• 제목/요약/키워드: Inverse Transform Methods

검색결과 61건 처리시간 0.019초

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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    • 제23권6호
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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
    • 한국항해항만학회지
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    • 제28권2호
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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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    • 제20권1호
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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.

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

  • 이재석;정태상
    • 대한전기학회논문지:시스템및제어부문D
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    • 제51권8호
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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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    • 제44권3호
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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.

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

  • 김용길;문경일
    • 한국인터넷방송통신학회논문지
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    • 제16권2호
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    • pp.113-122
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    • 2016
  • 본 연구에서는, 웨이블릿 노이즈 감쇠에 고속 푸리에 역 변환을 포함하는 방법을 제안한다. 위너 필터링에 인자를 채용하여 역 필터링을 나타내고, 최적의 계수는 전체 평균 제곱 오차를 최소화하도록 선택된다. 위너 필터를 적용하기 위해, 손상된 그림에서 원 화상의 파워 스펙트럼을 계산한다. 위너 필터링은 역 필터링 처리를 포함하기 때문에 블링 필터가 반전되지 않을 때 노이즈는 확장한다. 큰 노이즈를 제거하려면 최고의 웨이블릿 임계값을 사용하여 노이즈를 제거하는 것이다. 웨이블릿 노이즈 감쇠 단계는 역 필터링 및 웨이블릿 기능으로 노이즈 감소로 구성된다. 실험결과는 전체 재생 성능 이상의 다른 방법을 능가하지는 않았다.

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

  • 김희준
    • 자원환경지질
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    • 제25권1호
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    • pp.73-77
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    • 1992
  • 본 논문에서는 2차원 전기비저항 모델링에서 후리에역변환을 계산하는 수치구적법을 비교하였다. 지수함수 및 큐빅스프라인 보간을 사용한 구적법을 균질대지 모델에 대하여 검토하였다. 이들 기술적용시, ${\lambda}_{min}$을 최소의 샘플링파수라고 할 때 0에서 ${\lambda}_{min}$까지 간격에 대한 적분은 후리에변환된 포텐샬을 대수 함수로 근사함으로써 계산하였다. 이러한 방법은 ${\lambda}=0$에서의 대수적인 불연속성에 기인한 후리에역변환의 오차를 크게 줄일 수 있다. 수치계산 결과, 샘플링간격이 적당하다면 큐빅스프라인 보간법이 지수함수 보간법보다 더 정확함을 알았다.

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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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    • 제39권4호
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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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    • 제31권1호
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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.

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

  • 이강현
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1999년도 하계종합학술대회 논문집
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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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