• Title/Summary/Keyword: Monte-Carlo algorithm

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Initial Alignment Algorithm for the SDINS Using an Attitude Determination GPS (자세결정 GPS 수신기를 이용한 SDINS 초기정렬 알고리즘)

  • Kim, Young-Sun;Oh, Sang-Hun;Hwang, Dong-Hwan
    • Proceedings of the KIEE Conference
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    • 2000.07d
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    • pp.2362-2364
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    • 2000
  • 본 논문에서는 자세결정 GPS 수신기에서 출력되는 자세정보와 영속도 정보를 이용하여 SDINS의 새로운 초기정렬 알고리즘을 제안하였다. GPS 수신기의 자세정보와 영속도 정보를 이응하기 위해 새롭게 측정모델을 도출하였으며 가관측성을 조사하여 피치각이 90도가 아닌 경우에 시스템이 완전가관측함을 보였다. Monte-Carlo 시뮬레이션을 통하여 SDINS 오차가 빠르게 영으로 수렴함을 보였다.

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Portfolio Asset Selection using Monte-Carlo Genetic Algorithm (몬테카를로 유전 알고리즘을 사용한 자산 선택)

  • Kim, Jung-Hyun;Lee, Ju-Hong
    • Proceedings of the Korea Information Processing Society Conference
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    • 2019.05a
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    • pp.387-389
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    • 2019
  • 자산 선택을 통해 최적 포트폴리오를 구성하는 데 있어 모든 경우의 수를 탐색하는 것은 불가능하다. 본 논문에서는 몬테카를로 시뮬레이션을 통해 탐색 공간을 축소하고, 축소된 탐색 공간에 유전 알고리즘을 적용함으로써 최적 포트폴리오에 근사하는 부최적 포트폴리오를 생성하는 방법을 제안한다.

Sparse Index Tracking Using Monte-Carlo Genetic Algorithm (몬테카를로 유전 알고리즘을 활용한 부분복제 지수 추종)

  • Yoon, Dong-Jin;Lee, Ju-Hong;Song, Jae-Won
    • Proceedings of the Korea Information Processing Society Conference
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    • 2020.11a
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    • pp.751-754
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    • 2020
  • 본 논문은 지수를 추종하기 위해 유전 알고리즘에 몬테카를로 샘플링을 추가한 방법을 제안한다. 몬테카를로 샘플링을 통해 효율적으로 축소된 탐색공간을 탐험하는 유전 알고리즘은 최적의 종목들을 선택한다. 제안된 방법을 KOSPI200 지수 추종에 대하여 실험하였다. 제안된 방법이 몬테카를로 샘플링을 사용하지 않는 유전 알고리즘에 비해 지수 추종 오차가 더 낮고 더 빠르게 수렴하는 것을 보여주었다.

An IMM Approach for Tracking a Maneuvering Target with Kinematic Constraints Based on the Square Root Information Filter

  • Kim, Kyung-Youn;Kim, Joong-Soo
    • Journal of Electrical Engineering and information Science
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    • v.1 no.2
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    • pp.39-44
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    • 1996
  • An efficient interacting multiple mode(IMM) approach for tracking a maneuvering target with kinematic constraints is described based on the square root information filter(SRIF). The SRIF is employed instead of the conventional Kalman filter since it exhibits more efficient features in handling the kinematic constraints and improved numerical characteristics. The kinematic constraints are considered in the filtering process as pseudomeasurements where the degree of uncertainty is represented by the magnitude of the pseudomeasurement noise variance. The Monte Carlo simulations for the constant speed, maneuvering target are provided to demonstrate the improved tracking performance of the proposed algorithm.

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A Study on TCM Decoder Performance for 8 PSK, 8 PAM, 16 QAM in the Communication Channel With additive Gaussian and Impulsive Noise (가우스성 잡음과 임펄스성 잡음이 혼재하는 통신 채널 상에서 8 PSK, 8PAM, 16 QAM 에 대한 TCM 복호기 성능에 관한 연구)

  • 정지원;김경신;원동호
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.31A no.9
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    • pp.18-25
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    • 1994
  • Previously. TCM decoder has been using the Viterbi algorithm that was complex. In order to reduce the complexity of decoder. we proposed the “modified decoding algorithm using the path back method” and the modified decoding algorithm which extends the previous decoding algorithm to be able to applied to TCM decoder in this paper. On the gaussian and impulsive noise channel. Monte-Carlo simulation is used for analyzing the TCM performance and proving the efficiency of proposed decoding algorithm.

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New channel estimation algorithm for W-CDMA reverse link using pilot symbols over fast Rayleigh-fading multipath channels

  • Koo, Je-Gil;Park, Hyung-Jin
    • Proceedings of the IEEK Conference
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    • 2000.07b
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    • pp.982-985
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    • 2000
  • This paper presents channel estimation of an asynchronous W-CDMA reverse link using the interpolation and moving average algorithm in frequency-selective Rayleigh fading channel. The proposed algorithm is an interpolated decision-directed (IDD) block-wise moving average (BWMA) algorithm. The IDD-BWMA algorithm performs two- stage processes. The first stage performs data decision to make a virtual pilot channel by using linear interpolation channel estimation scheme. Then, the second stage performs the channel estimation of the “block-wise moving average” type by using a virtual pilot channel obtained in the first stage. By using Monte-Carlo computer simulations, we show that the proposed channel estimator is superior to other estimation schemes such as the WMSA(K=1) and DD-RAKE at higher Doppler frequencies, especially.

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Parameters estimation of the generalized linear failure rate distribution using simulated annealing algorithm

  • Sarhan, Ammar M.;Karawia, A.A.
    • International Journal of Reliability and Applications
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    • v.13 no.2
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    • pp.91-104
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    • 2012
  • Sarhan and Kundu (2009) introduced a new distribution named as the generalized linear failure rate distribution. This distribution generalizes several well known distributions. The probability density function of the generalized linear failure rate distribution can be right skewed or unimodal and its hazard function can be increasing, decreasing or bathtub shaped. This distribution can be used quite effectively to analyze lifetime data in place of linear failure rate, generalized exponential and generalized Rayleigh distributions. In this paper, we apply the simulated annealing algorithm to obtain the maximum likelihood point estimates of the parameters of the generalized linear failure rate distribution. Simulated annealing algorithm can not only find the global optimum; it is also less likely to fail because it is a very robust algorithm. The estimators obtained using simulated annealing algorithm have been compared with the corresponding traditional maximum likelihood estimators for their risks.

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Federated Information Mode-Matched Filters in ACC Environment

  • Kim Yong-Shik;Hong Keum-Shik
    • International Journal of Control, Automation, and Systems
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    • v.3 no.2
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    • pp.173-182
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    • 2005
  • In this paper, a target tracking algorithm for tracking maneuvering vehicles is presented. The overall algorithm belongs to the category of an interacting multiple-model (IMM) algorithm used to detect multiple targets using fused information from multiple sensors. First, two kinematic models are derived: a constant velocity model for linear motions, and a constant-speed turn model for curvilinear motions. Fpr the constant-speed turn model, a nonlinear information filter is used in place of the extended Kalman filter. Being equivalent to the Kalman filter (KF) algebraically, the information filter is extended to N-sensor distributed dynamic systems. The model-matched filter used in multi-sensor environments takes the form of a federated nonlinear information filter. In multi-sensor environments, the information-based filter is easier to decentralize, initialize, and fuse than a KF-based filter. In this paper, the structural features and information sharing principle of the federated information filter are discussed. The performance of the suggested algorithm using a Monte Carlo simulation under the two patterns is evaluated.

Development of Algorithm for Passenger Flow Analysis based on DEM (DEM에 기초한 여객 유동 해석 알고리즘 개발)

  • Nam Seong-Won
    • Journal of the Korean Society for Railway
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    • v.8 no.4
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    • pp.337-341
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    • 2005
  • Algorithm for passenger flow analysis based on DEM(Discrete Element Method) is newly developed. In the new algorithm, there are many similarity between multi phase flow and passenger flow. The velocity component of 1st phase corresponds to the direction vector of cell, each particle to each passenger, volume fraction to population density and the momentum equation of particle to the walking velocity equation of passenger, etc. And, the walking velocity of passenger is also represented by the function of population density. Key algorithms are developed to determine the position of passenger, population density and numbering to each passenger, To verify the effectiveness of new algorithm, passenger flow analysis for simple railway station model is conducted. The results for passenger flow in the model station are satisfying qualitatively and quantitatively.

Threat Decision Algorithm of Missile Warning Radar Using Azimuth Angular Rate (방위각 변화율을 이용한 방호용레이다 위협 판단 알고리즘)

  • Ha, Jong-Soo
    • Journal of the Korea Institute of Military Science and Technology
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    • v.11 no.1
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    • pp.93-101
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    • 2008
  • It is difficult for a MWR(Missile Warning Radar) to perform a threat decision accurately since there is no tracking part which gives more accurate threat information to the MWR. In this paper, the threat decision algorithm is proposed using an azimuth angular rate to improve the accuracy. The azimuth angular rate is dependent upon the direction of an approaching target. The target is classified into a threat or non-threat using a boundary condition of the azimuth angular rate. The boundary condition is determined using the Monte-Carlo simulation. The performance of the proposed algorithm is evaluated using this condition at field tests of MWR. The efficiency of the proposed method for the threat decision is proved by comparing the results of field tests with the simulation results.