• 제목/요약/키워드: Maximum likelihood procedure

검색결과 128건 처리시간 0.027초

PPM 변조방식의 IR-UWB 시스템에서 데이터 결정방식을 이용한 타이밍 추적기 (Data Decision Aided Timing Tracker in IR-UWB System using PPM)

  • 고석준
    • 대한전자공학회논문지TC
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    • 제44권1호
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    • pp.98-105
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    • 2007
  • 본 논문에서는 Maximum Likelihood(ML) 알고리즘을 변형한 Suboptimal ML 타이밍 검출기를 제안한다. 본 논문에서 제안하는 Suboptimal ML방식은 참조신호 생성과정이 Early-Late gate 또는 ML 방식에 비해 간단하면서도 타이밍 검출기의 이득은 거의 동일한 값을 얻을 수 있다. 또한, 타이밍 추적기는 데이터 판별을 이용하기 때문에 적은 타이밍 오차 범위만이 추적 가능하다. 즉, 펄스폭이 0.7ns인 4차 가우시안 모노사이클을 사용하였을 경우, 추적 가능한 타이밍 오차는 ${\pm}0.06ns$이다. 따라서 탐색기는 높은 정확도를 갖는 획득성능을 갖고 있어야 한다. 성능 분석은 잡음뿐만아니라 송신기와 수신기의 펄스 생성과정에서 사용되는 오실레이터 지터를 고려한다. 컴퓨터 모의 실험 결과는 타이밍 검출기의 평균과 분산 및 타이밍 추적기의 추적 성능을 보여준다. 그리고 이동성에 의해 타이밍 오차가 점차적으로 증가하는 경우를 가정하여 추적성능을 제시한다. 본 논문은 타이밍 추적기의 성능을 제시하기 위해 하나의 복조기인 단인 상관기만을 고려한다.

Critical Multiple Correlation Coefficient for Improving Mean and Variance in Augmenting Hydrologic Samples

  • Heo, Jun-Haeng
    • Korean Journal of Hydrosciences
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    • 제6권
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    • pp.13-22
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    • 1995
  • The augmenting hydrologic data using a correlation procedure has been used to improve the estimates of the mean and variance at the site of interest with short record when one or more near by sites with longer records are available. The variance of the unbiased maximum likelihood estimator of $ derived by Moran based on the multivariate normal distribytion is modified into the form of Matalas and Jacobs for the biveriate normal distribution to get the critical minimum values of the multiple correlation coefficient which give the improvement for estimating the variance at the site of interest. Those values are tabulated for various lengths of short records and the number of sites.

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Accelerated Life Test Plans Based on Small Sample Property

  • Yun, Won Young
    • 품질경영학회지
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    • 제23권1호
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    • pp.41-49
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    • 1995
  • This paper suggests optimal accelerated constant stress life tests in Exponential distribution. The relationship between the log-mean life and the loaded stress is assumed to be linear. Optimal plans considering mean square errors of maximum likelihood estimators of the log mean life and test costs are obtained. We consider accelerated life tests with two stress levels, and as data types, failure censoring( type II) and time censoring(type I) data are used. We propose the procedure to obtain the optimal plans for each case. Some examples are also included.

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Seasonal Cointegration Rank Tests for Daily Data

  • Song, Dae-Gun;Park, Suk-Kyung;Cho, Sin-Sup
    • Journal of the Korean Data and Information Science Society
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    • 제16권3호
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    • pp.695-703
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    • 2005
  • This paper extends the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. The finite sample distribution of the associated rank test for dally data is also presented.

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Parameter Estimation in a Complex Non-Stationary and Nonlinear Diffusion Process

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • 제29권4호
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    • pp.489-499
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    • 2000
  • We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.

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On EM Algorithm For Discrete Classification With Bahadur Model: Unknown Prior Case

  • Kim, Hea-Jung;Jung, Hun-Jo
    • Journal of the Korean Statistical Society
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    • 제23권1호
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    • pp.63-78
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    • 1994
  • For discrimination with binary variables, reformulated full and first order Bahadur model with incomplete observations are presented. This allows prior probabilities associated with multiple population to be estimated for the sample-based classification rule. The EM algorithm is adopted to provided the maximum likelihood estimates of the parameters of interest. Some experiences with the models are evaluated and discussed.

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불균등 구간검사를 이용한 지수수명시간의 추정 (Exponential Lifetime Estimation with Unequal Interval Censoring)

  • 이태섭;윤상운
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제2권2호
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    • pp.113-119
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    • 2002
  • The estimation of mean lifetimes in presence of interval censoring with replacement procedure are examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test. The maximum likelihood estimator is found in an implicit form. The Cramer-Rao lower bounds of the estimates are found in places of variances and by simulations the properties of the estimates are examined.

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Seasonal cointegration for daily data

  • Song, Dae-Gun;Cho, Sin-Sup;Park, Suk-Kyung
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2005년도 춘계 학술발표회 논문집
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    • pp.13-15
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    • 2005
  • In this paper, we propose an extension of the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. We presented the finite sample distribution of the associated rank test statistics for daily data.

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소수의 고장 데이터를 갖는 부품의 수명분석 및 예비품수 결정 (Determining the Number of Spares based on Life Analysis of Highly Reliable Components)

  • 전치혁;염세경
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제1권2호
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    • pp.139-148
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    • 2001
  • We are concerned in the estimation of lifetime distribution of a component having a few observed failure data and we demonstrate that we can use the maximum likelihood estimation utilizing the censored data when the number of components in use is quite large. Weibull distribution is assumed for the lifetime and a simple estimation procedure is introduced. We also propose the method of determining the optimal number of spares required for a specified period without introducing cost functions. The proposed methods are applied to the photon stop and the water-cooled flange which are major components in Pohang Light Source.

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다수의 동일부품 중 소수의 고장 데이터를 갖는 부품의 수명분석 및 예비품수 결정

  • 전치혁;염세경
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2000년도 춘계학술대회 발표논문집
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    • pp.201-208
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    • 2000
  • We are concerned in the estimation of lifetime distribution of a component having a few observed failure data and we demonstrate that we can use the maximum likelihood estimation utilizing the censored data when the number of components in use is quite large. Weibull distribution is assumed fur the lifetime and a simple estimation procedure is introduced. We also propose the method of determining the optimal number of spares required for a specified period without introducing cost functions. The proposed methods are applied to the photon stop and the water-cooled flange which are major components in Pohang Light Source.

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