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Wyświetlanie 1-48 z 48
Tytuł:
State estimate based control design using the unified algebraic approach
Autorzy:
Filasova, A.
Krokavec, D.
Powiązania:
https://bibliotekanauki.pl/articles/229891.pdf
Data publikacji:
2010
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
state feedback
linear estimation
linear matrix inequalities
constrains
Opis:
The LMI based method for the control with the state estimate, subject to the input variable constraints in the state feedback control of the linear MIMO systems, is presented in the paper. For this problem are obtained the state feedback as well as the estimator gain matrices that capture the required stability by solving the linear matrix inequalities formulated in the sense of the unified algebraic approach. The method is particularly effective when the input variable constraints and the system output are of interest.
Źródło:
Archives of Control Sciences; 2010, 20, 1; 5-18
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Neural state estimator for complex mechanical part of electrical drive: neural network size and performance of state estimation
Autorzy:
Łuczak, D.
Wójcik, A.
Powiązania:
https://bibliotekanauki.pl/articles/1193680.pdf
Data publikacji:
2018
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
two-mass drive
neural network
simulation studies
non-linear state estimation
Opis:
This paper presents the results of simulation research of an off-line-trained, feedforward neural-network-based state estimator. The investigated system is the mechanical part of an electrical drive characterised by elastic coupling with a working machine, modelled as a dual-mass system. The aim of the research was to find a set of neural network structures giving useful and repeatable results of the estimation. The mechanical resonance frequency of the system has been adopted at the level of 9.3-10.3 Hz. The selected state variables of the mechanical system are load, speed and stiffness torque of the shaft.
Źródło:
Power Electronics and Drives; 2018, 3, 38; 205-216
2451-0262
2543-4292
Pojawia się w:
Power Electronics and Drives
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Extensions of the Frisch-Waugh-Lovell Theorem
Autorzy:
Groß, Jürgen
Puntanen, Simo
Powiązania:
https://bibliotekanauki.pl/articles/729698.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
best linear unbiased estimation
Frisch-Waugh-Lovell Theorem
linear sufficiency
orthogonal projector
partitioned linear model
reduced linear model
Opis:
In this paper we introduce extensions of the so-called Frisch-Waugh-Lovell Theorem. This is done by employing the close relationship between the concept of linear sufficiency and the appropriate reduction of linear models. Some specific reduced models which demonstrate alternatives to the Frisch-Waugh-Lovell procedure are discussed.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2005, 25, 1; 39-49
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Estimating of the Conditional Density with Application to the Mode Function in Scalar-On-Function Regression Structure: Local Linear Approach with Missing at Random
Szacowanie gęstości warunkowej z wykorzystaniem modelu w strukturze regresji skalarnej na funkcji: lokalne podejście liniowe z losowym brakiem
Autorzy:
Bouabsa, Wahiba
Powiązania:
https://bibliotekanauki.pl/articles/2196129.pdf
Data publikacji:
2023
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
functional data
local linear estimation
conditional mode function
functional non-parametric statistics
dane funkcjonalne
lokalna estymacja liniowa
funkcja trybu warunkowego
funkcjonalna statystyka nieparametryczna
Opis:
The aim of this research was to study a nonparametric estimator of the density and mode function of a scalar response variable given a functional variable, when the observations are i.i.d. This proposed estimator is given by combining Missing At Random (MAR) with the local linear approach. Finally, a comparison study based on simulated data is also provided to illustrate the finite sample performances and the usefulness of the local linear approach with MAR to the presence of even a small proportion of outliers in the data.
Celem analizy było zbadanie nieparametrycznego estymatora funkcji gęstości i trybu skalarnej zmiennej odpowiedzi na zmienną funkcyjną, gdy obserwacje są i.i.d. Ten proponowany estymator jest tworzony przez połączenie metody Missing At Random (MAR) z lokalnym podejściem liniowym. Na koniec zapewniono również badanie porównawcze oparte na symulowanych danych, aby zilustrować wydajność skończonej próbki i przydatność lokalnego podejścia liniowego z MAR do obecności nawet niewielkiej części wartości odstających w danych.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2023, 27, 1; 17-32
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dynamic performance of estimator-based speed sensorless control of induction machines using extended and unscented Kalman filters
Autorzy:
Horváth, K.
Kuslits, M.
Powiązania:
https://bibliotekanauki.pl/articles/1193590.pdf
Data publikacji:
2018
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
induction machine
speed sensorless control
field-oriented control
FOC
non-linear state estimation
load torque estimation
extended Kalman filter
EKF
unscented Kalman filter
UKF
Opis:
This paper presents an estimator-based speed sensorless field-oriented control (FOC) method for induction machines, where the state estimator is based on a self-contained, non-linear model. This model characterises both the electrical and the mechanical behaviours of the machine and describes them with seven state variables. The state variables are estimated from the measured stator currents and from the known stator voltages by using an estimator algorithm. An important aspect is that one of the state variables is the load torque and, hence, it is also estimated by the estimator. Using this feature, the applied estimator-based speed sensorless control algorithm may be operated adequately besides varying load torque. In this work, two different variants of the control algorithm are developed based on the extended and the unscented Kalman filters (EKF, UKF) as state estimators. The dynamic performance of these variants is tested and compared using experiments and simulations. Results show that the variants have comparable performance in general, but the UKF-based control provides better performance if a stochastically varying load disturbance is present.
Źródło:
Power Electronics and Drives; 2018, 3, 38; 129-144
2451-0262
2543-4292
Pojawia się w:
Power Electronics and Drives
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Minimax estimation in linear models
Estymacja minimax w modelach liniowych
Autorzy:
Drygas, Hilmar
Powiązania:
https://bibliotekanauki.pl/articles/905020.pdf
Data publikacji:
1993
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
Linear models
minimax estimation
BLME
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 1993, 132
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The estimation of parameters in a one-dimensional linear model with restrictions
Autorzy:
Kala, Radosław
Kłaczyński, Krzysztof
Powiązania:
https://bibliotekanauki.pl/articles/747623.pdf
Data publikacji:
1985
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Linear regression
Estimation and detection
Opis:
Artykuł nie zawiera streszczenia
The article contains no abstract
Źródło:
Mathematica Applicanda; 1985, 12, 24
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of Two Sinusoids in a Very Short Signal
Autorzy:
Rytel-Andrianik, R.
Powiązania:
https://bibliotekanauki.pl/articles/227357.pdf
Data publikacji:
2012
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
multiple frequencies estimation
short linear array
Opis:
In the paper, the estimation of the parameters (frequency, amplitude, phase) of two complex-valued sinusoids embedded in a white gaussian circular additive noise is considered. In this context, it is answered what is the minimal necessary number of signal samples needed to reliably estimate all the parameters of both sinusoids. The Cramer-Rao bounds and maximum likelihood estimator are used in the analysis. The answer to the posed question is not straightforward. It is shown that three signal samples are enough only if the difference of phases between both sinusoids meets certain condition, otherwise estimation results are ambiguous. The use of four signal samples has the advantage that reliable estimates can be obtained irrespectively of this phase difference.
Źródło:
International Journal of Electronics and Telecommunications; 2012, 58, 2; 123-128
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On an estimate for the norm of a function of a quasihermitian operator
Autorzy:
Gil, M. I.
Powiązania:
https://bibliotekanauki.pl/articles/1293113.pdf
Data publikacji:
1992
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
functions of linear operators
estimation of norms
Opis:
Let A be a closed linear operator acting in a separable Hilbert space. Denote by co(A) the closed convex hull of the spectrum of A. An estimate for the norm of f(A) is obtained under the following conditions: f is a holomorphic function in a neighbourhood of co(A), and for some integer p the operator $A^p - (A*)^p$ is Hilbert-Schmidt. The estimate improves one by I. Gelfand and G. Shilov.
Źródło:
Studia Mathematica; 1992, 103, 1; 17-24
0039-3223
Pojawia się w:
Studia Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Frequency and Damping Estimation Methods - An Overview
Autorzy:
Zieliński, T. P.
Duda, K.
Powiązania:
https://bibliotekanauki.pl/articles/220581.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
damped sinusoids
frequency estimation
damping estimation
linear prediction
subspace methods
interpolated DFT
Opis:
This overview paper presents and compares different methods traditionally used for estimating damped sinusoid parameters. Firstly, direct nonlinear least squares fitting the signal model in the time and frequency domains are described. Next, possible applications of the Hilbert transform for signal demodulation are presented. Then, a wide range of autoregressive modelling methods, valid for damped sinusoids, are discussed, in which frequency and damping are estimated from calculated signal linear self-prediction coefficients. These methods aim at solving, directly or using least squares, a matrix linear equation in which signal or its autocorrelation function samples are used. The Prony, Steiglitz-McBride, Kumaresan-Tufts, Total Least Squares, Matrix Pencil, Yule-Walker and Pisarenko methods are taken into account. Finally, the interpolated discrete Fourier transform is presented with examples of Bertocco, Yoshida, and Agrež algorithms. The Matlab codes of all the discussed methods are given. The second part of the paper presents simulation results, compared with the Cramér-Rao lower bound and commented. All tested methods are compared with respect to their accuracy (systematic errors), noise robustness, required signal length, and computational complexity.
Źródło:
Metrology and Measurement Systems; 2011, 18, 4; 505-528
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On accuracy of some EBLU predictor
O dokładności pewnego predyktora typu EBLU
Autorzy:
Żądło, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/907019.pdf
Data publikacji:
2008
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
small area estimation
empirical best linear unbiased predictors
general mixed linear model
Opis:
In the paper we analyze the accuracy of the empirical best linear unbiased predictor (EBLUP) of the domain total (see Royall, 1976) assuming a special case of the general linear mixed model. To estimate the mean square error (MSE) of the EBLUP we use the results obtained by Datta and Lahiri (2000) for the predictor proposed by Henderson (1950) and adopt them for the predictor proposed by Royall (1976). In a simulation study we study real data on Polish farms from Dąbrowa Tarnowska region.
W opracowaniu analizujemy dokładność empirycznych najlepszych liniowych nieobciążonych predyktorów wartości globalnej w domenie (ang. EBLUP - empirical best linear unbiased predictor) zakładając model nadpopulacji należący do klasy ogólnych mieszanych modeli liniowych. Do oceny błędu średniokwadratowego (ang. MSE - mean square error) predyktora typu EBLU wykorzystano rezultaty prezentowane przez Datta and Lahiri (2000) dla predyktora zaproponowanego przez Hendersona (1950) po zaadoptowaniu ich dla przypadku predyktora zaproponowanego przez Royalla (1976). W badaniu symulacyjnym wykorzystano rzeczywiste dane dotyczące gospodarstw rolnych w powiecie Dąbrowa Tarnowska uzyskane w spisie rolnym w 1996.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2008, 216
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Non-Linear Regression Models for Volume Estimation of Gmelina arborea (Roxb.) in Uyo Ravine Plantation, Akwa Ibom State, Nigeria
Autorzy:
Oyebade, B. A.
Aigbe, H. I.
Eguakun, F. S.
Edem, M. A.
Powiązania:
https://bibliotekanauki.pl/articles/1030779.pdf
Data publikacji:
2020
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Gmelina arborea
Models
Non-linear Regression
Volume estimation
Opis:
This research elucidates non linear relationship for volume estimation of Gmelina arborea in Uyo Ravine plantation, Akwa Ibom State Nigeria. Series of functional models were developed and the estimates of measurement of stand parameters such as diameter at breast height (DBH), stump diameter (Dst), total height (THT), merchantable height, (MTH), merchantable length (MLT) were used for modeling procedures for best fit models for stand volume estimation. Twenty temporary sample plots of 20m x 20m were randomly established without replacement and all trees in each plot were measured. Quantitative data collected were subjected to correlation and regression analyses for determination of empirical relationship between the growth variables. The developed models for volume estimation were evaluated by confirming the goodness of fit of the model and the statistical significance of the parameters using statistical relevant fit indices and criteria. The results of the study showed there were significant associations between the Gmelina arborea growth characteristics both at the individual and stand levels. The correlation analyses revealed a significant association with coefficient of correlation (r) ranging from 0.576 – 0.836 among the Gmelina arborea growth characteristics at the stand level while the association between the volume and diameter at breast height gave r-value of 0.978 which was very significant P<0.05. Similarly, the results of the study in testing for relationship among the growth parameters using volume models showed that the non linear regression volume models significantly fulfilled the criteria for model selection or goodness of fit among cubic, logarithm and quadratic non linear regression models with their coefficient of determination (R2) ranging from 0.640-0.881 and low values of standard error of the estimate (SEE) at P< 0.05. These models were recommended for volume estimation of Gmelina arborea in the study area and other Gmelina arborea plantations for effective plantation forest management in Nigeria.
Źródło:
World Scientific News; 2020, 145; 46-61
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fast one-cycle frequency estimation of a single sinusoid in noise using downsampled linear prediction model
Autorzy:
Duda, Krzysztof
Zieliński, Tomasz P.
Powiązania:
https://bibliotekanauki.pl/articles/2052172.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
frequency estimation
linear prediction
Prony method
smart DFT
Opis:
A new solution to the problem of frequency estimation of a single sinusoid embedded in the white Gaussian noise is presented. It exploits, approximately, only one signal cycle, and is based on the well-known 2nd order autoregressive difference equation into which a downsampling is introduced. The proposed method is a generalization of the linear prediction based Prony method for the case of a single undamped sinusoid. It is shown that, thanks to the proposed downsampling in the linear prediction signal model, the overall variance of the least squares solution of frequency estimation is decreased, when compared to the Prony method, and locally it is even close to the Cramér-Rao Lower Bound, which is a significant improvement. The frequency estimation variance of the proposed solution is comparable with, computationally more complex, the Matrix Pencil and the Steiglitz-McBride methods. It is shown that application of the proposed downsampling to the popular smart DFT frequency estimation method also significantly reduces the method variance and makes it even better than the least squares smart DFT. The noise immunity of the proposed solution is achieved simultaneously with the reduction of computational complexity at the cost of narrowing the range of measured frequencies, i.e. a sinusoidal signal must be sufficiently oversampled to apply the proposed downsampling in the autoregressive model. The case of 64 samples per period with downsampling up to 16, i.e. 1/4th of the cycle, is presented in detail, but other sampling scenarios, from 16 to 512 samples per period, are considered as well.
Źródło:
Metrology and Measurement Systems; 2021, 28, 4; 661-672
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On some practical issues in prediction of domain mean and fraction
Autorzy:
Żądło, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/658400.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
small area estimation
best linear unbiased predictors
model misspecification
Opis:
W opracowaniu jest analizowany problem predykcji frakcji i średniej w domenie z wykorzystaniem modeli nadpopulacji bez zmiennych dodatkowych uwzględniających podział populacji na warstwach. W rozważaniach symulacyjnych uwzględniono problem wpływu złej specyfikacji modelu nadpopulacji i szacowania liczebności populacji na dokładność predykcji.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2011, 255
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
APPLICATION OF EBLUP ESTIMATION TO THE ANALYSIS OF SMALL AREAS ON THE BASIS OF POLISH HOUSEHOLD BUDGET SURVEY
Autorzy:
Jędrzejczak, Alina
Kubacki, Jan
Powiązania:
https://bibliotekanauki.pl/articles/453676.pdf
Data publikacji:
2009
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
small area estimation
empirical best linear unbiased predictor (EBLUP)
household budget survey
variance estimation
Opis:
In the paper the results of small area estimation using empirical best linear unbiased predictor (EBLUP) for the data coming from Polish Household Budget Survey are presented. The results were obtained using small area models of household expenditures for regions. Estimation of sampling errors was conducted by means of the balanced repeated replication (BRR) technique. The estimation of EBLUPs and their corresponding mean square errors (MSE) was carried out using variance components technique. To calculate MSE of EBLUP the maximum likelihood method (ML) and restricted maximum likelihood method (REML) were used. The computation was made using SAE package designed for R-project.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2009, 10, 1; 121-130
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Wykorzystanie dynamicznych modeli liniowych w estymacji pośredniej
Application of dynamic linear models in indirect estimation
Autorzy:
Wilak, Kamil
Powiązania:
https://bibliotekanauki.pl/articles/425221.pdf
Data publikacji:
2013
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
indirect estimation
borrowing strength across time
dynamic linear models
Opis:
In this paper we describe a method of estimation which uses dynamic linear models and then we use this method for estimating unemployment rate. We attempt also to evaluate this approach in respect of the quality of assessment. In this aim we do simulation study which purpose is to compare estimators based on dynamic linear models to direct es-timators. The results of the survey show that the use of time series models may greatly re-duce variance of direct estimators, and thereby increase the precision of assessment.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 2(40); 126-138
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Small Area Estimation of Income Under Spatial SAR Model
Autorzy:
Kubacki, Jan
Jędrzejczak, Alina
Powiązania:
https://bibliotekanauki.pl/articles/465667.pdf
Data publikacji:
2016
Wydawca:
Główny Urząd Statystyczny
Tematy:
small area estimation (SAE)
SAR model
hierarchical Bayes estimation
spatial empirical best linear unbiased predictor
Opis:
The paper presents the method of hierarchical Bayes (HB) estimation under small area models with spatially correlated random effects and a spatial structure implied by the Simultaneous Autoregressive (SAR) process. The idea was to improve the spatial EBLUP by incorporating the HB approach into the estimation algorithm. The computation procedure applied in the paper uses the concept of sampling from a posterior distribution under generalized linear mixed models implemented in WinBUGS software and adapts the idea of parameter estimation for small areas by means of the HB method in the case of known model hyperparameters. The illustration of the approach mentioned above was based on a real-world example concerning household income data. The precision of the direct estimators was determined using own three-stage procedure which employs Balanced Repeated Replication, bootstrap and Generalized Variance Function. Additional simulations were conducted to show the influence of the spatial autoregression coefficient on the estimation error reduction. The computations performed by ‘sae’ package for R project and a special procedure for WinBUGS reveal that the method provides reliable estimates of small area means. For high spatial correlation between domains, noticeable MSE reduction was observed, which seems more evident for HB-SAR method as compared with the traditional spatial EBLUP. In our opinion, the Gibbs sampler, revealing the simultaneous nature of processes, especially for random effects, can be a good starting point for the simulations based on stochastic SAR processes.
Źródło:
Statistics in Transition new series; 2016, 17, 3; 365-390
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On Pseudo-EBLUP Under Some Model for Longitudinal Data with Auxiliary Variables
O predyktorze pseudo-EBLUP pewnego modelu nadpopulacji ze zmiennymi dodatkowymi dla danych wielookresowych
Autorzy:
Żądło, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/906851.pdf
Data publikacji:
2012
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
small area estimation
pseudo-empirical best linear unbiased predictors
longitudinal data
Opis:
The problem of modeling longitudinal profiles is considered assuming that the population and elements affiliation to subpopulations may change in time. The considerations are based on a model with auxiliary variables for longitudinal data with element and subpopulation specific random components (compare Verbeke, Molenberghs, 2000; Hedeker, Gibbons, 2006) which is a special case of the General Linear Model (GLM) the General Linear Mixed Model (GLMM). In the paper the pseudo-empirical best linear unbiased predictor (Pseudo-EBLUP) based on model-assisted approach will be presented along with its mean squared error (MSE) and its estimators. In the simulation study its accuracy will be compared with some calibration estimators which are based on model-assisted approach too.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2012, 269
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Determinants method of explanatory variables set selection to linear model
Autorzy:
Rzymowski, W.
Surowiec, A.
Powiązania:
https://bibliotekanauki.pl/articles/102317.pdf
Data publikacji:
2014
Wydawca:
Stowarzyszenie Inżynierów i Techników Mechaników Polskich
Tematy:
linear regression analysis
least square parameter estimation
relative error
Gram matrix
Opis:
The determinants method of explanatory variables set selection to the linear model is shown in this article. This method is very useful to find such a set of variables which satisfy small relative error of the linear model as well as small relative error of parameters estimation of this model. Knowledge of the values of the parameters of this model is not necessary. An example of the use of the determinants method for world’s population model is also shown in this article. This method was tested for 224 – 1 models for a set of 23 potential explanatory variables. 5 world’s population models with one, two, three, four and five explanatory variables were chosen and analysed.
Źródło:
Advances in Science and Technology. Research Journal; 2014, 8, 23; 80-87
2299-8624
Pojawia się w:
Advances in Science and Technology. Research Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On fault tolerant control structures incorporating fault estimation
Autorzy:
Krokavec, D.
Filasová, A.
Liščinský, P.
Powiązania:
https://bibliotekanauki.pl/articles/229298.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
linear systems
fault tolerant control
fault estimation
linear matrix inequalities
H∞ norm
H2/H∞ control strategy
Opis:
The paper provides the minimal necessary modifications of linear matrix inequality conditions for the mixed H2/H∞ control design as well as for the augmented observer-based fault estimation to be mutually compatible in joint design of integrated fault estimation and fault tolerant control. To be possible, within this integration, to design the controller which guarantees a pre-specified H∞ norm disturbance attenuation level, the design conditions has to be regularized using the H2 performance index and, moreover, augmented fault observer must be of enforced dynamics. Analyzing the ambit of performances given on the mixed H2/H∞ design, the joint design conditions are formulated as a minimization problem subject to convex constraints expressed by a system of LMIs. The feasibility of the conditions is demonstrated by a numerical example.
Źródło:
Archives of Control Sciences; 2016, 26, 4; 453-469
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robust predictive control of an overhead crane
Autorzy:
Smoczek, J.
Szpytko, J.
Powiązania:
https://bibliotekanauki.pl/articles/243833.pdf
Data publikacji:
2017
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
overhead crane
predictive control
linear parameter varying model
recursive estimation
fuzzy interpolation
Opis:
The predictive control scheme is developed for an overhead crane using the generalized predictive procedure applied for the discrete time linear parameter-varying model of a crane dynamic. The robust control technique is developed with respect to the constraints of sway angle of a payload and control input signal. The two predictive strategies are presented and compared experimentally. In the first predictive control scheme, the online estimation of the parameters of a crane dynamic model is performed using the recursive least square algorithm. The second approach is a sensorless anti-sway control strategy. The sway angle feedback signal is estimated by a linear parameter-varying model of an unactuated pendulum system with the parameters interpolated using a quasi-linear fuzzy model designed through utilizing the P1-TS fuzzy theory. The fuzzy interpolator is applied to approximate the parameters of a crane discrete-time dynamic model within the range of scheduling variables changes: the rope length and mass of a payload. The experiments carried out on a laboratory scaled overhead crane confirmed effectiveness and feasibility of the proposed solutions. The implementation of control systems was performed using the PAC system with RX3i controller. The series of experiments carried out for different operating points proved robustness of the control approaches presented in the article.
Źródło:
Journal of KONES; 2017, 24, 2; 231-238
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fractal Dimension as Robust Estimate of Low Carbon Steels Hardness
Autorzy:
Zając, Krzysztof
Płatek, Karolina
Wachel, Paweł
Łatka, Leszek
Powiązania:
https://bibliotekanauki.pl/articles/2202985.pdf
Data publikacji:
2022
Wydawca:
Stowarzyszenie Inżynierów i Techników Mechaników Polskich
Tematy:
fractal dimension
linear regression
robust hardness estimation
image processing
low carbon steel
Opis:
Application of computational methods in engineering and science constantly increases, which is also visible in sector of material science, often with promising results. In following paper, authors would like to propose fractal dimension, a mathematical method of quantifying self-similarity and complexity of spatial patterns, as robust method of hardness estimation of low carbon steels. A dataset of microstructure images and corresponding Vickers hardness measurements of S235JR steel under different delivery conditions was created. Then, three different computational methods for evaluation of materials hardness based on microstructure image were tested. In this paper those methods are called: (i) Otsu-based index, (ii) fractal dimension index and (iii) vision transformer index. The results were compared with method used in literature for similar problems. Comparison showed that fractal dimension performs better than other evaluated methods, in terms of median absolute error, which value was equal to 4.12 HV1, which is significantly lower than results achieved by Otsu-based index and vision transformer index, which were 4.49 HV1 and 5.07 HV1 respectively. Those results can be attributed to the relative robustness of fractal dimension index, when compared to other methods. Robust estimation is preferable, due to the high amount of noise in the dataset, which is a consequence of the nature of used material.
Źródło:
Advances in Science and Technology. Research Journal; 2022, 16, 5; 335--344
2299-8624
Pojawia się w:
Advances in Science and Technology. Research Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Small Area Estimation Under a Mixture Model
Autorzy:
Chandra, Hukum
Bathla, HVL
Sud, U.C.
Powiązania:
https://bibliotekanauki.pl/articles/465788.pdf
Data publikacji:
2010
Wydawca:
Główny Urząd Statystyczny
Tematy:
Linear mixed model
Small area estimation
EBLUP
Zero-inflated data
mixture model
Opis:
Small area estimation (SAE) under a linear mixed model may not be efficient if data contain substantial proportion of zeros than would be expected under standard model assumptions (hereafter zero-inflated data). We discuss the SAE for zero-inflated data under a mixture model (Fletcher et al., 2005 and Karlberg, 2000) that account for excess zeros in the data. Our results from simulation studies show that mixture model based approach for SAE works well and produces an efficient set of small area estimates. An application to real survey data from the National Sample Survey Organisation of India demonstrates the satisfactory performance of the approach.
Źródło:
Statistics in Transition new series; 2010, 11, 3; 76-89
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Contribution to the System : Theoretic Approach to Bandwidth Estimation
Autorzy:
Borys, A.
Wasielewska, K.
Rybarczyk, D.
Powiązania:
https://bibliotekanauki.pl/articles/226012.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
network calculus
rate chirps
bandwidth estimation
nonlinear and/or linear parametric traffic systems
Opis:
The network calculus provides a theoretical background for description of traffic in computer networks. Using this tool in explanation of the so-called pathchirp method of measuring the available bandwidth, the validity and range of application of some relationships exploited are verified in this paper. The derivations are carried out in a wider context than that considered in a recent paper by Liebeherr et al. published in IEEE/ACM Transactions on Networking on network bandwidth estimation, providing thereby new insights and outcomes. These results, summarized in a table, show a means of bounding the service curve, depending upon its convexity or non-convexity property assumed and upon the linearity or non-linearity of a network considered. Moreover, it is shown here that the nonlinear network example analyzed by Liebeherr et al. can be viewed equivalently as a linear parametric network. For this network, the behaviour of the cross traffic is considered in a more detail, too.
Źródło:
International Journal of Electronics and Telecommunications; 2013, 59, 2; 141-149
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Tests of independence of normal random variables with known and unknown variance ratio
Autorzy:
Gąsiorek, Edward
Michalski, Andrzej
Zmyślony, Roman
Powiązania:
https://bibliotekanauki.pl/articles/729874.pdf
Data publikacji:
2000
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
mixed linear models
variance components
correlation
quadratic unbiased estimation
testing hypotheses
confidence intervals
Opis:
In the paper, a new approach to construction test for independenceof two-dimensional normally distributed random vectors is given under the assumption that the ratio of the variances is known. This test is uniformly better than the t-Student test. A comparison of the power of these two tests is given. A behaviour of this test forsome ε-contamination of the original model is also shown. In the general case when the variance ratio is unknown, an adaptive test is presented. The equivalence between this test and the classical t-test for independence of normal variables is shown. Moreover, the confidence interval for correlation coefficient is given. The results follow from the unified theory of testing hypotheses both for fixed effects and variance components presented in papers [6] and [7].
Źródło:
Discussiones Mathematicae Probability and Statistics; 2000, 20, 2; 233-247
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
State estimation of networked control systems over limited capacity and dropout channels
Autorzy:
Liu, Qingquan
Ding, Rui
Chen, Chunqiang
Powiązania:
https://bibliotekanauki.pl/articles/229800.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
linear time-invariant systems
limited capacity
observability
state estimation
networked control
data rate
Opis:
This paper investigates state estimation of linear time-invariant systems where the sensors and controllers are geographically separated and connected over limited capacity, additive white Gaussian noise (AWGN) communication channels. Such channels are viewed as dropout (erasure) channels. In particular, we consider the case with limited data rates, present a necessary and sufficient condition on the data rate for mean square observability over an AWGN channel. The system is mean square observable if the data rate of the channel is larger than the lower bound given. It is shown in our results that there exist the inherent tradeoffs among the limited data rate, dropout probability, and observability. An illustrative example is given to demonstrate the effectiveness of the proposed scheme.
Źródło:
Archives of Control Sciences; 2019, 29, 4; 687-697
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Linear quadratic power control for CDMA systems
Autorzy:
Anderson, M.D.
Perreau, S.
White, L.B.
Powiązania:
https://bibliotekanauki.pl/articles/307733.pdf
Data publikacji:
2003
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
CDMA
CDMA systems
power control
Kalman filtering
channel estimation
linear quadratic control systems
Opis:
In this paper, we present a robust decentralized method for jointly performing channel estimation and closed loop power control for the reverse link of CDMA networks. Our method, based on linear quadratic Gaussian (LQG) control systems theory and Kalman filtering, does not require any training symbols for channel or signal to interference ratio (SIR) estimation. The main interest of this new scheme is that it improves the performance of current SIR based power control techniques while avoiding the problem of power escalation, which is often observed in current systems.
Źródło:
Journal of Telecommunications and Information Technology; 2003, 2; 48-54
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of descriptor approaches in design of PD observer-based actuator fault estimation
Autorzy:
Filasova, A.
Krokavec, D.
Serbak, V.
Powiązania:
https://bibliotekanauki.pl/articles/229212.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
PD observers
actuator fault estimation
descriptor system observation
convex optimization
linear matrix inequalities
Opis:
Stability analysis and design for continuous-time proportional plus derivative state observers is presented in the paper with the goal to establish the system state and actuator fault estimation. Design problem accounts a descriptor principle formulation for non-descriptor systems, guaranteing asymptotic convergence both the state observer error as fault estimate error. Presented in the sense of the second Lyapunov method, an associated structure of linear matrix inequalities is outlined to possess parameter existence of the proposed estimator structure. The obtained design conditions are verified by simulation using a numerical illustrative example.
Źródło:
Archives of Control Sciences; 2015, 25, 1; 51-64
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Strukturalne modele szeregów czasowych w estymacji stopy bezrobocia w dezagregacji na województwa, płeć i wiek
Structural Time Series Models in Unemployment Rate Estimation in Disaggregation on Voivodeship, Sex and Age
Autorzy:
Wilak, Kamil
Powiązania:
https://bibliotekanauki.pl/articles/422988.pdf
Data publikacji:
2014
Wydawca:
Główny Urząd Statystyczny
Tematy:
statystyka małych obszarów
estymacja pośrednia
dynamiczne modele liniowe
stopa bezrobocia
Small Area Estimation
direct estimation
dynamic linear models
unemployment rate
Opis:
Informacje publikowane przez Główny Urząd Statystyczny na podstawie Badania Aktywności Ekonomicznej Ludności cechują się dużym poziomem agregacji. Oszacowania w przekroju województw dla małych grup określonych przez cechy demograficzne nie są publikowane ze względu na zbyt małą precyzję estymacji bezpośredniej, spowodowaną małą liczebnością próby. Sposobem na zwiększenie precyzji oszacowania jest zastosowanie estymacji pośredniej. W literaturze popularne jest podejście, w którym do estymacji pośredniej charakterystyk rynku pracy stosuje się strukturalne modele szeregów czasowych. W niniejszym artykule została podjęta próba oceny wykorzystania tej metody w kontekście zwiększenia precyzji estymacji stopy bezrobocia w dezagregacji na województwa, płeć i wiek. Ocena ta została dokonana na podstawie eksperymentu Monte Carlo z wykorzystaniem danych jednostkowych z Badania Aktywności Ekonomicznej Ludności z lat 2000-2009. Wyniki tego badania pokazują, że zastosowany estymator pośredni w większości przypadków cechuje się lepszą jakością niż estymacja bezpośrednia.
Central Statistical Office in Poland publishes information on labour market derived from Labour Force Survey at high level of aggregation. Estimates for small demographic domains on voivodeship level are not published due to insufficient precision of direct estimates, caused by small sample size. One of possible approaches to the problem is to apply small area estimation. Taking into account that LFS is panel research of households structural time series models can be used in order to borrow strength in time. The aim of the article is to evaluate this method in the context of unemployment rate estimation on voivodeship level including sex and age domains. Monte Carlo simulation study will be applied in order to assess results of estimation and compare to direct estimation. Data obtained from the Labour Force Survey in Poland between 2000-2009 will be used. Results of the study indicates that temporal small area estimation have better quality of estimates compared to direct estimation.
Źródło:
Przegląd Statystyczny; 2014, 61, 4; 409-431
0033-2372
Pojawia się w:
Przegląd Statystyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances
Autorzy:
Khémiri, K.
Ben Hmida, F.
Ragot, J.
Gossa, M.
Powiązania:
https://bibliotekanauki.pl/articles/930170.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
filtracja Kalmana
estymacja stanu
zakłócenie nieznane
system liniowy
system dyskretno-czasowy
Kalman filtering
minimum variance estimation
state estimation
fault estimation
unknown disturbances
linear discrete time systems
Opis:
This paper studies recursive optimal filtering as well as robust fault and state estimation for linear stochastic systems with unknown disturbances. It proposes a new recursive optimal filter structure with transformation of the original system. This transformation is based on the singular value decomposition of the direct feedthrough matrix distribution of the fault which is assumed to be of arbitrary rank. The resulting filter is optimal in the sense of the unbiased minimum-variance criteria. Two numerical examples are given in order to illustrate the proposed method, in particular to solve the estimation of the simultaneous actuator and sensor fault problem and to make a comparison with the existing literature results.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2011, 21, 4; 629-637
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Small area quantile estimation based on distribution function using linear mixed models
Autorzy:
Stachurski, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/1837916.pdf
Data publikacji:
2021-06-30
Wydawca:
Uniwersytet Ekonomiczny w Poznaniu
Tematy:
quantile
distribution function
small area estimation
survey sampling
linear mixed model
Monte Carlo simulation
Opis:
In economic studies researchers are oeftn interested in the estimation of the distribution function or certain functions of the distribution function such as quantiles. This work focuses on the estimation quantiles as inverses of the estimates of the distribution function in the presence of auxiliary information that is correlated with the study variable. In the paper a plug-in estimator of the distribution function is proposed which is used to obtain quantiles in the population and in the small areas. Performance of the proposed method is compared with other estimators of the distribution function and quantiles using the simulation study. The obtained results show that the proposed method usually has smaller relative biases and relative RMSE comparing to other methods of obtaining quantiles based on inverting the distribution function.
Źródło:
Economics and Business Review; 2021, 7, 2; 97-114
2392-1641
Pojawia się w:
Economics and Business Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On some properties of ML and REML estimators in mixed normal models with two variance components
Autorzy:
Gnot, Stanisław
Michalski, Andrzej
Urbańska-Motyka, Agnieszka
Powiązania:
https://bibliotekanauki.pl/articles/729742.pdf
Data publikacji:
2004
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
mixed linear models
likelihood-based inference
ML- and REML- estimation
variance components
Fisher's information
Opis:
In the paper, the problem of estimation of variance components σ₁² and σ₂² by using the ML-method and REML-method in a normal mixed linear model {Y,E(Y) = Xβ, Cov(Y) = σ₁²V + σ₂²Iₙ} is considered. This paper deal with properties of estimators of variance components, particularly when an explicit form of these estimators is unknown. The conditions when the ML and REML estimators can be expressed in explicit forms are given, too. The simulation study for one-way classification unbalanced random model together with a new proposition of approximation of expectation and variances of ML and REML estimators are shown. Numerical calculations with reference to the generalized Fisher's information are also given.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2004, 24, 1; 109-126
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Iterative estimators of parameters in linear models with partially variant coefficients
Autorzy:
Hu, S.
Meinke, K.
Chen, R.
Huajiang, O.
Powiązania:
https://bibliotekanauki.pl/articles/929607.pdf
Data publikacji:
2007
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
model liniowy
estymacja parametrów
algorytm iteracyjny
współczynnik zmienności
linear model
parameter estimation
iterative algorithms
variant coefficients
Opis:
A new kind of linear model with partially variant coefficients is proposed and a series of iterative algorithms are introduced and verified. The new generalized linear model includes the ordinary linear regression model as a special case. The iterative algorithms efficiently overcome some difficulties in computation with multidimensional inputs and incessantly appending parameters. An important application is described at the end of this article, which shows that this new model is reasonable and applicable in practical fields.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2007, 17, 2; 179-187
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Selected models and methods of parameter estimation in growth curves with concomitant variables
Wybrane modele i metody estymacji parametrów w krzywych wzrostu ze zmiennymi towarzyszącymi
Autorzy:
Wesolowska-Janczarek, M.
Powiązania:
https://bibliotekanauki.pl/articles/9779.pdf
Data publikacji:
2009
Wydawca:
Uniwersytet Przyrodniczy w Lublinie. Katedra Zastosowań Matematyki i Informatyki
Tematy:
growth curve model
growth curve method
parameter estimation
growth curve
concomitant variable
data analysis
linear model
Źródło:
Colloquium Biometricum; 2009, 39
1896-7701
Pojawia się w:
Colloquium Biometricum
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sensor location for travel time estimation based on the user equilibrium principle: Application of linear equations
Autorzy:
Cao, Shuhan
Shao, Hu
Shao, Feng
Powiązania:
https://bibliotekanauki.pl/articles/2055143.pdf
Data publikacji:
2022
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
travel time estimation
sensor location
user equilibrium principle
linear equations
szacowanie czasu podrózy
lokalizacja czujnika
równanie liniowe
Opis:
Travel time is a fundamental measure in any transportation system. With the development of technology, travel time can be automatically collected by a variety of advanced sensors. However, limited by objective conditions, it is difficult for any sensor system to cover the whole transportation network in real time. In order to estimate the travel time of the whole transportation network, this paper gives a system of linear equations which is constructed by the user equilibrium (UE) principle and observed data. The travel time of a link which is not covered by a sensor can be calculated by using the observed data collected by sensors. In a typical transportation network, the minimum number and location of sensors to estimate the travel time of the whole network are given based on the properties of the solution of a systems of linear equations. The results show that, in a typical network, the number and location of sensors follow a certain law. The results of this study can provide reference for the development of transportation and provide a scientific basis for transportation planning.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2022, 32, 1; 23--33
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian estimation of a shift point in a two-phase regression model
Bayesowska estymacja punktu zmiany w modelu regresji dwufazowej
Autorzy:
Jadamus-Hacura, Maria
Powiązania:
https://bibliotekanauki.pl/articles/904616.pdf
Data publikacji:
1997
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
two-phase-regression model
changing linear model
detection a break point
Bayesian estimation
test for structural stability
Opis:
The purpose of this paper is to carry out the Bayesian analysis of a two-phase regression model with an unknown break point. Essentially, there are two problems associated with a changing linear model. Firstly, one will want to be able to detect a break point, and secondly, assuming that a change has occurred, to be able to estimate it as well as other parameters of the model. Much of the classical testing procedure for the parameter constancy (as the Chow test, CUSUM, CUSUMSQ, tests and their modifications, predictions tests for structural stability) indicate only that the regression coefficients shifted, without specifying a break point. In this study we adopt the Bayesian methodology of investigating structural changes in regression models. The break point is identified as the largest posterior mass density, the peak of the posterior discrete distribution of a break point. It seems to work well with artificially generated data. The Bayesian framework also seems to be promising for extending the analysis of a single break to that of multiple breaks.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 1997, 141
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An interval Kalman filter enhanced by lowering the covariance matrix upper bound
Autorzy:
Tran, Tuan Anh
Jauberthie, Carine
Trave-Massuyés, Louise
Lu, Quoc Hung
Powiązania:
https://bibliotekanauki.pl/articles/1838206.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
uncertain linear systems
Kalman filter
interval analysis
estimation
covariance matrix
układ liniowy
filtr Kalmana
analiza interwałowa
macierz kowariancji
Opis:
This paper proposes a variance upper bound based interval Kalman filter that enhances the interval Kalman filter based on the same principle proposed by Tran et al. (2017) for uncertain discrete time linear models. The systems under consideration are subject to bounded parameter uncertainties not only in the state and observation matrices, but also in the covariance matrices of the Gaussian noises. By using the spectral decomposition of a symmetric matrix and by optimizing the gain matrix of the proposed filter, we lower the minimal upper bound on the state estimation error covariance for all admissible uncertainties. This paper contributes with an improved algorithm that provides a less conservative error covariance upper bound than the approach proposed by Tran et al. (2017). The state estimates are determined using interval analysis in order to enclose the set of all possible solutions of the classical Kalman filter consistent with the uncertainties.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2021, 31, 2; 259-269
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Parameter identifiability for nonlinear LPV models
Autorzy:
Srinivasarengan, Krishnan
Ragot, José
Aubrun, Christophe
Maquin, Didier
Powiązania:
https://bibliotekanauki.pl/articles/2134053.pdf
Data publikacji:
2022
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
parameter identifiability
parameter estimation
linear parameter varying model
parity space approach
null space
identyfikacja parametrów
szacowanie parametrów
spacja zerowa
Opis:
Linear parameter varying (LPV) models are being increasingly used as a bridge between linear and nonlinear models. From a mathematical point of view, a large class of nonlinear models can be rewritten in LPV or quasi-LPV forms easing their analysis. From a practical point of view, that kind of model can be used for introducing varying model parameters representing, for example, nonconstant characteristics of a component or an equipment degradation. This approach is frequently employed in several model-based system maintenance methods. The identifiability of these parameters is then a key issue for estimating their values based on which a decision can be made. However, the problem of identifiability of these models is still at a nascent stage. In this paper, we propose an approach to verify the identifiability of unknown parameters for LPV or quasi-LPV state-space models. It makes use of a parity-space like formulation to eliminate the states of the model. The resulting input-output-parameter equation is analyzed to verify the identifiability of the original model or a subset of unknown parameters. This approach provides a framework for both continuous-time and discrete-time models and is illustrated through various examples.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2022, 32, 2; 255--269
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Observer-based fault estimation for linear systems with distributed time delay
Autorzy:
Filasova, A.
Gontkovič, D.
Krokavec, D.
Powiązania:
https://bibliotekanauki.pl/articles/229173.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
adaptive fault estimation
distributed time delay systems
Lyapunov-Krasovskii functional
integral partitioning technique
time delay segmentation
linear matrix inequalities
Opis:
The paper is engaged with the framework of designing adaptive fault estimation for linear continuous-time systems with distributed time delay. The Lyapunov-Krasovskii functional principle is enforced by imposing the integral partitioning method and a new equivalent delaydependent design condition for observer-based assessment of faults are established in terms of linear matrix inequalities. Asymptotic stability conditions are derived and regarded with respect to the incidence of structured matrix variables in the linear matrix inequality formulation. Simulation results illustrate the design approach, and demonstrates power and performance of the actuator fault assessment.
Źródło:
Archives of Control Sciences; 2013, 23, 2; 169-186
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Projecting sale prices of new container ships built in 2005–2015 based on DWT and TEU capacities
Autorzy:
Cepowski, T.
Powiązania:
https://bibliotekanauki.pl/articles/135030.pdf
Data publikacji:
2016
Wydawca:
Akademia Morska w Szczecinie. Wydawnictwo AMSz
Tematy:
container ship
sale price
cost estimation
DWT capacity
number of containers
TEU capacity
design
artificial neural networks
linear regression
approximation
Opis:
This paper presents mathematical relationships that allow forecast of the estimated sale price of new container ships, based on data concerning vessels built in 2005–2015. The presented approximations allow estimation of the price based on deadweight capacity (DWT) or the number of containers the ship will carry (TEU). The approximations were developed using linear regression and the theory of artificial neural networks. The presented relations have practical relevance in the estimation of container ship sale price needed in transport studies or preliminary parametric design of the ship. It follows from the above that the use of artificial neural networks to predict the price of a container ship brings more accurate solutions than linear regressions.
Źródło:
Zeszyty Naukowe Akademii Morskiej w Szczecinie; 2016, 48 (120); 171-175
1733-8670
2392-0378
Pojawia się w:
Zeszyty Naukowe Akademii Morskiej w Szczecinie
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Distributed fault estimation of multi-agent systems using a proportional-integral observer: A leader-following application
Autorzy:
Farrera, Beltrán
López-Estrada, Francisco-Ronay
Chadli, Mohammed
Valencia-Palomo, Guillermo
Gómez-Peñate, Samuel
Powiązania:
https://bibliotekanauki.pl/articles/330554.pdf
Data publikacji:
2020
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
multiagent systems
fault estimation
state observer
fault observer
linear matrix inequalities
system wieloagentowy
estymacja błędu
obserwator stanu
liniowe nierówności macierzowe
Opis:
This paper proposes a methodology for observer-based fault estimation of leader-following linear multi-agent systems subject to actuator faults. First, a proportional-integral distributed fault estimation observer is developed to estimate both actuator faults and states of each follower agent by considering directed and undirected graph topologies. Second, based on the proposed quadratic Lyapunov equation, sufficient conditions for the asymptotic convergence of the observer are obtained as a set of linear matrix inequalities. Finally, a numerical example is provided to illustrate the proposed approach.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2020, 30, 3; 551-560
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Numerically robust synthesis of discrete-time H[infinity] estimators based on dual J-lossless factorisations
Autorzy:
Suchomski, P.
Powiązania:
https://bibliotekanauki.pl/articles/970576.pdf
Data publikacji:
2003
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
system dyskretno-czasowy
estymacja
filtr liniowy
równanie Riccatiego
metody numeryczne
discrete-time systems
state estimation
linear filters
Riccati equation
numerical methods
Opis:
An approach to the numerically reliable synthesis of the H[infinity] suboptimal state estimators for discretised continuous-time processes is presented. The approach is based on suitable dual J-lossless factorisations of chain-scattering representations of estimated processes. It is demonstrated that for a sufficiently small sampling period the standard forward shift operator techniques may become ill-conditioned and numerical robustness of the design procedures can be significantly improved by employing the so-called delta operator models of the process. State-space models of all H[infinity] sub-optimal estimators are obtained by considering the suitable delta-domain algebraic Riccati equation and the corresponding generalised eigenproblem formulation. A relative condition number of this equation is used as a measure of its numerical conditioning. Both regular problems concerning models having no zeros on the boundary of the delta-domain stability region and irregular (non-standard) problems of models with such zeros are examined. For the first case, an approach based on a dual J-lossless factorisation is proposed while in the second case an extended dual J-lossless factorisation based on a zero compensator technique s required. Two numerical examples are given to illustrate some properties of the considered delta-domain approach.
Źródło:
Control and Cybernetics; 2003, 32, 4; 761-802
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Szacunki kwartalnego PKB w polskich województwach
Quarterly Estimates of Regional GDP in Poland
Autorzy:
Pipień, Mateusz
Roszkowska, Sylwia
Powiązania:
https://bibliotekanauki.pl/articles/574142.pdf
Data publikacji:
2015-10-31
Wydawca:
Szkoła Główna Handlowa w Warszawie. Kolegium Analiz Ekonomicznych
Tematy:
dezagregacja obserwowanych kategorii makroekonomicznych
klasyczny model regresji liniowej
niepewność estymacji
regionalny PKB
regional GDP
temporal and spatial disaggregation
linear regression
estimation uncertainty
Opis:
The paper uses a linear regression model to examine the temporal and spatial disaggregation of Poland’s gross domestic product. The authors develop an approach based on estimating the structural parameters of linear regression in which annual regional GDP and its growth rate are used as dependent variables and annual national GDP and its changes play the role of explanatory variables. Pipień and Roszkowska estimate quarterly regional GDP and its changes as functions of the regression parameters. They compare alternative approaches with respect to the level of statistical uncertainty associated with the estimates. The sample covers the 1995-2012 period and the results obtained offer precise estimates of the rate of change in regional GDP, the authors say. Their research shows that regional differences in GDP growth are relatively small.
Celem artykułu jest scharakteryzowanie zastosowania modelu regresji liniowej w problemie czasowej i przestrzennej dezagregacji PKB polskiej gospodarki. W opisywanym podejściu przedmiotem estymacji są parametry strukturalne regresji liniowej, w której roczne PKB województw lub jego tempo zmian stanowią zmienną objaśnianą, zaś roczne PKB krajowe lub jego tempo zmian odgrywa rolę zmiennej objaśniającej. Proponuje się, aby kwartalne PKB i jego zmiany szacować dla poszczególnych województw jako funkcje parametrów regresji. Proponowane alternatywne podejścia poddano ocenie ze względu na poziom niepewności statystycznej związanej z estymacją oraz ze względu na poziom przestrzennego zróżnicowania oszacowanych wartości. W artykule przedstawiono wyniki szacunków PKB i jego zmian w województwach w okresie 1995–2012, otrzymane na podstawie zaproponowanej dwustopniowej procedury. Uzyskane wyniki szacunków poziomów PKB charakteryzują się dużą precyzją oszacowań, ale regionalne zróżnicowanie stóp wzrostu PKB otrzymanych na podstawie tego podejścia jest niewielkie. Z kolei wykorzystanie w regresji wartości tempa zmian PKB powodowało większe zróżnicowanie stóp wzrostu PKB według województw, ale błędy szacunków były większe.
Źródło:
Gospodarka Narodowa. The Polish Journal of Economics; 2015, 279, 5; 145-169
2300-5238
Pojawia się w:
Gospodarka Narodowa. The Polish Journal of Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On empirical best linear unbiased predictor under a Linear Mixed Model with correlated random effects
O empirycznym najlepszym liniowym nieobciążonym predyktorze dla pewnego modelu mieszanego
Autorzy:
Krzciuk, Małgorzata K.
Powiązania:
https://bibliotekanauki.pl/articles/425054.pdf
Data publikacji:
2020
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
Empirical Best Linear Unbiased Predictor
small area estimation
Monte Carlo simulation analyses
empiryczny najlepszy liniowy nieobciążony predyktor
statystyka małych obszarów
badanie symulacyjne
Opis:
The problem of small area prediction is considered under a Linear Mixed Model. The article presents a proposal of an empirical best linear unbiased predictor under a model with two correlated random effects. The main aim of the simulation analyses is a study of an influence of the occurrence of a correlation between random effects on properties of the predictor. In the article, an increase of the accuracy due to the correlation between random effects and an influence of model misspecification in cases of the lack of correlation between random effects are analyzed. The problem of the estimation of the Mean Squared Error of the proposed predictor is also considered. The Monte Carlo simulation analyses and the application were prepared in R language.
Zagadnieniem poruszanym w artykule jest problem predykcji w przypadku pewnego modelu należącego do klasy liniowych modeli mieszanych. W opracowaniu została przedstawiona propozycja empirycznego najlepszego liniowego nieobciążonego predyktora dla liniowego modelu mieszanego z dwoma skorelowanymi efektami losowymi. Głównym celem opracowania jest symulacyjne zbadanie wpływu występowania zależności między efektami losowymi na własności rozważanego predyktora. W artykule podjęto również problem estymacji błędu średniokwadratowego zaproponowanego predyktora. Badanie symulacyjne oraz przykład przygotowano z użyciem programu R.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2020, 24, 2; 19-29
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Derivation of Equations for a Size Distribution of Spherical Particles in Non-Transparent Materials
Autorzy:
Gurgul, Daniel
Burbelko, Andriy
Wiktor, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/2056033.pdf
Data publikacji:
2021
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
planimetric analysis
linear analysis
estimation of diameter sizes distribution
probability density function
analiza planimetryczna
analiza liniowa
szacowanie rozkładu wielkości średnic
funkcja gęstości prawdopodobieństwa
Opis:
This paper presents a new proposition on how to derive mathematical formulas that describe an unknown Probability Density Function (PDF3) of the spherical radii (r3) of particles randomly placed in non-transparent materials. We have presented two attempts here, both of which are based on data collected from a random planar cross-section passed through space containing three-dimensional nodules. The first attempt uses a Probability Density Function (PDF2) the form of which is experimentally obtained on the basis of a set containing two-dimensional radii (r2). These radii are produced by an intersection of the space by a random plane. In turn, the second solution also uses an experimentally obtained Probability Density Function (PDF1). But the form of PDF1 has been created on the basis of a set containing chord lengths collected from a cross-section. The most important finding presented in this paper is the conclusion that if the PDF1 has proportional scopes, the PDF3 must have a constant value in these scopes. This fact allows stating that there are no nodules in the sample space that have particular radii belonging to the proportional ranges the PDF1.
Źródło:
Journal of Casting & Materials Engineering; 2021, 5, 4; 53--60
2543-9901
Pojawia się w:
Journal of Casting & Materials Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A fault estimation and fault-tolerant control based sliding mode observer for LPV descriptor systems with time delay
Autorzy:
Hamdi, Habib
Rodrigues, Mickael
Rabaoui, Bouali
Benhadj Braiek, Naceur
Powiązania:
https://bibliotekanauki.pl/articles/1838208.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
fault estimation
fault-tolerant control
LPV descriptor system
sliding mode observer
time delay
LMIs
linear matrix inequalities
estymacja błędu
sterowanie odporne na uszkodzenia
sterowanie ślizgowe
liniowa nierówność macierzowa
Opis:
This paper considers the problem of fault-tolerant control (FTC) and fault reconstruction of actuator faults for linear parameter varying (LPV) descriptor systems with time delay. A polytopic sliding mode observer (PSMO) is synthesized to achieve simultaneous reconstruction of LPV polytopic descriptor system states and actuator faults. Exploiting the reconstructed actuator faults and state estimates, a fault-tolerant controller is designed to compensate the impact of actuator faults on system performance by stabilizing the closed-loop LPV delayed descriptor system. Besides, the controller and PSMO gains are obtained throughout the resolution of linear matrix inequalities (LMIs) using convex optimization techniques. The developed PSMO could force the output estimation error to converge to zero in a finite time when the actuators faults are bounded through the reinjection of the output estimation error via a nonlinear switching term. Simulation results applied to a given numerical system are presented to highlight the superiority and effectiveness of the proposed approach.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2021, 31, 2; 247-258
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Prediction of a newbuilding proce of the bulk carriers based on gross tonnage gt and main engine power
Prognozowanie ceny budowy masowców na podstawie pojemności rejestrowej i mocy napędu
Autorzy:
Cepowska, Ż.
Cepowski, T.
Powiązania:
https://bibliotekanauki.pl/articles/410177.pdf
Data publikacji:
2017
Wydawca:
STE GROUP
Tematy:
bulk carrier
newbuilding price
cost estimation
gross tonnage
engine power
design
artificial neural networks
linear regression
approximation
masowiec
cena budowy
pojemność rejestrowa
moc napędu
projektowanie
sztuczne sieci neuronowe
regresja liniowa
aproksymacja
Opis:
The paper presents mathematical relationships that allow us to forecast the newbuilding price of new bulk carriers, based on data concerning vessels built in 2005-2015. The presented approximations allow us to estimate the price based on a gross tonnage capacity and a main engine power The approximations were developed using linear regression and the theory of artificial neural networks. The presented relations have practical application for estimation of bulk carrier newbuilding price needed in preliminary parametric design of the ship. It follows from the above that the use of artificial neural networks to predict the price of a bulk carrier brings more accurate solutions than linear regression.
W publikacji przedstawiono matematyczne zależności pozwalające na prognozowanie ceny budowy masowców budowanych w latach 2005-2015. Przedstawione aproksymacje pozwalają na oszacowanie ceny w oparciu o pojemność rejestrową GT i moc napędu. Aproksymacje zostały opracowane przy wykorzystaniu regresji liniowej i teorii sztucznych sieci neuronowych. Przedstawione zależności mają praktyczne zastosowanie do szacowania ceny budowy masowca dla potrzeb wstępnego parametrycznego projektowania statku. Z badań wynika, że zastosowanie sztucznych sieci neuronowych do prognozowania ceny masowca przynosi dokładniejsze rozwiązania niż wykorzystanie regresji liniowej.
Źródło:
Management Systems in Production Engineering; 2017, 1 (25); 42-45
2299-0461
Pojawia się w:
Management Systems in Production Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estymacja liczby cudzoziemców w Polsce z wykorzystaniem metody capture-recapture
Estimation of the number of foreigners in Polandusing the capture-recapture method
Autorzy:
Beręsewicz, Maciej
Gudaszewski, Grzegorz
Szymkowiak, Marcin
Powiązania:
https://bibliotekanauki.pl/articles/962815.pdf
Data publikacji:
2019
Wydawca:
Główny Urząd Statystyczny
Tematy:
estymacja liczby cudzoziemców
populacja trudna do zbadania
analiza log-liniowa
rejestry administracyjne
metoda capture-recapture
estimation the number of foreigners in poland
hard-to-survey population
capture-recapture method
log-linear analysis
administrative registers
Opis:
Celem artykułu jest przedstawienie metody badań oraz wyników szacunku populacji cudzoziemców przebywających w Polsce. W badaniu wykorzystano administracyjne źródła danych. Zastosowano metodę capture-recapture bazującą na modelach log-liniowych. Szacuje się, że w 2015 i 2016 r. na terenie Polski mogło przebywać odpowiednio ok. 500 tys. (przyjmując 95-procentowy przedział ufności – od 369 tys. do 724 tys.) oraz ok. 744 tys. (od 601 tys. do 943 tys.) cudzoziemców. Jest to pierwsza tego typu kompleksowa analiza dotycząca próby estymacji liczby cudzoziemców w Polsce, która wpisuje się w nurt badań nad populacjami trudnymi do zbadania. Należy jednak mieć na uwadze konieczność spełnienia założeń tej metody, co również stanowił przedmiot rozważań autorów.
The aim of this paper is to present the methodology and the results of the estimation of the number of foreigners staying in Poland. Administrative data sources were used in the research. The authors adopted the capture-recapture method based on log-linear models. As a result, the number of foreigners staying in Poland in 2015 and 2016 has been estimated at around 500,000 persons (95% CI: 369,000–724,000) and around 744,000 persons (601,000–943,000), respectively. The study is the first comprehensive analysis of this kind which aims at estimating the number of foreigners in Poland, and thus fits in the current of research on hard-to-survey populations. It has to be remembered, however, that capture-recapture method requires close observance of its strict rules in order to be effective, which is also discussed in depth in the paper.
Źródło:
Wiadomości Statystyczne. The Polish Statistician; 2019, 64, 10; 7-35
0043-518X
Pojawia się w:
Wiadomości Statystyczne. The Polish Statistician
Dostawca treści:
Biblioteka Nauki
Artykuł
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