• Title/Summary/Keyword: Error covariance

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Variable Selection Theorem for the Analysis of Covariance Model (공분산분석 모형에서의 변수선택 정리)

  • Yoon, Sang-Hoo;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.333-342
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    • 2008
  • Variable selection theorem in the linear regression model is extended to the analysis of covariance model. When some of regression variables are omitted from the model, it reduces the variance of the estimators but introduces bias. Thus an appropriate balance between a biased model and one with large variances is recommended.

Off-grid direction-of-arrival estimation for wideband noncircular sources

  • Xiaoyu Zhang;Haihong Tao;Ziye, Fang;Jian Xie
    • ETRI Journal
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    • v.45 no.3
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    • pp.492-504
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    • 2023
  • Researchers have recently shown an increased interest in estimating the direction-of-arrival (DOA) of wideband noncircular sources, but existing studies have been restricted to subspace-based methods. An off-grid sparse recovery-based algorithm is proposed in this paper to improve the accuracy of existing algorithms in low signal-to-noise ratio situations. The covariance and pseudo covariance matrices can be jointly represented subject to block sparsity constraints by taking advantage of the joint sparsity between signal components and bias. Furthermore, the estimation problem is transformed into a single measurement vector problem utilizing the focused operation, resulting in a significant reduction in computational complexity. The proposed algorithm's error threshold and the Cramer-Rao bound for wideband noncircular DOA estimation are deduced in detail. The proposed algorithm's effectiveness and feasibility are demonstrated by simulation results.

Performance Improvement ofSpeech Recognition Based on SPLICEin Noisy Environments (SPLICE 방법에 기반한 잡음 환경에서의 음성 인식 성능 향상)

  • Kim, Jong-Hyeon;Song, Hwa-Jeon;Lee, Jong-Seok;Kim, Hyung-Soon
    • MALSORI
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    • no.53
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    • pp.103-118
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    • 2005
  • The performance of speech recognition system is degraded by mismatch between training and test environments. Recently, Stereo-based Piecewise LInear Compensation for Environments (SPLICE) was introduced to overcome environmental mismatch using stereo data. In this paper, we propose several methods to improve the conventional SPLICE and evaluate them in the Aurora2 task. We generalize SPLICE to compensate for covariance matrix as well as mean vector in the feature space, and thereby yielding the error rate reduction of 48.93%. We also employ the weighted sum of correction vectors using posterior probabilities of all Gaussians, and the error rate reduction of 48.62% is achieved. With the combination of the above two methods, the error rate is reduced by 49.61% from the Aurora2 baseline system.

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Development of an AOA Location Method Using Self-tuning Weighted Least Square (자기동조 가중최소자승법을 이용한 AOA 측위 알고리즘 개발)

  • Lee, Sung-Ho;Kim, Dong-Hyouk;Roh, Gi-Hong;Park, Kyung-Soon;Sung, Tae-Kyung
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.7
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    • pp.683-687
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    • 2007
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and Closed-Form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-Form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a Self-Tuning Weighted Least Square AOA algorithm that is a modified version of the conventional Closed-Form solution. In order to estimate the error covariance matrix as a weight, a two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

Conditional bootstrap confidence intervals for classification error rate when a block of observations is missing

  • Chung, Hie-Choon;Han, Chien-Pai
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.189-200
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    • 2013
  • In this paper, it will be assumed that there are two distinct populations which are multivariate normal with equal covariance matrix. We also assume that the two populations are equally likely and the costs of misclassification are equal. The classification rule depends on the situation whether the training samples include missing values or not. We consider the conditional bootstrap confidence intervals for classification error rate when a block of observation is missing.

A Study on the Position Compensation of a Mobile Robot Using 2D Position Sensitive Detector (2차원 PSD 를 이용한 이동로보트의 위치 보정에 관한 연구)

  • Ro, Young-Shick;Lee, Ki-Hyun
    • Proceedings of the KIEE Conference
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    • 1995.07b
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    • pp.833-836
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    • 1995
  • The Position Sensitive Detector(PSD) is an useful which can be used to measurement the position of an incidence light in detail and in real-time. In this paper, light sources, to be predefinded positions, are used as landmarks and the 2-D PSD signals are used to compensate the position of a running mobile robot. To induce the position compensation algorithm, first, we inspect the error factor, make the error model, and evaluate the error covariance matrix between the real position and estimated position in dead reckoning system. Next we obtain an optimal position compensation algorithm to update the estimated position using extended Kalman filler by the relation of the external light position and it's PSD signal. Through the simulation of navigating a robot the effectiveness of the proposed method is confirmed.

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Application of Objective Mapping to Surface Currents Observed by HF Radar off the Keum River Estuary (금강하구 연안에서 고주파 레이더로 관측된 표층해류에 대한 객관적 유속산출 적용)

  • Hwang, Jin-A;Lee, Sang-Ho;Choi, Byung-Joo;Kim, Chang-Soo
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.16 no.1
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    • pp.14-26
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    • 2011
  • Surface currents were observed by high-frequency (HF) radars off the Keum River estuary from December 2008 to February 2009. The dataset of observed surface currents had data gaps due to the interference of electromagnetic waves and the deteriorating weather conditions. To fill the data gaps an optimal interpolation procedure was developed. The characteristics of spatial correlation in the surface currents off the Keum River estuary were investigated and the spatial data gaps were filled using the optimal interpolation. Then, the temporal and spatial distribution of the interpolated surface currents and the patterns of interpolation error were examined. The correlation coefficients between the surface currents in the coastal region were higher than 0.7 because tidal currents dominate the surface circulation. The sample data covariance matrix (C), spatially averaged covariance matrix with localization ($C^G_{sm}$) and covariance matrix fitted by an exponential function ($C_{ft}$) were used to interpolate the original dataset. The optimal interpolation filled the data gaps and suppressed the spurious data with spikes in the time series of surface current speed so that the variance of the interpolated time series was smaller than that of the original data. When the spatial data coverage was larger (smaller) than 70% of the region, the interpolation error produced by $C^G_{sm}$ ($C_{ft}$) was smaller compared with that by C.

Enhanced Spatial Covariance Matrix Estimation for Asynchronous Inter-Cell Interference Mitigation in MIMO-OFDMA System (3GPP LTE MIMO-OFDMA 시스템의 인접 셀 간섭 완화를 위한 개선된 Spatial Covariance Matrix 추정 기법)

  • Moon, Jong-Gun;Jang, Jun-Hee;Han, Jung-Su;Kim, Sung-Soo;Kim, Yong-Serk;Choi, Hyung-Jin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.5C
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    • pp.527-539
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    • 2009
  • In this paper, we propose an asynchonous ICI (Inter-Cell Interference) mitigation techniques for 3GPP LTE MIMO-OFDMA down-link receiver. An increasing in symbol timing misalignments may occur relative to sychronous network as the result of BS (Base Station) timing differences. Such symbol synchronization errors that exceed the guard interval or the cyclic prefix duration may result in MAI (Multiple Access Interference) for other carriers. In particular, at the cell boundary, this MAI becomes a critical factor, leading to degraded channel throughput and severe asynchronous ICI. Hence, many researchers have investigated the interference mitigation method in the presence of asynchronous ICI and it appears that the knowledge of the SCM (Spatial Covariance Matrix) of the asynchronous ICI plus background noise is an important issue. Generally, it is assumed that the SCM estimated by using training symbols. However, it is difficult to measure the interference statistics for a long time and training symbol is also not appropriate for MIMO-OFDMA system such as LTE. Therefore, a noise reduction method is required to improve the estimation accuracy. Although the conventional time-domain low-pass type weighting method can be effective for noise reduction, it causes significant estimation error due to the spectral leakage in practical OFDM system. Therefore, we propose a time-domain sinc type weighing method which can not only reduce the noise effectively minimizing estimation error caused by the spectral leakage but also implement frequency-domain moving average filter easily. By using computer simulation, we show that the proposed method can provide up to 3dB SIR gain compared with the conventional method.

Experimental Study of Estimating the Optimized Parameters in OI (서남해안 관측자료를 활용한 OI 자료동화의 최적 매개변수 산정 연구)

  • Gu, Bon-Ho;Woo, Seung-Buhm;Kim, Sangil
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.31 no.6
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    • pp.458-467
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    • 2019
  • The purpose of this study is the suggestion of optimized parameters in OI (Optimal Interpolation) by experimental study. The observation of applying optimal interpolation is ADCP (Acoustic Doppler Current Profiler) data at the southwestern sea of Korea. FVCOM (Finite Volume Coastal Ocean Model) is used for the barotropic model. OI is to the estimation of the gain matrix by a minimum value between the background error covariance and the observation error covariance using the least square method. The scaling factor and correlation radius are very important parameters for OI. It is used to calculate the weight between observation data and model data in the model domain. The optimized parameters from the experiments were found by the Taylor diagram. Constantly each observation point requires optimizing each parameter for the best assimilation. Also, a high accuracy of numerical model means background error covariance is low and then it can decrease all of the parameters in OI. In conclusion, it is expected to have prepared the foundation for research for the selection of ocean observation points and the construction of ocean prediction systems in the future.

Steering Angle Error Compensation Algorithm Appropriate for Rapidly Moving Sources (빠른 속도로 기동하는 표적 환경에 적합한 조향각 오차 보정기법)

  • 박규태;박도현;이정훈;이균경
    • The Journal of the Acoustical Society of Korea
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    • v.23 no.3
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    • pp.206-213
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    • 2004
  • This paper presents a steering angle error compensation (SAEC) algorithm that is appropriate for rapidly moving sources. The Proposed algorithm utilizes a modal covariance matrix from multiple frequency components instead of the multiple snapshots in a narrowband SAEC, and estimates the steering error by maximizing the wideband WVDR output power using a first-order Taylor series approximation of the modal steering vector in terms of the steering error. As such, the steering error can be compensated with short observation times. Several simulations using artificial and sea trial data are used to demonstrate the Performance of the proposed algorithm.