• Title/Summary/Keyword: Gaussian Probability Density Function

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A Failure Probability Estimation Method of Nonlinear Bridge Structures using the Non-Gaussian Closure Method (Non-Gaussian Closure 기법을 적용한 비선형 교량 구조계의 파괴확률 추정 기법)

  • Hahm, Dae-Gi;Koh, Hyun-Moo;Park, Kwan-Soon
    • Journal of the Earthquake Engineering Society of Korea
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    • v.14 no.1
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    • pp.25-34
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    • 2010
  • A method is presented for evaluating the seismic failure probability of bridge structures which show a nonlinear hysteretic dynamic behavior. Bridge structures are modeled as a bilinear dynamic system with a single degree of freedom. We regarded that the failure of bridges will occur when the displacement response of a deck level firstly crosses the predefined limit state during a duration of strong motion. For the estimation of the first-crossing probability of a nonlinear structural system excited by earthquake motion, we computed the average frequency of crossings of the limit state. We presented the non-Gaussian closure method for the approximation of the joint probability density function of response and its derivative, which is required for the estimation of the average frequency of crossings. The failure probabilities are estimated according to the various artificial earthquake acceleration sets representing specific seismic characteristics. For the verification of the accuracy and efficiency of presented method, we compared the estimated failure probabilities with the results evaluated from previous methods and the exact values estimated with the crude Monte-Carlo simulation method.

Joint-characteristic Function of the First- and Second-order Polarization-mode-dispersion Vectors in Linearly Birefringent Optical Fibers

  • Lee, Jae-Seung
    • Journal of the Optical Society of Korea
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    • v.14 no.3
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    • pp.228-234
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    • 2010
  • This paper presents the joint characteristic function of the first- and second-order polarization-modedispersion (PMD) vectors in installed optical fibers that are almost linearly birefringent. The joint characteristic function is a Fourier transform of the joint probability density function of these PMD vectors. We regard the random fiber birefringence components as white Gaussian processes and use a Fokker-Planck method. In the limit of a large transmission distance, our joint characteristic function agrees with the previous joint characteristic function obtained for highly birefringent fibers. However, their differences can be noticeable for practical transmission distances.

A Hill-Sliding Strategy for Initialization of Gaussian Clusters in the Multidimensional Space

  • Park, J.Kyoungyoon;Chen, Yung-H.;Simons, Daryl-B.;Miller, Lee-D.
    • Korean Journal of Remote Sensing
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    • v.1 no.1
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    • pp.5-27
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    • 1985
  • A hill-sliding technique was devised to extract Gaussian clusters from the multivariate probability density estimates of sample data for the first step of iterative unsupervised classification. The underlying assumption in this approach was that each cluster possessed a unimodal normal distribution. The key idea was that a clustering function proposed could distinguish elements of a cluster under formation from the rest in the feature space. Initial clusters were extracted one by one according to the hill-sliding tactics. A dimensionless cluster compactness parameter was proposed as a universal measure of cluster goodness and used satisfactorily in test runs with Landsat multispectral scanner (MSS) data. The normalized divergence, defined by the cluster divergence divided by the entropy of the entire sample data, was utilized as a general separability measure between clusters. An overall clustering objective function was set forth in terms of cluster covariance matrices, from which the cluster compactness measure could be deduced. Minimal improvement of initial data partitioning was evaluated by this objective function in eliminating scattered sparse data points. The hill-sliding clustering technique developed herein has the potential applicability to decomposition of any multivariate mixture distribution into a number of unimodal distributions when an appropriate diatribution function to the data set is employed.

Approximate Analytical Expression of the Laser Wavelength Distribution Incurred by the Grating Period Fluctuation in QWS-DFB Lasers (QWS-DFB 레이저에서 회절격자 주기의 랜덤 변이에 따른 주모드 파장 분포의 해석적 근사식)

  • Ha, Seon-Yong;Kim, Sang-Bae;Na, Sang-Sin
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.38 no.9
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    • pp.616-623
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    • 2001
  • Effects of the grating period fluctuation on the wavelength distribution have been studied by an effective index transfer matrix method in quarter wavelength shifted (QWS) DFB lasers. The wavelength distribution is expressed by a probability density that is an analytical function of the correlation coefficient and normalized standard deviation of the grating period fluctuation. The probability density function of wavelength distribution is shown to be nearly Gaussian, and its standard deviation increases with normalized standard deviation of the grating period fluctuation, and decreases with the negative correlation between adjacent half-periods.

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Stochastic Analysis of the Diamond Particle Distribution on the Surface of Circular Diamond Saw Blade (원형 다이아몬드 톱의 세그먼트 표면에서의 다이아몬드 입자 분포의 확률적인 해석)

  • 이현우;변서봉;정기정;김용석
    • Journal of Powder Materials
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    • v.10 no.3
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    • pp.201-208
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    • 2003
  • Distributions of diamond particles protruding on the surface of worn diamond segments in circular saw has been investigated. Scanning electron microscope was used to examine the worn ,surface and radial saw blade wear and grinding ratio was measured. The number of protruded diamond particle was approximately 50% of the total number of particles, and that was independent of diamond particle concentration and table speed. It was also noted that the inter-particle distance did not follow a symmetric function like Gaussian distribution function, instead it fitted well with a probability density function based on gamma function. The distribution of inter-particle spacing, therefore, was analyzed using a gamma function model.

ECG Denoising by Modeling Wavelet Sub-Band Coefficients using Kernel Density Estimation

  • Ardhapurkar, Shubhada;Manthalkar, Ramchandra;Gajre, Suhas
    • Journal of Information Processing Systems
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    • v.8 no.4
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    • pp.669-684
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    • 2012
  • Discrete wavelet transforms are extensively preferred in biomedical signal processing for denoising, feature extraction, and compression. This paper presents a new denoising method based on the modeling of discrete wavelet coefficients of ECG in selected sub-bands with Kernel density estimation. The modeling provides a statistical distribution of information and noise. A Gaussian kernel with bounded support is used for modeling sub-band coefficients and thresholds and is estimated by placing a sliding window on a normalized cumulative density function. We evaluated this approach on offline noisy ECG records from the Cardiovascular Research Centre of the University of Glasgow and on records from the MIT-BIH Arrythmia database. Results show that our proposed technique has a more reliable physical basis and provides improvement in the Signal-to-Noise Ratio (SNR) and Percentage RMS Difference (PRD). The morphological information of ECG signals is found to be unaffected after employing denoising. This is quantified by calculating the mean square error between the feature vectors of original and denoised signal. MSE values are less than 0.05 for most of the cases.

Mixture Distributions for Image Denoising in Wavelet Domain (웨이블릿 영역에서 혼합 모델을 사용한 영상 잡음 제거)

  • Bae, Byoung-Suk;Kang, Moon-Gi
    • Proceedings of the KIEE Conference
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    • 2008.04a
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    • pp.89-90
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    • 2008
  • AWGN(Addictive white gaussian noise)에 의해 영상은 자주 훼손되곤 한다. 최근 이를 복원하기위해 웨이블릿(Wavelet) 영역에서의 베이시안(Bayesian) 추정법이 연구되고 있다. 웨이블릿 변환된 영상 신호의 밀도 함수(pdf)는 표족한 첨두와 긴 꼬리(long-tail)를 갖는 경망이 있다. 이러한 사전 밀도 함수(a priori probability density function)를 상황에 적합하게 추정한다면 좋은 성능의 복원 결과를 얻을 수 있다. 빈번이 제안되는 릴도 함수로 가우시안(Gaussian) 분포 참수와 라플라스(Laplace) 분포 함수가 있다. 이들 각각의 모델은 훌륭히 변환 계수들을 모델링하며 나름대로의 장점을 나타낸다. 본 연구에서는 가우시안 분포와 라플라스(Laplace) 분포의 혼합 분포 모델을 밀도 함수로 제안하여, 이 들의 장점을 종합하였다. 이를 MAP(Maximum a Posteriori) 추정 방법에 적용하여 잡음을 제거 하였다. 그 결과 기존의 알고리즘에 비해 시각적인 면(Visual aspect), 수치적인 면(PSNR), 그리고 연산량(Complexity) 측면에서 망상된 결과를 얻었다.

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Performance Comparisons of some nonparametric detectors (몇가지 비모수 검파기의 성능 비교)

  • 김홍길;송익호;장태주;배진수
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 1996.06a
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    • pp.9-15
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    • 1996
  • In this paper, we propose a new detector based on the median-shift sign. We call it the median-shift sign (MSS) detector, which is an extension of the classical sign detector. We first analyze the problem of detecting a dc signal in noise of known probability density function (pdf). The MSS detector with the optimum median-shift value, the optimum MSS detector, performs better than the sign detector in Gaussian noise: it has the best performance among the detectors compared in Laplacian and Cauchy noise. It is shown that the MSS detectors with constant median-shift values are nearly equal to the optimum MSS detector. We also analyze the problem of detecting a dc signal when only partial information is available on the noise. The MSS detectors with constant median-shift values are almost equal to the sign detector in Gaussian noise: they perform better than the sign and Wilcoxon detectors for most signal ranges in Laplacian and Cauchy noise.

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Analysis on power penalty due to timing jitters when considering intersymbol interference in the receivers on intensity modulation/direct detection optical communication systems (강도변조/직접검파 광통신 수신기에서 심벌간 간섭을 고려할 경우 타이밍 지터에 의한 잔력 페널티 해석)

  • 은수정;심요안;김부균
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.4
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    • pp.1077-1088
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    • 1996
  • In this paper, we propose a new method to analyze the performance degradation by timing jitters in the receivers of intensity modulation/direct detection digital optical communication systems where pulse-shaping filters are used to minimize intersymbol interference. The results obtained from the proposed analytical method show that conventional analytical methods underestimate the influence of timing jitters on the receiver performance. Using the proposed anlaytical method, we derive an analytic equation for approximated power penalty due to timing itters and obtain an exact power penalty by numerical analyses. Assuming Gaussian or uniform probability density function for timing jitters, we also show that assumption of Gaussian distribution for timing jitters yields more performance degration than that of uniform distribution.

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Validity of Ocean Wave Spectrum Using Rayleigh Probability Density Function

  • Choi, Young Myung;Yang, Young Jun;Kwon, Sun Hong
    • International Journal of Ocean System Engineering
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    • v.2 no.4
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    • pp.250-258
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    • 2012
  • The distribution of wave heights is assumed to be a Rayleigh distribution, based on the assumption of a narrow band and Gaussian distribution of wave elevation. The present study was started with doubts about the narrow band assumption. We selected the wave spectra widely used to simulate irregular random waves. The wave spectra used in this study included the Pierson-Moskowitz spectrum, Bretschneider-Mitsuyasu spectrum, and JONSWAP spectrum. The directionality of the waves was considered. The cosine 2-l type directional spreading function and mixed form of the half-cosine 2-s type with Mitsuyasu type directional spreading are considered here to investigate the effects of a directional spreading function on random waves. The simulated wave height distribution is compared with a Rayleigh distribution.