• Title/Summary/Keyword: Robust Parameter Estimation

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Tracking maneuvering target using robust H$\infty$filter (견실한 H$\infty$필터를 이용한 기동표적의 추적)

  • 김준영;유경상;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.426-429
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    • 1997
  • This paper proposes a robust H$_{\infty}$ tracking filter to improve the unacceptable target tracking performance for systems with parameter uncertainties. Also, we use here the input estimation approach to account for the possibility of maneuver. Simulation results show that the robust H$_{\infty}$ tracking filter which is proposed here to solve the systems with all system parameter uncertainties, has a good tracking performance for a maneuvering target tracking problem.m.

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Robust Cross Validation Score

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.413-423
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    • 2005
  • Consider the problem of estimating the underlying regression function from a set of noisy data which is contaminated by a long tailed error distribution. There exist several robust smoothing techniques and these are turned out to be very useful to reduce the influence of outlying observations. However, no matter what kind of robust smoother we use, we should choose the smoothing parameter and relatively less attention has been made for the robust bandwidth selection method. In this paper, we adopt the idea of robust location parameter estimation technique and propose the robust cross validation score functions.

A literature review on RSM-based robust parameter design (RPD): Experimental design, estimation modeling, and optimization methods (반응표면법기반 강건파라미터설계에 대한 문헌연구: 실험설계, 추정 모형, 최적화 방법)

  • Le, Tuan-Ho;Shin, Sangmun
    • Journal of Korean Society for Quality Management
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    • v.46 no.1
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    • pp.39-74
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    • 2018
  • Purpose: For more than 30 years, robust parameter design (RPD), which attempts to minimize the process bias (i.e., deviation between the mean and the target) and its variability simultaneously, has received consistent attention from researchers in academia and industry. Based on Taguchi's philosophy, a number of RPD methodologies have been developed to improve the quality of products and processes. The primary purpose of this paper is to review and discuss existing RPD methodologies in terms of the three sequential RPD procedures of experimental design, parameter estimation, and optimization. Methods: This literature study composes three review aspects including experimental design, estimation modeling, and optimization methods. Results: To analyze the benefits and weaknesses of conventional RPD methods and investigate the requirements of future research, we first analyze a variety of experimental formats associated with input control and noise factors, output responses and replication, and estimation approaches. Secondly, existing estimation methods are categorized according to their implementation of least-squares, maximum likelihood estimation, generalized linear models, Bayesian techniques, or the response surface methodology. Thirdly, optimization models for single and multiple responses problems are analyzed within their historical and functional framework. Conclusion: This study identifies the current RPD foundations and unresolved problems, including ample discussion of further directions of study.

Robust Estimator of Location Parameter

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.153-160
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    • 2004
  • In recent years, the size of data set which we usually handle is enormous, so a lot of outliers could be included in data set. Therefore the robust procedures that automatically handle outliers become very importance issue. We consider the robust estimation problem of location parameter in the univariate case. In this paper, we propose a new method for defining robustness weights for the weighted mean based on the median distance of observations and compare its performance with several existing robust estimators by a simulation study. It turns out that the proposed method is very competitive.

A Comparison of Robust Parameter Estimations for Autoregressive Models (자기회귀모형에서의 로버스트한 모수 추정방법들에 관한 연구)

  • Kang, Hee-Jeong;Kim, Soon-Young
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.1
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    • pp.1-18
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    • 2000
  • In this paper, we study several parameter estimation methods used for autoregressive processes and compare them in view of forecasting. The least square estimation, least absolute deviation estimation, robust estimation are compared through Monte Carlo simulations.

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Design of Robust Detector with Noise Variance Estimation Censoring Input Signals over AWGN

  • Lee, Hyeon-Cheol;Halverson, Don R.
    • ETRI Journal
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    • v.29 no.1
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    • pp.110-112
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    • 2007
  • As an alternative to the classic linear detector which only assumes noise variance, a new robust detector with noise variance estimation censoring input signals over AWGN is proposed. The results demonstrate that analytic detection probability matches the simulation results for the linear detector and that the new robust detector shows better performance than the linear detector when the number of samples increases.

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Receding Horizon FIR Parameter Estimation for Stochastic Systems

  • Lee, Kwan-Ho;Han, Soo-Hee;Lee, Changhun;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.159.1-159
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    • 2001
  • A new time-domain FIR parameter estimation called the receding horizon least square estimation (RHLSE) is suggested for stochastic systems by combining the well known least square estimation with the receding horizon strategy. It can be always obtained without the requirement of any \textit{a priori} information about the horizon initial parameter. A fast algorithm for the suggested estimation is also presented which is remarkable in the view of computational advantage and simple implementation. It is shown that the proposed estimation is robust against temporary modeling uncertainties due to their FIR structure through simulation studies.

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Tracking a maneuvering target using robust $H_{\infty}$ FIR filter (견실한 $H_{\infty}$ FIR 필터를 이용한 기동표적의 추적)

  • 유경상;류희섭;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.759-762
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    • 1996
  • In previous work Kwon and Yoo [5] have shown that the FIR tracking algorithm using the input estimation technique. However, it has not solved the problem of systems with parameter uncertainties. Therefore, in this paper we propose a new robust $H_{\infty}$ FIR tracking filter to solve the target tracking problems under systems with parameter uncertainties. Also, we use here the input estimation approach to account for the possibility of maneuver. Simulation results show that the robust $H_{\infty}$ FIR tracking filter proposed here still has good tracking performance for a maneuvering target tracking problem even under all system parameter uncertainties.

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Maneuvering Target Tracking in Uncertain Parameter Systems Using RoubustH_\inftyFIR Filters (견실한$H_\infty$FIR 필터를 이용한 불확실성 기동표적의 추적)

  • Yoo, Kyung-Sang;Kim, Dae-Woo;Kwon, Oh-Kyu
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.3
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    • pp.270-277
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    • 1999
  • This paper deals with the maneuver detection and target tracking problem in uncertain parameter systems using a robust{{{{ { H}_{ } }}}} FIR filter to improve the unacceptable tracking performance due to the parametr uncertainty. The tracking filter used in the current paper is based on the robust{{{{ { H}_{ } }}}} FIR filter proposed by Kwon et al. [1,2] to estimate the state signal in uncertain systems with parameter uncertainty, and the basic scheme of the proposed method is the input estimation approach. Tracking performance of the maneuver detection and target tracking method proposed is compared with other techniques, Bogler allgorithm [4] and FIR tracking filter [2], via some simulations to examplify the good tracking performance of the proposed method over other techniques.

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Range image reconstruction based on multiresolution surface parameter estimation (다해상도 면 파라미터 추정을 이용한 거리영상 복원)

  • 장인수;박래홍
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.34S no.6
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    • pp.58-66
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    • 1997
  • This paper proposes a multiresolution surface parameter estimation method for range images. Based on robust estimation of surface parameters, it approximates a patch to a planar surface in the locally adaptive window. Selection of resolution is made pixelwise by comparing a locally computed homogeneity measure with th eglobal threshold determined by te distribution of the approximation error. The proposed multiresolution surface parameter estimation method is applied to range image reconstruction. Computer simulation results with noisy rnag eimages contaminated by additive gaussian noise and impulse noise show that the proposed multiresolution reconstruction method well preserves step and roof edges compared with the conventional methods. Also the segmentation method based on the estimated surface parameters is shown to be robust to noise.

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