• 제목/요약/키워드: Minimum Variance

검색결과 466건 처리시간 0.024초

수중 음원 위치 추정을 위한 개선된 최소 분산 정합장 처리 기법 (Improved Minimum Variance Matched field Processing Technique for Underwater Acoustic Source Localization)

  • 양인식;김준환;김기만
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 1999년도 추계종합학술대회
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    • pp.169-172
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    • 1999
  • 수중 음원을 탐지할 때 사용되는 정합장 처리 기법은 복잡한 수중 환경을 고려하여 수행된다. 특히, 최소 분산 처리기를 적용할 경우 행렬의 고유치 문제로 인해 그 성능이 크게 저하될 수 있다. 본 논문에서는 변환 행렬을 이용하여 최소 분산 정합장 처리기의 성능을 개선하였다 이 변환 행렬은 입력 신호의 공분산 행렬이 역행렬을 구할 수 있도록 하면서 원하는 음원 신호 성분을 향상시키도록 한다. 제안된 방법은 NATO 산하 SACLANT 센터에서 수집된 실측 데이터를 이용하여 그 효율성을 입증하였다.

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Estimation of Normal Variance Considered Prior Information

  • Lee, Sang-do;Lee, Dong-choon;Park, Ki-joo
    • 품질경영학회지
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    • 제17권2호
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    • pp.55-63
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    • 1989
  • In this paper we present the shrunken testing estimator for the variance of normal population and we find the condition that can be used in seeking the situations in which the proposed estimator is superior to the minimum variance unbiased estimator.

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A BAYESIAN METHOD FOR FINDING MINIMUM GENERALIZED VARIANCE AMONG K MULTIVARIATE NORMAL POPULATIONS

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제32권4호
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    • pp.411-423
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    • 2003
  • In this paper we develop a method for calculating a probability that a particular generalized variance is the smallest of all the K multivariate normal generalized variances. The method gives a way of comparing K multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approach for the probability is intractable and thus a Bayesian method is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach. Necessary theory involved in the method and computation is provided.

Optimal actuator selection for output variance constrained control

  • 김재훈
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.565-569
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    • 1993
  • In this paper, a specified number of actuators are selected from a given set of admissible actuators. The selected set of actuators is likely to use minimum control energy while required output variance constraints are guaranteed to be satisfied. The actuator selection procedure is an iterative algorithm composed of two parts; an output variance constrained control and an input variance constrained control algorithm. The idea behind this algorithm is that the solution to the first control problem provides the necessary weighting matrix in the objective function of the second optimization problem, and the sensitivity information from the second problem is utilized to delete one actuator. For variance constrained control problems, by considering a dual version of each control problem an efficient algorithm is provided, whose convergence properties turn out to be better than an existing algorithm. Numerical examples with a simple beam are given for both the input/output variance constrained control problem and the actuator selection problem.

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Theoretical Derivation of Minimum Mean Square Error of RBF based Equalizer

  • Lee Jung-Sik
    • 한국통신학회논문지
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    • 제31권8C호
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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.

Impact of target spectra variance of selected ground motions on seismic response of structures

  • Xu, Liuyun;Zhou, Zhiguang
    • Earthquakes and Structures
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    • 제23권2호
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    • pp.115-128
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    • 2022
  • One common method to select input ground motions to predict dynamic behavior of structures subjected to seismic excitation requires spectral acceleration (Sa) match target mean response spectrum. However, dispersion of ground motions, which explicitly affects the structural response, is rarely discussed in this method. Generally, selecting ground motions matching target mean and variance has been utilized as an appropriate method to predict reliable seismic response. The goal of this paper is to investigate the impact of target spectra variance of ground motions on structural seismic response. Two sets of ground motions with different target variances (zero variance and minimum variance larger than inherent variance of the target spectrum) are selected as input to two different structures. Structural responses at different heights are compared, in terms of peak, mean and dispersion. Results show that increase of target spectra variance tends to increase peak floor acceleration, peak deformation and dispersions of response of interest remarkably. To short-period structures, dispersion increase ratios of seismic response are close to that of Sa of input ground motions at the first period. To long-period structures, dispersions of floor acceleration and floor response spectra increase more significantly at the bottom, while dispersion increase ratios of IDR and deformation are close to that of Sa of input ground motions at the first period. This study could further provide useful information on selecting appropriate ground motion to predict seismic behavior of different types of structures.

이중추출에서 모평균 추정 (Mean Estimation in Two-phase Sampling)

  • 김규성;김진석;이선순
    • 응용통계연구
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    • 제14권1호
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    • pp.13-24
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    • 2001
  • 이중추출에서 모평균 추정방법을 고찰하였다. 전통적으로 널리 쓰이는 비추정량과 회귀추정량 그리고 비례배분 및 Rao 배분을 한 후의 층화평균에 대하여 주어진 기대 비용에서 최적의 표본수, 최소분산 및 분산추정량을 살펴보았다. 또한 비추정 및 층화의 효과를 모두 내포하는 결합비 추정량을 제안하고 주어진 기대 비용에서 최적의 표본수 및 최소분산을 유도하였고 분산추정량을 구하였다. 그리고 제한된 모의실험을 통하여 비추정량, 층화평균 및 결합비 추정량의 효율을 비교하였다. 모의실험 결과 비추정량과 층화평균은 경우에 따라 효율이 다르게 나타난 반면, 결합비 추정량은 대체로 두 방법보다 효율이 우수하게 나타나 결합비 추정량이 이중추출에 유용하게 쓰일 수 있음을 보였다.

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자동 보정 기능을 가진 직교 위상 수신기의 특성 해석 (Analysis of the Characteristics for Quadrature Receivers Adopting an Auto-Calibration Method)

  • 권순만;김석주
    • 한국전자파학회논문지
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    • 제20권1호
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    • pp.100-106
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    • 2009
  • 본 논문에서는 직교 위상 수신기에서 발생하는 동상 성분 채널과 직교 성분 채널간의 이득과 위상 불평형의 추정문제를 다룬다. 즉, 자동 보정 기능을 가지는 직교 위상 수신기에서의 백색 Gaussian 잡음을 고려한 통계적인 특성 분석을 통하여 제안된 알고리즘에 의한 추정값이 점근적으로 비편향 최소 분산 추정(asymptotically minimum-variance unbiased estimate) 특성을 가짐을 보여준다. 이를 위하여 먼저 자동 보정 알고리즘에서 사용하는 샘플링 값들에 대한 통계적인 특성을 구하고, 이 샘플 값들의 함수의 형태로 구해지는 이득과 위상 불평형 추정값들의 통계적인 특성을 분석하기 위해 추정값들의 확률분포함수를 구한다. 이를 기반으로 평균 함수 및 분산 함수를 계산하여 추정값들이 비편향 최소 분산 추정 특성을 나타냄을 확인한다.

An Improved Mean-Variance Optimization for Nonconvex Economic Dispatch Problems

  • Kim, Min Jeong;Song, Hyoung-Yong;Park, Jong-Bae;Roh, Jae-Hyung;Lee, Sang Un;Son, Sung-Yong
    • Journal of Electrical Engineering and Technology
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    • 제8권1호
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    • pp.80-89
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    • 2013
  • This paper presents an efficient approach for solving economic dispatch (ED) problems with nonconvex cost functions using a 'Mean-Variance Optimization (MVO)' algorithm with Kuhn-Tucker condition and swap process. The aim of the ED problem, one of the most important activities in power system operation and planning, is to determine the optimal combination of power outputs of all generating units so as to meet the required load demand at minimum operating cost while satisfying system equality and inequality constraints. This paper applies Kuhn-Tucker condition and swap process to a MVO algorithm to improve a global minimum searching capability. The proposed MVO is applied to three different nonconvex ED problems with valve-point effects, prohibited operating zones, transmission network losses, and multi-fuels with valve-point effects. Additionally, it is applied to the large-scale power system of Korea. The results are compared with those of the state-of-the-art methods as well.