• 제목/요약/키워드: Order Statistics

검색결과 3,394건 처리시간 0.029초

ON CORRELATION MATCHING APPROACH TO BLIND SEPARATION OF NONSTATIONARY SOURCES

  • Choi, Seung-Jin;Hong, Heon-Seok;Oh, Jun-Whan
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 ITC-CSCC -1
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    • pp.241-244
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    • 2000
  • This paper addresses a new method of blind source separation (BSS) when sources are nonstationary signals. Our method requires only multiple correlation matrices of the observed data at several time-windowed data frames to estimate the mixing matrix. In contrast to most existing BSS methods where higher-order statistics is necessary, our method is based on only second-order statistics. In the framework of correlation matching, we develop a new BSS algorithm. The useful behavior of the proposed method is verified by numerical experiments.

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On Convex Combination of Local Constant Regression

  • Mun, Jung-Won;Kim, Choong-Rak
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.379-387
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    • 2006
  • Local polynomial regression is widely used because of good properties such as such as the adaptation to various types of designs, the absence of boundary effects and minimax efficiency Choi and Hall (1998) proposed an estimator of regression function using a convex combination idea. They showed that a convex combination of three local linear estimators produces an estimator which has the same order of bias as a local cubic smoother. In this paper we suggest another estimator of regression function based on a convex combination of five local constant estimates. It turned out that this estimator has the same order of bias as a local cubic smoother.

JADE알고리즘의 개선에 관한 연구 (A Study on the Improvement of the JADE Algorithm)

  • 윤형로;이진술;전대근;이경중
    • 대한전기학회논문지:시스템및제어부문D
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    • 제52권5호
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    • pp.305-310
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    • 2003
  • In this paper, we proposed an IJADE(Improved joint approximate diagonalisation of eigenmatrices) which use high order statistics instead of second order statistics for data whitening. For simulation, we artificially construct signals mixed with two ECG signals, 60Hz power line interference and 16Hz sine signal and then put them into a JADE and an IJADE. To evaluate the performance of separated ECG signal in each algorithm, we have adopted indices such as kurtosis, standard deviation ratio, correlation coefficient and euclidean distance. As a results, IJ ADE showed theimproved performances as kurtosis of $2\%,$ standard deviation ratio of 0.2194, and Euclidean distance of 0.07 except correlation coefficient showing similar value. In conclusion, the proposed IJADE showed a good performance in separating ECG and a possibilities in applying to the various biological signal.

An objective Bayesian analysis for multiple step stress accelerated life tests

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제20권3호
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    • pp.601-614
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    • 2009
  • This paper derives noninformative priors for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We nd the objective priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior. Some simulation results are given and using artificial data, we perform Bayesian analysis for proposed priors.

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Power Quality Early Warning Based on Anomaly Detection

  • Gu, Wei;Bai, Jingjing;Yuan, Xiaodong;Zhang, Shuai;Wang, Yuankai
    • Journal of Electrical Engineering and Technology
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    • 제9권4호
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    • pp.1171-1181
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    • 2014
  • Different power quality (PQ) disturbance sources can have major impacts on the power supply grid. This study proposes, for the first time, an early warning approach to identifying PQ problems and providing early warning prompts based on the monitored data of PQ disturbance sources. To establish a steady-state power quality early warning index system, the characteristics of PQ disturbance sources are analyzed and summed up. The higher order statistics anomaly detection (HOSAD) algorithm, based on skewness and kurtosis, and hierarchical power quality early warning flow, were then used to mine limit-exceeding and abnormal data and analyze their severity. Cases studies show that the proposed approach is effective and feasible, and that it is possible to provide timely power quality early warnings for limit-exceeding and abnormal data.

일차 마르코프 잡음 환경에서의 국소 최적 검파 : 2. 성능 분석 (Locally Optimum Detection of Signals in First-Order Markov Environment: 2. Performance Analysis)

  • 이주미;박주호;송익호;오종호;강현구;김선용
    • 한국통신학회논문지
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    • 제32권2C호
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    • pp.150-159
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    • 2007
  • 이 논문의 1부에서는, 곱셈꼴 잡음과 일차 마르코프 덧셈꼴 잡음으로 손상된 약한 신호를 검파할 수 있는 검정 통계량을 얻었다. 이제, 이 2부에서는 이를 바탕으로 여러 검파기의 점근 상대 효율 및 유한 표본 크기 성능을 얻고 견준다. 검파 성능을 처음 뜻한 만큼 내려면 간섭끼리의 의존성을 생각해야 함을 보인다.

신경망 학습과 Higher Order Autocorrelation을 이용한 홍채 인식 시스템 (Iris Recognition System Using Back-Propagation and Higher Order Autocorrelation)

  • 정유정;정채영
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2004년도 추계학술발표논문집(상)
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    • pp.895-898
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    • 2004
  • 본 논문에서는 기존의 개인 식별 방법의 한계를 해결하는 대안으로 떠오르고 있는 생체인식 기술 중 인식률이 뛰어난 홍채인식 시스템에 대해 연구하고자 한다. 먼저 홍채인식 시스템의 구현을 위해 신호처리 분야에서 많이 사용되고 있는 wavelet 변환 중 Haar wavelet과 고차 국소 자기 상관 특징을 이용하여 홍채의 특징을 추출하여 특징벡터의 크기를 최소화 하였다. 또, 인식률을 높이기 위해 오류 역전파 학습 알고리즘을 이용하여 홍채패턴에 기반한 신원 확인 및 검증을 위한 개선된 방법을 제시하였다. 학습이 완료된 신경망에 대한 학습데이터와 테스트 데이터의 인식률을 실험한 결과 학습된 데이터는 평균 인식률 $97.4\%$, 테스트 데이터는 $95.5\%$의 인식률을 보였다.

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Restricted Mixture Designs for Three Factors

  • Nae K. Sung;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • 제9권2호
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    • pp.145-172
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    • 1980
  • Draper and Lawrence (1965a) have given mixture designs for three factors when all the mixture components can vary on the entire factor space so that the region of interest is an equilateral triangle in two dimensions. In this paper their work is extended to the cases when the region of interest is an echelon, parallelogram, pentagon or hexagon, because of the restirctions imposed on some or all of the mixture components. The principles used in the choice of appropriate designs are those originally introduced by Box and Draper(1959). It is assumed that a response surface equation of first order is fitted, but there is a possibility of bias error due to presence of second order terms in the true model. Minimum bias designs for several cases of restricted regions of interest are illustrated.

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A class of accelerated sequential procedures with applications to estimation problems for some distributions useful in reliability theory

  • Joshi, Neeraj;Bapat, Sudeep R.;Shukla, Ashish Kumar
    • Communications for Statistical Applications and Methods
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    • 제28권5호
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    • pp.563-582
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    • 2021
  • This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

ON THE EXISTENCE OF SOLUTIONS OF FERMAT-TYPE DIFFERENTIAL-DIFFERENCE EQUATIONS

  • Chen, Jun-Fan;Lin, Shu-Qing
    • 대한수학회보
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    • 제58권4호
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    • pp.983-1002
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    • 2021
  • We investigate the non-existence of finite order transcendental entire solutions of Fermat-type differential-difference equations [f(z)f'(z)]n + P2(z)fm(z + 𝜂) = Q(z) and [f(z)f'(z)]n + P(z)[∆𝜂f(z)]m = Q(z), where P(z) and Q(z) are non-zero polynomials, m and n are positive integers, and 𝜂 ∈ ℂ \ {0}. In addition, we discuss transcendental entire solutions of finite order of the following Fermat-type differential-difference equation P2(z) [f(k)(z)]2 + [αf(z + 𝜂) - 𝛽f(z)]2 = er(z), where $P(z){\not\equiv}0$ is a polynomial, r(z) is a non-constant polynomial, α ≠ 0 and 𝛽 are constants, k is a positive integer, and 𝜂 ∈ ℂ \ {0}. Our results generalize some previous results.