• Title/Summary/Keyword: Likelihood Ratio Test

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Sensing of OFDM Signals in Cognitive Radio Systems with Time Domain Cross-Correlation

  • Xu, Weiyang
    • ETRI Journal
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    • v.36 no.4
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    • pp.545-553
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    • 2014
  • This paper proposes an algorithm to sense orthogonal frequency-division multiplexing (OFDM) signals in cognitive radio (CR) systems. The basic idea behind this study is when a primary user is occupying a wireless channel, the covariance matrix is non-diagonal because of the time domain cross-correlation of the cyclic prefix (CP). In light of this property, a new decision metric that measures the power of the data found on two minor diagonals in the covariance matrix related to the CP is introduced. The impact of synchronization errors on the signal detection is analyzed. Besides this, a likelihood-ratio test is proposed according to the Neyman-Pearson criterion after deriving probability distribution functions of the decision metric under hypotheses of signal presence and absence. A threshold, subject to the requirement of probability of false alarm, is derived; also the probabilities of detection and false alarm are computed accordingly. Finally, numerical simulations are conducted to demonstrate the effectiveness of the proposed algorithm.

Failure-Time Estimation from Nonlinear Random-Coefficients Model: PDP Degradation Analysis (PDP 열화분석 예제를 통한 랜덤계수모델에서의 고장시간분포 추정)

  • Bae, Suk-Joo;Kim, Seong-Joon
    • Proceedings of the Korean Reliability Society Conference
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    • 2006.05a
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    • pp.181-191
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    • 2006
  • As an alternative to traditional life testing, degradation tests can be effective in assessing product reliability when measurements of degradation leading to failure can be observed. This article proposes a new model to describe the nonlinear degradation paths caused by nano-contamination for plasma display panels (PDPs) : a bi-exponential model with random coefficients. A sequential likelihood ratio test was executed to select random effects in the nonlinear model. Analysis results indicate that the reliability estimation can be improved substantially by using the nonlinear random-coefficients model to incorporate both inherent degradation characteristics and contamination effects of impurities for PDP degradation paths.

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Change-Point Problems in a Sequence of Binomial Variables

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.175-185
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    • 1996
  • For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

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A Study on Diagnostics Method for Categorical Data (범주형 자료의 진단방법에 관한 연구)

  • 이선규;조범석
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.18 no.33
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    • pp.93-102
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    • 1995
  • In this study we are concerned with the diagnostics method of cross-classified categorical data using logistic regression model of binary response models for cell proportions. under this model, we could examine the goodness-of-fit of the models using Pearson's $x^2$test statistic and likelihood ratio statistic. Under this model, these statistics are assumed that sample survey schemes are with replacement sampling model. But these statistics are often inappropriate for analysing contingency tables consists of complex sampling schemes obtained sample survey data. In this study we are examined diagnostics procedures detecting any outlying cell proportions and influential observations on design space in logistic regression modeltake account of the survey design effects.

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A Control Scheme for a Gradual Drift in the Process Variance

  • Kang, Hunku
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.56
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    • pp.83-92
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    • 2000
  • This paper presents a study on control schemes for gradual increases (drifts) in a process variance. A new control chart, the Drifting Variance Control Chart (DVCC) is designed using Likelihood Ratio Test (LRT), and the ARL performance of the chart is evaluated for different subgroup sizes. The performance of this chart is then compared to some of the popular control schemes for the process dispersion, like the Shewhart S$^2$chart, the CUSUM chart and the EWMA chart. Results are presented and discussed. Also included is a sensitivity analysis that investigates how the DVCC performs when applied to a stepped change in process variance.

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Multivariate EWMA Control Chart for Means of Multiple Quality Variableswith Two Sampling Intervals

  • Chang, Duk-Joon;Heo, Sunyeong
    • Journal of Integrative Natural Science
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    • v.5 no.3
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    • pp.151-156
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    • 2012
  • Because of the equivalence between control chart procedures and hypothesis testing, we propose to use likelihood ratio test (LRT) statistic $Z_i^2$ as the multivariate control statistic for simultaneous monitoring means of the multivariate normal process. Properties and comparisons of the proposed control charts are explored and conducted for matched fixed sampling interval (FSI) and variable sampling interval (VSI) with two sampling interval charts. The result of numerical comparisons shows that EWMA chart with two sampling interval procedure is more efficient than the corresponding FSI chart for small or moderate changes. When large shift of the process has occurred, we also found that Shewhart chart is more efficient than EWMA chart.

An Improved VAD Algorithm Employing Speech Enhancement Preprocessing and Threshold Updating (음성 향상 전처리와 문턱값 갱신을 적용한 향상된 음성검출 방법)

  • 이윤창;안상식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.11C
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    • pp.1161-1168
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    • 2003
  • In this paper, we propose an improved statistical model-based voice activity detection algorithm and threshold update method. We first improve signal-to-noise ratio by using speech enhancement preprocessing algorithm combined power subtraction method and matched filter, then apply it to LLR test optimum decision rule for improving the performance even in low SNR conditions. And we propose an adaptive threshold update method that was not concerned in any papers. We also perform extensive computer simulations to demonstrate the performance improvement of the proposed VAD algorithm employing the proposed speech enhancement preprocessing algorithm and adaptive threshold update method under various background noise environments. Finally we verify our results by comparing ITU-T G.729 Annex B.

A study on the liquefaction risk in seismic design of foundations

  • Ardeshiri-Lajimi, Saeid;Yazdani, Mahmoud;Assadi-Langroudi, Arya
    • Geomechanics and Engineering
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    • v.11 no.6
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    • pp.805-820
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    • 2016
  • A fully coupled non-linear effective stress response finite difference (FD) model is built to survey the counter-intuitive recent findings on the reliance of pore water pressure ratio on foundation contact pressure. Two alternative design scenarios for a benchmark problem are explored and contrasted in the light of construction emission rates using the EFFC-DFI methodology. A strain-hardening effective stress plasticity model is adopted to simulate the dynamic loading. A combination of input motions, contact pressure, initial vertical total pressure and distance to foundation centreline are employed, as model variables, to further investigate the control of permanent and variable actions on the residual pore pressure ratio. The model is verified against the Ghosh and Madabhushi high acceleration field test database. The outputs of this work are aimed to improve the current computer-aided seismic foundation design that relies on ground's packing state and consistency. The results confirm that on seismic excitation of shallow foundations, the likelihood of effective stress loss is greater in deeper depths and across free field. For the benchmark problem, adopting a shallow foundation system instead of piled foundation benefitted in a 75% less emission rate, a marked proportion of which is owed to reduced materials and haulage carbon cost.

Accelerated Life Test of Industrial Cleaner Motor (산업용 청소기 모터의 가속수명시험)

  • Eom, Hak-Yong;Lee, Gi-Chun;Chang, Mu-Seong;Park, Jong-Won;Lee, Yong-Bum
    • Journal of Applied Reliability
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    • v.18 no.3
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    • pp.193-200
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    • 2018
  • Purpose: In this study, the life of the motor is investigated by performing the accelerated life test with the brush wear of the industrial cleaner motor as the main failure mode. Methods: The accelerating stress factor of the accelerated life test is a voltage, which can increase the number of revolutions of the motor to accelerate the brush wear due to the friction between the brush and the commutator. Also, the accelerating stress level was determined after determining the maximum allowable level of the voltage through the preliminary test. Results: The motor failure time at each accelerating stress level was predicted by regression analysis with brush wear length as performance degradation data. The main failure mode, which is brush wear, of the motor was reproduced by this test. The shape parameter of the Weibull distribution was confirmed to be the same statistically at all accelerating stress levels by the likelihood ratio test. Conclusion: The life of the motor was investigated by performing the accelerated life test with the brush wear of the industrial cleaner motor as the main failure mode. Through the accelerating test method of the cleaner motor, various life expectancy and life expectancy of the acceleration factor are predicted.

Acoustic Masking Effect That Can Be Occurred by Speech Contrast Enhancement in Hearing Aids (보청기에서 음성 대비 강조에 의해 발생할 수 있는 마스킹 현상)

  • Jeon, Y.Y.;Yang, D.G.;Bang, D.H.;Kil, S.K.;Lee, S.M.
    • Journal of rehabilitation welfare engineering & assistive technology
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    • v.1 no.1
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    • pp.21-28
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    • 2007
  • In most of hearing aids, amplification algorithms are used to compensate hearing loss, noise and feedback reduction algorithms are used and to increase the perception of speeches contrast enhancement algorithms are used. However, acoustic masking effect is occurred between formants if contrast is enhanced excessively. To confirm the masking effect in speeches, the experiment are composed of 6 tests; test pure tone test, speech reception test, word recognition test, pure tone masking test, formant pure tone masking test and speech masking test, and for objective evaluation, LLR is introduced. As a result of normal hearing subjects and hearing impaired subjects, more making is occurred in hearing impaired subjects than normal hearing subjects when using pure tone, and in the speech masking test, speech reception is also lower in hearing impaired subjects than in normal hearing subjects. This means that acoustic masking effect rather than distortion influences speech perception. So it is required to check the characteristics of masking effect before wearing a hearing aid and to apply this characteristics to fitting curve.

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