著者

田淵 敏明 古本 奈奈代 古本 博孝 岡久 俊郎

出版者

The Society of Instrument and Control Engineers

雑誌

計測自動制御学会論文集 (ISSN:04534654)

巻号頁・発行日

vol.28, no.7, pp.854-863, 1992-07-31 (Released:2009-03-27)

参考文献数

5

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This paper deals with the improvement of convergence rate or estimation accuracy of the estimates in ARMA parameter estimation by Recursive Pseudo Linear Regression (RPLR) method. For the improvement of the convergence rate, Fisher Information Matrix (FIM) is used as a measure of the estimation accuracy. Then the proposed estimator is constructed so as to absorb as many as possible computable part in the FIM. Using this plan gives the following two features. First, it is that the pseudo regression vector φ(t-1) instead of the true regression vector φ(t-1) is related to the filtered estimate of the state vector in a state space representation of ARMA model. Thus the Kalman Filter (KF) is used to produce the φ(t-1). Second, it is that the information for the error vector φ(t-1)=φ(t-1)-φ(t-1) is used. This plays the role recovering the loss of information in the substitution to φ(t-1) by φ(t-1). The resultant estimator is given in the form of linkage with KF. Numerical experiment indicates that convergence rate or the estimation accuracy of parameter estimates is much more improved compared with standard RPLR method.As an application of the proposed method to real data processing, the modeling on a day evolution of some medical time-series data is dealt. The feature of this data is that the data number is scant. Thus the convergence rate of the estimator must be acclerated to obtain the more accurate estimates. In such the case, the proposed method is useful.

著者

森本 滋郎 堀尾 誠 田淵 敏明

出版者

徳島文理大学

雑誌

徳島文理大学研究紀要 (ISSN:02869829)

巻号頁・発行日

vol.90, pp.59-65, 2015-09

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It is said that if the competition rate to get into university decreases by two times it will be difficult to secure the present competiveness. Therefore it is essential to create as soon as possible a competitive environment as well as review the admission quota. As well, in order to reduce the rate of students dropping out of school, we must offer a better education. The fluctuation of the number of applicants and the number of incoming students is a severe problem in regards to management, educational research, and grant donors. However, even if various measures to create a better education are implemented, it not easy to avoid the problem of failing to achieve the admission quota. One proposal to solve this difficult issue is making clear the structural phenomenon of the decrease of the number of applicants and the number of incoming students. By doing so it might be possible to see what needs to be done. For this study we could understand the condition of the fluctuating number of applicants and incoming students by using a model, namely, the model of Kermack-McKendrick that maps the spread of infectious diseases, and we considered the implementation of a plan for increasing the number of incoming students. In our conclusion we describe two main results in order to increase the number of incoming students to match the admission quota.