• Title/Summary/Keyword: 점근 분산식

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Uncertainty Assessment of Regional Frequency Analysis for Generalized Logistic Distribution (Generalized Logistic 분포형을 이용한 지역빈도해석의 불확실성 추정)

  • Shin, Hongjoon;Nam, Woosung;Jung, Younghun;Heo, Jun-Haeng
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.6B
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    • pp.723-729
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    • 2008
  • Confidence intervals of growth curves are calculated to assess the uncertainty of index flood method as a regional frequency analysis. The asymptotic variance of quantile estimator for the generalized logistic distribution is introduced to evaluate confidence intervals. In addition, the variances of at-site frequency estimator and regional frequency estimator are used to evaluate an efficiency index. The efficiency indexes for 14 homogeneous regions based on 378 stations show that index flood method estimators are more efficient than at-site frequency estimators. It is shown that the number of sites in a region needs to be limited for regional gain.

The Mean and Variance of the MUSIC Null-Spectrum (MUSIC Null-Spectrum의 평균과 분산)

  • 최진호;윤진선;김형명;송익호;박성일
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.17 no.2
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    • pp.114-120
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    • 1992
  • In this paper we derived the asymptotic distribution of the MUSIC null-spectrum, form which an exact expression of the asymptotic variance of the MUSIC null-spectrum can be obtained. From this result in addition an explicit expression of the normalized standard deviation has been derived and it is shown that the normalized standard deviation depends only on the number of sensors and the number of signals.

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Derivation of Asymptotic Formulas for the Signal-to-Noise Ratio of Mismatched Optimal Laplacian Quantizers (불일치된 최적 라플라스 양자기의 신호대잡음비 점근식의 유도)

  • Na, Sang-Sin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.5C
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    • pp.413-421
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    • 2008
  • The paper derives asymptotic formulas for the MSE distortion and the signal-to-noise ratio of a mismatched fixed-rate minimum MSE Laplacian quantizer. These closed-form formulas are expressed in terms of the number N of quantization points, the mean displacement $\mu$, and the ratio $\rho$ of the standard deviation of the source to that for which the quantizer is optimally designed. Numerical results show that the principal formula is accurate in that, for rate R=$log_2N{\geq}6$, it predicts signal-to-noise ratios within 1% of the true values for a wide range of $\mu$, and $\rho$. The new findings herein include the fact that, for heavy variance mismatch of ${\rho}>3/2$, the signal-to-noise ratio increases at the rate of $9/\rho$ dB/bit, which is slower than the usual 6 dB/bit, and the fact that an optimal uniform quantizer, though optimally designed, is slightly more than critically mismatched to the source. It is also found that signal-to-noise ratio loss due to $\mu$ is moderate. The derived formulas can be useful in quantization of speech or music signals, which are modeled well as Laplacian sources and have changing short-term variances.

Parameter Estimation and Confidence Limits for the Log-Gumbel Distribution (대수(對數)-Gumbel 확률분포함수(確率分布函數)의 매개변수(媒介變數) 추정(推定)과 신뢰한계(信賴限界) 유도(誘導))

  • Heo, Jun Haeng
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.4
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    • pp.151-161
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    • 1993
  • The log-Gumbel distribution in real space is defined by transforming the conventional log-Gumbel distribution in log space. For this model, the parameter estimation techniques are applied based on the methods of moments, maximum likelihood and probability weighted moments. The asymptotic variances of estimator of the quantiles for each estimation method are derived to find the confidence limits for a given return period. Finally, the log-Gumbel model is applied to actual flood data to estimate the parameters, quantiles and confidence limits.

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Parameter Estimation and Confidence Limits for the WeibulI Distribution (Weibull 확률분포함수(確率分布函數)의 매개변수(媒介變數) 추정(推定)과 신뢰한계(信賴限界) 유도(誘導))

  • Heo, Jun Haeng
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.4
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    • pp.141-150
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    • 1993
  • For the three parameter Weibull distribution, the parameter estimation techniques are applied and the asymptotic variances of the quantile to obtain the confidence limits for a given return period are derived. Three estimation techniques are used for these purposes: the methods of moments, maximum likelihood and probability weighted moments. The three parameter Weibull distribution as a flood frequency model is applied to actual flood data.

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Delay-dependent Fuzzy $H_2/H_{\infty}$ Controller Design for Delayed Fuzzy Dynamic Systems (시간지연 퍼지 시스템의 지연 종속 퍼지 $H_2/H_{\infty}$ 제어기 설계)

  • 김종래;정은태
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.41 no.5
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    • pp.19-27
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    • 2004
  • A delay dependent fuzzy $H_2/H_{\infty}$ controller design method for delayed fuzzy dynamic systems is considered. Using delay-dependent Lyapunov function, the asymptotical stability and $H_2/H_{\infty}$ performance problem are discussed. A sufficient condition for the existence of fuzzy controller is presented in terms of linear matrix inequalities(LMIs). A simulation example is given to illustrate the design procedures and performances of the proposed methods.