• Title/Summary/Keyword: Minimum norm estimation

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A New Null-Spectrum for Direction of Arrival Estimation (신호의 도착방향을 추정하는 새로운 Null-Spectrum)

  • 최진호;김상엽;김선용;박성일;손재철;송익호;윤진선
    • Proceedings of the Korean Institute of Communication Sciences Conference
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    • 1991.10a
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    • pp.123-126
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    • 1991
  • A generalization of null-spectrum for use in the estimation of directions of arrival of signal sources is considered in this paper. The upper and lower bounds of the generalized null-spectrum, the maximum and minimum null-spectra, are also derived. We observed that the maximum null-spectrum has higher resolution capability than other null-spectra including the two well-known null-spectra, the multiple signal classification null-spectrum and the Min-Norm null-spectrum.

Sparse Channel Estimation using weighted $l_1$-minimization (Weighted $l_1$-최소화기법을 이용한 Sparse한 채널 추정 기법)

  • Kwon, Seok-Beop;Ha, Mi-Ri;Shim, Byong-Hyo
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2010.07a
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    • pp.50-52
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    • 2010
  • 통신 시스템의 성능을 향상시키는 핵심 문제 중에 하나인 채널을 추정하는 문제는 다양한 분야에서 연구되고 있다. 채널의 sparse한 특징으로 인해 기존의 linear square나 minimum mean square error보다 발전된 $l_1$-norm minimization 방법 등이 많이 연구되고 있다. 이에 본 논문은 sparse한 채널의 특징과 천천히 변화하는 채널환경 특징을 이용하여 기존의 방법에 비해 더 높은 성능의 채널 추정 기법을 연구한다. 천천히 변화하는 채널환경의 특징으로 인해 이전 채널 정보를 현재 채널 추정에 사용할 수 있고 sparse한 채널의 특징으로 $l_1$-norm minimization을 사용할 수 있다. 이러한 두 가지의 정보를 이용하여 weighted $l_1$-norm minimization 이용한 support detection후 MMSE를 이용한 채널 추정기법을 연구한다.

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Grand Average in MEG and Crude Estimation of Anatomical Site (뇌자도에서 전체 평균과 이를 이용한 해부학적 위치 추정)

  • Kwon H.;Kim K.;Kim J. M.;Lee Y. H.;Park Y. K.
    • Journal of Biomedical Engineering Research
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    • v.25 no.6
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    • pp.575-580
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    • 2004
  • In this work, a method is presented to find an anatomical site of a current source crudely in a standard brain using grand average of MEG data. Minimum norm estimation algorithm and truncated singular value decomposition were applied to calculate the distributed sources that can reproduce the measured signals. Grand average over all subjects was obtained from the transformed signals, which would be detected in a standard sensor plane by the obtained distributed current sources. In the simulation study, it was shown that the localized dipole using the grand average is consistent with the mean location of localized dipoles of all subjects within several mm even with large inter-individual differences of sensor positions. This result suggests that the mean location of low level signal source can be estimated as a dipole source in grand average and it was confirmed in the localization of the current source of N100m. when the localized dipole is registered on a standard brain. This result also suggests that the activity region obtained from grand average can be crudely estimated on a standard brain using the source location of the N100m as a reference point.

Motion Estimation by Fermat Number Transform (Fermat Number 변환에 기반한 모션벡터 예측)

  • 김남호;성주승;송문호
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.7A
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    • pp.705-710
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    • 2002
  • In this paper, we present a method to find motion vectors in frequency domain for video data compression. The proposed algorithm is based on the Format Number Transform (FNT), and it declares the most correlated-block as the best matching block, as opposed to declaring the block with least sum of differences between blocks. We show that the proposed method is equivalent to declaring the block with the minimum L2-norm as the best matching block. Unlike other previous fast algorithms, the time requirement for the proposed algorithm does not defend on the image type for finding the optimum solution.

Implementation of a Performance Evaluation Platform for Relative Navigation and Its Application to Performance Improvements (상대항법 성능 분석 플랫폼 개발 및 이를 이용한 성능 개선)

  • Choi, Heon-Ho;Shim, Woo-Seong;Cho, Sung-Lyong;Han, Young-Hoon;Park, Chan-Sik;Lee, Sang-Jeong
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.5
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    • pp.426-432
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    • 2012
  • The positions of vessels in JTIDS where each vessel broadcasts its position, can be found using the relative navigation method. Besides positioning, the relative navigation could be adopted for identification friend or foe, tracking targets, monitoring battle field and etc. In this paper, we have explained the fundamental operation and technical structure for the relative navigation and implemented the simulation platform to evaluate the basic function and performance of the system in arbitrary environment. Using platform, the availability of relative navigation within the group network and the characteristic of the algorithm for position prediction was verified. Based on the simulation result, it was verified that EKF based navigation algorithm could produce great initial error and need quite convergence time. To improve the performance, we proposed a new navigation algorithm which uses the minimum norm estimation algorithm until the EKF converges. The simulation results reveal the relative navigation can be effectively used in the formation flight and collision avoidance system.

Brain Source Localization using EEG Signals (EEG신호를 이용한 뇌 신호원 국부화에 관한 연구)

  • Jung, Jae-Chul;Song, Min;Lee, He-Young
    • Proceedings of the IEEK Conference
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    • 2002.06e
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    • pp.133-136
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    • 2002
  • EEG(Electroencephalography) is generated by electrical activity between neurons in cortical. Waveform of EEG is changed according to body and mental states. Therefore EEG is used to diagnosis of encephalophyma and epilepsy, etc. Also EEG is used to HCI(Human-Computer Interface). This paper describes estimation of orientation and location of dipole sources. The forward model is three-layer spherical head model and current dipole model. Using analytical solution, EEG is generated. Using MNLS(Minimum-Norm Least-Square) method, orientation and location of dipole moment is estimated.

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Feasibility Study of EEG-based Real-time Brain Activation Monitoring System (뇌파 기반 실시간 뇌활동 모니터링 시스템의 타당성 조사)

  • Chae, Hui-Je;Im, Chang-Hwan;Lee, Seung-Hwan
    • Journal of Biomedical Engineering Research
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    • v.28 no.2
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    • pp.258-264
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    • 2007
  • Spatiotemporal changes of brain rhythmic activity at a certain frequency have been usually monitored in real time using scalp potential maps of multi-channel electroencephalography(EEG) or magnetic field maps of magnetoencephalography(MEG). In the present study, we investigate if it is possible to implement a real-time brain activity monitoring system which can monitor spatiotemporal changes of cortical rhythmic activity on a subject's cortical surface, neither on a sensor plane nor on a standard brain model, with a high temporal resolution. In the suggested system, a frequency domain inverse operator is preliminarily constructed, considering the individual subject's anatomical information, noise level, and sensor configurations. Spectral current power at each cortical vertex is then calculated for the Fourier transforms of successive sections of continuous data, when a single frequency or particular frequency band is given. An offline study which perfectly simulated the suggested system demonstrates that cortical rhythmic source changes can be monitored at the cortical level with a maximal delay time of about 200 ms, when 18 channel EEG data are analyzed under Pentium4 3.4GHz environment. Two sets of artifact-free, eye closed, resting EEG data acquired from a dementia patient and a normal male subject were used to show the feasibility of the suggested system. Factors influencing the computational delay are investigated and possible applications of the system are discussed as well.

The Price of Risk in the Korean Stock Distribution Market after the Global Financial Crisis (글로벌 금융위기 이후 한국 주식유통시장의 위험가격에 관한 연구)

  • Sohn, Kyoung-Woo;Liu, Won-Suk
    • Journal of Distribution Science
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    • v.13 no.5
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    • pp.71-82
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    • 2015
  • Purpose - The purpose of this study is to investigate risk price implied from the pricing kernel of Korean stock distribution market. Recently, it is considered that the quantitative easing programs of major developed countries are contributing to a reduction in global uncertainty caused by the 2007~2009 financial crisis. If true, the risk premium as compensation for global systemic risk or economic uncertainty should show a decrease. We examine whether the risk price in the Korean stock distribution market has declined in recent years, and attempt to provide practical implications for investors to manage their portfolios more efficiently, as well as academic implications. Research design, data and methodology - To estimate the risk price, we adopt a non-parametric method; the minimum norm pricing kernel method under the LOP (Law of One Price) constraint. For the estimation, we use 17 industry sorted portfolios provided by the KRX (Korea Exchange). Additionally, the monthly returns of the 17 industry sorted portfolios, from July 2000 to June 2014, are utilized as data samples. We set 120 months (10 years) as the estimation window, and estimate the risk prices from July 2010 to June 2014 by month. Moreover, we analyze correlation between any of the two industry portfolios within the 17 industry portfolios to suggest further economic implications of the risk price we estimate. Results - According to our results, the risk price in the Korean stock distribution market shows a decline over the period of July 2010 to June 2014 with statistical significance. During the period of the declining risk price, the average correlation level between any of the two industry portfolios also shows a decrease, whereas the standard deviation of the average correlation shows an increase. The results imply that the amount of systematic risk in the Korea stock distribution market has decreased, whereas the amount of industry-specific risk has increased. It is one of the well known empirical results that correlation and uncertainty are positively correlated, therefore, the declining correlation may be the result of decreased global economic uncertainty. Meanwhile, less asset correlation enables investors to build portfolios with less systematic risk, therefore the investors require lower risk premiums for the efficient portfolio, resulting in the declining risk price. Conclusions - Our results may provide evidence of reduction in global systemic risk or economic uncertainty in the Korean stock distribution market. However, to defend the argument, further analysis should be done. For instance, the change of global uncertainty could be measured with funding costs in the global money market; subsequently, the relation between global uncertainty and the price of risk might be directly observable. In addition, as time goes by, observations of the risk price could be extended, enabling us to confirm the relation between the global uncertainty and the effect of quantitative easing. These topics are beyond our scope here, therefore we reserve them for future research.

Frontal Gamma-band Hypersynchronization in Response to Negative Emotion Elicited by Films (영상에 의해 유발된 부정적 감정 상태에 따른 전두엽 감마대역 신경동기화)

  • Kim, Hyun;Choi, Jongdoo;Choi, Jeong Woo;Yeo, Donghoon;Seo, Pukyeong;Her, Seongjin;Kim, Kyung Hwan
    • Journal of Biomedical Engineering Research
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    • v.39 no.3
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    • pp.124-133
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    • 2018
  • We tried to investigate the changes in cortical activities according to emotional valence states during watching video clips. We examined the neural basis of two emotional states (positive and negative) using spectral power analysis and brain functional connectivity analysis of cortical current density time-series reconstructed from high-density electroencephalograms (EEGs). Fifteen healthy participants viewed a series of thirty-two 2 min emotional video clips. Sixty-four channel EEGs were recorded. Distributed cortical sources were reconstructed using weighted minimum norm estimation. The temporal and spatial characteristics of spectral source powers showing significant differences between positive and negative emotion were examined. Also, correlations between gamma-band activities and affective valence ratings were determined. We observed the changes of cortical current density time-series according to emotional states modulated by video clip. Gamma-band activities showed significant difference between emotional states for thirty seconds at the middle and the latter half of the video clip, mainly in prefrontal area. It was also significantly anti-correlated with the self-ratings of emotional valence. In addition, the gamma-band activities in frontal and temporal areas were strongly phase-synchronized, more strongly for negative emotional states. Cortical activities in frontal and temporal areas showed high spectral power and inter-regional phase synchronization in gamma-band during negative emotional states. It is inferred that the higher amygdala activation induced by negative stimuli resulted in strong emotional effects and caused strong local and global synchronization of neural activities in gamma-band in frontal and temporal areas.