• Title/Summary/Keyword: 분산공분산행렬

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Developement of Data Process Techniques of Land Information System Using Satellite Image (인공위성 영상을 이용한 토지정보시스템의 자료처리 기법 개발)

  • 강인준
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.9 no.2
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    • pp.115-118
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    • 1991
  • Land information system is a data base describing physical or legal characteristics of land areas, sometimes called a land records system. The digital remote sensor data is useful to calculate some fundamental statistics of the spectral data. This normally involves computing the minimum and maximum value for each band imagery, the mean, the standard deviation, a variance-covariance matrix, and frequencies of brightness values in each channel which are used to produce histograms. In this paper, author emphasize scanning for aerial photos, and next paper will be scanning for satellite image.

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Parameter Estimation of NSRPM using a Nelder-Mead Method (Nelder-Mead 기법을 이용한 NSRPM의 매개변수 추청 연구)

  • Cho, Hyun-Gon;Kim, Gwang-Seob;Yi, Jae-Eung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.710-710
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    • 2012
  • 구형펄스모형(Rectangular Pulse Model)에서 반영하지 못하는 강우의 군집특성을 잘 반영하는 NSRPM(Neyman-Scott Rectangular Pulse Model) 강우생성 모형은 수자원 분야에 널리 쓰이고 있다. 일반적으로 NSRPM의 5개의 매개변수를 추정하는 최적화기법으로 DFP(Davidon-Fletcher-Powell)과 유전자알고리즘(Genetic Algorithm)을 사용하고 있다. 그러나 DFP는 주어진 초기 값에 따라 민감하며 각 반복 단계마다 헤시안행렬(Hessian Matrix)을 계산하여야 하며 추정된 전체의 해가 국지해에 수렴 할 수 있는 단점이 있다. 유전자 알고리즘을 DFP와 다르게 헤시안 행렬을 사용하지 않고 최적화를 할 수 있다는 장점이 있으나 시간이 오래 걸리는 단점이 있다. 이에 본 연구에서는 이러한 단점을 보완, 강화 하기위해서 최적화 기법으로 반복 단계마다 미분계산이 필요하지 않고 빠른 속도로 계산이 가능한 Nelder-Mead 알고리즘 이용하여 NSRPM매개변수를 추정하고 정확도를 비교하였다. 표 1은 각 기법을 이용하여 추정된 매개변수를 이용하여 생성한 강우의 통계특성과 관측된 통계특성의 상대오차를 나타낸 것이다. 괄호 안 숫자는 중첩되지 않는 누적시간을 나타낸다. 상대오차는 다음과 같다(식 1). 분석결과 Nelder-Mead 기법이 1시간의 평균, 공분산과 6시간 분산 등 전체적으로 GA, DFP보다 높은 정확도를 보였다.

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Detecting Influential Observations in Multivariate Statistical Analysis of Incomplete Data by PCA (주성분분석에 의한 결손 자료의 영향값 검출에 대한 연구)

  • 김현정;문승호;신재경
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.383-392
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    • 2000
  • Since late 1970, methods of influence or sensitivity analysis for detecting influential observations have been studied not only in regression and related methods but also in various multivariate methods. If results of multivariate analyses sometimes depend heavily on a small number of observations, we should be very careful to draw a conclusion. Similar phenomena may also occur in the case of incomplete data. In this research we try to study such influential observations in multivariate statistical analysis of incomplete data. Case of principal component analysis is studied with a numerical example.

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Log-density Ratio with Two Predictors in a Logistic Regression Model (로지스틱 회귀모형에서 이변량 정규분포에 근거한 로그-밀도비)

  • Kahng, Myung Wook;Yoon, Jae Eun
    • The Korean Journal of Applied Statistics
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    • v.26 no.1
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    • pp.141-149
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    • 2013
  • We present methods for studying the log-density ratio that enables the selection of the predictors and the form to be included in the logistic regression model. Under bivariate normal distributional assumptions, we investigate the form of the log-density ratio as a function of two predictors. If two covariance matrices are equal, then the crossproduct and quadratic terms are not needed. If the variables are uncorrelated, we do not need the crossproduct terms, but we still need the linear and quadratic terms. We also explore other conditions in which the crossproduct and quadratic terms are not needed in the logistic regression model.

A Study on the Optimum Weight Vector of Linearly Constrained Conditions (선형 제한 조건의 최적 가중 벡터에 대한 연구)

  • Shin, Ho-Sub
    • Journal of the Korea Society of Computer and Information
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    • v.16 no.5
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    • pp.101-107
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    • 2011
  • The optimum weight vector is studied to remove interference and jamming signals in adaptive array antenna system. The optimum weight vector is calculated to apply a minimum variance algorithm and cost function in linearly constrained conditions, and accurately estimates target's signal. Adaptive array antenna system is the system which improves signal to noise ratio(SNR) and decreases interference and jammer power. Adaptive array antenna system delays at tap output of antenna array element. Each tap finally makes the complex signal of one in multiplier complex weight. In order to obtain optimum's weight calculation, optimum weight vector is used in this paper. After simulation, resolution is increased below $3^{\circ}$, and sidelobe is decreased about 10 dB.

On the Plug-in Estimator and its Asymptotic Distribution Results for Vector-Valued Process Capability Index Cpmk (2차원 벡터 공정능력지수 Cpmk의 추정량과 극한분포 이론에 관한 연구)

  • Cho, Joong-Jae;Park, Byoung-Sun
    • Communications for Statistical Applications and Methods
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    • v.18 no.3
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    • pp.377-389
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    • 2011
  • A higher quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The third generation index $C_{pmk}$ is more powerful than two useful indices $C_p$ and $C_{pk}$ that have been widely used in six sigma industries to assess process performance. In actual manufacturing industries, process capability analysis often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Since these characteristics are related, it is a risky undertaking to represent the variation of even a univariate characteristic by a single index. Therefore, the desirability of using vector-valued process capability index(PCI) arises quite naturally. In this paper, we consider more powerful vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$ that consider the univariate process capability index $C_{pmk}$. First, we examine the process capability index $C_{pmk}$ and plug-in estimator $\hat{C}_{pmk}$. In addition, we derive its asymptotic distribution and variance-covariance matrix $V_{pmk}$ for the vector valued process capability index $C_{pmk}$. Under the assumption of bivariate normal distribution, we study asymptotic confidence regions of our vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$.

Speech extraction based on AuxIVA with weighted source variance and noise dependence for robust speech recognition (강인 음성 인식을 위한 가중화된 음원 분산 및 잡음 의존성을 활용한 보조함수 독립 벡터 분석 기반 음성 추출)

  • Shin, Ui-Hyeop;Park, Hyung-Min
    • The Journal of the Acoustical Society of Korea
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    • v.41 no.3
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    • pp.326-334
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    • 2022
  • In this paper, we propose speech enhancement algorithm as a pre-processing for robust speech recognition in noisy environments. Auxiliary-function-based Independent Vector Analysis (AuxIVA) is performed with weighted covariance matrix using time-varying variances with scaling factor from target masks representing time-frequency contributions of target speech. The mask estimates can be obtained using Neural Network (NN) pre-trained for speech extraction or diffuseness using Coherence-to-Diffuse power Ratio (CDR) to find the direct sounds component of a target speech. In addition, outputs for omni-directional noise are closely chained by sharing the time-varying variances similarly to independent subspace analysis or IVA. The speech extraction method based on AuxIVA is also performed in Independent Low-Rank Matrix Analysis (ILRMA) framework by extending the Non-negative Matrix Factorization (NMF) for noise outputs to Non-negative Tensor Factorization (NTF) to maintain the inter-channel dependency in noise output channels. Experimental results on the CHiME-4 datasets demonstrate the effectiveness of the presented algorithms.

A Study on Correlation Interference Signal Cancellation Algorithm for Target Estimation in Multi Input Multi Output (다중 입력 다중 출력 배열 시스템에서 목표물 추정을 위한 상관성 간섭신호 제거 알고리즘 연구)

  • Lee, Kwan-Hyeong;Song, Woo-Young;Lee, Myeong-Ho
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.13 no.1
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    • pp.89-93
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    • 2013
  • This paper is estimating a target direction of arrival with incident to receiver in spatial. This paper presented covariance using constraint matrix to correlation interference signal cancellation in multi input multi output array antennas system. we proposed a target direction of arrival estimation algorithm using cost function and minimum variance method. Through simulation, we were analysis a performance to compare general SPT-LCMV algorithm and proposal algorithm. We showed that proposal algorithm improve more target estimation than general SPT-LCMV algorithm in direction of arrival.

Near field acoustic source localization using beam space focused minimum variance beamforming (빔 공간 초점 최소 분산 빔 형성을 이용한 근접장 음원 위치 추정)

  • Kwon, Taek-Ik;Kim, Ki-Man;Kim, Seongil;Ahn, Jae-kyun
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.2
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    • pp.100-107
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    • 2017
  • The focused MVDR (Minimum Variance Distortionless Response) can be applied for source localization in near field. However, if the number of sensors are increased, it requires a large amount of calculation to obtain the inverse of the covariance matrix. In this paper we propose a focused MVDR method using that beam space is formed from output of far field beamformer at the subarray. The performances of the proposed method was evaluated by simulation. As a result of simulation, the proposed method has the higher spatial resolution performance then the conventional delay-and-sum beamformer.

A study on Robust Feature Image for Texture Classification and Detection (텍스쳐 분류 및 검출을 위한 강인한 특징이미지에 관한 연구)

  • Kim, Young-Sub;Ahn, Jong-Young;Kim, Sang-Bum;Hur, Kang-In
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.10 no.5
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    • pp.133-138
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    • 2010
  • In this paper, we make up a feature image including spatial properties and statistical properties on image, and format covariance matrices using region variance magnitudes. By using it to texture classification, this paper puts a proposal for tough texture classification way to illumination, noise and rotation. Also we offer a way to minimalize performance time of texture classification using integral image expressing middle image for fast calculation of region sum. To estimate performance evaluation of proposed way, this paper use a Brodatz texture image, and so conduct a noise addition and histogram specification and create rotation image. And then we conduct an experiment and get better performance over 96%.