• Title/Summary/Keyword: Autocorrelation Function

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Random heterogeneous model with bimodal velocity distribution for Methane Hydrate exploration (바이모달 분포형태 랜덤 불균질 매질에 의한 메탄하이드레이트층 모델화)

  • Kamei Rie;Hato Masami;Matsuoka Toshifumi
    • Geophysics and Geophysical Exploration
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    • v.8 no.1
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    • pp.41-49
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    • 2005
  • We have developed a random heterogeneous velocity model with bimodal distribution in methane hydrate-bearing Bones. The P-wave well-log data have a von Karman type autocorrelation function and non-Gaussian distribution. The velocity histogram has two peaks separated by several hundred metres per second. A random heterogeneous medium with bimodal distribution is generated by mapping of a medium with a Gaussian probability distribution, yielded by the normal spectral-based generation method. By using an ellipsoidal autocorrelation function, the random medium also incorporates anisotropy of autocorrelation lengths. A simulated P-wave velocity log reproduces well the features of the field data. This model is applied to two simulations of elastic wane propagation. Synthetic reflection sections with source signals in two different frequency bands imply that the velocity fluctuation of the random model with bimodal distribution causes the frequency dependence of the Bottom Simulating Reflector (BSR) by affecting wave field scattering. A synthetic cross-well section suggests that the strong attenuation observed in field data might be caused by the extrinsic attenuation in scattering. We conclude that random heterogeneity with bimodal distribution is a key issue in modelling hydrate-bearing Bones, and that it can explain the frequency dependence and scattering observed in seismic sections in such areas.

Robust System Identification Algorithm Using Cross Correlation Function

  • Takeyasu, Kazuhiro;Amemiya, Takashi;Goto, Hiroyuki;Masuda, Shiro
    • Industrial Engineering and Management Systems
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    • v.1 no.1
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    • pp.79-86
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    • 2002
  • This paper proposes a new algorithm for estimating ARMA model parameters. In estimating ARMA model parameters, several methods such as generalized least square method, instrumental variable method have been developed. Among these methods, the utilization of a bootstrap type algorithm is known as one of the effective approach for the estimation, but there are cases that it does not converge. Hence, in this paper, making use of a cross correlation function and utilizing the relation of structural a priori knowledge, a new bootstrap algorithm is developed. By introducing theoretical relations, it became possible to remove terms, which is liable to include much noise. Therefore, this leads to robust parameter estimation. It is shown by numerical examples that using this algorithm, all simulation cases converge while only half cases succeeded with the previous one. As for the calculation time, judging from the fact that we got converged solutions, our proposed method is said to be superior as a whole.

Synchronization Technique Based on Adaptive Combining of Sub-correlations of Multiband Sine Phased BOC Signals (부상관함수의 적응적 결합에 기반한 다중 대역 Sine 위상 BOC 신호 동기화 기법)

  • Park, Jong-In;Lee, Young-Po;Yoon, Seok-Ho;Kim, Sun-Yong;Lee, Ye-Hoon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.11C
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    • pp.694-701
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    • 2011
  • This paper addresses a synchronization technique based on an adaptive combining of the sub-correlation functions obtained from multiband sine phased binary offset carrier (BOC) signals, allowing a BOC signal receiver to deal with multiband sine phased BOC signals. Specifically, we first obtain the sub-correlation functions composing the BOC autocorrelation function, and then, re-combine the sub-correlation functions generating a correlation function with no side-peak. Finally, by replacing the BOC autocorrelation with the correlation function with no side-peak in the delay lock loop, the proposed scheme performs unambiguous signal tracking. The proposed synchronization scheme is applicable to generic sine phased BOC signals. Numerical results demonstrate that the proposed scheme provides a performance improvement over the conventional unambiguous schemes in terms of the tracking error standard deviation.

Probabilistic Seepage Analysis by the Finite Element Method Considering Spatial Variability of Soil Permeability (투수계수의 공간적 변동성을 고려한 유한요소법에 의한 확률론적 침투해석)

  • Cho, Sung-Eun
    • Journal of the Korean Geotechnical Society
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    • v.27 no.10
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    • pp.93-104
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    • 2011
  • In this paper, a numerical procedure of probabilistic steady seepage analysis that considers the spatial variability of soil permeability is presented. The procedure extends the deterministic analysis based on the finite element method to a probabilistic approach that accounts for the uncertainties and spatial variation of the soil permeability. Two-dimensional random fields are generated based on a Karhunen-Lo$\grave{e}$ve expansion in a fashion consistent with a specified marginal distribution function and an autocorrelation function. A Monte Carlo simulation is then used to determine the statistical response based on the random fields. A series of analyses were performed to verify the application potential of the proposed method and to study the effects of uncertainty due to the spatial heterogeneity on the seepage behavior of soil foundation beneath water retaining structure with a single sheet pile wall. The results showed that the probabilistic framework can be used to efficiently consider the various flow patterns caused by the spatial variability of the soil permeability in seepage assessment for a soil foundation beneath water retaining structures.

Preferred Dealy Time and Subjective Preference Judgment for Sound Field with Single Reflection (일차 반사음으로 구성된 음장에서의 최적지연시간과 주관 Preference의 판단)

  • Kang, Seong-Hoon
    • The Journal of the Acoustical Society of Korea
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    • v.7 no.4
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    • pp.5-12
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    • 1988
  • In order to know the preferred delay time of single reflection in relation in relation to the source signal, and to investigate whether or not there is any display in preference judgment of sound field between subjects of different nationalities, tests of subjective preference for musical sound fields with single reflection were preformed. The result showed that the preferred delay times agreed with the effective duration of auto-correlation function of the source signals, when the amplitude of reflection relative to the direct sound is 0dB. No fundamental disparity in series of judgement of sound field was found even for different series of Judgment with different music motifs. The result of preference test using different passages in single music showed that the fluctuation of the effective duration autocorrelation function over all the passages of the music was small. Thus, the preferred delay time can be determined by the coherence of autocorrelation function of the source signals and the amplitued of reflection.

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Probabilistic Seepage Analysis Considering the Spatial Variability of Permeability for Layered Soil (투수계수의 공간적 변동성을 고려한 층상지반에 대한 확률론적 침투해석)

  • Cho, Sung-Eun
    • Journal of the Korean Geotechnical Society
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    • v.28 no.12
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    • pp.65-76
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    • 2012
  • In this study, probabilistic analysis of seepage through a two-layered soil foundation was performed. The hydraulic conductivity of soil shows significant spatial variations in different layers because of stratification; further, it varies on a smaller scale within each individual layer. Therefore, the deterministic seepage analysis method was extended to develop a probabilistic approach that accounts for the uncertainties and spatial variation of the hydraulic conductivity in a layered soil profile. Two-dimensional random fields were generated on the basis of the Karhunen-Lo$\grave{e}$ve expansion in a manner consistent with a specified marginal distribution function and an autocorrelation function for each layer. A Monte Carlo simulation was then used to determine the statistical response based on the random fields. A series of analyses were performed to verify the application potential of the proposed method and to study the effects of uncertainty due to the spatial heterogeneity on the seepage behavior of two-layered soil foundation beneath water retaining structure. The results showed that the probabilistic framework can be used to efficiently consider the various flow patterns caused by the spatial variability of the hydraulic conductivity in seepage assessment for a layered soil foundation.

A Study on the Probabilistic Analysis Method Considering Spatial Variability of Soil Properties (지반의 공간적 변동성을 고려한 확률론적 해석기법에 관한 연구)

  • Cho, Sung-Eun;Park, Hyung-Choon
    • Journal of the Korean Geotechnical Society
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    • v.24 no.8
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    • pp.111-123
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    • 2008
  • Geotechnical engineering problems are characterized by many sources of uncertainty. Some of these sources are connected to the uncertainties of soil properties involved in the analysis. In this paper, a numerical procedure for a probabilistic analysis that considers the spatial variability of soil properties is presented to study the response of spatially random soil. The approach integrates a commercial finite difference method and random field theory into the framework of a probabilistic analysis. Two-dimensional non-Gaussian random fields are generated based on a Karhunen-$Lo{\grave{e}}ve$ expansion in a fashion consistent with a specified marginal distribution function and an autocorrelation function. A Monte Carlo simulation is then used to determine the statistical response based on the random fields. A series of analyses were performed to study the effects of uncertainty due to the spatial heterogeneity on the settlement and bearing capacity of a rough strip footing. The simulations provide insight into the application of uncertainty treatment to the geotechnical problem and show the importance of the spatial variability of soil properties with regard to the outcome of a probabilistic assessment.

Measurement of Varying Stimulus Evoked Otoacoustic Emission Latency Using cross Correlation (상호상관법을 이용한 가변 자극 유발이음향 방사파 잠시의 측정)

  • 최진영;조진호
    • Journal of Biomedical Engineering Research
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    • v.12 no.1
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    • pp.19-22
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    • 1991
  • Cross correlation method was newly applied for the calculation of latency of evoked otoacoustic emission. The latency was calculated froth the main peak of cross correlation function, which is one of Possible definition of latency. The output was also compared with those of conventional autocorrelation method. The results show that cross correlation method has better Performance than that of conventional method.

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Binary random sequence generation by use of random sampling of M-sequence

  • Hiroshi Harada;Hiroshi Kashiwagi;Satoshi Honda;Kazuo Oguri
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10a
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    • pp.832-835
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    • 1987
  • This paper proposes a new method of generating binary random sequences using a randomly sampled M-sequence. In this paper two methods of sampling are proposed. Expected values of the autocorrelation function of the sequence generated by these methods are calculated theoretically. From the results of computer simulation, it is shown that using these methods, we can get binary random sequences which have good random properties.

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The Third National Congress on Fluids Engineering: (제 4 회 한국 유체공학 학술대회)

  • Kim, Kyung-Rock;Jung, Jae-Dal;Lee, Chang-Hoon
    • 유체기계공업학회:학술대회논문집
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    • 2006.08a
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    • pp.433-436
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    • 2006
  • In this study we perform Lagrangian stochastic model simulation for heavy particle. Reynolds(2002) construct simple LSM for heavy particle, which lack in detailed parameter study and statistics of turbulent flow within his paper. we investigate more simple but important turbulent statistics such as autocorrelation for velocity and acceleration, Lagrangian structure function and dispersion statistics parameterized by using DNS.

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