• Title/Summary/Keyword: Inverse covariance matrix

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Time-Censored Ramp Tests with Stress Bound for Exponential (스트레스 한계가 있는 램프시험의 최적설계: 지수수명분포의 경우)

  • Bai, Do-Sun;Chun, Young-Rok;Cha, Myung-Su
    • Journal of Korean Institute of Industrial Engineers
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    • v.22 no.3
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    • pp.459-471
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    • 1996
  • This paper considers ramp tests for exponential lifetime distribution when there are limitations on test stress and test time. The inverse power law and a cumulative exposure model are assumed. Maximum likelihood (ML) estimators of model parameters and their asymptotic covariance matrix are obtained. The optimum ramp test plans are also found which minimize the asymptotic variance of the ML estimator of the log mean life at design constant stress. For selected values of the design parameters, tables useful for finding optimal test plans are given. The effect of the pre-estimates of design parameters is studied.

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Simple Blind Channel Estimation Scheme for Downlink MC-CDMA Systems (하향링크 MC-CMDMA 시스템을 위한 간단한 미상 채널 추정 방법)

  • Seo, Bang-Won
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.6A
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    • pp.480-487
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    • 2012
  • In multicarrier code-division multiple access (MC-CDMA) systems, conventional blind channel estimation schemes require the inverse matrix calculation or eigenvalue decomposition of the received signal covariance matrix. Therefore, computational complexity of the conventional schemes is too high and they cannot be employed in downlink systems. In this paper, we propose a simple blind channel estimation scheme with very low computational complexity. Simulation results show that the proposed scheme has better channel estimation and bit error rate (BER) performance than the conventional schemes.

Introduction of Inverse Analysis Model Using Geostatistical Evolution Strategy and Estimation of Hydraulic Conductivity Distribution in Synthetic Aquifer (지구통계학적 진화전략 역산해석 기법의 소개 및 가상 대수층 수리전도도 분포 예측에의 적용)

  • Park, Eungyu
    • Economic and Environmental Geology
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    • v.53 no.6
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    • pp.703-713
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    • 2020
  • In many geological fields, including hydrogeology, it is of great importance to determine the heterogeneity of the subsurface media. This study briefly introduces the concept and theory of the method that can estimate the hydraulic properties of the media constituting the aquifer, which was recently introduced by Park (2020). After the introduction, the method was applied to the synthetic aquifer to demonstrate the practicality, from which various implications were drawn. The introduced technique uses a global optimization technique called the covariance matrix adaptation evolution strategy (CMA-ES). Conceptually, it is a methodology to characterize the aquifer heterogeneity by assimilating the groundwater level time-series data due to the imposed hydraulic stress. As a result of applying the developed technique to estimate the hydraulic conductivity of a hypothetical aquifer, it was confirmed that a total of 40000 unknown values were estimated in an affordable computational time. In addition, the results of the estimates showed a close numerical and structural similarity to the reference hydraulic conductivity field, confirming that the quality of the estimation by the proposed method is high. In this study, the developed method was applied to a limited case, but it is expected that it can be applied to a wider variety of cases through additional development of the method. The development technique has the potential to be applied not only to the field of hydrogeology, but also to various fields of geology and geophysics. Further development of the method is currently underway.

Near field acoustic source localization using beam space focused minimum variance beamforming (빔 공간 초점 최소 분산 빔 형성을 이용한 근접장 음원 위치 추정)

  • Kwon, Taek-Ik;Kim, Ki-Man;Kim, Seongil;Ahn, Jae-kyun
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.2
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    • pp.100-107
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    • 2017
  • The focused MVDR (Minimum Variance Distortionless Response) can be applied for source localization in near field. However, if the number of sensors are increased, it requires a large amount of calculation to obtain the inverse of the covariance matrix. In this paper we propose a focused MVDR method using that beam space is formed from output of far field beamformer at the subarray. The performances of the proposed method was evaluated by simulation. As a result of simulation, the proposed method has the higher spatial resolution performance then the conventional delay-and-sum beamformer.

ARMA System identification Using GTLS method and Recursive GTLS Algorithm (GTLS의 ARMA시트템식별에의 적용 및 적응 GTLS 알고리듬에 관한 연구)

  • Kim, Jae-In;Kim, Jin-Young;Rhee, Tae-Won
    • The Journal of the Acoustical Society of Korea
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    • v.14 no.3
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    • pp.37-48
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    • 1995
  • This paper presents an sstimation of ARMA coefficients of noisy ARMA system using generalized total least square (GTLS) method. GTLS problem for ARMA system is defined as minimizing the errors between the noisy output vectors and estimated noisy-free output. The GTLS problem is solved in closed form by eigen-problem and the perturbation analysis of GTLS is presented. Also its recursive solution (recursive GTLS) is proposed using the power method and the covariance formula of the projected output error vector into the input vector space. The simulation results show that GTLS ARMA coefficients estimator is an unbiased estimator and that recursive GTLS achieves fast convergence.

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Low-complexity Sensor Selection Based on QR factorization (QR 분해에 기반한 저 복잡도 센서 선택 알고리즘)

  • Yoon Hak, Kim
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.27 no.1
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    • pp.103-108
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    • 2023
  • We study the problem of selecting a subset of sensor nodes in sensor networks in order to maximize the performance of parameter estimation. To achieve a low-complexity sensor selection algorithm, we propose a greedy iterative algorithm that allows us to select one sensor node at a time so as to maximize the log-determinant of the inverse of the estimation error covariance matrix without resort to direct minimization of the estimation error. We apply QR factorization to the observation matrix in the log-determinant to derive an analytic selection rule which enables a fast selection of the next node at each iteration. We conduct the extensive experiments to show that the proposed algorithm offers a competitive performance in terms of estimation performance and complexity as compared with previous sensor selection techniques and provides a practical solution to the selection problem for various network applications.

Fast Bayesian Inversion of Geophysical Data (지구물리 자료의 고속 베이지안 역산)

  • Oh, Seok-Hoon;Kwon, Byung-Doo;Nam, Jae-Cheol;Kee, Duk-Kee
    • Journal of the Korean Geophysical Society
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    • v.3 no.3
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    • pp.161-174
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    • 2000
  • Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.

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A Kalman filter based algorithm for wind load estimation on high-rise buildings

  • Zhi, Lun-hai;Yu, Pan;Tu, Jian-wei;Chen, Bo;Li, Yong-gui
    • Structural Engineering and Mechanics
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    • v.64 no.4
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    • pp.449-459
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    • 2017
  • High-rise buildings are generally sensitive to strong winds. The evaluation of wind loads for the structural design, structural health monitoring (SHM), and vibration control of high-rise buildings is of primary importance. Nevertheless, it is difficult or even infeasible to measure the wind loads on an existing building directly. In this regard, a new inverse method for evaluating wind loads on high-rise buildings is developed in this study based on a discrete-time Kalman filter. The unknown structural responses are identified in conjunction with the wind loads on the basis of limited structural response measurements. The algorithm is applicable for estimating wind loads using different types of wind-induced response. The performance of the method is comprehensively investigated based on wind tunnel testing results of two high-rise buildings with typical external shapes. The stability of the proposed algorithm is evaluated. Furthermore, the effects of crucial factors such as cross-section shapes of building, the wind-induced response type, errors of structural modal parameters, covariance matrix of noise, noise levels in the response measurements and number of vibration modes on the identification accuracy are examined through a detailed parametric study. The research outputs of the proposed study will provide valuable information to enhance our understanding of the effects of wind on high-rise buildings and improve codes of practice.