• Title/Summary/Keyword: Covariance Matrix

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A Study on Design and Implementation of Scalable Angle Estimator Based on ESPRIT Algorithm (ESPRIT 알고리즘 기반 재구성 가능한 각도 추정기 설계에 관한 연구)

  • Dohyun Lee;Byunghyun Kim;Jongwha Chong;Sungjin Lee;Kyeongyuk Min
    • Journal of IKEEE
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    • v.27 no.4
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    • pp.624-629
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    • 2023
  • Estimation of signal parameters via rotational invariance techniques (ESPRIT) is an algorithm that estimates the angle of a signal arriving at an array antenna using the shift invariance property of an array antenna. ESPRIT offers the good trade-off between performance and complexity. However, the ESPRIT algorithm still requires high-complexity operations such as covariance matrix and eigenvalue decomposition, so implementation with a hardware processor is essential to estimate the angle of arrival in real time. In addition, ESPRIT processors should have high performance. The performance is related to the number of antennas, and the number of antennas required for each application are different. Therefore, we proposed an ESPRIT processor that provides 2 to 8 variable antenna configurations to meet the performance and complexity requirements according to the applied field. The proposed ESPRIT processor was designed using the Verilog-HDL and implemented on a field programmable gate array (FPGA).

Evaluating LIMU System Quality with Interval Evidence and Input Uncertainty

  • Xiangyi Zhou;Zhijie Zhou;Xiaoxia Han;Zhichao Ming;Yanshan Bian
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.11
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    • pp.2945-2965
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    • 2023
  • The laser inertial measurement unit is a precision device widely used in rocket navigation system and other equipment, and its quality is directly related to navigation accuracy. In the quality evaluation of laser inertial measurement unit, there is inevitably uncertainty in the index input information. First, the input numerical information is in interval form. Second, the index input grade and the quality evaluation result grade are given according to different national standards. So, it is a key step to transform the interval information input by the index into the data form consistent with the evaluation result grade. In the case of uncertain input, this paper puts forward a method based on probability distribution to solve the problem of asymmetry between the reference grade given by the index and the evaluation result grade when evaluating the quality of laser inertial measurement unit. By mapping the numerical relationship between the designated reference level and the evaluation reference level of the index information under different distributions, the index evidence symmetrical with the evaluation reference level is given. After the uncertain input information is transformed into evidence of interval degree distribution by this method, the information fusion of interval degree distribution evidence is carried out by interval evidential reasoning algorithm, and the evaluation result is obtained by projection covariance matrix adaptive evolution strategy optimization. Taking a five-meter redundant laser inertial measurement unit as an example, the applicability and effectiveness of this method are verified.

A comparison study of canonical methods: Application to -Omics data (오믹스 자료를 이용한 정준방법 비교)

  • Seungsoo Lee;Eun Jeong Min
    • The Korean Journal of Applied Statistics
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    • v.37 no.2
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    • pp.157-176
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    • 2024
  • Integrative analysis for better understanding of complex biological systems gains more attention. Observing subjects from various perspectives and conducting integrative analysis of those multiple datasets enables a deeper understanding of the subject. In this paper, we compared two methods that simultaneously consider two datasets gathered from the same objects, canonical correlation analysis (CCA) and co-inertia analysis (CIA). Since CCA cannot handle the case when the data exhibit high-dimensionality, two strategies were considered instead: Utilization of a ridge constant (CCA-ridge) and substitution of covariance matrices of each data to identity matrix and then applying penalized singular value decomposition (CCA-PMD). To illustrate CIA and CCA, both extensions of CCA and CIA were applied to NCI60 cell line data. It is shown that both methods yield biologically meaningful and significant results by identifying important genes that enhance our comprehension of the data. Their results shows some dissimilarities arisen from the different criteria used to measure the relationship between two sets of data in each method. Additionally, CIA exhibits variations dependent on the weight matrices employed.

Optimization of Single-stage Mixed Refrigerant LNG Process Considering Inherent Explosion Risks (잠재적 폭발 위험성을 고려한 단단 혼합냉매 LNG 공정의 설계 변수 최적화)

  • Kim, Ik Hyun;Dan, Seungkyu;Cho, Seonghyun;Lee, Gibaek;Yoon, En Sup
    • Korean Chemical Engineering Research
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    • v.52 no.4
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    • pp.467-474
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    • 2014
  • Preliminary design in chemical process furnishes economic feasibility through calculation of both mass balance and energy balance and makes it possible to produce a desired product under the given conditions. Through this design stage, the process possesses unchangeable characteristics, since the materials, reactions, unit configuration, and operating conditions were determined. Unique characteristics could be very economic, but it also implies various potential risk factors as well. Therefore, it becomes extremely important to design process considering both economics and safety by integrating process simulation and quantitative risk analysis during preliminary design stage. The target of this study is LNG liquefaction process. By the simulation using Aspen HYSYS and quantitative risk analysis, the design variables of the process were determined in the way to minimize the inherent explosion risks and operating cost. Instead of the optimization tool of Aspen HYSYS, the optimization was performed by using stochastic optimization algorithm (Covariance Matrix Adaptation-Evolution Strategy, CMA-ES) which was implemented through automation between Aspen HYSYS and Matlab. The research obtained that the important variable to enhance inherent safety was the operation pressure of mixed refrigerant. The inherent risk was able to be reduced about 4~18% by increasing the operating cost about 0.5~10%. As the operating cost increases, the absolute value of risk was decreased as expected, but cost-effectiveness of risk reduction had decreased. Integration of process simulation and quantitative risk analysis made it possible to design inherently safe process, and it is expected to be useful in designing the less risky process since risk factors in the process can be numerically monitored during preliminary process design stage.

Relationship between Transformational Leadership and Innovative Behavior (변혁적 리더십과 조직혁신간의 관계)

  • Ko, Hyon-Sook;Kim, Jung-Hoon
    • The Journal of the Korea Contents Association
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    • v.11 no.4
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    • pp.361-377
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    • 2011
  • This study has three primary purposes, firstly to identify how leader's personal characters influence to his/her transformational leadership, secondly to find how transformational leadership influences to innovative behavior, finally to explore how organizational cultures moderate between transformational leadership and innovative behavior. The first part of the study, based on literature study on transformational leadership, provides insight into what are antecedents, moderators and dependent variable in transformational leadership. Firstly, leader's personal characters are selected as antecedent variables such as extroversion and self-efficacy. Secondly, innovative behavior is introduced as a dependent variable. Thirdly, two types of organizational culture are considered as moderators between leader's personal character and leadership In this study, a comprehensive research model and hypothesis were empirically tested based on data from three types of questionnaires involving 663 employees in Korean organizations. In order to test the hypotheses, we have used Structural Equations Model (SEM) from AMOS7.0. In this analysis, we have employed raw data as it is instead of correlation matrix or covariance matrix. We have tested hypotheses by examining the significance of each path of the model, and gone through the process of testing the goodness of fit of the model itself. The results of statistical analysis show the following. Firstly, one of leader's personalities, self-efficacy has positive effect on his/her transformational leadership, but extroversion does not have positive effect. Secondly, transformational leadership has positive effect on innovative behavior. Finally, there was not any cultural moderating effects between transformational leadership and innovative behavior.

The Classification and Regional Development's Direction of Rural Fishing Area Based on Administrative District (행정구역에 기초한 어촌지역의 유형구분과 지역개발방향)

  • Kim, Jung-Tae
    • Journal of Korean Society of Rural Planning
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    • v.19 no.4
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    • pp.81-93
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    • 2013
  • The selection of land for fishing village development project, and the standard used to classify fishing villages has been determined based on the guidelines developed by fishing village cooperatives. The approach fishing village cooperatives follows is likely to classify fishing villages without first reflecting on the overall development environment of the region, such as other industries and workers in the area. It also acts as a barrier for business promotion or evaluation, because the cooperatives do not match the administrative districts, which are the units of administration, and the main policy enforcement agent in regional development. Against this background, this study aimed to identify categories to situate the development direction, as well as the size and distribution of fishing villages based on eup, myeon, and dong administrative units as defined by the Fishing Villages and Fishery Harbors Act. This study was based on the Census of Agriculture, Forestry, and Fisheries of 2010, and analyzed 826 eups, myeon, and dongs with fishery households using the principal component analysis, and 2-Step cluster analysis methods. Therefore, 95% of the variance was explained using the covariance matrix for types of fishing villages, but it was analyzed as one component focusing on the number and ratio of fishery households, and used the cluster-type analysis, which focused on the sizes of fishing villages. The clusters were categorized into three types: (1) the development type based on the number of fishermen in the eups, myeons and dongs was analyzed as village size (682); (2) administrative district size (121); and (3) total eups, myeons and dongs (23), which revealed that the size of most fishing villages was small. We could explain 73% of the variance using the correlation coefficient matrix, which was divided into three types according to the three principal component scores, namely fishery household power, fishery industry power, and fishing village tourism power. Most fishing villages did not have a clear development direction because all business areas within the region were diversified, and 552 regions could be categorized under the harmonious development type, which is in need of balanced development. The fishery industry type typified by industrial strength included 159 regions in need of an approach based on industrialization of fishery product processing. Specialized production areas, which specialized in producing fishery products, were 115 regions with a high percentage of fishermen. The analysis results indicated that various situations in terms of size and development of fishing villages existed. However, because several regions exist in the form of small village units, it was necessary to approach the project in a manner that directed the diversification of regional development projects, such as places for local residents to relax or enjoy tourism experiences within the region, while considering the overall conditions of the relevant eups, myeons, and dongs. Reinforcement of individual support for fishermen based on the Fisheries Act must take precedence over providing support for fishermen through regional development. In addition, it is necessary to approach the development of fishing villages by focusing on industrializing the processing techniques of fishery products. Areas specialized in the production of fishery products are required to consider the facilities for fisheries production, and must make efforts to increase fishery resources, such as releasing fry.

Analysis of Repeated Measured VAS in a Clinical Trial for Evaluating a New NSAID with GEE Method (퇴행성 관절염 환자를 대상으로 새로운 진통제 평가를 위한 임상시험자료의 GEE 분석)

  • Lim, Hoi-Jeong;Kim, Yoon-I;Jung, Young-Bok;Seong, Sang-Cheol;Ahn, Jin-Hwan;Roh, Kwon-Jae;Kim, Jung-Man;Park, Byung-Joo
    • Journal of Preventive Medicine and Public Health
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    • v.37 no.4
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    • pp.381-389
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    • 2004
  • Objective : To compare the efficacy between SKI306X and Diclofenac by using generalized estimating equations (GEE) methodology in the analysis of correlated bivariate binary outcome data in Osteoarthritis (OA) diseases. Methods : A randomized, double-blind, active comparator-controlled, non-inferiority clinical trial was conducted at 5 institutions in Korea with the random assignment of 248 patients aged 35 to 75 years old with OA of the knee and clinical evidence of OA. Patients were enrolled in this study if they had at least moderate pain in the affected knee joint and a score larger than 35mm as assessed by VAS (Visual Analog Scale). The main exposure variable was treatment (SKI 306X vs. Diclofenac) and other covariates were age, sex, BMI, baseline VAS, center, operation history (Yes/No), NSAIDS (Y/N), acupuncture (Y/N), herbal medicine (Y/N), past history of musculoskeletal disease (Y/N), and previous therapy related with OA (Y/N). The main study outcome was the change of VAS pain scores from baseline to the 2nd and 4th weeks after treatment. Pain scores were obtained as baseline, 2nd and 4th weeks after treatment. We applied GEE approach with empirical covariance matrix and independent(or exchangeable) working correlation matrix to evaluate the relation of several risk factors to the change of VAS pain scores with correlated binary bivariate outcomes. Results : While baseline VAS, age, and acupuncture variables had protective effects for reducing the OA pain, its treatment (Joins/Diclofenac) was not statistically significant through GEE methodology (ITT:aOR=1.37, 95% CI=(0.8200, 2.26), PP:aOR=1.47, 95% CI=(0.73, 2.95)). The goodness-of-fit statistic for GEE (6.55, p=0.68) was computed to assess the adequacy of the fitted final model. Conclusions : Both ANCOVA and GEE methods yielded non statistical significance in the evaluation of non-inferiority of the efficacy between SKI306X and Diclofenac. While VAS outcome for each visit was applied in GEE, only VAS outcome for the fourth visit was applied in ANCOVA. So the GEE methodology is more accurate for the analysis of correlated outcomes.

The Intraday Lead-Lag Relationships between the Stock Index and the Stock Index Futures Market in Korea and China (한국과 중국의 현물시장과 주가지수선물시장간의 선-후행관계에 관한 연구)

  • Seo, Sang-Gu
    • Management & Information Systems Review
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    • v.32 no.4
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    • pp.189-207
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    • 2013
  • Using high-frequency data for 2 years, this study investigates intraday lead-lag relationship between stock index and stock index futures markets in Korea and China. We found that there are some differences in price discovery and volatility transmission between Korea and China after the stock index futures markets was introduced. Following Stoll-Whaley(1990) and Chan(1992), the multiple regression is estimated to examine the lead-lag patterns between the two markets by Newey-West's(1987) heteroskedasticity and autocorrelation consistent covariance matrix(HAC matrix). Empirical results of KOSPI 200 shows that the futures market leads the cash market and weak evidence that the cash market leads the futures market. New market information disseminates in the futures market before the stock market with index arbitrageurs then stepping in quickly to bring the cost-of-carry relation back into alignment. The regression tests for the conditional volatility which is estimated using EGARCH model do not show that there is a clear pattern of the futures market leading the stock market in terms of the volatility even though controlling nonsynchronous trading effects. This implies that information in price innovations that originate in the futures market is transmitted to the volatility of the cash market. Empirical results of CSI 300 shows that the cash market is found to play a more dominant role in the price discovery process after the Chinese index started a sharp decline immediately after the stock index futures were introduced. The new stock index futures markets does not function well in its price discovery performance at its infancy stage, apparently due to high barriers to entry into this emerging futures markets. Based on EGAECH model, the results uncover strong bi-directional dependence in the intraday volatility of both markets.

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A Digital Phase-locked Loop design based on Minimum Variance Finite Impulse Response Filter with Optimal Horizon Size (최적의 측정값 구간의 길이를 갖는 최소 공분산 유한 임펄스 응답 필터 기반 디지털 위상 고정 루프 설계)

  • You, Sung-Hyun;Pae, Dong-Sung;Choi, Hyun-Duck
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.4
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    • pp.591-598
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    • 2021
  • The digital phase-locked loops(DPLL) is a circuit used for phase synchronization and has been generally used in various fields such as communication and circuit fields. State estimators are used to design digital phase-locked loops, and infinite impulse response state estimators such as the well-known Kalman filter have been used. In general, the performance of the infinite impulse response state estimator-based digital phase-locked loop is excellent, but a sudden performance degradation may occur in unexpected situations such as inaccuracy of initial value, model error, and disturbance. In this paper, we propose a minimum variance finite impulse response filter with optimal horizon for designing a new digital phase-locked loop. A numerical method is introduced to obtain the measured value interval length, which is an important parameter of the proposed finite impulse response filter, and to obtain a gain, the covariance matrix of the error is set as a cost function, and a linear matrix inequality is used to minimize it. In order to verify the superiority and robustness of the proposed digital phase-locked loop, a simulation was performed for comparison and analysis with the existing method in a situation where noise information was inaccurate.

Multivariate conditional tail expectations (다변량 조건부 꼬리 기대값)

  • Hong, C.S.;Kim, T.W.
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1201-1212
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    • 2016
  • Value at Risk (VaR) for market risk management is a favorite method used by financial companies; however, there are some problems that cannot be explained for the amount of loss when a specific investment fails. Conditional Tail Expectation (CTE) is an alternative risk measure defined as the conditional expectation exceeded VaR. Multivariate loss rates are transformed into a univariate distribution in real financial markets in order to obtain CTE for some portfolio as well as to estimate CTE. We propose multivariate CTEs using multivariate quantile vectors. A relationship among multivariate CTEs is also derived by extending univariate CTEs. Multivariate CTEs are obtained from bivariate and trivariate normal distributions; in addition, relationships among multivariate CTEs are also explored. We then discuss the extensibility to high dimension as well as illustrate some examples. Multivariate CTEs (using variance-covariance matrix and multivariate quantile vector) are found to have smaller values than CTEs transformed to univariate. Therefore, it can be concluded that the proposed multivariate CTEs provides smaller estimates that represent less risk than others and that a drastic investment using this CTE is also possible when a diversified investment strategy includes many companies in a portfolio.