Nallagownden
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Newton-Raphson State Estimation method using bus admittance matrix remains as an efficient and most popular method to estimate the state variables. Elements of Jacobian matrix are computed from standard expressions which lack physical significance. In this paper, elements of the state estimation Jacobian matrix are obtained considering the power flow measurements in the network elements. These elements are processed one-by-one and the Jacobian matrix H is updated suitably in a simple manner. The constructed Jacobian matrix H is integrated with Weight Least Square method to estimate the state variables. The suggested procedure is successfully tested on IEEE standard systems.Keywords: State Estimation (SE), Weight Least Square (WLS), Newton-Raphson State Estimation (NRSE), Jacobian matrix H.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24651308 Monte Carlo Estimation of Heteroscedasticity and Periodicity Effects in a Panel Data Regression Model
Authors: Nureni O. Adeboye, Dawud A. Agunbiade
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This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.
Keywords: Audit fee, heteroscedasticity, Lagrange multiplier test, periodicity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7381307 A Mean–Variance–Skewness Portfolio Optimization Model
Authors: Kostas Metaxiotis
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Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.
Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14171306 The Sequential Estimation of the Seismoacoustic Source Energy in C-OTDR Monitoring Systems
Authors: Andrey V. Timofeev, Dmitry V. Egorov
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The practical efficient approach is suggested for estimation of the seismoacoustic sources energy in C-OTDR monitoring systems. This approach is represents the sequential plan for confidence estimation both the seismoacoustic sources energy, as well the absorption coefficient of the soil. The sequential plan delivers the non-asymptotic guaranteed accuracy of obtained estimates in the form of non-asymptotic confidence regions with prescribed sizes. These confidence regions are valid for a finite sample size when the distributions of the observations are unknown. Thus, suggested estimates are non-asymptotic and nonparametric, and also these estimates guarantee the prescribed estimation accuracy in form of prior prescribed size of confidence regions, and prescribed confidence coefficient value.
Keywords: C-OTDR-system, guaranteed estimates, nonparametric estimation, sequential confidence estimation, multichannel monitoring systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20991305 Online Estimation of Clutch Drag Torque in Wet Dual Clutch Transmission Based on Recursive Least Squares
Authors: Hongkui Li, Tongli Lu , Jianwu Zhang
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This paper focuses on developing an estimation method of clutch drag torque in wet DCT. The modelling of clutch drag torque is investigated. As the main factor affecting the clutch drag torque, dynamic viscosity of oil is discussed. The paper proposes an estimation method of clutch drag torque based on recursive least squares by utilizing the dynamic equations of gear shifting synchronization process. The results demonstrate that the estimation method has good accuracy and efficiency.
Keywords: Clutch drag torque, wet DCT, dynamic viscosity, recursive least squares.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12461304 A Novel Estimation Method for Integer Frequency Offset in Wireless OFDM Systems
Authors: Taeung Yoon, Youngpo Lee, Chonghan Song, Na Young Ha, Seokho Yoon
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Ren et al. presented an efficient carrier frequency offset (CFO) estimation method for orthogonal frequency division multiplexing (OFDM), which has an estimation range as large as the bandwidth of the OFDM signal and achieves high accuracy without any constraint on the structure of the training sequence. However, its detection probability of the integer frequency offset (IFO) rapidly varies according to the fractional frequency offset (FFO) change. In this paper, we first analyze the Ren-s method and define two criteria suitable for detection of IFO. Then, we propose a novel method for the IFO estimation based on the maximum-likelihood (ML) principle and the detection criteria defined in this paper. The simulation results demonstrate that the proposed method outperforms the Ren-s method in terms of the IFO detection probability irrespective of a value of the FFO.Keywords: Orthogonal frequency division multiplexing, integer frequency offset, estimation, training symbol
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24521303 Blind Channel Estimation Based on URV Decomposition Technique for Uplink of MC-CDMA
Authors: Pradya Pornnimitkul, Suwich Kunaruttanapruk, Bamrung Tau Sieskul, Somchai Jitapunkul
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In this paper, we investigate a blind channel estimation method for Multi-carrier CDMA systems that use a subspace decomposition technique. This technique exploits the orthogonality property between the noise subspace and the received user codes to obtain channel of each user. In the past we used Singular Value Decomposition (SVD) technique but SVD have most computational complexity so in this paper use a new algorithm called URV Decomposition, which serve as an intermediary between the QR decomposition and SVD, replaced in SVD technique to track the noise space of the received data. Because of the URV decomposition has almost the same estimation performance as the SVD, but has less computational complexity.
Keywords: Channel estimation, MC-CDMA, SVD, URV.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17801302 Traffic Density Estimation for Multiple Segment Freeways
Authors: Karandeep Singh, Baibing Li
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Traffic density, an indicator of traffic conditions, is one of the most critical characteristics to Intelligent Transport Systems (ITS). This paper investigates recursive traffic density estimation using the information provided from inductive loop detectors. On the basis of the phenomenological relationship between speed and density, the existing studies incorporate a state space model and update the density estimate using vehicular speed observations via the extended Kalman filter, where an approximation is made because of the linearization of the nonlinear observation equation. In practice, this may lead to substantial estimation errors. This paper incorporates a suitable transformation to deal with the nonlinear observation equation so that the approximation is avoided when using Kalman filter to estimate the traffic density. A numerical study is conducted. It is shown that the developed method outperforms the existing methods for traffic density estimation.Keywords: Density estimation, Kalman filter, speed-densityrelationship, Traffic surveillance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18371301 State Estimation Method Based on Unscented Kalman Filter for Vehicle Nonlinear Dynamics
Authors: Wataru Nakamura, Tomoaki Hashimoto, Liang-Kuang Chen
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This paper provides a state estimation method for automatic control systems of nonlinear vehicle dynamics. A nonlinear tire model is employed to represent the realistic behavior of a vehicle. In general, all the state variables of control systems are not precisedly known, because those variables are observed through output sensors and limited parts of them might be only measurable. Hence, automatic control systems must incorporate some type of state estimation. It is needed to establish a state estimation method for nonlinear vehicle dynamics with restricted measurable state variables. For this purpose, unscented Kalman filter method is applied in this study for estimating the state variables of nonlinear vehicle dynamics. The objective of this paper is to propose a state estimation method using unscented Kalman filter for nonlinear vehicle dynamics. The effectiveness of the proposed method is verified by numerical simulations.Keywords: State estimation, control systems, observer systems, unscented Kalman filter, nonlinear vehicle dynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6131300 Electric Load Forecasting Using Genetic Based Algorithm, Optimal Filter Estimator and Least Error Squares Technique: Comparative Study
Authors: Khaled M. EL-Naggar, Khaled A. AL-Rumaih
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This paper presents performance comparison of three estimation techniques used for peak load forecasting in power systems. The three optimum estimation techniques are, genetic algorithms (GA), least error squares (LS) and, least absolute value filtering (LAVF). The problem is formulated as an estimation problem. Different forecasting models are considered. Actual recorded data is used to perform the study. The performance of the above three optimal estimation techniques is examined. Advantages of each algorithms are reported and discussed.
Keywords: Forecasting, Least error squares, Least absolute Value, Genetic algorithms
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27231299 Exponentially Weighted Simultaneous Estimation of Several Quantiles
Authors: Valeriy Naumov, Olli Martikainen
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In this paper we propose new method for simultaneous generating multiple quantiles corresponding to given probability levels from data streams and massive data sets. This method provides a basis for development of single-pass low-storage quantile estimation algorithms, which differ in complexity, storage requirement and accuracy. We demonstrate that such algorithms may perform well even for heavy-tailed data.Keywords: Quantile estimation, data stream, heavy-taileddistribution, tail index.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15331298 Comparative Approach of Measuring Price Risk on Romanian and International Wheat Market
Authors: Larisa N. Pop, Irina M. Ban
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This paper aims to present the main instruments used in the economic literature for measuring the price risk, pointing out on the advantages brought by the conditional variance in this respect. The theoretical approach will be exemplified by elaborating an EGARCH model for the price returns of wheat, both on Romanian and on international market. To our knowledge, no previous empirical research, either on price risk measurement for the Romanian markets or studies that use the ARIMA-EGARCH methodology, have been conducted. After estimating the corresponding models, the paper will compare the estimated conditional variance on the two markets.Keywords: conditional variance, GARCH models, price risk, volatility
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14491297 AC Signals Estimation from Irregular Samples
Authors: Predrag B. Petrović
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The paper deals with the estimation of amplitude and phase of an analogue multi-harmonic band-limited signal from irregularly spaced sampling values. To this end, assuming the signal fundamental frequency is known in advance (i.e., estimated at an independent stage), a complexity-reduced algorithm for signal reconstruction in time domain is proposed. The reduction in complexity is achieved owing to completely new analytical and summarized expressions that enable a quick estimation at a low numerical error. The proposed algorithm for the calculation of the unknown parameters requires O((2M+1)2) flops, while the straightforward solution of the obtained equations takes O((2M+1)3) flops (M is the number of the harmonic components). It is applied in signal reconstruction, spectral estimation, system identification, as well as in other important signal processing problems. The proposed method of processing can be used for precise RMS measurements (for power and energy) of a periodic signal based on the presented signal reconstruction. The paper investigates the errors related to the signal parameter estimation, and there is a computer simulation that demonstrates the accuracy of these algorithms.
Keywords: Band-limited signals, Fourier coefficient estimation, analytical solutions, signal reconstruction, time.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17491296 Sliding-Mode Control of a Permanent-Magnet Synchronous Motor with Uncertainty Estimation
Authors: Markus Reichhartinger, Martin Horn
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In this paper, the application of sliding-mode control to a permanent-magnet synchronous motor (PMSM) is presented. The control design is based on a generic mathematical model of the motor. Some dynamics of the motor and of the power amplification stage remain unmodelled. This model uncertainty is estimated in realtime. The estimation is based on the differentiation of measured signals using the ideas of robust exact differentiator (RED). The control law is implemented on an industrial servo drive. Simulations and experimental results are presented and compared to the same control strategy without uncertainty estimation. It turns out that the proposed concept is superior to the same control strategy without uncertainty estimation especially in the case of non-smooth reference signals.
Keywords: sliding-mode control, Permanent-magnet synchronous motor, uncertainty estimation, robust exact differentiator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23391295 A Modified Genetic Based Technique for Solving the Power System State Estimation Problem
Authors: A. A. Hossam-Eldin, E. N. Abdallah, M. S. El-Nozahy
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Power system state estimation is the process of calculating a reliable estimate of the power system state vector composed of bus voltages' angles and magnitudes from telemetered measurements on the system. This estimate of the state vector provides the description of the system necessary for the operation and security monitoring. Many methods are described in the literature for solving the state estimation problem, the most important of which are the classical weighted least squares method and the nondeterministic genetic based method; however both showed drawbacks. In this paper a modified version of the genetic algorithm power system state estimation is introduced, Sensitivity of the proposed algorithm to genetic operators is discussed, the algorithm is applied to case studies and finally it is compared with the classical weighted least squares method formulation.Keywords: Genetic algorithms, ill-conditioning, state estimation, weighted least squares.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17131294 Motion Area Estimated Motion Estimation with Triplet Search Patterns for H.264/AVC
Authors: T. Song, T. Shimamoto
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In this paper a fast motion estimation method for H.264/AVC named Triplet Search Motion Estimation (TS-ME) is proposed. Similar to some of the traditional fast motion estimation methods and their improved proposals which restrict the search points only to some selected candidates to decrease the computation complexity, proposed algorithm separate the motion search process to several steps but with some new features. First, proposed algorithm try to search the real motion area using proposed triplet patterns instead of some selected search points to avoid dropping into the local minimum. Then, in the localized motion area a novel 3-step motion search algorithm is performed. Proposed search patterns are categorized into three rings on the basis of the distance from the search center. These three rings are adaptively selected by referencing the surrounding motion vectors to early terminate the motion search process. On the other hand, computation reduction for sub pixel motion search is also discussed considering the appearance probability of the sub pixel motion vector. From the simulation results, motion estimation speed improved by a factor of up to 38 when using proposed algorithm than that of the reference software of H.264/AVC with ignorable picture quality loss.Keywords: Motion estimation, VLSI, image processing, search patterns
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13321293 Optimization Modeling of the Hybrid Antenna Array for the DoA Estimation
Authors: Somayeh Komeylian
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The direction of arrival (DoA) estimation is the crucial aspect of the radar technologies for detecting and dividing several signal sources. In this scenario, the antenna array output modeling involves numerous parameters including noise samples, signal waveform, signal directions, signal number, and signal to noise ratio (SNR), and thereby the methods of the DoA estimation rely heavily on the generalization characteristic for establishing a large number of the training data sets. Hence, we have analogously represented the two different optimization models of the DoA estimation; (1) the implementation of the decision directed acyclic graph (DDAG) for the multiclass least-squares support vector machine (LS-SVM), and (2) the optimization method of the deep neural network (DNN) radial basis function (RBF). We have rigorously verified that the LS-SVM DDAG algorithm is capable of accurately classifying DoAs for the three classes. However, the accuracy and robustness of the DoA estimation are still highly sensitive to technological imperfections of the antenna arrays such as non-ideal array design and manufacture, array implementation, mutual coupling effect, and background radiation and thereby the method may fail in representing high precision for the DoA estimation. Therefore, this work has a further contribution on developing the DNN-RBF model for the DoA estimation for overcoming the limitations of the non-parametric and data-driven methods in terms of array imperfection and generalization. The numerical results of implementing the DNN-RBF model have confirmed the better performance of the DoA estimation compared with the LS-SVM algorithm. Consequently, we have analogously evaluated the performance of utilizing the two aforementioned optimization methods for the DoA estimation using the concept of the mean squared error (MSE).
Keywords: DoA estimation, adaptive antenna array, Deep Neural Network, LS-SVM optimization model, radial basis function, MSE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5391292 Hardware Implementation of Local Binary Pattern Based Two-Bit Transform Motion Estimation
Authors: Seda Yavuz, Anıl Çelebi, Aysun Taşyapı Çelebi, Oğuzhan Urhan
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Nowadays, demand for using real-time video transmission capable devices is ever-increasing. So, high resolution videos have made efficient video compression techniques an essential component for capturing and transmitting video data. Motion estimation has a critical role in encoding raw video. Hence, various motion estimation methods are introduced to efficiently compress the video. Low bit‑depth representation based motion estimation methods facilitate computation of matching criteria and thus, provide small hardware footprint. In this paper, a hardware implementation of a two-bit transformation based low-complexity motion estimation method using local binary pattern approach is proposed. Image frames are represented in two-bit depth instead of full-depth by making use of the local binary pattern as a binarization approach and the binarization part of the hardware architecture is explained in detail. Experimental results demonstrate the difference between the proposed hardware architecture and the architectures of well-known low-complexity motion estimation methods in terms of important aspects such as resource utilization, energy and power consumption.
Keywords: Binarization, hardware architecture, local binary pattern, motion estimation, two-bit transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13741291 Software Engineering Inspired Cost Estimation for Process Modelling
Authors: Felix Baumann, Aleksandar Milutinovic, Dieter Roller
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Up to this point business process management projects in general and business process modelling projects in particular could not rely on a practical and scientifically validated method to estimate cost and effort. Especially the model development phase is not covered by a cost estimation method or model. Further phases of business process modelling starting with implementation are covered by initial solutions which are discussed in the literature. This article proposes a method of filling this gap by deriving a cost estimation method from available methods in similar domains namely software development or software engineering. Software development is regarded as closely similar to process modelling as we show. After the proposition of this method different ideas for further analysis and validation of the method are proposed. We derive this method from COCOMO II and Function Point which are established methods of effort estimation in the domain of software development. For this we lay out similarities of the software development process and the process of process modelling which is a phase of the Business Process Management life-cycle.Keywords: Cost Estimation, Effort Estimation, Process Modelling, Business Process Management, COCOMO.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22941290 Adaptive Weighted Averaging Filter Using the Appropriate Number of Consecutive Frames
Authors: Mahmoud Saeidi, Ali Nazemipour
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In this paper, we propose a novel adaptive spatiotemporal filter that utilizes image sequences in order to remove noise. The consecutive frames include: current, previous and next noisy frames. The filter proposed in this paper is based upon the weighted averaging pixels intensity and noise variance in image sequences. It utilizes the Appropriate Number of Consecutive Frames (ANCF) based on the noisy pixels intensity among the frames. The number of consecutive frames is adaptively calculated for each region in image and its value may change from one region to another region depending on the pixels intensity within the region. The weights are determined by a well-defined mathematical criterion, which is adaptive to the feature of spatiotemporal pixels of the consecutive frames. It is experimentally shown that the proposed filter can preserve image structures and edges under motion while suppressing noise, and thus can be effectively used in image sequences filtering. In addition, the AWA filter using ANCF is particularly well suited for filtering sequences that contain segments with abruptly changing scene content due to, for example, rapid zooming and changes in the view of the camera.Keywords: Appropriate Number of Consecutive Frames, Adaptive Weighted Averaging, Motion Estimation, Noise Variance, Motion Compensation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18191289 Parametric Cost Estimating Relationships for Design Effort Estimation
Authors: Adil Salam, Nadia Bhuiyan, Gerard J. Gouw
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The Canadian aerospace industry faces many challenges. One of them is the difficulty in estimating costs. In particular, the design effort required in a project impacts resource requirements and lead-time, and consequently the final cost. This paper presents the findings of a case study conducted for recognized global leader in the design and manufacturing of aircraft engines. The study models parametric cost estimation relationships to estimate the design effort of integrated blade-rotor low-pressure compressor fans. Several effort drivers are selected to model the relationship. Comparative analyses of three types of models are conducted. The model with the best accuracy and significance in design estimation is retained.
Keywords: Effort estimation, design, aerospace.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25781288 State Estimation Solution with Optimal Allocation of Phasor Measurement Units Considering Zero Injection Bus Modeling
Authors: M. Ravindra, R. Srinivasa Rao, V. Shanmukha Naga Raju
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This paper presents state estimation with Phasor Measurement Unit (PMU) allocation to obtain complete observability of network. A matrix is designed with modeling of zero injection constraints to minimize PMU allocations. State estimation algorithm is developed with optimal allocation of PMUs to find accurate states of network. The incorporation of PMU into traditional state estimation process improves accuracy and computational performance for large power systems. The nonlinearity integrated with zero injection (ZI) constraints is remodeled to linear frame to optimize number of PMUs. The problem of optimal PMU allocation is regarded with modeling of ZI constraints, PMU loss or line outage, cost factor and redundant measurements. The proposed state estimation with optimal PMU allocation has been compared with traditional state estimation process to show its importance. MATLAB programming on IEEE 14, 30, 57, and 118 bus networks is implemented out by Binary Integer Programming (BIP) method and compared with other methods to show its effectiveness.
Keywords: Observability, phasor measurement units, synchrophasors, SCADA measurements, zero injection bus.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8071287 Surveillance Video Summarization Based on Histogram Differencing and Sum Conditional Variance
Authors: Nada Jasim Habeeb, Rana Saad Mohammed, Muntaha Khudair Abbass
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For more efficient and fast video summarization, this paper presents a surveillance video summarization method. The presented method works to improve video summarization technique. This method depends on temporal differencing to extract most important data from large video stream. This method uses histogram differencing and Sum Conditional Variance which is robust against to illumination variations in order to extract motion objects. The experimental results showed that the presented method gives better output compared with temporal differencing based summarization techniques.
Keywords: Temporal differencing, video summarization, histogram differencing, sum conditional variance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16941286 Robust UKF Insensitive to Measurement Faults for Pico Satellite Attitude Estimation
Authors: Halil Ersin Soken, Chingiz Hajiyev
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In the normal operation conditions of a pico satellite, conventional Unscented Kalman Filter (UKF) gives sufficiently good estimation results. However, if the measurements are not reliable because of any kind of malfunction in the estimation system, UKF gives inaccurate results and diverges by time. This study, introduces Robust Unscented Kalman Filter (RUKF) algorithms with the filter gain correction for the case of measurement malfunctions. By the use of defined variables named as measurement noise scale factor, the faulty measurements are taken into the consideration with a small weight and the estimations are corrected without affecting the characteristic of the accurate ones. Two different RUKF algorithms, one with single scale factor and one with multiple scale factors, are proposed and applied for the attitude estimation process of a pico satellite. The results of these algorithms are compared for different types of measurement faults in different estimation scenarios and recommendations about their applications are given.Keywords: attitude algorithms, Kalman filters, robustestimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16241285 Comparing Interval Estimators for Reliability in a Dependent Set-up
Authors: Alessandro Barbiero
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In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.
Keywords: Approximate estimators, asymptotic theory, confidence interval, Monte Carlo simulations, stress-strength, variance estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14741284 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models
Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar
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This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8581283 Towards an Intelligent Ontology Construction Cost Estimation System: Using BIM and New Rules of Measurement Techniques
Authors: F. H. Abanda, B. Kamsu-Foguem, J. H. M. Tah
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Construction cost estimation is one of the most important aspects of construction project design. For generations, the process of cost estimating has been manual, time-consuming and error-prone. This has partly led to most cost estimates to be unclear and riddled with inaccuracies that at times lead to over- or underestimation of construction cost. The development of standard set of measurement rules that are understandable by all those involved in a construction project, have not totally solved the challenges. Emerging Building Information Modelling (BIM) technologies can exploit standard measurement methods to automate cost estimation process and improve accuracies. This requires standard measurement methods to be structured in ontological and machine readable format; so that BIM software packages can easily read them. Most standard measurement methods are still text-based in textbooks and require manual editing into tables or Spreadsheet during cost estimation. The aim of this study is to explore the development of an ontology based on New Rules of Measurement (NRM) commonly used in the UK for cost estimation. The methodology adopted is Methontology, one of the most widely used ontology engineering methodologies. The challenges in this exploratory study are also reported and recommendations for future studies proposed.
Keywords: BIM, Construction projects, Cost estimation, NRM, Ontology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 44421282 Array Signal Processing: DOA Estimation for Missing Sensors
Authors: Lalita Gupta, R. P. Singh
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Array signal processing involves signal enumeration and source localization. Array signal processing is centered on the ability to fuse temporal and spatial information captured via sampling signals emitted from a number of sources at the sensors of an array in order to carry out a specific estimation task: source characteristics (mainly localization of the sources) and/or array characteristics (mainly array geometry) estimation. Array signal processing is a part of signal processing that uses sensors organized in patterns or arrays, to detect signals and to determine information about them. Beamforming is a general signal processing technique used to control the directionality of the reception or transmission of a signal. Using Beamforming we can direct the majority of signal energy we receive from a group of array. Multiple signal classification (MUSIC) is a highly popular eigenstructure-based estimation method of direction of arrival (DOA) with high resolution. This Paper enumerates the effect of missing sensors in DOA estimation. The accuracy of the MUSIC-based DOA estimation is degraded significantly both by the effects of the missing sensors among the receiving array elements and the unequal channel gain and phase errors of the receiver.
Keywords: Array Signal Processing, Beamforming, ULA, Direction of Arrival, MUSIC
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