• 제목/요약/키워드: Decreasing error variance

검색결과 10건 처리시간 0.031초

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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    • 제23권1호
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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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    • 제16권6호
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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.

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

  • 염홍기;심귀보
    • 한국지능시스템학회논문지
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    • 제20권1호
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    • pp.153-158
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    • 2010
  • 본 논문에서는 선행 연구를 통해 제안하였던 새로운 분류 알고리즘인 Variance Considered Machines (VCM)을 통해 EEG 신호의 분류 에러율을 감소시킴으로 Brain-Computer Interface (BCI)의 성능향상 가능성을 보였다. BCI란 뇌파를 통해 컴퓨터와 같은 시스템을 제어하는 것으로 BCI의 인식률에 영향을 미치는 것에는 많은 요소가 있지만 본 논문에서는 그 중에서도 가장 중요한 분류 알고리즘을 제안된 알고리즘을 통해 인식률을 향상하는 것을 보였다. 이를 위해 피험자가 가상으로 왼쪽 손과 다리를 움직이는 상상을 한 데이터를 기존에 가장 많이 사용되고 있는 분류 알고리즘인 SVM과 제안된 VCM으로 분류하여 인식률을 비교하였다. 기존 연구를 통해 VCM의 우수성을 이론적 결과와 시뮬레이션 결과로 보였다면 본 논문에서는 실제 데이터를 통한 실험을 통해 인식률 향상을 보였다.

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

  • 김병준;구종섭;김덕수;남상욱
    • 한국전자파학회논문지
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    • 제26권12호
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    • pp.1112-1115
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    • 2015
  • 최근 레이다 관련 소재기술, 회로설계기술, 구조설계기술에 관하여 기술적 진보가 있었다. 그 결과, 레이다의 성능은 향상되었으며, 단가는 감소하였다. 그에 따라 레이다를 다양한 목적으로 활용하기 위한 연구가 많이 진행되고 있다. 본 연구에서는 재구성이 가능한 S대역과 X대역에서 동작하는 레이다 구조를 제안하고 구현하였다. $51.2cm{\times}50.6cm$ 크기를 가지는 표적을 2 m부터 6 m까지 0.25 m 단위로 이동하며, 각 위치에 대하여 10회 측정하였다. 측정결과, S대역에서는 최대 26.40 cm의 거리오차를 가졌으며, 거리오차평균은 5.63 cm, 거리오차분산은 0.24 cm을 가졌다. X대역에서는 최대 8.53 cm의 거리오차를 가졌으며, 거리오차평균은 2.52 cm, 거리오차분산은 0.04 cm을 가졌다.

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

  • 김철민;최익현;오길남
    • 한국콘텐츠학회:학술대회논문집
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    • 한국콘텐츠학회 2005년도 추계 종합학술대회 논문집
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    • pp.649-653
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    • 2005
  • 눈 모형이 닫혀있는 등화 초기에 축소 신호점을 적용한 시그모이드 비선형성으로 오차신호를 추정하면, 기존 연판정의거 알고리즘의 문제점인 고차 신호점을 적용 시 계산 복잡도가 증가하고 수렴속도가 저하되는 단점을 개선할 수 있다. 시그모이드 함수는 평균과 분산 파라미터로 특성이 조절되므로, 분산 값을 조절함에 따라 축소 신호점의 값$(\gamma)$이+$\gamma$와-$\gamma$ 사이의 범위를 가질 수 있다. 본 논문에서는 등화가 올바르게 진행하여 각 신호점에서 군집의 크기가 줄어들 때 분산 값을 가변함으로써 정상상태 성능을 개선할 수 있는 가변 모듈러스 알고리즘(Variable Modulus Algorithm: VMA)을 제안한다.

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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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    • 제11권1호
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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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    • 제19권7호
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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.

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

  • 채창현
    • 한국기계가공학회지
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    • 제15권2호
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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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    • 제8권4호
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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.

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

  • 정상국;김성기
    • 한국항만경제학회지
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    • 제27권2호
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    • pp.217-240
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    • 2011
  • 이 연구는 VAR 모형을 이용하여 국제유가가 BDI, 선형에 따라 BCI, BPI 등 3개의 운임 지수에 각각 어떠한 영향을 미치는지와 VECM모형을 이용하여 케이프사이즈와 파나막스 시장 간의 파급효과를 분석하였다. 첫째, VAR모형을 이용하여 국제유가의 변화가 BCI에 미치는 효과는 시차 1기의 경우 통계적으로 정(+)의 유의적인 효과를 갖고, BPI의 경우에는 시차 3기의 경우에만 음(-)의 유의적인 효과를 갖고, BDI 운임지수에 미치는 효과는 시차 1기의 경우 통계적으로 정(+)의 유의적인 효과를 갖는 것으로 나타났다. 충격반응함수 분석의 결과는 국제유가의 충격으로부터 BDI의 반응은 약 3개월 정도 지속적으로 상승하다가 이후로는 감소하는 것으로 나타났다. 둘째, VECM모형을 이용하여 케이프사이즈와 파나막스 시장 간의 파급효과를 분석한 결과는 BCI와 BPI 운임지수 간에 장기적인 균형관계로부터의 이탈이 발생하는 경우 BPI 운임지수가 감소하는 방향으로 조정되었다. 또한 동태적인 상관관계의 경우 시차 1기의 케이프사이즈 시장에서의 운임이 상승하면 금기의 파나막스 시장에서의 운임이 상승하는 것으로 나타났다. BCI와 BPI 운임지수간의 동학적인 충격반응함수의 분석으로부터 BCI 운임지수의 충격으로부터 BPI 운임지수의 반응은 약 3개월 정도 가파르게 상승하다가 5개월 이후로는 변화가 없는 것으로 나타났고, BPI 운임지수의 충격에 대한 BCI 운임지수의 충격반응의 정도는 매우 작게 나타났으며, 약 3개월 정도 완만하게 상승하다가 이후로 거의 변화가 없는 것으로 나타났다.