• Title/Summary/Keyword: 최소제곱오차 추정

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Recommended Practice for Demand Factor using Regression Analysis Theory depending on Power Consumption Characteristics in Commercial Buildings (업무용빌딩의 전력소비 특성을 고려한 회귀분석이론을 이용한 수용률 기준 설정)

  • Kim, Se-Dong;Shin, Hyo-Seop;Kim, Soo-Gil;Oh, Kie-Bong
    • Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
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    • 2004.11a
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    • pp.217-222
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    • 2004
  • 고도 정보화 사회의 진전으로 전기에너지의 소비는 급격히 증가하고 있다. 특히 업무용 빌딩과 같은 전력다소비 건물에서는 전력의 효율적 이용에 의한 에너지절감은 물론 설계 단계에서의 합리적인 전기설비 설계가 요청되고 있다. 현재 우리나라의 기후 특성과 전력소비 특성을 고려한 합리적인 전기설비 설계를 위한 기초 자료가 매우 미흡한 실정이다. 본 연구에서는 합리적인 수용률 기준을 설정하기 위하여 사무소용 빌딩의 전력 소비 특성을 조사 분석하였고, 아울러 전기설비설계사무소에서 적용하고 있는 수용률을 조사 분석하였다. 조사된 자료 전체의 특징과 중심적인 경향을 알아내기 위해서 평균값, 중앙값, 표준편차, 최대 값, 최소 값, 회귀모형식, 최소제곱 평균오차 등의 확률 통계적 파라미터들을 수용률 기준 설정을 위한 특징 파라미터로 선택하였다. 그리고, 데이터의 신뢰성을 비교 분석하기 위하여 선형적인 방법과 비선형적인 방법으로 그 경향을 추정하여 곡선으로 나타내었다. 이러한 방법에 의하여 얻어진 분석 자료를 이용하여 적정 변압기 용량 설정을 위하여 데이터베이스화하였고, 변전설비용량의 합리적인 설계를 위하여 수용률 기준 적용시에 필요한 자료로 활용할 수 있으리라 사료된다.

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Joint Transmitter and Receiver Design Based on SPPLNR for Multi-user MIMO Channel with Channel Estimation Error (채널 추정 오차가 있는 다중사용자 다중안테나 채널에서 신호 대 포스트-프로세싱 리키지 및 잡음비 기반 송신기와 수신기 결합 설계)

  • Seo, Dong-Joon;Lee, Pan-Hyung;Lee, Jae-Hong
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.46 no.2
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    • pp.53-59
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    • 2009
  • In multi-user MIMO systems, a base station transmits multiple data to multi-user simultaneously in order to improve performance and bandwidth efficiency. When the base station transmits multiple data to multi-user simultaneously, multi-user interference occurs severely. In this paper, we define a post-processing leakage as the total power leaked from desired user to all other users after combining at the output of each user. Using concept of the post-processing leakage, we also define a performance metric, the so called signal-to-post-processing-leakage-plus-noise ratio (SPPLNR). Assuming that the receiver is the minimum mean square error (MMSE) receiver, we propose an iterative SPPLNR-based beamforming that determines beamforming vectors and combining vectors by using an iterative method. The proposed scheme does not impose a condition on the relation between the number of transmit antennas for the base station and the number of receive antennas for users. Simulation results show that the proposed scheme outperforms a beamforming scheme perfectly eliminating the multi-user interference when channel estimation error exists.

Threshold heterogeneous autoregressive modeling for realized volatility (임계 HAR 모형을 이용한 실현 변동성 분석)

  • Sein Moon;Minsu Park;Changryong Baek
    • The Korean Journal of Applied Statistics
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    • v.36 no.4
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    • pp.295-307
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    • 2023
  • The heterogeneous autoregressive (HAR) model is a simple linear model that is commonly used to explain long memory in the realized volatility. However, as realized volatility has more complicated features such as conditional heteroscedasticity, leverage effect, and volatility clustering, it is necessary to extend the simple HAR model. Therefore, to better incorporate the stylized facts, we propose a threshold HAR model with GARCH errors, namely the THAR-GARCH model. That is, the THAR-GARCH model is a nonlinear model whose coefficients vary according to a threshold value, and the conditional heteroscedasticity is explained through the GARCH errors. Model parameters are estimated using an iterative weighted least squares estimation method. Our simulation study supports the consistency of the iterative estimation method. In addition, we show that the proposed THAR-GARCH model has better forecasting power by applying to the realized volatility of major 21 stock indices around the world.

An efficient Channel Estimation Technique for Space-Time Coded OFDM Systems (시.공간 부호화된 OFDM 시스템의 효율적인 채널추정기법)

  • Jeon, Won-Gi;Baek, Gyeong-Hyeon;Jo, Yong-Su
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.8B
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    • pp.1499-1509
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    • 2000
  • In this paper, we propose an efficient channel estimation technique for space-time coded orthogonal frequency-division multiplexing (OFDM) systems with transmitter and receiver diversity. The proposed technique estimates uniquely all channel frequency responses needed in a decoder of space-time coded OFDM systems using "comb-type" raining symbols. The computational complexity of the proposed technique is reduced dramatically, compared with the previous minimum mean-squared error (MMSE) technique, due to the processing is made all in the frequency-domain. Also, several other techniques for mitigating random noise effect and tracking channel variation are discussed to further improve the performance of the proposed approach. The performances of the proposed approach are demonstrated by computer simulation for mobile wireless channels. channels.

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Method for Channel Estimation in Ambient Backscatter Communication (주변 후방산란 통신에서의 채널 추정기법)

  • Kim, Soo-Hyun;Lee, Donggu;Sun, Young-Ghyu;Sim, Issac;Hwang, Yu-Min;Shin, Yoan;Kim, Dong-In;Kim, Jin-Young
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.19 no.4
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    • pp.7-12
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    • 2019
  • Ambient backscatter communication is limited to channel estimation technique through a pilot signal, which is a channel estimation method in current RF communication, due to transmission power efficiency. In a limited transmission power environment, the research of traditional ambient backscatter communication has been studied assuming that it is an ideal channel without signal distortions due to channel conditions. In this paper, we propose an expectation-maximization(EM) algorithm, one of the blind channel estimation techniques, as a channel estimation method in ambient backscatter communication system which is the state of channel following normal distribution. In the proposed system model, the simulations confirm that channel estimate through EM algorithm is approaching the lower bound of the mean square error compared with the Bayesian Cramer-Rao Boundary(BCRB) to check performance. It shows that the channel parameter can be estimated in the ambient backscatter communication system.

Precision GPS Orbit Determination and Analysis of Error Characteristics (정밀 GPS 위성궤도 결정 및 오차 특성 분석)

  • Bae, Tae-Suk
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.27 no.4
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    • pp.437-444
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    • 2009
  • A bi-directional, multi-step numerical integrator is developed to determine the GPS (Global Positioning System) orbit based on a dynamic approach, which shows micrometer-level accuracy at GPS altitude. The acceleration due to the planets other than the Moon and the Sun is so small that it is replaced by the empirical forces in the Solar Radiation Pressure (SRP) model. The satellite orbit parameters are estimated with the least-squares adjustment method using both the integrated orbit and the published IGS (International GNSS Service) precise orbit. For this estimation procedure, the integration should be applied to the partial derivatives of the acceleration with respect to the unknown parameters as well as the acceleration itself. The accuracy of the satellite orbit is evaluated by the RMS (Root Mean Squares error) of the residuals calculated from the estimated orbit parameters. The overall RMS of orbit error during March 2009 was 5.2 mm, and there are no specific patterns in the absolute orbit error depending on the satellite types and the directions of coordinate frame. The SRP model used in this study includes only the direct and once-per-revolution terms. Therefore there is errant behavior regarding twice-per-revolution, which needs further investigation.

Data Communication Prediction Model in Multiprocessors based on Robust Estimation (로버스트 추정을 이용한 다중 프로세서에서의 데이터 통신 예측 모델)

  • Jun Janghwan;Lee Kangwoo
    • The KIPS Transactions:PartA
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    • v.12A no.3 s.93
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    • pp.243-252
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    • 2005
  • This paper introduces a noble modeling technique to build data communication prediction models in multiprocessors, using Least-Squares and Robust Estimation methods. A set of sample communication rates are collected by using a few small input data sets into workload programs. By applying estimation methods to these samples, we can build analytic models that precisely estimate communication rates for huge input data sets. The primary advantage is that, since the models depend only on data set size not on the specifications of target systems or workloads, they can be utilized to various systems and applications. In addition, the fact that the algorithmic behavioral characteristics of workloads are reflected into the models entitles them to model diverse other performance metrics. In this paper, we built models for cache miss rates which are the main causes of data communication in shared memory multiprocessor systems. The results present excellent prediction error rates; below $1\%$ for five cases out of 12, and about $3\%$ for the rest cases.

Combined Adjustment of Geodetic Levelling Net in Korea (우리나라 측지수준망의 조합조정)

  • 백은기;김원익
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.7 no.2
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    • pp.1-6
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    • 1989
  • The adjustment of levelling net is being done to the order of nets independently by using the least square method. For the small size net, it has difficulties in verification and statistical analysis of the net since the degree of freedom is low At the same time, it is also difficult to evaluate the error of lower order net correctly. The aim of this study is to analyse the properties of combined adjustment method compared with the independent adjustment method by using the data which have been measured during 1967-1987. Another aim is to analyse the influences of normal orthometric correction and changes of datum. Finally, Korean leveling net has been evaluated by applying real redundancy and variance component estimation.

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Nonlinear Speech Enhancement Method for Reducing the Amount of Speech Distortion According to Speech Statistics Model (음성 통계 모형에 따른 음성 왜곡량 감소를 위한 비선형 음성강조법)

  • Choi, Jae-Seung
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.3
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    • pp.465-470
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    • 2021
  • A robust speech recognition technology is required that does not degrade the performance of speech recognition and the quality of the speech when speech recognition is performed in an actual environment of the speech mixed with noise. With the development of such speech recognition technology, it is necessary to develop an application that achieves stable and high speech recognition rate even in a noisy environment similar to the human speech spectrum. Therefore, this paper proposes a speech enhancement algorithm that processes a noise suppression based on the MMSA-STSA estimation algorithm, which is a short-time spectral amplitude method based on the error of the least mean square. This algorithm is an effective nonlinear speech enhancement algorithm based on a single channel input and has high noise suppression performance. Moreover this algorithm is a technique that reduces the amount of distortion of the speech based on the statistical model of the speech. In this experiment, in order to verify the effectiveness of the MMSA-STSA estimation algorithm, the effectiveness of the proposed algorithm is verified by comparing the input speech waveform and the output speech waveform.

Adaptive Beamforming System Based on Combined Array Antenna (혼합 배열 안테나 기반의 적응 빔형성 시스템)

  • Kim, Tae-Yun;Hwang, Suk-Seung
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.1
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    • pp.9-18
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    • 2021
  • The 5G communication system employs the millimeter wave with the extremely high frequency. Since the high frequency signal has the strong straightness, the beamforming technology based on the multiple base stations is required for services covering wide range. The beamformer needs the angle-of-arrival(AOA) information of the signal incident to the antenna, and it is generally estimated through the high resolution AOA estimation algorithm such as Multiple Signal Classification (MUSIC) or Estimation of Signal Parameters via Rotational Invariacne Technique (ESPRIT). Although various antenna array shapes can be employed for the beamformer, a single shape (square, circle, or hexagonal) is typically utilized. In this paper, we introduce a transmitting/receiving beamforming system based on the combined array antenna with square and circular shapes, which is proper to various frequency signals, and evaluate its performance. For evaluating the performance of the proposed beamforming system based on the combined array antenna, we implement the computer simulation employing various scenarios.