• Title/Summary/Keyword: Inverse Transform Methods

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A comparison of inverse transform and composition methods of data simulation from the Lindley distribution

  • Okwuokenye, Macaulay;Peace, Karl E.
    • Communications for Statistical Applications and Methods
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    • v.23 no.6
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    • pp.517-529
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    • 2016
  • This study compares the inverse transform and the composition methods for generating data from the Lindley distribution. The expression for the inverse of the distribution function for the Lindley distribution does not exist in closed form. Hence, authors of many empirical studies on the Lindley distribution used methods for generating Lindley variates other than the inverse transform. We generated data from the Lindley distribution using the inverse transform approach by obtaining the Lindley variates numerically; we also generated data from this distribution using the composition approach. Following the generation of the Lindley variates using these two methods, we compare some statistical properties of the estimates of the Lindley model parameters based on the generated data. We conclude that the two methods produce similar results.

Performance Enhancement of Whistle Sound Source Tracking Algorithm using Time-Scale Filter Based on Wavelet Transform

  • Moon, Serng-Bae
    • Journal of Navigation and Port Research
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    • v.28 no.2
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    • pp.135-140
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    • 2004
  • A purpose of developing a sound source tracking system in this paper is to reduce the noise efficiently from the received signal by microphone array and measure the signal's time delay between the microphones. I have applied the wavelet analysis algorithm to the system and calculated the sound source's relative position For the performance evaluation, I have compared with the results of utilizing the digital filtering methods based on the FIR LPF using Kaiser window function and the inverse Chebyshev IIR LPF. As a result, I have confirmed the fact that 'time-scale' filter using inverse discrete wavelet transform was suitable for this system.

Simulation of the Shifted Poisson Distribution with an Application to the CEV Model

  • Kang, Chulmin
    • Management Science and Financial Engineering
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    • v.20 no.1
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    • pp.27-32
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    • 2014
  • This paper introduces three different simulation algorithms of the shifted Poisson distribution. The first algorithm is the inverse transform method, the second is the rejection sampling, and the third is gamma-Poisson hierarchy sampling. Three algorithms have different regions of parameters at which they are efficient. We numerically compare those algorithms with different sets of parameters. As an application, we give a simulation method of the constant elasticity of variance model.

Extraction of Initial Conditions For a Recursive Numerical Inverse z-Transform Method (차분방정식에 의한 역 z변환 계산을 위한 초기 조건의 추출)

  • Lee, Jae-Seok;Jeong, Tae-Sang
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.51 no.8
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    • pp.368-373
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    • 2002
  • The inverse z-transform of a z-domain expression of a sequence can be Performed in many different methods among which the recursive computational method is based on the difference equation. In applying this method, a few initial values of the sequence should be obtained separately. Although the existing method generates the right initial values of the sequence, its derivation and justification are not theoretically in view of the definition of z-transform and its shift theorems. In this paper a general approach for formulating a difference equation and for obtaining required initial values of a sequence is proposed, which completely complies to the definition of the z-transform and an interpretation of the validity of the existing method which is theoretically incorrect.

PAPR reduction of OFDM systems using H-SLM method with a multiplierless IFFT/FFT technique

  • Sivadas, Namitha A.
    • ETRI Journal
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    • v.44 no.3
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    • pp.379-388
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    • 2022
  • This study proposes a novel low-complexity algorithm for computing inverse fast Fourier transform (IFFT)/fast Fourier transform (FFT) operations in binary phase shift keying-modulated orthogonal frequency division multiplexing (OFDM) communication systems without requiring any twiddle factor multiplications. The peak-to-average power ratio (PAPR) reduction capacity of an efficient PAPR reduction technique, that is, H-SLM method, is evaluated using the proposed IFFT algorithm without any complex multiplications, and the impact of oversampling factor for the accurate calculation of PAPR is analyzed. The power spectral density of an OFDM signal generated using the proposed multiplierless IFFT algorithm is also examined. Moreover, the bit-error-rate performance of the H-SLM technique with the proposed IFFT/FFT algorithm is compared with the classical methods. Simulation results show that the proposed IFFT/FFT algorithm used in the H-SLM method requires no complex multiplications, thereby minimizing power consumption as well as the area of IFFT/FFT processors used in OFDM communication systems.

Image Restoration Based on Inverse Filtering Order and Power Spectrum Density (역 필터 순서와 파워 스펙트럼 밀도에 기초한 이미지 복원)

  • Kim, Yong-Gil;Moon, Kyung-Il
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.16 no.2
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    • pp.113-122
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    • 2016
  • In this paper, we suggest a approach which comprises fast Fourier transform inversion by wavelet noise attenuation. It represents an inverse filtering by adopting a factor into the Wiener filtering, and the optimal factor is chosen to minimize the overall mean squared error. in order to apply the Wiener filter, we have to compute the power spectrum of original image from the corrupted figure. Since the Wiener filtering contains the inverse filtering process, it expands the noise when the blurring filter is not invertible. To remove the large noises, the best is to remove the noise using wavelet threshold. Wavelet noise attenuation steps are consisted of inverse filtering and noise reduction by Wavelet functions. experimental results have not outperformed the other methods over the overall restoration performance.

Numerical Quadrature Techniques for Inverse Fourier Transform in Two-Dimensional Resistivity Modeling (2차원 전기비저항 모델링에서 후리에역변환의 수치구적법)

  • Kim, Hee Joon
    • Economic and Environmental Geology
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    • v.25 no.1
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    • pp.73-77
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    • 1992
  • This paper compares numerical quadrature techniques for computing an inverse Fourier transform integral in two-dimensional resistivity modeling. The quadrature techniques using exponential and cubic spline interpolations are examined for the case of a homogeneous earth model. In both methods the integral over the interval from 0 to ${\lambda}_{min}$, where ${\lambda}_{min}$, is the minimum sampling spatial wavenumber, is calculated by approximating Fourier transformed potentials to a logarithmic function. This scheme greatly reduces the inverse Fourier transform error associated with the logarithmic discontinuity at ${\lambda}=0$. Numrical results show that, if the sampling intervals are adequate, the cubic spline interpolation method is more accurate than the exponential interpolation method.

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Detection of Iron Nanoparticles using Nuclear Magnetic Resonance Relaxometry and Inverse Laplace Transform

  • Kim, Seong Min
    • Journal of Biosystems Engineering
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    • v.39 no.4
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    • pp.345-351
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    • 2014
  • Purpose: Rapid detection of bacteria is very important in agricultural and food industries to prevent many foodborne illnesses. The objective of this study was to develop a portable nuclear magnetic resonance (NMR)-based system to detect foodborne pathogens (E. coli). This study was focused on developing a method to detect low concentrations of magnetic nanoparticles using NMR techniques. Methods: NMR relaxometry was performed to examine the NMR properties of iron nanoparticle mixtures with different concentrations by using a 1 T permanent magnet magnetic resonance imaging system. Exponential curve fitting (ECF) and inverse Laplace transform (ILT) methods were used to estimate the NMR relaxation time constants, $T_1$ and $T_2$, of guar gum solutions with different iron nanoparticle concentrations (0, $10^{-3}$, $10^{-4}$, $10^{-5}$, $10^{-6}$, and $10^{-7}M$). Results: The ECF and ILT methods did not show much difference in these values. Analysis of the NMR relaxation data showed that the ILT method is comparable to the classical ECF method and is more sensitive to the presence of iron nanoparticles. This study also showed that the spin-spin relaxation time constants acquired by a Carr-Purcell-Meiboom-Gill (CPMG) pulse sequence are more useful for determining the concentration of iron nanoparticle solutions comparwith the spin-lattice relaxation time constants acquired by an inversion recovery pulse sequence. Conclusions: We conclude that NMR relaxometry that utilizes CPMG pulse sequence and ILT analysis is more suitable for detecting foodborne pathogens bound to magnetic nanoparticles in agricultural and food products than using inversion recovery pulse sequence and ECF analysis.

An importance sampling for a function of a multivariate random variable

  • Jae-Yeol Park;Hee-Geon Kang;Sunggon Kim
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.65-85
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    • 2024
  • The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

The Design of Vector Processor for MDCT/IMDCT of MPEG-II AAC (MPEG-II AAC의 MDCT/IMDCT를 위한 벡터 프로세서 설계)

  • 이강현
    • Proceedings of the IEEK Conference
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    • 1999.06a
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    • pp.329-332
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    • 1999
  • Currently, the most important technology is compression methods in the multimedia society. In audio compression, the method using human auditory nervous property is used. This method using psychoacoustical model is applied to perceptual audio coding, because human's audibility is limited. MPEG-II AAC(Advanced Audio Coding) is the most advanced coding scheme that is of benefit to high quality audio coding. The compression ratio is 1.4 times compared with MPEG-I layer-III. In this paper, the vector processor for MDCT/IMDCT(Modified Discrete Cosine Transform /Inverse Modified Discrete Cosine Transform) of MPEG-II AAC is designed.

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