• Title/Summary/Keyword: Decreasing error variance

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Estimation of the Polynomial Errors-in-variables Model with Decreasing Error Variances

  • Moon, Myung-Sang;R. F. Gunst
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.115-134
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    • 1994
  • Polynomial errors-in-variables model with one predictor variable and one response variable is defined and an estimator of model is derived following the Booth's linear model estimation procedure. Since polynomial model is nonlinear function of the unknown regression coefficients and error-free predictors, it is nonlinear model in errors-in-variables model. As a result of applying linear model estimation method to nonlinear model, some additional assumptions are necessary. Hence, an estimator is derived under the assumption that the error variances are decrasing as sample size increases. Asymptotic propoerties of the derived estimator are provided. A simulation study is presented to compare the small sample properties of the derived estimator with those of OLS estimator.

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Biased SNR Estimation using Pilot and Data Symbols in BPSK and QPSK Systems

  • Park, Chee-Hyun;Hong, Kwang-Seok;Nam, Sang-Won;Chang, Joon-Hyuk
    • Journal of Communications and Networks
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    • v.16 no.6
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    • pp.583-591
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    • 2014
  • In wireless communications, knowledge of the signal-to-noise ratio is required in diverse communication applications. In this paper, we derive the variance of the maximum likelihood estimator in the data-aided and non-data-aided schemes for determining the optimal shrinkage factor. The shrinkage factor is usually the constant that is multiplied by the unbiased estimate and it increases the bias slightly while considerably decreasing the variance so that the overall mean squared error decreases. The closed-form biased estimators for binary-phase-shift-keying and quadrature phase-shift-keying systems are then obtained. Simulation results show that the mean squared error of the proposed method is lower than that of the maximum likelihood method for low and moderate signal-to-noise ratio conditions.

Performance Improvements of Brain-Computer Interface Systems based on Variance-Considered Machines (Variance-Considered Machine에 기반한 Brain-Computer Interface 시스템의 성능 향상)

  • Yeom, Hong-Gi;Sim, Kwee-Bo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.20 no.1
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    • pp.153-158
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    • 2010
  • This paper showed the possibilities of performance improvement of Brain-Computer Interface (BCI) decreasing classification error rates of EEG signals by applying Variance-Considered Machine (VCM) which proposed in our previous study. BCI means controlling system such as computer by brain signals. There are many factors which affect performances of BCI. In this paper, we used suggested algorithm as a classification algorithm, the most important factor of the system, and showed the increased correct rates. For the experiments, we used data which are measured during imaginary movements of left hand and foot. The results indicated that superiority of VCM by comparing error rates of the VCM and SVM. We had shown excellence of VCM with theoretical results and simulation results. In this study, superiority of VCM is demonstrated by error rates of real data.

A Reconfigurable Multiband FMCW Radar for Multipurpose Application (다목적활용을 위한 재구성이 가능한 다중대역 FMCW 레이다)

  • Kim, Byungjoon;Koo, Jong-seop;Kim, Duksoo;Nam, Sangwook
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.26 no.12
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    • pp.1112-1115
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    • 2015
  • Recently, there have been advancements in radar related material technology, circuit design techniques and architecture design techniques. These have led to developments in radars' performance while decreasing the costs. Many studies have been carried out to apply radars to multipurpose application. In this study, a reconfigurable S-/X- band radar structure for multipurpose application is proposed and implemented. This radar measures a $51.2cm{\times}50.6cm$ target for 10 times from 2 m to 6 m range with 0.25 m distance step. The measured results show that this radar has 26.40 cm maximum range error, 5.63 cm average range error, and 0.24 cm range error variance at S-band while it has 8.53 cm maximum range error, 2.52 cm average range error, and 0.04 cm range error variance at X-band.

A Variable Modulus Algorithm using Sigmoid Nonlinearity with Variable Variance (가변 분산을 갖는 시그모이드 비선형성을 이용한 가변 모듈러스 알고리즘)

  • Kim Chul-Min;Choi Ik-Hyun;Oh Kil-Nam
    • Proceedings of the Korea Contents Association Conference
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    • 2005.11a
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    • pp.649-653
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    • 2005
  • To estimate for an error signal with sigmoid nonlinearity what reduced constellation applies closed eye pattern in the initial equalization, there can be improves problems of previous soft decision-directed algorithm that increasing estimate complexity and decreasing of convergence speed when substitute high-order constellation. The characteristic of sigmoid function is adjusted by a mean and a variance parameter, so it depends on adjustment of variance that what reduced constellation $values(\gamma)$ can have ranges between + $\gamma$ and - $\gamma$. In this paper, we proposed Variable Modulus Algorithm (VMA) that can be improving a performance of steady-state by adjustment of variance when equalization works normally and each cluster of constellation decrease.

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Downlink Capacity Analysis of Distributed Antenna Systems with Imperfect Channel State Information

  • Xu, Weiye;Lin, Min
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.1
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    • pp.253-271
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    • 2017
  • In this paper, considering that perfect channel state information (CSI) is hard to achieve in practice, the downlink capacity of distributed antenna systems (DAS) with imperfect CSI and multiple receive antennas is investigated over composite Rayleigh fading channel. According to the performance analysis, using the numerical calculation, the probability density function (PDF) of the effective output SNR is derived. With this PDF, accurate closed-form expressions of ergodic capacity and outage probability of DAS with imperfect CSI are, respectively, obtained, and they include the ones under perfect CSI as special cases. Besides, the outage capacity of DAS in the presence of imperfect CSI is also derived, and a Newton's method based practical iterative algorithm is proposed to find the accurate outage capacity. By utilizing the Gaussian distribution approximation, another approximate closed-form expression of outage capacity is also derived, and it may simplify the calculation of accurate outage capacity. These theoretical expressions can provide good performance evaluation for downlink DAS for both perfect and imperfect CSI. Simulation results verify the effectiveness of the theoretical analysis, and the system capacity can be improved by increasing the receive antennas, and decreasing the estimation error or path loss. Moreover, the system can tolerate the estimation error variance up to about 0.01 with a slight degradation in the capacity.

Prediction of Future Milk Yield with Random Regression Model Using Test-day Records in Holstein Cows

  • Park, Byoungho;Lee, Deukhwan
    • Asian-Australasian Journal of Animal Sciences
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    • v.19 no.7
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    • pp.915-921
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    • 2006
  • Various random regression models with different order of Legendre polynomials for permanent environmental and genetic effects were constructed to predict future milk yield of Holstein cows in Korea. A total of 257,908 test-day (TD) milk yield records from a total of 28,135 cows belonging to 1,090 herds were considered for estimating (co)variance of the random covariate coefficients using an expectation-maximization REML algorithm in an animal mixed model. The variances did not change much between the models, having different order of Legendre polynomial, but a decreasing trend was observed with increase in the order of Legendre polynomial in the model. The R-squared value of the model increased and the residual variance reduced with the increase in order of Legendre polynomial in the model. Therefore, a model with $5^{th}$ order of Legendre polynomial was considered for predicting future milk yield. For predicting the future milk yield of cows, 132,771 TD records from 28,135 cows were randomly selected from the above data by way of preceding partial TD record, and then future milk yields were estimated using incomplete records from each cow randomly retained. Results suggested that we could predict the next four months milk yield with an error deviation of 4 kg. The correlation of more than 70% between predicted and observed values was estimated for the next four months milk yield. Even using only 3 TD records of some cows, the average milk yield of Korean Holstein cows would be predicted with high accuracy if compared with observed milk yield. Persistency of each cow was estimated which might be useful for selecting the cows with higher persistency. The results of the present study suggested the use of a $5^{th}$ order Legendre polynomial to predict the future milk yield of each cow.

Performance Improvement of an Extended Kalman Filter Using Simplified Indirect Inference Method Fuzzy Logic (간편 간접추론 방식의 퍼지논리에 의한 확장 칼만필터의 성능 향상)

  • Chai, Chang-Hyun
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.15 no.2
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    • pp.131-138
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    • 2016
  • In order to improve the performance of an extended Kalman filter, a simplified indirect inference method (SIIM) fuzzy logic system (FLS) is proposed. The proposed FLS is composed of two fuzzy input variables, four fuzzy rules and one fuzzy output. Two normalized fuzzy input variables are the variance between the trace of a prior and a posterior covariance matrix, and the residual error of a Kalman algorithm. One fuzzy output variable is the weighting factor to adjust for the Kalman gain. There is no need to decide the number and the membership function of input variables, because we employ the normalized monotone increasing/decreasing function. The single parameter to be determined is the magnitude of a universe of discourse in the output variable. The structure of the proposed FLS is simple and easy to apply to various nonlinear state estimation problems. The simulation results show that the proposed FLS has strong adaptability to estimate the states of the incoming/outgoing moving objects, and outperforms the conventional extended Kalman filter algorithm by providing solutions that are more accurate.

Intra- and inter-rater reliability of muscle thickness measurement of the tibialis anterior using different inward pressures

  • Lee, Seong-Joo;Lim, Ji Young;Lee, Chang-Hyung;Park, Dae-Sung
    • Physical Therapy Rehabilitation Science
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    • v.8 no.4
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    • pp.218-224
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    • 2019
  • Objective: This reliability study examined the effects of applying varying induced inward pressures using a transducer placed at 0° neutral ankle position (NEU) and 15° ankle dorsiflexion (DF) on tibialis anterior (TA) muscle thickness using a custom-made device with a force indicator during rehabilitative ultrasound imaging. Design: Cross-sectional study. Methods: Twenty-four healthy subjects were recruited in this study. Two examiners measured the muscle thickness of the TA at 0° NEU and 15° DF in 3 conditions of inward pressures (1.0 N, 2.0 N, and 4.0 N) using a custom-made holder. The muscle thickness was measured three times for each of the conditions arranged in random order. For intra- and inter-rater reliability, the intraclass correlation coefficients (ICCs) with 95% confidence intervals, standard error of measurement, minimal detectable change, and coefficient of variation were analyzed. One-way repeated measures analysis of variance was conducted for investigating changes of TA muscle thickness according to the inward pressures of the transducers. Results: The intra-rater reliability of TA muscle thickness measurement was excellent (ICC3,1: 0.92-0.96) for all conditions (at both ankle joint angles per varying inward pressure). Likewise, the inter-rater reliability of TA muscle thickness measurement was excellent (ICC2,1: 0.89-0.97) under same conditions. The mean of TA thickness showed the trend of decreasing significantly with increased inward pressures at all ankle joint angles (p<0.05). Conclusions: Use of this custom-made device with a force indicator is useful to accomplish the high intra- and inter-rater reliability of TA muscle thickness measurement at both ankle joint angles in reducing the measurement error.

A Study on the Effect of Changes in Oil Price on Dry Bulk Freight Rates and Intercorrelations between Dry Bulk Freight Rates (국제유가의 변화가 건화물선 운임에 미치는 영향과 건화물선 운임간의 상관관계에 관한 연구)

  • Chung, Sang-Kuck;Kim, Seong-Ki
    • Journal of Korea Port Economic Association
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    • v.27 no.2
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    • pp.217-240
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    • 2011
  • In this study, vector autoregressive and vector error correction models in the short-run dynamics are considered to analyze the effect of the changes in international crude oil prices on Baltic dry index, Baltic Capesize index and Baltic Panamax index, and the intercorrelations between Capesize and Panamax prices, respectively. First, using the vector autoregressive model, the changes in international crude oil price have a statistically significant positive effect for Capesize at lag 1, for Panamax a significant negative effect at lag 3 and a significant positive effect for Baltic dry index at lag 1. From the impulse response analysis, the international crude oil price causes Baltic dry index to increase in the sort-run and the effect converges on the mean after 3 months. Second, using the vector error correction model, the empirical results for the spillover effects between Capesize and Panamax markets provide that in the case of the deviation from a long-run equilibrium the Panamax price is adjusted toward decreasing. The increases in freight rates of the Capesize market at lag 1 lead to increase the freight rates in Panamax market at present. The Panamax responses from the Capesize shocks increase rapidly for 3 months and the effect converges on the mean after 5 months. The Capesize responses from the Panamax shocks are relatively small, and increase weakly for 3 months and the effect disappears thereafter.