• Title/Summary/Keyword: 공분산 분석

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Analysis of Eigenvalues of Covariance Matrices of Speech Signals in Frequency Domain for Various Bands (음성 신호의 주파수 영역에서의 주파수 대역별 공분산 행렬의 고유값 분석)

  • Kim, Seonil
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2016.05a
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    • pp.293-296
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    • 2016
  • Speech Signals consist of signals of consonants and vowels, but the lasting time of vowels is much longer than that of consonants. It can be assumed that the correlations between signal blocks in speech signal is very high. But the correlations between signal blocks in various frequency bands can be quite different. Each speech signal is divided into blocks which have 128 speech data. FFT is applied to each block. Various frequency areas of the results of FFT are taken and Covariance matrix between blocks in a speech signal is extracted and finally eigenvalues of those matrix are obtained. It is studied that in the eigenvalues of various frequency bands which band can be used to get more reliable result.

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A complementary study on analysis of simulation results using statistical models (통계모형을 이용하여 모의실험 결과 분석하기에 대한 보완연구)

  • Kim, Ji-Hyun;Kim, Bongseong
    • The Korean Journal of Applied Statistics
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    • v.35 no.4
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    • pp.569-577
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    • 2022
  • Simulation studies are often conducted when it is difficult to compare the performance of nonparametric estimators theoretically. Kim and Kim (2021) showed that more systematic and accurate comparisons can be made if you analyze the simulation results using a regression model,. This study is a complementary study on Kim and Kim (2021). In the variance-covariance matrix for the error term of the regression model, only heteroscedasticity was considered and covariance was ignored in the previous study. When covariance is considered together with the heteroscedasticity, the variance-covariance matrix becomes a block diagonal matrix. In this study, a method of estimating and using the block diagonal variance-covariance matrix for the analysis was presented. This allows you to find more pairs of estimators with significant performance differences while ensuring the nominal confidence level.

A Covariance Analysis Using the Kalman Filterings for Interrelationships Research between Sensor Signals of the Real Time Simulator of Launch Control System in the NARO Space Center (나로우주센터 발사관제시스템 실시간 발사관제 모의장치의 센서 신호간 연관성 해석을 위한 퍼지-칼만필터 공분산 분석)

  • Hong Il-Hee;Department of Electrical Engineering Chungnam National University Yang-MoKim
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.42 no.4 s.304
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    • pp.25-34
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    • 2005
  • We had research to conduct interrelationships between sensors using postprocessing analysis with the Fuzzy-Kalman Filtering Auto-Correlation about Real Time Simulator data of the NaroSC LCS in case of a fully blind situation scenario. The conducted interrelations are same harmony with relations in scenario. We had analyzed signals of sensors reverse-using a optimization character of Fuzzy-Kalman Filter. As our research conclusion, We had recognized possibilities of signal processing about the KSLV-1, on-board payloads, general equipments of ground support which apply to multi sensor systems.

Performance Analysis of Projection Statistics through Method of Clutter Covariance Matrix Estimation for STAP (STAP를 위한 간섭 공분산 행렬의 예측 방법에 따른 Projection Statistics의 성능 분석)

  • Kang, Sung-Yong;Kim, Kyung-Soo;Jeong, Ji-Chai
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.22 no.1
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    • pp.89-97
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    • 2011
  • We analyze the performance of various techniques to overcome degradation of performance of STAP caused by nonhomogeneous clutter. The performance of NHD that used to eliminate outliers from nonhomogeneous clutter is improved by using the projection statistics(PS) that is robust to multiple outliers. The method of clutter covariance matrix estimation using a median value and the conventional method are also investigated and then compared. From the simulation results of STAP, the method of clutter covariance matrix estimation using a median value shows better performance than the conventional method for the calculation of the SINR loss, and MSMI for the single target and the multiple targets regardless of the NHD methods.

Performance of covariance matrix fitting-based direction-of-arrival estimation algorithm using compressed sensing in the frequency domain (주파수 영역에서 공분산 행렬 fitting 기반 압축센싱 도래각 추정 알고리즘의 성능)

  • Zhang, Xueyang;Paik, Ji Woong;Hong, Wooyoung;Ahn, Jae-Kyun;Kim, Seongil;Lee, Joon-Ho
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.6
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    • pp.394-400
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    • 2017
  • This paper shows the extension of SpSF (Sparse Spectrum Fitting) algorithm, which is one of covariance matrix fitting-based DOA (Direction-of-Arrival) estimation algorithms, from the time domain to the frequency domain, and presents that SpSF can be implemented in the frequency domain. The superiority of the SpSF algorithm has been demonstrated by comparing DOA estimation performance with the performance of Conventional DOA estimation algorithm in the frequency domain for sinusoidal incident signals.

Influence in Testing the Equality of Two Covariance Matrices (두개의 공분산 행렬의 동질성 검정에서의 영향치 분석)

  • Myung Geun Kim
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.213-224
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    • 1994
  • A diagnostic method useful for detecting outliers in testing the equality of two covariance metrics is developed using the influence curve approach. This method is easily generalized to more than two covariance matrices. A sample version for the influence measure of detecting outliers is considered based on the empirical distribution functions. The sample version includes as its component terms the well-known test statistic for detecting one outlier at a time introduced by Wilks and its generalization to the two-group case.

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Evaluation of MODIS-derived Evapotranspiration According to the Water Budget Analysis (물 수지 분석에 의한 MODIS 위성 기반의 증발산량 평가)

  • Lee, Yeongil;Lee, Junghun;Choi, Minha;Jung, Sungwon
    • Journal of Korea Water Resources Association
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    • v.48 no.10
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    • pp.831-843
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    • 2015
  • This study estimates MODIS-derived evapotranspiration data quality by revised RS-PM algorithm in Seolmacheon test basin. We used latent flux with eddy covariance method to evaluate MODIS-derived spatial evapotranspiration and gap-filled these data by three methods (FAO-PM, MDV and Kalman Filter) and to quantify daily evapotranspiration. Gap-filled daily evapotranspiration data was used to evaluate evapotranspiration computed by revised RS-PM algorithm derived MODIS satellite images. For the water budget analysis, we used soil moisture content that is quantified to average individual soil moisture rate observed by TDR (Time Domain Reflectometry) sensor at soil depth. The soil moisture variation is calculated in consideration from initial to final soil moisture content. According to the result of this study, evapotranspiration computed by revised RS-PM algorithm is very larger than eddy covariance data gap-filled by three methods. Also, water budget characteristics is not closed. We could analysis that MODIS-derived spatial evapotranspiration does not represent actual evapotranspiration in Seolmacheon.

Nonparametric method using linear statistics in analysis of covariance model (공분산분석에서 선형위치통계량을 이용한 비모수 검정법)

  • Choi, Yoonjung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.427-439
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    • 2017
  • Quade (1967) proposed RANK ANCOVA, which is a nonparametric method to test differences between treatments when there are covariates. Hwang and Kim (2012) also proposed a joint placement test on covariate-adjusted residuals. In this paper, we proposed a new nonparametric method to control the effect of covariate on a response variable that uses linear statistics on covariate adjusted-residuals. The score function used in the linear statistics was proposed by Jeon and Kim (2016). Monte Carlo simulation is also conducted to compare the empirical powers of the proposed method with previous methods.

A Study to Calculate an Efficient Covariance Matrix of Non-local Means with Principal Components Analysis (주성분 분석을 활용한 Non-local means 에서의 효율적인 공분산 행렬 계산 연구)

  • Kim, Jeonghwan;Lee, Minjeong;Jeong, Jechang
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2015.07a
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    • pp.205-207
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    • 2015
  • 본 논문에서는 먼저 주성분 분석 (Principal components analysis, PCA) 을 활용한 Non-local means (NLM) 을 소개하고, 주성분 분석을 하기 위해 필수적인 공분산 행렬 계산을 효율적으로 하는 방법을 제안한다. NLM 에서의 Neighborhood patch 의 크기를 $S{\times}S=S^2$, 이미지 전체의 픽셀 수를 ${\mathcal{Q}}$ 일 때 공분한 행렬을 계산 하기 위해서는 $S^2{\times}{\mathcal{Q}}$ 크기를 가지는 행렬간의 곱 연산이 필요하다. 결론적으로 본 논문에서는 이 행렬의 크기를 줄임으로써 PSNR (Peak signal-to-noise ratio) 의 손실 없이 NLM 의 복잡도를 줄일 수 있음을 보여준다.

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Correlation analysis of traffic and crack in concrete lining (교통량과 콘크리트 라이닝 균열 상관관계 분석)

  • Gyu-Phil Lee
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.25 no.5
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    • pp.345-355
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    • 2023
  • An analysis of covariance and Pearson correlation coefficient were performed to identify the relationship between both variables: traffic volume and crack. For this, it was carried out to analyse 216 tunnel inspection/diagnosis results with respect to the traffic. As a result, it has been proven that traffic volume and cracks in concrete linings are highly correlated. Therefore, it is recommended to consider traffic volume in planning of preemptive maintenance such as crack repair, etc.