• Title/Summary/Keyword: Biased error probability

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Recursive Estimation of Biased Zero-Error Probability for Adaptive Systems under Non-Gaussian Noise (비-가우시안 잡음하의 적응 시스템을 위한 바이어스된 영-오차확률의 반복적 추정법)

  • Kim, Namyong
    • Journal of Internet Computing and Services
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    • v.17 no.1
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    • pp.1-6
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    • 2016
  • The biased zero-error probability and its related algorithms require heavy computational burden related with some summation operations at each iteration time. In this paper, a recursive approach to the biased zero-error probability and related algorithms are proposed, and compared in the simulation environment of shallow water communication channels with ambient noise of biased Gaussian and impulsive noise. The proposed recursive method has significantly reduced computational burden regardless of sample size, contrast to the original MBZEP algorithm with computational complexity proportional to sample size. With this computational efficiency the proposed algorithm, compared with the block-processing method, shows the equivalent robustness to multipath fading, biased Gaussian and impulsive noise.

Biased Zero-Error Probability for Adaptive Systems under Non-Gaussian Noise (비-가우시안 잡음하의 적응 시스템을 위한 바이어스된 영-오차확률)

  • Kim, Namyong
    • Journal of Internet Computing and Services
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    • v.14 no.1
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    • pp.9-14
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    • 2013
  • The criterion of zero-error probability provides a limitation on error probability functions being used for adaptive systems when the error samples are shifted by the influence of DC-bias noise. In this paper, we employ a bias term in the error distribution and propose a new criterion of the biased zero-error probability with error being zero. Also, by maximizing the proposed criterion on expanded filter structures, a supervised adaptive algorithm has been derived. From the simulation results of supervised equalization, the algorithm based on the proposed criterion yielded zero-centered and highly concentrated error samples without disturbance in the environments of strong impulsive and DC-bias noise.

Euclidean Distance of Biased Error Probability for Communication in Non-Gaussian Noise (비-가우시안 잡음하의 통신을 위한 바이어스된 오차 분포의 유클리드 거리)

  • Kim, Namyong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.3
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    • pp.1416-1421
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    • 2013
  • In this paper, the Euclidean distance between the probability density functions (PDFs) for biased errors and a Dirac-delta function located at zero on the error axis is proposed as a new performance criterion for adaptive systems in non-Gaussian noise environments. Also, based on the proposed performance criterion, a supervised adaptive algorithm is derived and applied to adaptive equalization in the shallow-water communication channel distorted by severe multipath fading, impulsive and DC-bias noise. The simulation results compared with the performance of the existing MEDE algorithm show that the proposed algorithm yields over 5 dB of MSE enhancement and the capability of relocating the mean of the error PDF to zero on the error axis.

Blind Signal Processing for Medical Sensing Systems with Optical-Fiber Signal Transmission

  • Kim, Namyong;Byun, Hyung-Gi
    • Journal of Sensor Science and Technology
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    • v.23 no.1
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    • pp.1-6
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    • 2014
  • In many medical image devices, dc noise often prevents normal diagnosis. In wireless capsule endoscopy systems, multipath fading through indoor wireless links induces inter-symbol interference (ISI) and indoor electric devices generate impulsive noise in the received signal. Moreover, dc noise, ISI, and impulsive noise are also found in optical fiber communication that can be used in remote medical diagnosis. In this paper, a blind signal processing method based on the biased probability density functions of constant modulus error that is robust to those problems that can cause error propagation in decision feedback (DF) methods is presented. Based on this property of robustness to error propagation, a DF version of the method is proposed. In the simulation for the impulse response of optical fiber channels having slowly varying dc noise and impulsive noise, the proposed DF method yields a performance enhancement of approximately 10 dB in mean squared error over its linear counterpart.

A performance improvement method in the gun fire control system compensating for measurement bias error of the target tracking sensor (표적추적센서의 측정 바이어스 오차 보상에 의한 사격통제장치 성능 향상 기법)

  • Kim, Jae-Hun;Lyou, Joon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.3 no.2
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    • pp.121-130
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    • 2000
  • A practical method is proposed to improve hit probability of the digital gun fire control system, when the measured rate of the tracking sensor becomes biased under some operational situation. For ground moving target it is shown that the well-known Kalman filter which uses position measurement only can be optimally used to eliminate the rate bias error. On the other hand, for 3D moving aircraft we present a new algorithm which incorporate FIR-type filter, which uses position and rate measurement at the same time, and the fixed-lag smoother using position measurement only, and show that it has the optimal performance in terms of both estimation accuracy and response time.

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UNBIASED ADAPTIVE DECISION FEEDBACK EQUALIZATION

  • Shin, Hyun-Chool;Song, Woo-Jin
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.65-68
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    • 2000
  • It is well-known that the decision rule in the mini-mum mean-squares-error decision feedback equalizer(MMSE-DFE) is biased, and therefore suboptimum with respect to error probability. We present a new family of algorithms that solve the bias problem in the adaptive DFE. A novel constraint, called the constant-norm con-straint, is introduced unifying the quadratic constraint and the monic one. A new cost function based on the constant-norm constraint and Lagrange multiplier is defined. Minimizing the cost function gives birth to a new family of unbiased adaptive DFE. The simula-tion results demonstrate that the proposed method in-deed produce unbiased solution in the presence of noise while keeping very simple both in computation and im-plementation.

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A simulation study for various propensity score weighting methods in clinical problematic situations (임상에서 발생할 수 있는 문제 상황에서의 성향 점수 가중치 방법에 대한 비교 모의실험 연구)

  • Siseong Jeong;Eun Jeong Min
    • The Korean Journal of Applied Statistics
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    • v.36 no.5
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    • pp.381-397
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    • 2023
  • The most representative design used in clinical trials is randomization, which is used to accurately estimate the treatment effect. However, comparison between the treatment group and the control group in an observational study without randomization is biased due to various unadjusted differences, such as characteristics between patients. Propensity score weighting is a widely used method to address these problems and to minimize bias by adjusting those confounding and assess treatment effects. Inverse probability weighting, the most popular method, assigns weights that are proportional to the inverse of the conditional probability of receiving a specific treatment assignment, given observed covariates. However, this method is often suffered by extreme propensity scores, resulting in biased estimates and excessive variance. Several alternative methods including trimming, overlap weights, and matching weights have been proposed to mitigate these issues. In this paper, we conduct a simulation study to compare performance of various propensity score weighting methods under diverse situation, such as limited overlap, misspecified propensity score, and treatment contrary to prediction. From the simulation results overlap weights and matching weights consistently outperform inverse probability weighting and trimming in terms of bias, root mean squared error and coverage probability.

Weighting Effect on the Weighted Mean in Finite Population (유한모집단에서 가중평균에 포함된 가중치의 효과)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.7 no.2
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    • pp.53-69
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    • 2006
  • Weights can be made and imposed in both sample design stage and analysis stage in a sample survey. While in design stage weights are related with sample data acquisition quantities such as sample selection probability and response rate, in analysis stage weights are connected with external quantities, for instance population quantities and some auxiliary information. The final weight is the product of all weights in both stage. In the present paper, we focus on the weight in analysis stage and investigate the effect of such weights imposed on the weighted mean when estimating the population mean. We consider a finite population with a pair of fixed survey value and weight in each unit, and suppose equal selection probability designs. Under the condition we derive the formulas of the bias as well as mean square error of the weighted mean and show that the weighted mean is biased and the direction and amount of the bias can be explained by the correlation between survey variate and weight: if the correlation coefficient is positive, then the weighted mein over-estimates the population mean, on the other hand, if negative, then under-estimates. Also the magnitude of bias is getting larger when the correlation coefficient is getting greater. In addition to theoretical derivation about the weighted mean, we conduct a simulation study to show quantities of the bias and mean square errors numerically. In the simulation, nine weights having correlation coefficient with survey variate from -0.2 to 0.6 are generated and four sample sizes from 100 to 400 are considered and then biases and mean square errors are calculated in each case. As a result, in the case or 400 sample size and 0.55 correlation coefficient, the amount or squared bias of the weighted mean occupies up to 82% among mean square error, which says the weighted mean might be biased very seriously in some cases.

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한 인구학도의 회고

  • 김택일
    • Korea journal of population studies
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    • v.11 no.1
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    • pp.1-13
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    • 1988
  • This study examines the sampling bias that may have resulted from the large number of missing observations. Despite well-designed and reliable sampling procedures, the observed sample values in DSFH(Demographic Survey on Changes in Family and Household Structure, Japan) included many missing observations. The head administerd survey method of DSFH resulted in a large number of missing observations regarding characteristics of elderly non-head parents and their children. In addition, the response probability of a particular item in DSFH significantly differs by characteristics of elderly parents and their children. Furthermore, missing observations of many items occurred simultaneously. This complex pattern of missing observations critically limits the ability to produce an unbiased analysis. First, the large number of missing observations is likely to cause a misleading estimate of the standard error. Even worse, the possible dependency of missing observations on their latent values is likely to produce biased estimates of covariates. Two models are employed to solve the possible inference biases. First, EM algorithm is used to infer the missing values based on the knowledge of the association between the observed values and other covariates. Second, a selection model was employed given the suspicion that the probability of missing observations of proximity depends on its unobserved outcome.

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EM Algorithm and Two Stage Model for Incomplete Data (불완전한 자료에 대한 보완기법(EM 알고리듬과 2단계(Two Stage) 모델))

  • 박경숙
    • Korea journal of population studies
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    • v.21 no.1
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    • pp.162-183
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    • 1998
  • This study examines the sampling bias that may have resulted from the large number of missing observations. Despite well-designed and reliable sampling procedures, the observed sample values in DSFH(Demographic Survey on Changes in Family and Household Structure, Japan) included many missing observations. The head administerd survey method of DSFH resulted in a large number of missing observations regarding characteristics of elderly non-head parents and their children. In addition, the response probability of a particular item in DSFH significantly differs by characteristics of elderly parents and their children. Furthermore, missing observations of many items occurred simultaneously. This complex pattern of missing observations critically limits the ability to produce an unbiased analysis. First, the large number of missing observations is likely to cause a misleading estimate of the standard error. Even worse, the possible dependency of missing observations on their latent values is likely to produce biased estimates of covariates. Two models are employed to solve the possible inference biases. First, EM algorithm is used to infer the missing values based on the knowledge of the association between the observed values and other covariates. Second, a selection model was employed given the suspicion that the probability of missing observations of proximity depends on its unobserved outcome.

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