• 제목/요약/키워드: 근사적 분산

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A Generalized Procedure to Extract Higher Order Moments of Univariate Spatial Association Measures for Statistical Testing under the Normality Assumption (일변량 공간 연관성 측도의 통계적 검정을 위한 일반화된 고차 적률 추출 절차: 정규성 가정의 경우)

  • Lee, Sang-Il
    • Journal of the Korean Geographical Society
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    • v.43 no.2
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    • pp.253-262
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    • 2008
  • The main objective of this paper is to formulate a generalized procedure to extract the first four moments of univariate spatial association measures for statistical testing under the normality assumption and to evaluate the viability of hypothesis testing based on the normal approximation for each of the spatial association measures. The main results are as follows. First, predicated on the previous works, a generalized procedure under the normality assumption was derived for both global and local measures. When necessary matrices are appropriately defined for each of the measures, the generalized procedure effectively yields not only expectation and variance but skewness and kurtosis. Second, the normal approximation based on the first two moments for the global measures fumed out to be acceptable, while the notion did not appear to hold to the same extent for their local counterparts mainly due to the large magnitude of skewness and kurtosis.

Numerical Simulajtions of Non-ergodic Solute Transport in Strongly Heterogeneous Aquiferss (불균질도가 높은 대수층내에서의 비에르고딕 용질이동에 관한 수치 시뮬레이션)

  • Seo Byong-Min
    • The Journal of Engineering Geology
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    • v.15 no.3
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    • pp.245-255
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    • 2005
  • Three dimensional Monte-Carlo simulations of non-ergodic transport of a non-reactive solute plume by steady-state groundwater flow under a uniform mean velocity in isotropic heterogeneous aquifers were conducted. The log-normally distributed hydraulic conductivity, K(x), is modeled as a random field. Significant efforts are made to reduce the simulation uncertainties. Ensemble averages of the second spatial moments of the plume, $$lt;S_{ij}'(t',l')$gt;$ and plume centroid variances, $$lt;R_{ij}'(t',l')$gt;$ were simulated with 3200 Monte Carlo runs for three variances of log K, $\omega^2_y1.0,,2.5,$ and 5.0, and three dimensionless lengths of line plume sources ( l=,5 and 10) normal to the mean velocity. The simulated second spatial moment and the plume centroid variance in longitudinal direction fit well to the first order theoretical results while the simulated transverse moments are not fit well with the first order results. The first order theoretical results definitely underestimated the simulated transverse second spatial moments for the aquifers of large u: and small initial plume sources. The ergodic condition for the second spatial moments is far from reaching, and the first order theoretical results of the transverse second spatial moment of the ergodic plume slightly underestimated the simulated moments.

A study on the difference and calibration of empirical influence function and sample influence function (경험적 영향함수와 표본영향함수의 차이 및 보정에 관한 연구)

  • Kang, Hyunseok;Kim, Honggie
    • The Korean Journal of Applied Statistics
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    • v.33 no.5
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    • pp.527-540
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    • 2020
  • While analyzing data, researching outliers, which are out of the main tendency, is as important as researching data that follow the general tendency. In this study we discuss the influence function for outlier discrimination. We derive sample influence functions of sample mean, sample variance, and sample standard deviation, which were not directly derived in previous research. The results enable us to mathematically examine the relationship between the empirical influence function and sample influence function. We can also consider a method to approximate the sample influence function by the empirical influence function. Also, the validity of the relationship between the approximated sample influence function and the empirical influence function is also verified by the simulation of random sampled data in normal distribution. As the result of a simulation, both the relationship between the two influence functions, sample and empirical, and the method of approximating the sample influence function through the emperical influence function were verified. This research has significance in proposing a method that reduces errors in the approximation of the empirical influence function and in proposing an effective and practical method that proceeds from previous research that approximates the sample influence function directly through empirical influence function by constant revision.

Analysis of Cross-Phase Modulation using a periodic signal in a Single-Mode Fiber (주기적 신호를 이용한 단일모드 광섬유의 상호 위상변조 해석)

  • Lee, Jong-Hyung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.19 no.12
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    • pp.2963-2967
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    • 2015
  • The pump-probe scheme is used to analyze the cross-phase modulation penalty of a single-mode fiber in a WDM system. The pump signal is assumed to be a periodically modulated input like a raised sinusoidal. The periodic signal models an alternating bit sequence, and leads to an analytical expression of CPM penalty which is measured by EOP. The derived expression shows good agreement with numerical results in conventional single-mode fiber systems over a wide range of channel spacing, ${\Delta}f$. In dispersion-shifted fiber systems when ${\Delta}f$ < 100GHz, the derived expression shows increased discrepancy with the numerical results due to the increased FWM. This is not a surprising because the pump-probe scheme is used to analyze system performance degradation due to CPM.

Phase Noise Analysis in the OFDM Communication System (OFDM 통신시스템에서 위상 잡음분석)

  • 이영선;유흥균;정영호;함영권
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.15 no.11
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    • pp.1043-1050
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    • 2004
  • In this paper, Phase noise is analyzed and a novel approach of the nonlinear approximation including second order term of phase noise is presented to analyze and quantize system performance. As results, in QPSK-OFDM system, when PLL loop bandwidth is 5.0 Hz, 1.0 kHB, 0.5 kHz respectively, there are about 0.6 dB, 1.0 dB, 1.7 dB SNR penalties at BER=10$\^$-4/ compared with system without phase noise in AWGN channel. In 16QAM modulation, there are about 1.9 dB, 3.2 dB, 6.7 dB SNR penalties at BER=10$\^$-4/ respectively. At QPSK-OFDM system, comparing the previous linear approximation method with our proposed nonlinear approximation method, there is similar BER performance at phase noise variance lower than 0.02, but certain difference occurs as variance increases more than 0.02. Furthermore, analytical BER results closely match with simulation results in the OFDM system employing QPSK and 16qAM modulation. And, BER performance of QPSK-OFDM system is considerably degraded because of the BER error floor if the phase noise variance becomes larger than 0.03.

Fundamental condition for the realization of maximal contrast and brightness in liquid crystal display device: II. Polychromatic case (액정표시소자에서 화면의 명암대비와 밝기를 극대화하는 기본조건: II. 다색광의 경우)

  • 양병관;김진승;노봉규
    • Korean Journal of Optics and Photonics
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    • v.14 no.5
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    • pp.498-503
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    • 2003
  • We analyze the electro-optic polarization transmission characteristics of liquid crystal cells in the Poincare sphere representation. We determine fundamental conditions on maximizing of brightness and contrast ratio of liquid crystal display devices for polychromatic light by use of retardation films. For optimizing two colors, at least two properly designed retardation films are needed, and for three wavelengths, either it can be approximated to the two-color case or three retardation films are needed.

Performance Analysis of MMSE Detector for DS/CDMA Multipath Fading Channel: 2. Imperfect Channel Estimation (직접수열 부호분할 다중접속 시스템의 여러 경로 감쇄 환경에서 MMSE 검파기의 성능 분석: 2. 채널추정에 오류가 있을 때)

  • 장사라;김형명
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.26 no.6A
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    • pp.948-956
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    • 2001
  • 이 논문에서는 직접수열 부호분할 다중접속 시스템의 여러 경로 감쇄 환경에서 MMSE 검파기의 성능을 분석한다. 1부에서 MMSE 검파기의 성능을 유도하기 위하여, 필터의 출력단에서 신호를 제외한 나머지 간섭과 배경 잡음 성분을 정규 분포와 근사한 것을 이용하여 여기서는 채널 추정에 오류가 있을 때의 영향을 검토한다. 채널변수에 정규분포의 오류가 있을 때와 구체적인 채널 추정 시스템을 사용한 두 가지 경우에 대해서 채널 추정의 영향을 분석한다. 감쇄 환경, 채널 추정 오류의 분산, 도플러 주파수 등을 변화시켜 얻은 수식적인 결과로 성능 분석의 정확도를 보였다.

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Stochastic Robust Kalman Filter using Recursive Oblique Projections (통계적 파라미터 불확실성을 고려한 사교사영 기반 선형 강인 칼만필터 설계)

  • Ra, Won-Sang;Whang, Ick-Ho
    • Proceedings of the KIEE Conference
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    • 2007.07a
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    • pp.288-289
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    • 2007
  • 본 논문에서는 통계적 파라미터 불확실성을 포함한 시변 선형 불확정 시스템에 대한 강인 칼만필터링 문제를 고려한다. 최소자승 관점에서 정의된 공칭 칼만필터링 문제의 목적함수를 파라미터 불확실성의 통계적 특성을 이용하여 가용한 측정행렬의 함수로 표현하고, 이로부터 근사화된 선형공간 위로의 사교사영으로 해를 도출할 수 있음을 보인다. 최종적으로 벡터 최소자승 추정기법을 동일하게 적용하여, 순환강인 칼만필터식을 유도하고, 유도된 강인 칼만필터 식이 최근 제안된 강인 최소자승 추정식에 공정잡음 및 측정잡음 분산을 반영한 보완된 형태임을 확인한다.

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A Study on the Propagation Characteristics of W-type Single Mode Fiber with Dual Shape Core (이중형코어를 갖는 W형 단일모드 광섬유의 전파특성에 대한 연구)

  • 김정근;이대형;최병하
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.16 no.1
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    • pp.57-63
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    • 1991
  • In this paper, propagation characteristics of W-type single mode fiber with dual shape core is investigeted theoretically. Design parameters of DSC(dual shape core) W-type single mode fiber with very low dispersion over a wide wavelength range are computed using scalar approximation. The results have larger core radius and stronger confinement for mode field distribution in core than conventional W-type fiber with single shape core.

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An Efficient Background Modeling and Correction Method for EDXRF Spectra (EDXRF 스펙트럼을 위한 효율적인 배경 모델링과 보정 방법)

  • Park, Dong Sun;Jagadeesan, Sukanya;Jin, Moonyong;Yoon, Sook
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.8
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    • pp.238-244
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    • 2013
  • In energy dispersive X-ray fluorescence analysis, the removal of the continuum on which the X-ray spectrum is superimposed is one of the most important processes, since it has a strong influence on the analysis result. The existing methods which have been used for it usually require tight constraints or prior information on the continuum. In this paper, an efficient background correction method is proposed for Energy Dispersive X-ray fluorescence (EDXRF) spectra. The proposed method has two steps of background modeling and background correction. It is based on the basic concept which differentiates background areas from the peak areas in a spectrum and the SNIP algorithm, one of the popular methods for background removal, is used to enhance the performance. After detecting some points which belong to the background from a spectrum, its background is modeled by a curve fitting method based on them. And then the obtained background model is subtracted from the raw spectrum. The method has been shown to give better results than some of traditional methods, while working under relatively weak constraints or prior information.