• Title/Summary/Keyword: Mean Square Error(MSE)

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Shrinkage Prediction for Small Area Estimations (축소예측을 이용한 소지역 추정)

  • Hwang, Hee-Jin;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.21 no.1
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    • pp.109-123
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    • 2008
  • Many small area estimation methods have been suggested. Also for the comparison of the estimation methods, model diagnostic checking techniques have been studied. Almost all of the small area estimators were developed by minimizing MSE(Mean square error) and so the MSE is the well-known comparison criterion for superiority. In this paper we suggested a new small area estimator based on minimizing MSPE(Mean square percentage error) which is recently re-highlighted. Also we compared the new suggested estimator with the estimators explained in Shin et al. (2007) using MSE, MSPE and other diagnostic checking criteria.

An Error Assessment of the Kriging Based Approximation Model Using a Mean Square Error (평균제곱오차를 이용한 크리깅 근사모델의 오차 평가)

  • Ju Byeong-Hyeon;Cho Tae-Min;Jung Do-Hyun;Lee Byung-Chai
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.8 s.251
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    • pp.923-930
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    • 2006
  • A Kriging model is a sort of approximation model and used as a deterministic model of a computationally expensive analysis or simulation. Although it has various advantages, it is difficult to assess the accuracy of the approximated model. It is generally known that a mean square error (MSE) obtained from the kriging model can't calculate statistically exact error bounds contrary to a response surface method, and a cross validation is mainly used. But the cross validation also has many uncertainties. Moreover, the cross validation can't be used when a maximum error is required in the given region. For solving this problem, we first proposed a modified mean square error which can consider relative errors. Using the modified mean square error, we developed the strategy of adding a new sample to the place that the MSE has the maximum when the MSE is used for the assessment of the kriging model. Finally, we offer guidelines for the use of the MSE which is obtained from the kriging model. Four test problems show that the proposed strategy is a proper method which can assess the accuracy of the kriging model. Based on the results of four test problems, a convergence coefficient of 0.01 is recommended for an exact function approximation.

Video De-noising Using Adaptive Temporal and Spatial Filter Based on Mean Square Error Estimation (MSE 추정에 기반한 적응적인 시간적 공간적 비디오 디노이징 필터)

  • Jin, Changshou;Kim, Jongho;Choe, Yoonsik
    • Journal of Broadcast Engineering
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    • v.17 no.6
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    • pp.1048-1060
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    • 2012
  • In this paper, an adaptive temporal and spatial filter (ATSF) based on mean square error (MSE) estimation is proposed. ATSF is a block based de-noising algorithm. Each noisy block is selectively filtered by a temporal filter or a spatial filter. Multi-hypothesis motion compensated filter (MHMCF) and bilateral filter are chosen as the temporal filter and the spatial filter, respectively. Although there is no original video, we mathematically derivate a formular to estimate the real MSE between a block de-noised by MHMCF and its original block and a linear model is proposed to estimate the real MSE between a block de-noised by bilateral filter and its original block. Finally, each noisy block is processed by the filter with a smaller estimated MSE. Simulation results show that our proposed algorithm achieves substantial improvements in terms of both visual quality and PSNR as compared with the conventional de-noising algorithms.

Numerical Integration-based Performance Analysis of Amplitude-Comparison Monopulse System (진폭비교 모노펄스시스템의 수치적분 기반 성능분석)

  • Ham, Hyeong-Woo;Lim, Hee-Yun;Lee, Joon-Ho
    • Journal of Digital Convergence
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    • v.19 no.12
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    • pp.339-345
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    • 2021
  • In this paper, estimation angle performance analysis of amplitude-comparison monopulse radar under additive noise effect is dealt with. When uncorrelated white noises are added to the squinted beams, the angle estimation performance is analyzed through the mean square error(MSE). The numerical integration-based mean square error result completely overlaps the Monte Carlo-based mean square error result, which corresponds to 99.8% of the Monte Carlo-based mean square error result. In addition, the mean square error analysis method based on numerical integration has a much faster operation time than the mean square error method based on Monte Carlo. the angle estimation performance of the amplitude comparison monopulse radar can be efficiently analyzed in various noise environments through the proposed numerical integration-based mean square error method.

A Study on Adaptive Interference Cancellation System of RF Repeater Using the Grouped Constant-Modulus Algorithm (그룹화 CMA 알고리즘을 이용한 RF 중계기의 적응 간섭 제거 시스템(Adaptive Interference Cancellation System)에 관한 연구)

  • Han, Yong-Sik;Yang, Woon-Geun
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.19 no.9
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    • pp.1058-1064
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    • 2008
  • In this paper, we proposed a new hybrid interference canceller using the adaptive filter with Grouped CMA(Constant Modulus Algorithm)-LMS(Least Mean Square) algorithm in the RF(Radio Frequency) repeater. The feedback signal generated from transmitter antenna to receiver antenna reduces the performance of the receiver system. The proposed interference canceller has better channel adaptive performance and a lower MSE(Mean Square Error) than conventional structure because it uses the cancellation method of Grouped CMA algorithm. This structure reduces the number of iterations fur the same MSE performance and hardware complexity compared to conventional nonlinear interference canceller. Namely, MSE values of the proposed algorithm were lower than those of LMS algorithm by 2.5 dB and 4 dB according to step sizes. And the proposed algorithm showed fast speed of convergence and similar MSE performance compared to VSS(Variable Step Size)-LMS algorithm.

A Study on Adaptive Interference Canceller of Wireless Repeater for Wideband Code Division Multiple Access System (WCDMA시스템 무선 중계기의 적응간섭제거기에 관한 연구)

  • Han, Yong-Sik;Yang, Woon-Geun
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.7
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    • pp.1321-1327
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    • 2009
  • In this paper, as the mobile communication service is widely used and the demand for wireless repeaters is rapidly increasing because of the easiness of extending service areas. But a wireless repeater has a problem the oscillation due to feedback signal. We proposed a new hybrid interference canceller using the adaptive filter with CMA(Constant Modulus Algorithm)-Grouped LMS(Least Mean Square) algorithm in the adaptive interference canceller. The proposed interference canceller has better channel adaptive performance and a lower MSE(Mean Square Error) than conventional structure because it uses the cancellation method of Grouped LMS algorithm. The proposed detector uses the LMS algorithms with two different step size to reduce mean square error and to obtain fast convergence. This structure reduces the number of iterations for the same MSE performance and hardware complexity compared to conventional nonlinear interference canceller.

Improved Exponential Estimator for Estimating the Population Mean in the Presence of Non-Response

  • Kumar, Sunil
    • Communications for Statistical Applications and Methods
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    • v.20 no.5
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    • pp.357-366
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    • 2013
  • This paper defines an improvement for estimating the population mean of a study variable using auxiliary information and known values of certain population parameter(s), when there is a non-response in a study as well as on auxiliary variables. Under a simple random sampling without a replacement (SRSWOR) scheme, the mean square error (MSE) of all proposed estimators are obtained and compared with each other. Numerical illustration is also given.

Theoretical Derivation of Minimum Mean Square Error of RBF based Equalizer

  • Lee Jung-Sik
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.8C
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    • pp.795-800
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    • 2006
  • In this paper, the minimum mean square error(MSE) convergence of the RBF equalizer is evaluated and compared with the linear equalizer based on the theoretical minimum MSE. The basic idea of comparing these two equalizers comes from the fact that the relationship between the hidden and output layers in the RBF equalizer is also linear. As extensive studies of this research, various channel models are selected, which include linearly separable channel, slightly distorted channel, and severely distorted channel models. In this work, the theoretical minimum MSE for both RBF and linear equalizers were computed, compared and the sensitivity of minimum MSE due to RBF center spreads was analyzed. It was found that RBF based equalizer always produced lower minimum MSE than linear equalizer, and that the minimum MSE value of RBF equalizer was obtained with the center spread which is relatively higher(approximately 2 to 10 times more) than variance of AWGN. This work provides an analytical framework for the practical training of RBF equalizer system.

Kurtosis Driven Variable Step-Size Normalized Least Mean Square Algorithm for RF Repeater

  • Han, Yong-Sik;Yang, Woon-Geun
    • Journal of information and communication convergence engineering
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    • v.8 no.2
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    • pp.159-162
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    • 2010
  • This paper presents a new Kurtosis driven Variable Step-Size Normalized Least Mean Square (KVSSN-LMS) algorithm to prevent repeater from oscillation due to feedback signal of radio frequency (RF) repeater. To get better Mean Square Error (MSE) performance, step-size is adjusted using the kurtosis. The proposed algorithm shows the better performance of steady state MSE. The proposed algorithm shows a better ERLE performance than that of KVSS-LMS, VSS-NLMS, NLMS algorithms.

Adaptive Feedback Interference Cancellation Algorithm Using Correlations for Adaptive Interference Cancellation System (적응 간섭 제거 시스템을 위한 상관도를 적용한 적응적 궤환 간섭 제거 알고리즘)

  • Han, Yong-Sik;Yang, Woon-Geun
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.21 no.4
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    • pp.427-432
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    • 2010
  • To reduce the outage probability and to increase the transmission capacity, the importance of repeaters in cellular systems is increasing. But a RF(Radio Frequency) repeater has a problem that the output of the transmit antenna is partially feedback to the receive antenna, which is feedback interference. In this paper, we proposed adaptive Sign-Sign LMS(Least Mean Square) algorithm using correlations for the performance enhancement of RF repeater. The weight vector is updated by using sign of input signal and error signal to the least squared error of the conventional algorithms. When compared with the conventional method, the proposed canceller achieves the maximum 10 dB performance gain in terms of the MSE(Mean Square Error).