• Title/Summary/Keyword: Generalized Gaussian

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Flexible Nonlinear Learning for Source Separation

  • Park, Seung-Jin
    • Journal of KIEE
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    • v.10 no.1
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    • pp.7-15
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    • 2000
  • Source separation is a statistical method, the goal of which is to separate the linear instantaneous mixtures of statistically independent sources without resorting to any prior knowledge. This paper addresses a source separation algorithm which is able to separate the mixtures of sub- and super-Gaussian sources. The nonlinear function in the proposed algorithm is derived from the generalized Gaussian distribution that is a set of distributions parameterized by a real positive number (Gaussian exponent). Based on the relationship between the kurtosis and the Gaussian exponent, we present a simple and efficient way of selecting proper nonlinear functions for source separation. Useful behavior of the proposed method is demonstrated by computer simulations.

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Non-Gaussian analysis methods for planing craft motion

  • Somayajula, Abhilash;Falzarano, Jeffrey M.
    • Ocean Systems Engineering
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    • v.4 no.4
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    • pp.293-308
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    • 2014
  • Unlike the traditional displacement type vessels, the high speed planing crafts are supported by the lift forces which are highly non-linear. This non-linear phenomenon causes their motions in an irregular seaway to be non-Gaussian. In general, it may not be possible to express the probability distribution of such processes by an analytical formula. Also the process might not be stationary or ergodic in which case the statistical behavior of the motion to be constantly changing with time. Therefore the extreme values of such a process can no longer be calculated using the analytical formulae applicable to Gaussian processes. Since closed form analytical solutions do not exist, recourse is taken to fitting a distribution to the data and estimating the statistical properties of the process from this fitted probability distribution. The peaks over threshold analysis and fitting of the Generalized Pareto Distribution are explored in this paper as an alternative to Weibull, Generalized Gamma and Rayleigh distributions in predicting the short term extreme value of a random process.

Performance Evaluation of Decision Fusion Rules of Wireless Sensor Networks in Generalized Gaussian Noise (Generalized Gaussian Noise에서의 무선센서 네트워크의 Decision Fusion Rule의 성능 분석에 관한 연구)

  • Park, Jin-Tae;Koo, In-Soo;Kim, Ki-Seon
    • Proceedings of the IEEK Conference
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    • 2006.06a
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    • pp.97-98
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    • 2006
  • Fusion of decisions from multiple distributed sensor nodes is studied in this work. Based on the canonical parallel fusion model, we derive the optimal likelihood ratio based fusion rule with the assumptions of the generalized Gaussian noise model and the arbitrary fading channel. This optimal fusion rule, however, requires the complete knowledge of the channels and the detection performance of local sensor nodes. To mitigate these requirements and to provide near optimum performance, we derive suboptimum fusion rules by using high and low signal-to-noise ratio (SNR) approximations to the optimal fusion rule. Performance evaluation is conducted through simulations.

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Generalized outage probability analysis for a cellular mobile radio systems in rayleigh fading environment (레일리 페이딩을 겪은 셀룰라 이동통신시스팀의 일반화된 outage probability 해석)

  • 김성민;윤동원;한영열
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.32A no.7
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    • pp.1-7
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    • 1995
  • In this paper, we generalize the method to calculate the outage probability in the presence of multiple rayleigh faded cochannel interferences and additive white Gaussian noise. Our result is a computational formula that can be applied with or without Gaussian noise in Rayleigh faded cochannel interferences. Without Gaussian noise, the situation degenerates to usual case of the cochannel interferences. The result can be appiled also in the presence of Gaussian noise with or without cochannel interferences.

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Fusion of Decisions in Wireless Sensor Networks under Non-Gaussian Noise Channels at Large SNR (비 정규 분포 잡음 채널에서 높은 신호 대 잡음비를 갖는 무선 센서 네트워크의 정보 융합)

  • Park, Jin-Tae;Kim, Gi-Sung;Kim, Ki-Seon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.12 no.5
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    • pp.577-584
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    • 2009
  • Fusion of decisions in wireless sensor networks having flexibility on energy efficiency is studied in this paper. Two representative distributions, the generalized Gaussian and $\alpha$-stable probability density functions, are used to model non-Gaussian noise channels. By incorporating noise channels into the parallel fusion model, the optimal fusion rules are represented and suboptimal fusion rules are derived by using a large signal-to-noise ratio(SNR) approximation. For both distributions, the obtained suboptimal fusion rules are same and have equivalent form to the Chair-Varshney fusion rule(CVR). Thus, the CVR does not depend on the behavior of noise distributions that belong to the generalized Gaussian and $\alpha$-stable probability density functions. The simulation results show the suboptimality of the CVR at large SNRs.

Stochastic analysis of elastic wave and second sound propagation in media with Gaussian uncertainty in mechanical properties using a stochastic hybrid mesh-free method

  • Hosseini, Seyed Mahmoud;Shahabian, Farzad
    • Structural Engineering and Mechanics
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    • v.49 no.1
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    • pp.41-64
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    • 2014
  • The main objective of this article is the exploitation of a stochastic hybrid mesh-free method based on stochastic generalized finite difference (SGFD), Newmark finite difference (NFD) methods and Monte Carlo simulation for thermoelastic wave propagation and coupled thermoelasticity analysis based on GN theory (without energy dissipation). A thick hollow cylinder with Gaussian uncertainty in mechanical properties is considered as an analyzed domain for the problem. The effects of uncertainty in mechanical properties with various coefficients of variations on thermo-elastic wave propagation are studied in details. Also, the time histories and distribution on thickness of cylinder of maximum, mean and variance values of temperature and radial displacement are studied for various coefficients of variations (COVs).

Subsidiary Maximum Likelihood Iterative Decoding Based on Extrinsic Information

  • Yang, Fengfan;Le-Ngoc, Tho
    • 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.

Tsunami-induced Change Detection Using SAR Intensity and Texture Information Based on the Generalized Gaussian Mixture Model

  • Jung, Min-young;Kim, Yong-il
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.34 no.2
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    • pp.195-206
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    • 2016
  • The remote sensing technique using SAR data have many advantages when applied to the disaster site due to its wide coverage and all-weather acquisition availability. Although a single-pol (polarimetric) SAR image cannot represent the land surface better than a quad-pol SAR image can, single-pol SAR data are worth using for disaster-induced change detection. In this paper, an automatic change detection method based on a mixture of GGDs (generalized Gaussian distribution) is proposed, and usability of the textural features and intensity is evaluated by using the proposed method. Three ALOS/PALSAR images were used in the experiments, and the study site was Norita City, which was affected by the 2011 Tohoku earthquake. The experiment results showed that the proposed automatic change detection method is practical for disaster sites where the large areas change. The intensity information is useful for detecting disaster-induced changes with a 68.3% g-mean, but the texture information is not. The autocorrelation and correlation show the interesting implication that they tend not to extract agricultural areas in the change detection map. Therefore, the final tsunami-induced change map is produced by the combination of three maps: one is derived from the intensity information and used as an initial map, and the others are derived from the textural information and used as auxiliary data.

Cumulative Sums of Residuals in GLMM and Its Implementation

  • Choi, DoYeon;Jeong, KwangMo
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.423-433
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    • 2014
  • Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

ANOTHER TRANSFORMATION OF THE GENERALIZED HYPERGEOMETRIC SERIES

  • Cho, Young-Joon;Lee, Keum-Sik;Seo, Tae-Young;Choi, June-Sang
    • East Asian mathematical journal
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    • v.16 no.1
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    • pp.81-87
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    • 2000
  • Bose and Mitra obtained certain interesting tansformations of the generalized hypergeometric series by using some known summation formulas and employing suitable contour integrations in complex function theory. The authors aim at providing another transformation of the generalized hypergeometric series by making use of the technique as those of Bose and Mitra and a known summation formula, which Bose and Mitra did not use, for the Gaussian hypergeometric series.

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