• Title/Summary/Keyword: Lower Bound Estimation

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Cramer-Rao Lower Bound of Effective Carrier-to-noise Power Ratio Estimation for a GPS L1 C/A Signal under Band-limited White Noise Jamming Environments (대역제한 백색잡음 재밍환경에서 GPS L1 C/A 신호를 위한 유효 반송파 대 잡음 전력비 추정치의 CRLB)

  • Yoo, Seungsoo;Yeom, Dong-Jin;Jee, Gyu-In;Kim, Sun Yong
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.8
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    • pp.890-894
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    • 2014
  • In this paper, we derive the CRLB (Cramer-Rao Lower Bound) of effective carrier-to-noise power ratio ($C/N_0$) estimation for a GPS (Global Positioning System) L1 C/A (Coarse/Acquisition) signal under band-limited white noise jamming environments. The quality of a received GPS signal is commonly described in terms of its $C/N_0$, implying that the noise is white and thus can be described by scalar noise density. However, if some intentional interference is received to a victim GPS receiver, then the $C/N_0$ is no longer the efficacious performance indicator. The correct and straightforward measurement to analyze the receiving situation is the effective $C/N_0$. In this paper, we consider a band-limited white noise jamming whose bandwidth is 2MHz and is the same as one of the first null-to-null bandwidth of the GPS L1 C/A signal.

A Subspace-based Array Shape Estimation Method Using Nearfield Source Model (근거리 신호 모델을 이용한 부공간 근사 기반의 어레이 형상 추정 기법)

  • 박희영;오원천;강현우;윤대희;이충용
    • The Journal of the Acoustical Society of Korea
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    • v.23 no.2
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    • pp.125-133
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    • 2004
  • Most of the way shape estimation method using reference sources assume that the reference sources are in the farfield. That is, the reference sources are assumed to be far from the array. However, in applications of the array with reference sources, the reference sources are not far from the way, so that in practical ocean environments, the conventional method using farfield source model fail to estimate the positions of the hydrophones. In this paper, based on the nearfield source model, a subspace-based array shape estimation method was proposed. In the proposed method, nearfield reference source is modeled using the differential time delay at each hydrophone, and nearfield parameters are derived. Using these parameters, a subspace-based array shape estimation method that generalizes the existing farfield subspace fitting method which can work regardless of the range of the source is proposed. The Cramer-Rao lower bound for the proposed method is investigated. The results of the numerical experiments indicate that the proposed method performs well in estimating the shape of a perturbed way regardless of the ranges of the reference sources.

Efficient Sequential Estimation in a Compound Poisson Process

  • Bai, Do-Sun;Kim, Myung-Soo;Jang, Joong-Soon
    • Journal of the Korean Statistical Society
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    • v.15 no.2
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    • pp.87-96
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    • 1986
  • Sequential estimation of parameters in a compound Poisson process whose jump sizes are one-parameter exponential class random variables is discussed. Cramer-Rao type information inequality is used as an efficiency cirterion. Unbiased estimators for certain parametric functions whose variance attain the lower bound are all characterized with the corresponding sampling plans.

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Fast Block Matching Algorithm Using The Distribution of Mean Absolute Difference at The Search Region Overlapped with Neighbor Blocks and Subsampling (이웃 블록과 중첩된 탐색영역에서의 MAD 분포 및 부표본화를 이용한 고속 블록 정합)

  • 이법기;정원식;이경환;최정현;김경규;김덕규
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.8B
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    • pp.1506-1517
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    • 1999
  • In this paper, we propose two fast block matching algorithm using the distribution of mean absolute difference (MAD) at the search region overlapped with neighbor blocks and pixel subsapmling. The proposed methods use the lower and upper bound of MAD at the overlapped search region which is calculated from the MAD of neighbor block at that search position and MAD between the current block and neighbor block. In the first algorithm, we can reduce the computational complexity by executing the block matching operation at the only necessary search points. That points are selected using the lower bound of MAD. In the second algorithm, we use the statictical distribution of actual MAD which exists between the lower bound and upper bound of MAD. By using the statistical distribution of actual MAD, we can significantly reduce the computational complexity for motion estimation. after striking space key 2 times.

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Analysis of System on the Combining Reception and the Variance of the Phase Estimate of a Sinusoidal Signal over Wireless Fading Channels (수신 신호의 위상 추정값에 대한 분산과 성능분석에 의한 페이딩 채널 해석)

  • Ham, Young-Marn;Lee, Kang-Won
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.14 no.2
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    • pp.277-286
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    • 2010
  • In this paper amplitude and phase distortion of the received signal through a fading channel results in a severe performance degradation of the communication system, Therefore we consider the variance of the maximum a posteriori phase estimate of sinusoidal signal by the Cramer-Rao bound in wireless fading channel. To find the Cramer-Rao lower bound for the variance of the phase, We use the derived probability density function(pdf) of the phase in Nakagami fading channel. We analyze the error performance of modulation signals using order statistics on generalized combining reception and find adequate diversity branch number.

Improved Single-Tone Frequency Estimation by Averaging and Weighted Linear Prediction

  • So, Hing Cheung;Liu, Hongqing
    • ETRI Journal
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    • v.33 no.1
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    • pp.27-31
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    • 2011
  • This paper addresses estimating the frequency of a cisoid in the presence of white Gaussian noise, which has numerous applications in communications, radar, sonar, and instrumentation and measurement. Due to the nonlinear nature of the frequency estimation problem, there is threshold effect, that is, large error estimates or outliers will occur at sufficiently low signal-to-noise ratio (SNR) conditions. Utilizing the ideas of averaging to increase SNR and weighted linear prediction, an optimal frequency estimator with smaller threshold SNR is developed. Computer simulations are included to compare its mean square error performance with that of the maximum likelihood (ML) estimator, improved weighted phase averager, generalized weighted linear predictor, and single weighted sample correlator as well as Cramer-Rao lower bound. In particular, with smaller computational requirement, the proposed estimator can achieve the same threshold and estimation performance of the ML method.

Linear Prediction Approach for Accurate Dual-Channel Sine-Wave Parameter Estimation in White Gaussian Noise

  • So, Hing-Cheung;Zhou, Zhenhua
    • ETRI Journal
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    • v.34 no.4
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    • pp.641-644
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    • 2012
  • The problem of sinusoidal parameter estimation at two channels with common frequency in white Gaussian noise is addressed. By making use of the linear prediction property, an iterative linear least squares (LLS) algorithm for accurate frequency estimation is devised. The remaining parameters are then determined according to the LLS fit with the use of the frequency estimate. It is proven that the variance of the frequency estimate achieves Cram$\acute{e}$r-Rao lower bound at sufficiently small noise conditions.

Superimposed Pilot Aided Multiuser Channel Estimation for MIMO-OFDM Uplinks

  • Yang, Qinghai;Kwak, Kyung-Sup
    • ETRI Journal
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    • v.28 no.5
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    • pp.688-691
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    • 2006
  • This letter addresses the superimposed pilot aided multiuser channel estimation for the uplinks of multi-input multi-output orthogonal frequency-division multiplexing systems. To mitigate the embedded-data effects on the performance of channel estimation, a novel combining algorithm is proposed. Optimal pilot symbols are developed with respect to the least square channel estimate's mean square error. The averaged sum-capacity lower bound is derived and simulated. Simulation results show that on a low signal-to-noise ratio regime, our proposed scheme achieves better performance and higher capacity than the conventional pilot aided approach.

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Functional Reliability Estimation of Pin Pullers Based on a Probit Model (프로빗 모델 기반 핀풀러의 작동 신뢰도 추정)

  • Mun, Byeong Min;Lee, Chinuk;Kim, Nam-ho;Choi, Chang-Sun;Kim, Zaeill;Bae, Suk Joo
    • Journal of the Korea Institute of Military Science and Technology
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    • v.20 no.2
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    • pp.225-230
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    • 2017
  • To generate mechanical movements in one-shot devices such as missiles and space launch vehicles, pyrotechnic mechanical device(PMD) such as pin pullers using pyrotechnic charge has been widely used. Reliability prediction of pin pullers is crucial to successfully execute target missions for the one-shot devices. Because the pin pullers require destructive tests to evaluate their reliability, one would need about 3,000 samples of success to guarantee a reliability of 99.9 % with a confidence level of 95 %. This paper suggests the application of a probit model using the charge amount as a functional parameter for estimation of functional reliability of pin puller. To guarantee target reliability, we propose estimation methods of the lower bound of functional reliability by applying the probit model. Given lower bound of functional reliability, we quantitatively show that the optimum amount of charge increases as the number of samples decreases. Along with a variety of simulations the validity of our new model via real test results is confirmed.

Parameter estimation of four-parameter viscoelastic Burger model by inverse analysis: case studies of four oil-refineries

  • Dey, Arindam;Basudhar, Prabir Kr.
    • Interaction and multiscale mechanics
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    • v.5 no.3
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    • pp.211-228
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    • 2012
  • This paper reports the development of a generalized inverse analysis formulation for the parameter estimation of four-parameter Burger model. The analysis is carried out by formulating the problem as a mathematical programming formulation in terms of identification of the design vector, the objective function and the design constraints. Thereafter, the formulated constrained nonlinear multivariable problem is solved with the aid of fmincon: an in-built constrained optimization solver module available in MatLab. In order to gain experience, a synthetic case-study is considered wherein key issues such as the determination and setting up of variable bounds, global optimality of the solution and minimum number of data-points required for prediction of parameters is addressed. The results reveal that the developed technique is quite efficient in predicting the model parameters. The best result is obtained when the design variables are subjected to a lower bound without any upper bound. Global optimality of the solution is achieved using the developed technique. A minimum of 4-5 randomly selected data-points are required to achieve the optimal solution. The above technique has also been adopted for real-time settlement of four oil refineries with encouraging results.