• Title/Summary/Keyword: Covariance Principle

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A Note on Stationary Linearly Positive Quadrant Dependent Sequences

  • Kim, Tae-Sung
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.249-256
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    • 1995
  • In this note we prove an invariance principle for strictly stationary linear positive quadrant dependent sequences, satifying some assumption on the covariance structure, $0 < \sum Cov(X_1,X_j) < \infty$. This result is an extension of Burton, Dabrowski and Dehlings' invariance principle for weakly associated sequences to LPQD sequences as well as an improvement of Newman's central limit theorem for LPQD sequences.

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Reconsidering the Formal Accounts of Continuity in the Theory-Change from Newtonian to Einsteinian Physics

  • Yang, Kyoung-Eun
    • Korean Journal of Logic
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    • v.12 no.2
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    • pp.171-199
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    • 2009
  • This essay will consider evolutionary views that attempt to capture the continuity of theory-change from Newtonian to Einsteinian physics via the formal aspects of these theories. Although it cannot be denied that the formal aspects such as 'correspondence principles' and 'covariance principles' provide important information concerning this theory-change, these formal properties are not sufficient to capture the essential elements of any evolutionary account of the development of Einstein's special and general theories of relativity from Newtonian mechanics.

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Resistant h-Plot for a Sample Variance-Covariance Matrix

  • Park, Yong-Seok
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.407-417
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    • 1995
  • The h-plot is a graphical technique for displaying the structure of one population's variance-covariance matrix. This follows the mathematical algorithem of the principle component biplot based on the singular value decomposition. But it is known that the singular value decomposition is not resistant, i.e., it is very sensitive to small changes in the input data. In this article, since the mathematical algorithm of the h-plot is equivalent to that of principal component biplot of Choi and Huh (1994), we derive the resistant h-plot.

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Some nonparametric test procedure for the multi-sample case

  • Park, Hyo-Il;Kim, Ju-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.237-250
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    • 2009
  • We consider a nonparametric test procedure for the multi-sample problem with grouped data. We construct the test statistics based on the scores obtained from the likelihood ratio principle and derive the limiting distribution under the null hypothesis. Also we illustrate our procedure with an example and obtain the asymptotic properties under the Pitman translation alternatives. Also we discuss some concluding remarks. Finally we derive the covariance between components in the Appendix.

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An application of observer to the linear stochastic contimuous systems (관측자의 선형확률연속시스템에의 적용)

  • 고명삼;홍석교
    • 전기의세계
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    • v.24 no.5
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    • pp.103-106
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    • 1975
  • This Paper deals with an applicatoin of Luenberger Observer to the Linear Stochastic Systems. The basic technique is the use of a matrix version of the Maximum Principle of Pontryagin coupled with the use of gradient matrices to derive the gain matix for minimum error covariance. The optimal observer which is derived turns out to be identical to the well-known Kalman-Bucy Filter.

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Signal Processing(II)-Detection and Estimation of Random Process, Karhunen Lo$\grave{e}$ve Expansion, SVD of an Image) (신호처리(II)-Random Process의 detection 및 estimation Karhunen.Loeve의 전개, 한 서상의 SVD)

  • 안수길
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.17 no.1
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    • pp.1-9
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    • 1980
  • In this paper several basic techniques for signal processing and analysis are surveyed. Firstly by the intervention of the uncertainty principle, an equality sign may have different degree of precision if non commutable operators are applied. Seconds y maximum entropy estimate and randam process based viewpoint must be enhanced to get rid of the well established and reigning deterministic image of science. Thirdly techniques for the analysis of a signal namely detection. ess]motion and modulation are explained as well as the positive definiteness of a covariance function, Karhunen-Loeve expansion and SVD of an image.

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DIND Data Fusion with Covariance Intersection in Intelligent Space with Networked Sensors

  • Jin, Tae-Seok;Hashimoto, Hideki
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.7 no.1
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    • pp.41-48
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    • 2007
  • Latest advances in network sensor technology and state of the art of mobile robot, and artificial intelligence research can be employed to develop autonomous and distributed monitoring systems. In this study, as the preliminary step for developing a multi-purpose "Intelligent Space" platform to implement advanced technologies easily to realize smart services to human. We will give an explanation for the ISpace system architecture designed and implemented in this study and a short review of existing techniques, since there exist several recent thorough books and review paper on this paper. Instead we will focus on the main results with relevance to the DIND data fusion with CI of Intelligent Space. We will conclude by discussing some possible future extensions of ISpace. It is first dealt with the general principle of the navigation and guidance architecture, then the detailed functions tracking multiple objects, human detection and motion assessment, with the results from the simulations run.

Effect of the covariance function on the statistics of speckle propagation through the turbulent atmosphere. (교란 대기를 통한 스펙클 전파의 통계적 코바리언스 함수의 효과)

  • 성평식;박계원
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.3 no.1
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    • pp.29-34
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    • 1999
  • In the paper, the extened Huygens-Fresnel principle has been used to make an analysis of the statistics the received intensity for speckle propagation though the turbulent atmosphere. The results of these formulations include of the log-amplitude covariance as well as the wave structure functions, and It was found that the normalized variance is dependent on the turblence strength and rises above unity.

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Multivariate Nonparametric Tests for Grouped and Right Censored Data

  • Park Hyo-Il;Na Jong-Hwa;Hong Seungman
    • International Journal of Reliability and Applications
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    • v.6 no.1
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    • pp.53-64
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    • 2005
  • In this paper, we propose a nonparametric test procedure for the multivariate, grouped and right censored data for two sample problem. For the construction of the test statistic, we use the linear rank statistics for each component and apply the permutation principle for obtaining the null distribution. For the large sample case, the asymptotic distribution is derived under the null hypothesis with the additional assumption that two censoring distributions are also equal. Finally, we illustrate our procedure with an example and discuss some concluding remarks. In appendices, we derive the expression of the covariance matrix and prove the asymptotic distribution.

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ImprovementofMLLRAlgorithmforRapidSpeakerAdaptationandReductionofComputation (빠른 화자 적응과 연산량 감소를 위한 MLLR알고리즘 개선)

  • Kim, Ji-Un;Chung, Jae-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.1C
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    • pp.65-71
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    • 2004
  • We improved the MLLR speaker adaptation algorithm with reduction of the order of HMM parameters using PCA(Principle Component Analysis) or ICA(Independent Component Analysis). To find a smaller set of variables with less redundancy, we adapt PCA(principal component analysis) and ICA(independent component analysis) that would give as good a representation as possible, minimize the correlations between data elements, and remove the axis with less covariance or higher-order statistical independencies. Ordinary MLLR algorithm needs more than 30 seconds adaptation data to represent higher word recognition rate of SD(Speaker Dependent) models than of SI(Speaker Independent) models, whereas proposed algorithm needs just more than 10 seconds adaptation data. 10 components for ICA and PCA represent similar performance with 36 components for ordinary MLLR framework. So, compared with ordinary MLLR algorithm, the amount of total computation requested in speaker adaptation is reduced by about 1/167 in proposed MLLR algorithm.