• Title/Summary/Keyword: Lower Bound of Variance

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Image Retrieval Using Entropy-Based Image Segmentation (엔트로피에 기반한 영상분할을 이용한 영상검색)

  • Jang, Dong-Sik;Yoo, Hun-Woo;Kang, Ho-Jueng
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.4
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    • pp.333-337
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    • 2002
  • A content-based image retrieval method using color, texture, and shape features is proposed in this paper. A region segmentation technique using PIM(Picture Information Measure) entropy is used for similarity indexing. For segmentation, a color image is first transformed to a gray image and it is divided into n$\times$n non-overlapping blocks. Entropy using PIM is obtained from each block. Adequate variance to perform good segmentation of images in the database is obtained heuristically. As variance increases up to some bound, objects within the image can be easily segmented from the background. Therefore, variance is a good indication for adequate image segmentation. For high variance image, the image is segmented into two regions-high and low entropy regions. In high entropy region, hue-saturation-intensity and canny edge histograms are used for image similarity calculation. For image having lower variance is well represented by global texture information. Experiments show that the proposed method displayed similar images at the average of 4th rank for top-10 retrieval case.

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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Error analysis of acoustic target detection and localization using Cramer Rao lower bound (크래머 라오 하한을 이용한 음향 표적 탐지 및 위치추정 오차 분석)

  • Park, Ji Sung;Cho, Sungho;Kang, Donhyug
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.3
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    • pp.218-227
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    • 2017
  • In this paper, an algorithm to calculate both bearing and distance error for target detection and localization is proposed using the Cramer Rao lower bound to estimate the minium variance of their error in DOA (Direction Of Arrival) estimation. The performance of arrays in detection and localization depends on the accuracy of DOA, which is affected by a variation of SNR (Signal to Noise Ratio). The SNR is determined by sonar parameters such as a SL (Source Level), TL (Transmission Loss), NL (Noise Level), array shape and beam steering angle. For verification of the suggested method, a Monte Carlo simulation was performed to probabilistically calculate the bearing and distance error according to the SNR which varies with the relative position of the target in space and noise level.

Efficient Prediction in the Semi-parametric Non-linear Mixed effect Model

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.225-234
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    • 1999
  • We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

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BLUE-Based Channel Estimation Technique for Amplify and Forward Wireless Relay Networks

  • PremKumar, M.;SenthilKumaran, V.N.;Thiruvengadam, S.J.
    • ETRI Journal
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    • v.34 no.4
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    • pp.511-517
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    • 2012
  • The best linear unbiased estimator (BLUE) is most suitable for practical application and can be determined with knowledge of only the first and second moments of the probability density function. Although the BLUE is an existing algorithm, it is still largely unexplored and has not yet been applied to channel estimation in amplify and forward (AF)-based wireless relay networks (WRNs). In this paper, a BLUE-based algorithm is proposed to estimate the overall channel impulse response between the source and destination of AF strategy-based WRNs. Theoretical mean square error (MSE) performance for the BLUE is derived to show the accuracy of the proposed channel estimation algorithm. In addition, the Cram$\acute{e}$r-Rao lower bound (CRLB) is derived to validate the MSE performance. The proposed BLUE channel estimation algorithm approaches the CRLB as the length of the training sequence and number of relays increases. Further, the BLUE performs better than the linear minimum MSE estimator due to the minimum variance characteristic exhibited by the BLUE, which happens to be a function of signal-to-noise ratio.

Convergence and Measurement of Inter-Departure Processes in a Pull Serial Line: Entropy and Augmented Lagrange Multiplier Approach

  • Choe, Sang-Woong
    • Industrial Engineering and Management Systems
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    • v.1 no.1
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    • pp.29-45
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    • 2002
  • In this study, we consider infinite supply of raw materials and backlogged demands as given two boundary conditions. And we need not make any specific assumptions about the inter-arrival of external demand and service time distributions. We propose a numeric model and an algorithm in order to compute the first two moments of inter-departure process. Entropy enables us to examine the convergence of this process and to derive measurable relations of this process. Also, lower bound on the variance of inter-departure process plays an important role in proving the existence and uniqueness of an optimal solution for a numeric model and deriving the convergence order of augmented Lagrange multipliers method applied to a numeric model. Through these works, we confirm some structural properties and numeric examples how the validity and applicability of our study.

Estimation of Reliability for a Parallel System with Dependent Exponential Components (종속 지수 성분을 가지는 병렬시스템의 신뢰도 추정)

  • 안정향;윤상철
    • Journal of Korea Society of Industrial Information Systems
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    • v.8 no.4
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    • pp.94-100
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    • 2003
  • In this paper, we study the estimation of reliability function for a parallel system with k dependent exponential components. We assume that the failure of one of the k components changes the life distribution of the remaining components. Also, we compare with Cramer-Rna lower bound for variances of the minimum variance unbiased estimator, and the mean square errors of the maximum likelihood estimator of reliability system with the through the Monte Carlo simulation.

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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.

Mode-SVD-Based Maximum Likelihood Source Localization Using Subspace Approach

  • Park, Chee-Hyun;Hong, Kwang-Seok
    • ETRI Journal
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    • v.34 no.5
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    • pp.684-689
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    • 2012
  • A mode-singular-value-decomposition (SVD) maximum likelihood (ML) estimation procedure is proposed for the source localization problem under an additive measurement error model. In a practical situation, the noise variance is usually unknown. In this paper, we propose an algorithm that does not require the noise covariance matrix as a priori knowledge. In the proposed method, the weight is derived by the inverse of the noise magnitude square in the ML criterion. The performance of the proposed method outperforms that of the existing methods and approximates the Taylor-series ML and Cram$\acute{e}$r-Rao lower bound.

A Study on the Optimization of Linear Equalizer for Underwater Acoustic Communication (수중음향통신을 위한 선형등화기의 최적화에 관한 연구)

  • Lee, Tae-Jin;Kim, Ki-Man
    • Journal of Navigation and Port Research
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    • v.36 no.8
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    • pp.637-641
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    • 2012
  • In this paper, the method that reduce a computation time by optimizing computation process is proposed to realize low-power underwater acoustic communication system. At first, dependency of decision delay on tap length of linear equalizer was investigated. Variance is calculated based on this result, and the optimal decision delay bound is estimated. In addition to decide optimal tap length with decision delay, we extracted the MSE(Mean Square Error) graph. From the graph, we obtained variance value of the MSE-decision delay, and estimated the optimum decision delay range from the variance value. Also, using the extracted optimal parameters, we performed a simulation. According to the result, the simulation employing optimal tap length, which is only 40% of maximum tap length, showed a satisfactory performance comparable to simulation employing maximum tap length. We verified that the proposed method has 33% lower tap length than maximal tap length via sea trial.