• Journal of Communications and Networks
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• v.9 no.1
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• pp.1-10
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• 2007

This paper proposes a multimodal generalized Gaussian distribution (MGGD) to effectively model the varying statistical properties of the extrinsic information. A subsidiary maximum likelihood decoding (MLD) algorithm is subsequently developed to dynamically select the most suitable MGGD parameters to be used in the component maximum a posteriori (MAP) decoders at each decoding iteration to derive the more reliable metrics performance enhancement. Simulation results show that, for a wide range of block lengths, the proposed approach can enhance the overall turbo decoding performance for both parallel and serially concatenated codes in additive white Gaussian noise (AWGN), Rician, and Rayleigh fading channels.

• Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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• 2003.11a
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• pp.201-209
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• 2003

In the mixed lubrication regime, the roughness effects are very important due to the presence of interacting asperities. An average Reynolds equation using flow factors is very useful to determine effects of surface roughness on mixed lubrication. In this paper, the pressure flow factors and shear stress factor for Gaussian and non-Gaussian surfaces are evaluated in terms of kurtosis and skewness. particularly, the elastic deformation of the surface is considered.

• Wind and Structures
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• v.2 no.2
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• pp.85-94
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• 1999

The EARPG(1)/UPS was first developed by Seong (1993) and has been tested for wind pressure time series simulations (Seong and Peterka 1993, 1997, 1998) to prove its excellent performance for generating non-Gaussian time series, in particular, with large amplitude sharp peaks. This paper presents a parametric study focused on simulation of extreme value statistics based on the synthetic realizations of the EARPG(1)/UPS. The method is shown to have a great capability to simulate a wide range of non-Gaussian statistic values and extreme value statistics with exact target sample power spectrum. The variation of skewed long tail in PDF and extreme value distribution are illustrated as function of relevant parameters.

• Structural Engineering and Mechanics
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• v.17 no.1
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• pp.29-50
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• 2004

A total life model was developed to assess the service life of aging aircraft. The primary focus of this paper is the development of crack growth life projection using the response surface method. Crack growth life projection is a necessary component of the total life model. The study showed that the number of load cycles N needed for a crack to propagate to a specified size can be linearly related to the geometric parameter, material, and stress level of the component considered when all the variables are transformed to logarithmic values. By the Central Limit theorem, the ln N was approximated by Gaussian distribution. This Gaussian model compared well with the histograms of the number of load cycles generated from simulated crack growth curves. The outcome of this study will aid engineers in designing their crack growth experiments to develop the stochastic crack growth models for service life assessments.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.16-16
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• 2000

This paper describes a new structure re create a pseudo Gaussian function network (PGFN). The activation function of hidden layer does not necessarily have to be symmetric with respect to center. To give the flexibility of the network, the deviation of pseudo Gaussian function is changed according to a direction of given input. This property helps that given function can be described effectively with a minimum number of center by PGFN, The distribution of deviation is represented by level set method and also the loaming of deviation is adjusted based on it. To demonstrate the performance of the proposed network, general problem of function estimation is treated here. The representation problem of continuous functions defined over two-dimensional input space is solved.

• Communications for Statistical Applications and Methods
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• v.25 no.6
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• pp.633-645
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• 2018

Gaussian error distributions are a common choice in traditional regression models for the maximum likelihood (ML) method. However, this distributional assumption is often suspicious especially when the error distribution is skewed or has heavy tails. In both cases, the ML method under normality could break down or lose efficiency. In this paper, we consider the log-concave and Gaussian scale mixture distributions for error distributions. For the log-concave errors, we propose to use a smoothed maximum likelihood estimator for stable and faster computation. Based on this, we perform comparative simulation studies to see the performance of coefficient estimates under normal, Gaussian scale mixture, and log-concave errors. In addition, we also consider real data analysis using Stack loss plant data and Korean labor and income panel data.

• Journal for History of Mathematics
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• v.35 no.1
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• pp.1-18
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• 2022

This paper presents a statistical machine learning method that generates the implied volatility surface under the rareness of the market data. We apply the practitioner's Black-Scholes model and Gaussian process regression method to construct a Bayesian inference system with observed volatilities as a prior information and estimate the posterior distribution of the unobserved volatilities. The variance instead of the volatility is the target of the estimation, and the radial basis function is applied to the mean and kernel function of the Gaussian process regression. We present two types of Gaussian process regression methods and empirically analyze them.

• Journal of Internet Computing and Services
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• v.13 no.3
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• pp.61-73
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• 2012

This paper proposes a histogram specification based image enhancement method, which uses the brightness mean and variance of an image to maximize the entropy of the image. In our histogram specification step, the Gaussian distribution is used to fit the input histogram as well as produce the target histogram. Specifically, the input histogram is fitted with the Gaussian distribution whose mean and variance are equal to the brightness mean(${\mu}$) and variance(${\sigma}2$) of the input image, respectively; and the target Gaussian distribution also has the mean of the value ${\mu}$, but takes as the variance the value which is determined such that the output image has the maximum entropy. Experimental results show that compared to the existing methods, the proposed method preserves the mean brightness well and generates more natural looking images.

• Wind and Structures
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• v.18 no.6
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• pp.693-715
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• 2014

Stochastic processes are used to represent phenomena in many diverse fields. Numerical simulation method is widely applied for the solution to stochastic problems of complex structures when alternative analytical methods are not applicable. In some practical applications the stochastic processes show non-Gaussian properties. When the stochastic processes deviate significantly from Gaussian, techniques for their accurate simulation must be available. The various existing simulation methods of non-Gaussian stochastic processes generally can only simulate super-Gaussian stochastic processes with the high-peak characteristics. And these methodologies are usually complicated and time consuming, not sufficiently intuitive. By revealing the inherent coupling effect of the phase and amplitude part of discrete Fourier representation of random time series on the non-Gaussian features (such as skewness and kurtosis) through theoretical analysis and simulation experiments, this paper presents a novel approach for the simulation of non-Gaussian stochastic processes with the prescribed amplitude probability density function (PDF) and power spectral density (PSD) by amplitude modulation and phase reconstruction. As compared to previous spectral representation method using phase modulation to obtain a non-Gaussian amplitude distribution, this non-Gaussian phase reconstruction strategy is more straightforward and efficient, capable of simulating both super-Gaussian and sub-Gaussian stochastic processes. Another attractive feature of the method is that the whole process can be implemented efficiently using the Fast Fourier Transform. Cases studies demonstrate the efficiency and accuracy of the proposed algorithm.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.67 no.11
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• pp.1562-1569
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• 2018

Sensor readings always have a certain degree of randomness and fuzziness due to its intrinsic property, other electronic devices in the circuitry, wires and the rapidly changing environment. In an electrical control system, such readings will bring instability in the system and other undesired events especially if the signal hovers around the threshold. This paper proposes a Gaussian-based statistical approach in stabilizing the output through sampling the sensor data and automatic tuning the threshold to the range of multiple standard deviations. It takes advantage of the Central limit theorem and its properties assuming that a large number of sensor data samples will eventually converge to a Gaussian distribution. Experimental results demonstrate the effectiveness of the proposed algorithm in completely stabilizing the outputs over known filtering algorithms like Exponential smoothing and Kalman Filter.