Parameter Estimation of Power Transformer in Presence of Bad Measurement Data

2021 ◽  
Author(s):  
M N Aravind ◽  
O. D. Naidu
Keyword(s):  
Parameter Estimation ◽  
Power Transformer ◽  
Measurement Data

Causation Entropy Identifies Sparsity Structure for Parameter Estimation of Dynamic Systems

2016 ◽  
Vol 12 (1) ◽  
Author(s):  
Pileun Kim ◽  
Jonathan Rogers ◽  
Jie Sun ◽  
Erik Bollt
Keyword(s):  
Parameter Estimation ◽  
Time Series Data ◽  
Multivariate Time Series ◽  
Measurement Data ◽  
Relative Magnitude ◽  
Initial Guess ◽  
Series Data ◽  
System Parameters ◽  
Estimation Problems ◽  
System States

Parameter estimation is an important topic in the field of system identification. This paper explores the role of a new information theory measure of data dependency in parameter estimation problems. Causation entropy is a recently proposed information-theoretic measure of influence between components of multivariate time series data. Because causation entropy measures the influence of one dataset upon another, it is naturally related to the parameters of a dynamical system. In this paper, it is shown that by numerically estimating causation entropy from the outputs of a dynamic system, it is possible to uncover the internal parametric structure of the system and thus establish the relative magnitude of system parameters. In the simple case of linear systems subject to Gaussian uncertainty, it is first shown that causation entropy can be represented in closed form as the logarithm of a rational function of system parameters. For more general systems, a causation entropy estimator is proposed, which allows causation entropy to be numerically estimated from measurement data. Results are provided for discrete linear and nonlinear systems, thus showing that numerical estimates of causation entropy can be used to identify the dependencies between system states directly from output data. Causation entropy estimates can therefore be used to inform parameter estimation by reducing the size of the parameter set or to generate a more accurate initial guess for subsequent parameter optimization.

Ridge estimation iterative algorithm to ill-posed uncertainty adjustment model

2020 ◽  
Author(s):  
tieding lu
Keyword(s):  
Parameter Estimation ◽  
Iterative Algorithm ◽  
Measurement Data ◽  
Estimation Method ◽  
Coefficient Matrix ◽  
Observation Equation ◽  
Validity And Reliability ◽  
Ridge Estimation ◽  
Adjustment Model ◽  
Ill Posed

<p> Uncertainties usually exist in the process of acquisition of measurement data, which affect the results of the parameter estimation. The solution of the uncertainty adjustment model can effectively improve the validity and reliability of parameter estimation. When the coefficient matrix of the observation equation has a singular value close to zero, i.e., the coefficient matrix is ill-posed, the ridge estimation can effectively suppress the influence of the ill-posed problem of the observation equation on the parameter estimation. When the uncertainty adjustment model is ill-posed, it is more seriously affected by the error of the coefficient matrix and observation vector. In this paper, the ridge estimation method is applied to ill-posed uncertainty adjustment model, deriving an iterative algorithm to improve the stability and reliability of the results. The derived algorithm is verified by two examples, and the results show that the new method is effective and feasible.</p>

Parameter Estimation of an Electrohydraulic Servo System Using a Markov Chain Monte Carlo Method

2012 ◽  
Vol 135 (1) ◽  
Author(s):  
Junhong Liu ◽  
Huapeng Wu ◽  
Heikki Handroos ◽  
Heikki Haario
Keyword(s):  
Monte Carlo ◽  
Parameter Estimation ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Measurement Data ◽  
Estimation Method ◽  
Operating Conditions ◽  
Point Estimate ◽  
Best Fitting ◽  
The One

A parameter estimation method is presented by an example of an electrohydraulic position servo. The method is based on the Markov chain Monte Carlo approach. The method allows utilization of noisy measurement data in identification process, making use of original physical data possible without the requirement of a filter. The method seeks for the best fitting point estimate of the unknown model parameter vector, but the solution to the parameter estimation problem is given as a statistical distribution that contains “all” the possible parameter combinations. The robustness of the model developed with the proposed method is further demonstrated by verification in operating conditions that are independent of each other and the one used in the identification step. Results show that the system model with the hybrid leakage formula for the studied valve describes the system dynamics more precisely and matches the real responses better.

Application of the Weighted Least Squares Parameter Estimation Method to the Robot Calibration

1994 ◽  
Vol 116 (3) ◽  
pp. 890-893 ◽  
Author(s):  
G. Zak ◽  
B. Benhabib ◽  
R. G. Fenton ◽  
I. Saban
Keyword(s):  
Parameter Estimation ◽  
Least Squares ◽  
Weighted Least Squares ◽  
Kinematic Model ◽  
Measurement Data ◽  
Estimation Method ◽  
Kinematic Parameter ◽  
Measuring System ◽  
Parameter Estimates ◽  
Robot Calibration

Significant attention has been paid recently to the topic of robot calibration. To improve the robot’s accuracy, various approaches to the measurement of the robot’s position and orientation (pose) and correction of its kinematic model have been proposed. Little attention, however, has been given to the method of estimation of the kinematic parameters from the measurement data. Typically, a least-squares solution method is used to estimate the corrections to the parameters of the model. In this paper, a method of kinematic parameter estimation is proposed where a standard least-squares estimation procedure is replaced by weighted least-squares. The weighting factors are calculated based on all the a priori available statistical information about the robot and the pose-measuring system. By giving greater weight to the measurements made where the standard deviation of the noise in the data is expected to be lower, a significant reduction in the error of the kinematic parameter estimates is made possible. The improvement in the calibration results was verified using a calibration simulation algorithm.

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