• 제목/요약/키워드: Covariance Analysis

검색결과 986건 처리시간 0.029초

공분산 행렬 해석기법을 이용한 모노펄스 소나 표적상태 추정 성능 향상 기법 (An Enhanced Target State Estimation using Covariance Analysis Techniques for a Monopulse Sonar System)

  • 이창호;김재수;이상영;김강;오원천;조운현
    • 한국음향학회지
    • /
    • 제15권1호
    • /
    • pp.34-39
    • /
    • 1996
  • 표적 상태추정은 소나 신호처리의 중요한 문제이다. 본 연구에서는 모노펄스 소나의 표적정보를 이용한 표적 상태추정에 공분산 해석기법을 적용하여 상태추정 성능을 향상시켰다. 앞서 개발된 MOST신호 합성기법으로 모의 표적신호를 발생시켜 신호대 잡음비의 변화에 따른 조건에서 제시된 기법의 성능을 평가하였다.

  • PDF

Stochastic elastic wave analysis of angled beams

  • Bai, Changqing;Ma, Hualin;Shim, Victor P.W.
    • Structural Engineering and Mechanics
    • /
    • 제56권5호
    • /
    • pp.767-785
    • /
    • 2015
  • The stochastic finite element method is employed to obtain a stochastic dynamic model of angled beams subjected to impact loads when uncertain material properties are described by random fields. Using the perturbation technique in conjunction with a precise time integration method, a random analysis approach is developed for efficient analysis of random elastic waves. Formulas for the mean, variance and covariance of displacement, strain and stress are introduced. Statistics of displacement and stress waves is analyzed and effects of bend angle and material stochasticity on wave propagation are studied. It is found that the elastic wave correlation in the angled section is the most significant. The mean, variance and covariance of the stress wave amplitude decrease with an increase in bend angle. The standard deviation of the beam material density plays an important role in longitudinal displacement wave covariance.

통계모형을 이용하여 모의실험 결과 분석하기에 대한 보완연구 (A complementary study on analysis of simulation results using statistical models)

  • 김지현;김봉성
    • 응용통계연구
    • /
    • 제35권4호
    • /
    • pp.569-577
    • /
    • 2022
  • 비모수적 추정량의 성능을 이론적으로 비교하기 힘들 때 흔히 모의실험을 실시한다. 다양한 실험조건에서 여러 추정량에 대해 얻어진 모의실험 결과를 회귀모형을 이용해 분석하면 보다 체계적이고 정확한 비교를 할 수 있다는 것을 Kim과 Kim (2021)에서 보였다. 이 연구는 Kim과 Kim (2021)에 대한 후속연구이자 보완연구이다. 회귀모형의 오차항에 대한 분산공분산행렬에서 이분산성만 고려하고 공분산을 선행연구에서 무시했는데, 공분산을 고려하게 되면 분산공분산행렬은 블록대각행렬이 된다. 본 연구에서 블록대각행렬인 분산공분산행렬을 추정하여 분석에 이용하는 방법을 제시하였다. 이렇게 하면 명목신뢰수준을 보장하면서 유의하게 성능 차이가 나는 추정량 짝을 더 잘 찾을 수 있다는 것도 보였다.

스트랩다운 관성항법장치에 대한 가관측성 분석 (Analysis of observability for strapdown inertial navigation system)

  • 정태호;박흥원;이상정
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
    • /
    • pp.45-49
    • /
    • 1989
  • The observability of an strapdown inertial navigation system(SDINS) is investigated. The piece-wise constant systems are defined and the stepped observability matrix scheme is applied to observability analysis of SDINS theoretically, the results are compared with that of covariance simulation. It is found that SDINS is more observable than gimballed inertial navigation system (GINS) in the case of the variation of vehicle attitude, and is found that the stepped observability matrix theory is simple and useful for the analysis of the system observability but the results are not completely same as that of covariance simulation.

  • PDF

Precision Attitude Determination Design Using Tracker

  • Rhee, Seung-Wu;Kim, Zeen-Chul
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1998년도 제13차 학술회의논문집
    • /
    • pp.53-57
    • /
    • 1998
  • Star tracker placement configuration is proposed and the properness of the placement configuration is verified for star tracker's sun avoidance angle requirement. Precision attitude determination system is successfully designed using a gyro-star tracker inertial reference system for a candidate LEO spacecraft. Elaborate kalman filter formulation for a spacecraft is proposed for covariance analysis. The covariance analysis is performed to verify the capability of the proposed attitude determination system. The analysis results show that the attitude determination error and drift rate error are good enough to satisfy the mission of a candidate spacecraft.

  • PDF

앙상블 칼만 필터를 이용한 태풍 우쿵 (200610) 예측과 앙상블 민감도 분석 (Typhoon Wukong (200610) Prediction Based on The Ensemble Kalman Filter and Ensemble Sensitivity Analysis)

  • 박종임;김현미
    • 대기
    • /
    • 제20권3호
    • /
    • pp.287-306
    • /
    • 2010
  • An ensemble Kalman filter (EnKF) with Weather Research and Forecasting (WRF) Model is applied for Typhoon Wukong (200610) to investigate the performance of ensemble forecasts depending on experimental configurations of the EnKF. In addition, the ensemble sensitivity analysis is applied to the forecast and analysis ensembles generated in EnKF, to investigate the possibility of using the ensemble sensitivity analysis as the adaptive observation guidance. Various experimental configurations are tested by changing model error, ensemble size, assimilation time window, covariance relaxation, and covariance localization in EnKF. First of all, experiments using different physical parameterization scheme for each ensemble member show less root mean square error compared to those using single physics for all the forecast ensemble members, which implies that considering the model error is beneficial to get better forecasts. A larger number of ensembles are also beneficial than a smaller number of ensembles. For the assimilation time window, the experiment using less frequent window shows better results than that using more frequent window, which is associated with the availability of observational data in this study. Therefore, incorporating model error, larger ensemble size, and less frequent assimilation window into the EnKF is beneficial to get better prediction of Typhoon Wukong (200610). The covariance relaxation and localization are relatively less beneficial to the forecasts compared to those factors mentioned above. The ensemble sensitivity analysis shows that the sensitive regions for adaptive observations can be determined by the sensitivity of the forecast measure of interest to the initial ensembles. In addition, the sensitivities calculated by the ensemble sensitivity analysis can be explained by dynamical relationships established among wind, temperature, and pressure.

점용접되는 차체 부품의 공차 해석 기법 (A Tolerance Analysis Method for Spot-welded Deformable Auto Body Parts)

  • 소현철;김국생;임현준;지해성;박봉준;유인석
    • 한국자동차공학회논문집
    • /
    • 제14권2호
    • /
    • pp.23-31
    • /
    • 2006
  • Tolerance analysis of auto body requires the consideration of its compliance because of potentially significant deformation during the spot-weld assembly process. In this paper, a relatively recent method for such analyses is briefly introduced as one can find in the literature. In this method, it is important to take into account of the covariance between the sources of variation as they are closely located, which is the case in most auto body assembly. However, it is often impossible to know such covariance, for example, when a new car is being developed. Therefore, a mechanics-based method is proposed in this paper to estimate the covariance among the sources of variation by finite element analyses and simple statistical computations. The proposed method is illustrated by applying it to a three-dimensional model of real front wheel housing.

Formulation of New Hyperbolic Time-shift Covariant Time-frequency Symbols and Its Applications

  • Iem, Byeong-Gwan
    • The Journal of the Acoustical Society of Korea
    • /
    • 제22권1E호
    • /
    • pp.26-32
    • /
    • 2003
  • We propose new time-frequency (TF) tools for analyzing linear time-varying (LTV) systems and nonstationary random processes showing hyperbolic TF structure. Obtained through hyperbolic warping the narrowband Weyl symbol (WS) and spreading function (SF) in frequency, the new TF tools are useful for analyzing LTV systems and random processes characterized by hyperbolic time shifts. This new TF symbol, called the hyperbolic WS, satisfies the hyperbolic time-shift covariance and scale covariance properties, and is useful in wideband signal analysis. Using the new, hyperbolic time-shift covariant WS and 2-D TF kernels, we provide a formulation for the hyperbolic time-shift covariant TF symbols, which are 2-D smoothed versions of the hyperbolic WS. We also propose a new interpretation of linear signal transformations as weighted superposition of hyperbolic time shifted and scale changed versions of the signal. Application examples in signal analysis and detection demonstrate the advantages of our new results.

스마트 안테나에서 최적 공분산 행렬 연구 (A Study on the optimum covariance matrix to smart antenna)

  • 이관형;송우영;주종혁
    • 디지털산업정보학회논문지
    • /
    • 제5권1호
    • /
    • pp.83-88
    • /
    • 2009
  • This paper consider the problem of direction of arrival(DOA) estimation in the presence of multipath propagation. The sensor elements are assumed to be linear and uniformly spaced. Numerous authors have advocated the use of a beamforming preprocessor to facilitate application of high resolution direction finding algorithms The benefits cited include reduced computation, improved performance in environments that include spatially colored noise, and enhanced resolution. Performance benefits typically have been demonstrated via specific example. The purpose of this paper is to provide an analysis of a beamspace version of the MUSIC algorithm applicable to two closely spaced emitters in diverse scenarios. Specifically, the analysis is applicable to uncorrelated far field emitters of any relative power level, confined to a known plane, and observed by an arbitrary array of directional antenna. In this paper, we researched about optimize beam forming to smart antenna system. The covariance matrix obtained using fourth order cumulant function. Simulations illustrate the performance of the techniques.

MUSIC을 근간으로 하는 고해상도 DOA 방법의 성능분석에 관한 연구 (A Study on Performance Analysis of High Resolution DOA Method based on MUSIC)

  • 이일근;최인경;김영집;강철신
    • 한국통신학회논문지
    • /
    • 제19권2호
    • /
    • pp.345-353
    • /
    • 1994
  • 본 논문에서는 Sample Array Covariance Matrix의 대각선요소들의 평균치를 취하여 이를 대각선 요소값들로 대치하여 도래방향각 예측을 수행하는 소위 'Averaged MUSIC' 방법이 낮은 신호대잡음비, 신호원들이 근접해 있는 경우, Sensor의 수가 제한되어 있는 경우등에서 MUSIC에 비하여 훨씬 고해상도의 DOA 예측을 수행함을 보였다. 이를 위해서 통계적인 방법을 사용하여서 한 두가지 경우에 나오는 특별한 결과를 배제하고 가능한한 정확한 결과 비교를 위해 노력하였다.

  • PDF