• 제목/요약/키워드: Non-Gaussian data

검색결과 158건 처리시간 0.034초

묵호항의 파랑특성 (Statisticall Characteristics of Sea Waves at Mookho)

  • 심명필;안수한
    • 물과 미래
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    • 제10권1호
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    • pp.101-117
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    • 1977
  • The statatistical characteristics and spectra of sea waves at Mookho were analysed by several statistical methods. As the results, the following conclusions are obtained: 1. Values of surface elevation of sea wave are better fitted to Gram Charlier distribution than Gaussian distribution. This proves that sea waves have not only characters of irregularity but also non-linearity. 2. Distribution of maxima of surface elevation practically follows the distribution of Cartwright and Longuet-Higgins, also spectral width parameter is found to be increased with the increase of root mean square of surface elevation. 3. Sea wave may have spectrum of broad frequency band, however distributions of wave heights and periods follow the Rayleigh distribution which is derived from the assumption of narrow frequency band. 4. Ratios among mean wave heights from observed data show good agreements with theoretical values from Rayleigh distribution. 5. Spectral density and spectral width parameter increase with increase of wind velocity. And wave period at optimum band gas higher value than significant wave period by about 10 percent.

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강의 피로균열전파수명의 확률분포 추정에 관한 연구 (A Study on Estimation of the Probability Distribution of Fatigue Crack Growth Life for Steels)

  • 김선진;윤성환;전창환;김일석
    • 한국해양공학회지
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    • 제14권4호
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    • pp.73-78
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    • 2000
  • Presented are the estimation of the probability distribution of fatigue crack growth life and reliability assessment of structures by simulating material resistance to fatigue crack growth along a crack path. The material resistance is treated as a Weibull stochastic process. A non-Gaussian stochastic fields simulation method proposed by shimozuka, et al is applied with the statistical data obtained experimentally. Test results are obtained for $\delta K$ constant amplitude load in tension with stress ratio of R=0.2 and three specimen thicknesses of 6,12 and 18mm. This simulation method is useful to estimate the probability distribution of fatigue crack growth life and the smallest life.

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Online Probability Density Estimation of Nonstationary Random Signal using Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M. Sami;Lee, Kwon-Soon
    • International Journal of Control, Automation, and Systems
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    • 제6권1호
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    • pp.109-118
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    • 2008
  • We present two estimators for discrete non-Gaussian and nonstationary probability density estimation based on a dynamic Bayesian network (DBN). The first estimator is for off line computation and consists of a DBN whose transition distribution is represented in terms of kernel functions. The estimator parameters are the weights and shifts of the kernel functions. The parameters are determined through a recursive learning algorithm using maximum likelihood (ML) estimation. The second estimator is a DBN whose parameters form the transition probabilities. We use an asymptotically convergent, recursive, on-line algorithm to update the parameters using observation data. The DBN calculates the state probabilities using the estimated parameters. We provide examples that demonstrate the usefulness and simplicity of the two proposed estimators.

설계자료 추출을 위한 확률 시뮬레이션 (Probabilistic Simulation for Extraction of Reliability Design Data)

  • 김선진
    • 수산해양기술연구
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    • 제29권2호
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    • pp.152-161
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    • 1993
  • This paper deals with the effect of spatial distribution of material properties on its statistical characteristics and numerical estimation method of reliability of fatigue sensitive structures with respect to the fatigue crack growth. A method is proposed to determine experimentally the probability distribution functions of material parameters of Paris law. da/dN=C(ΔK/K sub(0) ) super(m), using stress intensity factor controlled fatigue tests. The result with a high tensile strength steel shows that the distribution of the parameter m is approximately normal and that of 1/C, is a 3-parameter Weibull. The main result obtained are : (1) The theoretical autocorrelation of the resistance, 1/C, to fatigue crack growth are almost same for different lengths. (2) The variance decreases with the increasing a averaging length. When spatial correlation length is very small. the variane decreases significantly were the averaging length. (3) The probability distribution of load cycles or the number for a crack to reach a certain length can be estimated using these functions by simulation of non-Gaussian(expecially Weibull) Stochastic Process.

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Immediate solution of EM algorithm for non-blind image deconvolution

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
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    • 제29권2호
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    • pp.277-286
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    • 2022
  • Due to the uniquely slow convergence speed of the EM algorithm, it suffers form a lot of processing time until the desired deconvolution image is obtained when the image is large. To cope with the problem, in this paper, an immediate solution of the EM algorithm is provided under the Gaussian image model. It is derived by finding the recurrent formular of the EM algorithm and then substituting the results repeatedly. In this paper, two types of immediate soultion of image deconboution by EM algorithm are provided, and both methods have been shown to work well. It is expected that it free the processing time of image deconvolution because it no longer requires an iterative process. Based on this, we can find the statistical properties of the restored image at specific iterates. We demonstrate the effectiveness of the proposed method through a simple experiment, and discuss future concerns.

연삭 가공면의 표면조도와 형상정밀도의 비접촉식 인프로세스 측정기술 (An In-Process Measurement Technique for Non-contact Monitoring of Surface Roughness and form Accuracy of Ground Surfaces)

  • 임동열
    • 한국정밀공학회지
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    • 제4권2호
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    • pp.36-46
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    • 1987
  • An optical technique using laser for non-contact measurement of surface roughness and form accuracy of ground surfaces is presented. It is found that, when a ground surface is illuminated by a beam of laser light, the roughness height and slope distribution has significant influence on the pattern of reflection and it maintains an unique Gaussian distribution relationship with the surface roughness. The principle idea of the optical measurement system is therefore monitor the radiation, and then calibrate it in process against surface roughness by means of necessary digital data processing. On the other hand, measuring the form accuracy of a ground surface is accomplished by using a triangular method, which is based on observing the movement of an image of a spot of light projected onto the surface. The image is focused, through a series of lenses for magnification, on a photodetector array lf line configur- ation. Then the relative movement of image and consequently the form accuracy of the surface can be obtained through appropriate calibration procedures. Experimental test showed that the optical roughness measurement technique suggested in this work is very efficient for most industrial applications being capable of monitoring the roughness heights ranging 0.1 to 0.6 .$\mu$m CLA values. And form accuracy can be measured in process with a resolution of 10 .$\mu$m.

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호핑방식을 적용한 블록 인터리버을 이용한 터보코드의 성능분석 (Performance Analysis of Turbo Code with Block Interleaver using Hopping Method)

  • 공형윤
    • 정보처리학회논문지C
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    • 제9C권6호
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    • pp.857-864
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    • 2002
  • 현대 디지털 통신시스템에서 없어서는 안되는 중요한 요소 중의 하나가 오류정정부호화 기법이다. 본 논문에서는 디지털 통신 시스템에서 놀라운 성능으로 인하여 주목을 받고있는 터보코드에 비균일 인터리버의 일종인 호핑방식의 알고리즘을 적용한 인터리버를 터보코드에 적용하여 성능을 비교 분석하였다. 기존의 블록 인터리버는 메모리의 입력과 출력이 행과 열에 대해서 차례대로 이루어지는 반면, 호핑방식을 적용한 인터리버는 행과 열을 건너뛰면서 입출력이 이루어지므로 이중으로 인접 데이터간의 최소거리와 평균거리를 증가시킨다. 제안된 인터리버의 성능분석과 비교를 위해 가우시안 잡음 환경 하에서 컴퓨터 모의 실험을 하였다.

Stochastic Mixture Modeling of Driving Behavior During Car Following

  • Angkititrakul, Pongtep;Miyajima, Chiyomi;Takeda, Kazuya
    • Journal of information and communication convergence engineering
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    • 제11권2호
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    • pp.95-102
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    • 2013
  • This paper presents a stochastic driver behavior modeling framework which takes into account both individual and general driving characteristics as one aggregate model. Patterns of individual driving styles are modeled using a Dirichlet process mixture model, as a non-parametric Bayesian approach which automatically selects the optimal number of model components to fit sparse observations of each particular driver's behavior. In addition, general or background driving patterns are also captured with a Gaussian mixture model using a reasonably large amount of development data from several drivers. By combining both probability distributions, the aggregate driver-dependent model can better emphasize driving characteristics of each particular driver, while also backing off to exploit general driving behavior in cases of unseen/unmatched parameter spaces from individual training observations. The proposed driver behavior model was employed to anticipate pedal operation behavior during car-following maneuvers involving several drivers on the road. The experimental results showed advantages of the combined model over the model adaptation approach.

Condition assessment of bridge pier using constrained minimum variance unbiased estimator

  • Tamuly, Pranjal;Chakraborty, Arunasis;Das, Sandip
    • Structural Monitoring and Maintenance
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    • 제7권4호
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    • pp.319-344
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    • 2020
  • Inverse analysis of non-linear reinforced concrete bridge pier using recursive Gaussian filtering for in-situ condition assessment is the main theme of this work. For this purpose, minimum variance unbiased estimation using unscented sigma points is adopted here. The uniqueness of this inverse analysis lies in its approach for strain based updating of engineering demand parameters, where appropriate bound and constrained conditions are introduced to ensure numerical stability and convergence. In this analysis, seismic input is also identified, which is an added advantage for the structures having no dedicated sensors for earthquake measurement. First, the proposed strategy is tested with a simulated example whose hysteretic properties are obtained from the slow-cyclic test of a frame to investigate its efficiency and accuracy. Finally, the experimental test data of a full-scale bridge pier is used to study its in-situ condition in terms of Park & Ang damage index. Overall the study shows the ability of the augmented minimum variance unbiased estimation based recursive time-marching algorithm for non-linear system identification with the aim to estimate the engineering damage parameters that are the fundamental information necessary for any future decision making for retrofitting/rehabilitation.

Simple Signal Detection Algorithm for 4+12+16 APSK in Satellite and Space Communications

  • Lee, Jae-Yoon;Yoon, Dong-Weon;Hyun, Kwang-Min
    • Journal of Astronomy and Space Sciences
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    • 제27권3호
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    • pp.221-230
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    • 2010
  • A 4+12+16 amplitude phase shift keying (APSK) modulation outperforms other 32-APSK modulations in a nonlinear additive white Gaussian noise (AWGN) channel because of its intrinsic robustness against AM/AM and AM/PM distortions caused by the nonlinear characteristics of a high-power amplifier. Thus, this modulation scheme has been adopted in the digital video broadcasting-satellite2 European standard. And it has been considered for high rate transmission of telemetry data on deep space communications in consultative committee for space data systems which provides a forum for discussion of common problems in the development and operation of space data systems. In this paper, we present an improved bits-to-symbol mapping scheme with a better bit error rate for a 4+12+16 APSK signal in a nonlinear AWGN channel and propose a simple signal detection algorithm for the 4+12+16 APSK from the presented bit mapping.