• Title/Summary/Keyword: Error variance estimate

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A Signal Detection of Minimum Variance Algorithm on Linear Constraints

  • Kwan Hyeong Lee
    • International Journal of Internet, Broadcasting and Communication
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    • v.15 no.3
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    • pp.8-13
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    • 2023
  • We propose a method for removing interference and noise to estimate target information. In wireless channels, information signals are subject to interference and noise, making it is difficult to accurately estimate the desired signal. To estimate the desired information signal, it is essential to remove the noise and interference from the received signal, extracting only the desired signal. If the received signal noise and interference are not removed, the estimated information signal will have a large error in distance and direction, and the exact location of the target cannot be estimated. This study aims to accurately estimate the desired target in space. The objective is to achieve more presice target estimation than existing methods and enhance target resolution.An estimation method is proposed to improve the accuracy of target estimation. The proposed target estimation method obtains optimal weights using linear constraints and the minimum variance method. Through simulation, the performance of the proposed method and the existing method is analyzed. The proposed method successfully estimated all four targets, while the existing method only estimated two targets. The results show that the proposed method has better resolutiopn and superior estimation capability than the existing method.

Hydrologic Response Estimation Using Mallows' $C_L$ Statistics (Mallows의 $C_L$ 통계량을 이용한 수문응답 추정)

  • Seong, Gi-Won;Sim, Myeong-Pil
    • Journal of Korea Water Resources Association
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    • v.32 no.4
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    • pp.437-445
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    • 1999
  • The present paper describes the problem of hydrologic response estimation using non-parametric ridge regression method. The method adapted in this work is based on the minimization of the $C_L$ statistics, which is an estimate of the mean square prediction error. For this method, effects of using both the identity matrix and the Laplacian matrix were considered. In addition, we evaluated methods for estimating the error variance of the impulse response. As a result of analyzing synthetic and real data, a good estimation was made when the Laplacian matrix for the weighting matrix and the bias corrected estimate for the error variance were used. The method and procedure presented in present paper will play a robust and effective role on separating hydrologic response.

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Variance components estimation in the presence of drift

  • Kim, Jaehee;Ogden, Todd
    • Communications for Statistical Applications and Methods
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    • v.23 no.1
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    • pp.33-45
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    • 2016
  • Variance components should be estimated based on mean change when the mean of the observations drift gradually over time. Consistent estimators for the variance components are studied for a particular modeling situation with some underlying functions or drift. We propose a new variance estimator with Fourier estimation of variations. The consistency of the proposed estimator is proved asymptotically. The proposed procedures are studied and compared empirically with the variance estimators removing trends. The result shows that our variance estimator has a smaller mean square error and depends on drift patterns. We estimate and apply the variance to Nile River flow data and resting state fMRI data.

A Sequential Approach for Estimating the Variance of a Normal Population Using Some Available Prior Information

  • Samawi, Hani M.;Al-Saleh, Mohammad F.
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.433-445
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    • 2002
  • Using some available information about the unknown variance $\sigma$$^2$ of a normal distribution with mean $\mu$, a sequential approach is used to estimate $\sigma$$^2$. Two cases have been considered regarding the mean $\mu$ being known or unknown. The mean square error (MSE) of the new estimators are compared to that of the usual estimator of $\sigma$$^2$, namely, the sample variance based on a sample of size equal to the expected sample size. Simulation results indicates that, the new estimator is more efficient than the usual estimator of $\sigma$$^2$whenever the actual value of $\sigma$$^2$ is not too far from the prior information.

Adaptive filter Design for INS/GPS (INS/GPS를 위한 적응필터 구성)

  • Yu Myeong-Jong
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.8
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    • pp.717-725
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    • 2005
  • The adaptive filter is proposed for the INS/GPS. The proposed filter can estimate the variance of the process noise using the residual of the filter. To verify the efficiency of the adaptive filter, it is applied to the loosely-coupled INS/CPS that employs the additive quaternion error model. Simulation results demonstrate that the proposed filter is more effective in estimating the attitude error than EKF.

Modeling Quantization Error using Laplacian Probability Density function (Laplacian 분포 함수를 이용한 양자화 잡음 모델링)

  • 최지은;이병욱
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.26 no.11A
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    • pp.1957-1962
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    • 2001
  • Image and video compression requires quantization error model of DCT coefficients for post processing, restoration or transcoding. Once DCT coefficients are quantized, it is impossible to recover the original distribution. We assume that the original probability density function (pdf) is the Laplacian function. We calculate the variance of the quantized variable, and estimate the variance of the DCT coefficients. We can confirm that the proposed method enhances the accuracy of the quantization error estimation.

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Estimating the Number of Clusters using Hotelling's

  • Choi, Kyung-Mee
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.305-312
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    • 2005
  • In the cluster analysis, Hotelling's $T^2$ can be used to estimate the unknown number of clusters based on the idea of multiple comparison procedure. Especially, its threshold is obtained according to the probability of committing the type one error. Examples are used to compare Hotelling's $T^2$ with other classical location test statistics such as Sum-of-Squared Error and Wilks' $\Lambda$ The hierarchical clustering is used to reveal the underlying structure of the data. Also related criteria are reviewed in view of both the between variance and the within variance.

DETECTION OF OUTLIERS IN WEIGHTED LEAST SQUARES REGRESSION

  • Shon, Bang-Yong;Kim, Guk-Boh
    • Journal of applied mathematics & informatics
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    • v.4 no.2
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    • pp.501-512
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    • 1997
  • In multiple linear regression model we have presupposed assumptions (independence normality variance homogeneity and so on) on error term. When case weights are given because of variance heterogeneity we can estimate efficiently regression parameter using weighted least squares estimator. Unfortunately this estimator is sen-sitive to outliers like ordinary least squares estimator. Thus in this paper we proposed some statistics for detection of outliers in weighted least squares regression.

Restricted maximum likelihood estimation of a censored random effects panel regression model

  • Lee, Minah;Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.26 no.4
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    • pp.371-383
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    • 2019
  • Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

A Study on the Inference Model of In-use Vehicles Emission Distribution according to the Vehicle Mileage (주행거리별 운행차 배출가스 분포 추정 모델에 관한 연구)

  • 김현우
    • Transactions of the Korean Society of Automotive Engineers
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    • v.10 no.4
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    • pp.85-92
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    • 2002
  • To investigate the safety of the in-use vehicles emission against the tail-pipe emission regulation, in-use vehicles emission trend according to vehicle mileage should be known. But it is impossible to collect all vehicles emission data In order to know that. Therefore, it is necessary to establish a statistically meaningful inference method that can be used generally to estimate in-use vehicles emissions distribution according to the vehicle mileage with relatively less in-use vehicles emission data. To do this, a linear regression model that solved the problems of data normality and common variance of error was studied. As a way that can secure the data normality, In(emission) instead of emission itself was used as a sampled data. And a reciprocal of mileage was suggested as a factor to secure common variance of error. As an example, 36 data of FTP-75 test were handled in this study. As a result, using average value and standard deviation at each mileage which were inferred from a linear regression model, probability density distribution and cumulative distribution of emissions according to the vehicle mileage were obtained and it was possible to predict the deterioration factor through full useful life mileage and also possible to decide whether those in-use vehicles will meet the tail-pipe emission regulations or not.