• Title/Summary/Keyword: EM Estimation

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Iterative Channel Estimation for Higher Order Modulated STBC-OFDM Systems with Reduced Complexity

  • Basturk, Ilhan;Ozbek, Berna
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.6
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    • pp.2446-2462
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    • 2016
  • In this paper, a frequency domain Expectation-Maximization (EM)-based channel estimation algorithm for Space Time Block Coded-Orthogonal Frequency Division Multiplexing (STBC-OFDM) systems is investigated to support higher data rate applications in wireless communications. The computational complexity of the frequency domain EM-based channel estimation is increased when higher order constellations are used because of the ascending size of the search set space. Thus, a search set reduction algorithm is proposed to decrease the complexity without sacrificing the system performance. The performance results of the proposed algorithm is obtained in terms of Bit Error Rate (BER) and Mean Square Error (MSE) for 16QAM and 64QAM modulation schemes.

Density Estimation of Mixture Normal Distribution with Binned Data Using Nonlinear Regression

  • Na, Yeong-Ho;Oh, Chang-Hyeok
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.127-130
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    • 2004
  • 혼합정규분포에서 얻어진 히스토그램 자료에서 모수의 추정은 EM 알고리즘 혹은 스프라인 방법이 흔히 이용되고 있다. 본 논문에서는 히스토그램 자료를 비선형회귀모형으로 적합하는 방법을 제시하고, 시뮬레이션으로 제시된 방법과 EM 알고리즘 방법을 비교하였다.

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An Alternating Approach of Maximum Likelihood Estimation for Mixture of Multivariate Skew t-Distribution (치우친 다변량 t-분포 혼합모형에 대한 최우추정)

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.819-831
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    • 2014
  • The Exact-EM algorithm can conventionally fit a mixture of multivariate skew distribution. However, it suffers from highly expensive computational costs to calculate the moments of multivariate truncated t-distribution in E-step. This paper proposes a new SPU-EM method that adopts the AECM algorithm principle proposed by Meng and van Dyk (1997)'s to circumvent the multi-dimensionality of the moments. This method offers a shorter execution time than a conventional Exact-EM algorithm. Some experments are provided to show its effectiveness.

VOICE SOURCE ESTIMATION USING SEQUENTIAL SVD AND EXTRACTION OF COMPOSITE SOURCE PARAMETERS USING EM ALGORITHM

  • Hong, Sung-Hoon;Choi, Hong-Sub;Ann, Sou-Guil
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1994.06a
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    • pp.893-898
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    • 1994
  • In this paper, the influence of voice source estimation and modeling on speech synthesis and coding is examined and then their new estimation and modeling techniques are proposed and verified by computer simulation. It is known that the existing speech synthesizer produced the speech which is dull and inanimated. These problems are arised from the fact that existing estimation and modeling techniques can not give more accurate voice parameters. Therefore, in this paper we propose a new voice source estimation algorithm and modeling techniques which can not give more accurate voice parameters. Therefore, in this paper we propose a new voice source estimation algorithm and modeling techniques which can represent a variety of source characteristics. First, we divide speech samples in one pitch region into four parts having different characteristics. Second, the vocal-tract parameters and voice source waveforms are estimated in each regions differently using sequential SVD. Third, we propose composite source model as a new voice source model which is represented by weighted sum of pre-defined basis functions. And finally, the weights and time-shift parameters of the proposed composite source model are estimeted uning EM(estimate maximize) algorithm. Experimental results indicate that the proposed estimation and modeling methods can estimate more accurate voice source waveforms and represent various source characteristics.

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A New Fast EM Algorithm (새로운 고속 EM 알고리즘)

  • 김성수;강지혜
    • Journal of KIISE:Computer Systems and Theory
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    • v.31 no.10
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    • pp.575-587
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    • 2004
  • In this paper. a new Fast Expectation-Maximization algorithm(FEM) is proposed. Firstly the K-means algorithm is modified to reduce the number of iterations for finding the initial values that are used as the initial values in EM process. Conventionally the Initial values in K-means clustering are chosen randomly. which sometimes forces the process of clustering converge to some undesired center points. Uniform partitioning method is added to the conventional K-means to extract the proper initial points for each clusters. Secondly the effect of posterior probability is emphasized such that the application of Maximum Likelihood Posterior(MLP) yields fast convergence. The proposed FEM strengthens the characteristics of conventional EM by reinforcing the speed of convergence. The superiority of FEM is demonstrated in experimental results by presenting the improvement results of EM and accelerating the speed of convergence in parameter estimation procedures.

The Exponentiated Weibull-Geometric Distribution: Properties and Estimations

  • Chung, Younshik;Kang, Yongbeen
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.147-160
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    • 2014
  • In this paper, we introduce the exponentiated Weibull-geometric (EWG) distribution which generalizes two-parameter exponentiated Weibull (EW) distribution introduced by Mudholkar et al. (1995). This proposed distribution is obtained by compounding the exponentiated Weibull with geometric distribution. We derive its cumulative distribution function (CDF), hazard function and the density of the order statistics and calculate expressions for its moments and the moments of the order statistics. The hazard function of the EWG distribution can be decreasing, increasing or bathtub-shaped among others. Also, we give expressions for the Renyi and Shannon entropies. The maximum likelihood estimation is obtained by using EM-algorithm (Dempster et al., 1977; McLachlan and Krishnan, 1997). We can obtain the Bayesian estimation by using Gibbs sampler with Metropolis-Hastings algorithm. Also, we give application with real data set to show the flexibility of the EWG distribution. Finally, summary and discussion are mentioned.

Method for Channel Estimation in Ambient Backscatter Communication (주변 후방산란 통신에서의 채널 추정기법)

  • Kim, Soo-Hyun;Lee, Donggu;Sun, Young-Ghyu;Sim, Issac;Hwang, Yu-Min;Shin, Yoan;Kim, Dong-In;Kim, Jin-Young
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.19 no.4
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    • pp.7-12
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    • 2019
  • Ambient backscatter communication is limited to channel estimation technique through a pilot signal, which is a channel estimation method in current RF communication, due to transmission power efficiency. In a limited transmission power environment, the research of traditional ambient backscatter communication has been studied assuming that it is an ideal channel without signal distortions due to channel conditions. In this paper, we propose an expectation-maximization(EM) algorithm, one of the blind channel estimation techniques, as a channel estimation method in ambient backscatter communication system which is the state of channel following normal distribution. In the proposed system model, the simulations confirm that channel estimate through EM algorithm is approaching the lower bound of the mean square error compared with the Bayesian Cramer-Rao Boundary(BCRB) to check performance. It shows that the channel parameter can be estimated in the ambient backscatter communication system.

Estimation Methods for Population Pharmacokinetic Models using Stochastic Sampling Approach (확률적 표본추출 방법을 이용한 집단 약동학 모형의 추정과 검증에 관한 고찰)

  • Kim, Kwang-Hee;Yoon, Jeong-Hwa;Lee, Eun-Kyung
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.175-188
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    • 2015
  • This study is about estimation methods for the population pharmacokinetic and pharmacodymic model. This is a nonlinear mixed effect model, and it is difficult to find estimates of parameters because of nonlinearity. In this study, we examined theoretical background of various estimation methods provided by NONMEM, which is the most widely used software in the pharmacometrics area. We focused on estimation methods using a stochastic sampling approach - IMP, IMPMAP, SAEM and BAYES. The SAEM method showed the best performance among methods, and IMPMAP and BAYES methods showed slightly less performance than SAEM. The major obstacle to a stochastic sampling approach is the running time to find solution. We propose new approach to find more precise initial values using an ITS method to shorten the running time.

An approximate fitting for mixture of multivariate skew normal distribution via EM algorithm (EM 알고리즘에 의한 다변량 치우친 정규분포 혼합모형의 근사적 적합)

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.29 no.3
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    • pp.513-523
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    • 2016
  • Fitting a mixture of multivariate skew normal distribution (MSNMix) with multiple skewness parameter vectors via EM algorithm often requires a highly expensive computational cost to calculate the moments and probabilities of multivariate truncated normal distribution in E-step. Subsequently, it is common to fit an asymmetric data set with MSNMix with a simple skewness parameter vector since it allows us to compute them in E-step in an univariate manner that guarantees a cheap computational cost. However, the adaptation of a simple skewness parameter is unrealistic in many situations. This paper proposes an approximate estimation for the MSNMix with multiple skewness parameter vectors that also allows us to treat them in an univariate manner. We additionally provide some experiments to show its effectiveness.

Estimation of Haplotype Proportions in Single Necleotide Polymorphism Group Using EM Algorithm (EM 알고리듬을 이용한 단일염기변이 (SNP;SINGLE NUCLEOTIDE POLYMORPHISM)군의 일배체형 (HAPLOTYPE) 비율 추정)

  • 김선우;김종원;이경아
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.195-202
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    • 2003
  • Haplotype analysis in SNP is very useful for the study of complex genetic disease due to low cost and high efficiency comparing to individual analysis of each SNP, and is functionally important in biological view. But, the gametic phase of haplotypes is usually unknown in SNP group, and it is difficult to predict haplotype proportions. In this study, haplotype proportions were estimated using EM algorithm from diploid data of SNP group in solid tumor group and normal group. From these results, linkage disequilibrium among SNPs was analyzed.