• Title/Summary/Keyword: Probability density distribution

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Estimation of Non-Gaussian Probability Density by Dynamic Bayesian Networks

  • Cho, Hyun-C.;Fadali, Sami M.;Lee, Kwon-S.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.408-413
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    • 2005
  • A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

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Distribution of Irregular Wave Height in Finite Water Depth (유한수심에서의 불규칙파의 파고 분포)

  • 안경모;마이클오찌
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.6 no.1
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    • pp.88-93
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    • 1994
  • This study is concerned with an analytic derivation of the probability density function applicable for wave heights in finite water depth using two different methods. As the first method of the study, a probability density function is developed by applying a series of polynomials which is orthogonal with respect to Rayleigh probability density function. The newly derived probability density function is compared with the histogram constructed from wave data obtained in finite water depth which indicate strong non-Gaussian characteristics. Although the probability density represents the histogram very well. it has negative density at large values. Although the magnitude of the negative density is small. it negates the use of the distribution function fer estimating extreme values. As the second method of the study, a probability density function of wave height is developed by applying the maximum entropy method. The probability density function thusly derived agrees very well with the wave height distribution in shallow water, and appears to be useful in estimating extreme values and statistical properties of wave heights in finite water depth. However, a functional relationship between the probability distribution and the non-Gaussian characteristics of the data cannot be obtained by applying the maximum entropy method.

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Monte Carlo Estimation of Multivariate Normal Probabilities

  • Oh, Man-Suk;Kim, Seung-Whan
    • Journal of the Korean Statistical Society
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    • v.28 no.4
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    • pp.443-455
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    • 1999
  • A simulation-based approach to estimating the probability of an arbitrary region under a multivariate normal distribution is developed. In specific, the probability is expressed as the ratio of the unrestricted and the restricted multivariate normal density functions, where the restriction is given by the region whose probability is of interest. The density function of the restricted distribution is then estimated by using a sample generated from the Gibbs sampling algorithm.

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Real-Time Motion Estimation Algorithm for Mobile Surveillance Robot (모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘)

  • Han, Cheol-Hoon;Sim, Kwee-Bo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.3
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    • pp.311-316
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    • 2009
  • This paper presents the motion estimation algorithm on real-time for mobile surveillance robot using particle filter. the particle filter that based on the monte carlo's sampling method, use bayesian conditional probability model which having prior distribution probability and posterior distribution probability. However, the initial probability density was set to define randomly in the most of particle filter. In this paper, we find first the initial probability density using Sum of Absolute Difference(SAD). and we applied it in the partical filter. In result, more robust real-time estimation and tracking system on the randomly moving object was realized in the mobile surveillance robot environments.

Non-parametric Density Estimation with Application to Face Tracking on Mobile Robot

  • Feng, Xiongfeng;Kubik, K.Bogunia
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.49.1-49
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    • 2001
  • The skin color model is a very important concept in face detection, face recognition and face tracking. Usually, this model is obtained by estimating a probability density function of skin color distribution. In many cases, it is assumed that the underlying density function follows a Gaussian distribution. In this paper, a new method for non-parametric estimation of the probability density function, by using feed-forward neural network, is used to estimate the underlying skin color model. By using this method, the resulting skin color model is better than the Gaussian estimation and substantially approaches the real distribution. Applications to face detection and face ...

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Development of Probability Theory based Dynamic Travel Time Models (확률론적 이론에 기초한 동적 통행시간 모형 정립)

  • Yang, Chul-Su
    • Journal of Korean Society of Transportation
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    • v.29 no.3
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    • pp.83-91
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    • 2011
  • This paper discusses models for estimating dynamic travel times based on probability theory. The dynamic travel time models proposed in the paper are formulated assuming that the travel time of a vehicle depends on the distribution of the traffic stream condition with respect to the location along a road when the subject vehicle enters the starting point of a travel distance or with respect to the time at the starting point of a travel distance. The models also assume that the dynamic traffic flow can be represented as an exponential distribution function among other types of probability density functions.

Temperature distribution analysis of steel box-girder based on long-term monitoring data

  • Wang, Hao;Zhu, Qingxin;Zou, Zhongqin;Xing, Chenxi;Feng, Dongming;Tao, Tianyou
    • Smart Structures and Systems
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    • v.25 no.5
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    • pp.593-604
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    • 2020
  • Temperature may have more significant influences on structural responses than operational loads or structural damage. Therefore, a comprehensive understanding of temperature distributions has great significance for proper design and maintenance of bridges. In this study, the temperature distribution of the steel box girder is systematically investigated based on the structural health monitoring system (SHMS) of the Sutong Cable-stayed Bridge. Specifically, the characteristics of the temperature and temperature difference between different measurement points are studied based on field temperature measurements. Accordingly, the probability density distributions of the temperature and temperature difference are calculated statistically, which are further described by the general formulas. The results indicate that: (1) the temperature and temperature difference exhibit distinct seasonal characteristics and strong periodicity, and the temperature and temperature difference among different measurement points are strongly correlated, respectively; (2) the probability density of the temperature difference distribution presents strong non-Gaussian characteristics; (3) the probability density function of temperature can be described by the weighted sum of four Normal distributions. Meanwhile, the temperature difference can be described by the weighted sum of Weibull distribution and Normal distribution.

Joint probability density function of droplet sizes and velocities in a transient diesel spray (간헐디젤분무의 액적크기 및 속도의 공동확률밀도함수)

  • Kim, Jong-Hyeon;Gu, Ja-Ye;O, Du-Suk
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.22 no.5
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    • pp.607-617
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    • 1998
  • Comparisons of joint probability density distribution obtained from the raw data of measured droplet sizes and velocities in a transient diesel fuel spray with computed joint probability density function were made. Simultaneous droplet sizes and velocities were obtained using PDPA. Mathematical probability density functions which can fit the experimental distributions were extracted using the principle of maximum likelihood. Through the statistical process of functions, mean droplet diameters, non-dimensional mass, momentum and kinetic energy were estimated and compared with the experimental ones. A joint log-hyperbolic density function presents quite well the experimental joint density distribution which were extracted from experimental data.

Reliability-based stochastic finite element using the explicit probability density function

  • Rezan Chobdarian;Azad Yazdani;Hooshang Dabbagh;Mohammad-Rashid Salimi
    • Structural Engineering and Mechanics
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    • v.86 no.3
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    • pp.349-359
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    • 2023
  • This paper presents a technique for determining the optimal number of elements in stochastic finite element analysis based on reliability analysis. Using the change-of-variable perturbation stochastic finite element approach, the probability density function of the dynamic responses of stochastic structures is explicitly determined. This method combines the perturbation stochastic finite element method with the change-of-variable technique into a united model. To further examine the relationships between the random fields, discretization of the random field parameters, such as the variance function and the scale of fluctuation, is also performed. Accordingly, the reliability index is calculated based on the explicit probability density function of responses with Gaussian or non-Gaussian random fields in any number of elements corresponding to the random field discretization. The numerical examples illustrate the effectiveness of the proposed method for a one-dimensional cantilever reinforced concrete column and a two-dimensional steel plate shear wall. The benefit of this method is that the probability density function of responses can be obtained explicitly without the use simulation techniques. Any type of random variable with any statistical distribution can be incorporated into the calculations, regardless of the restrictions imposed by the type of statistical distribution of random variables. Consequently, this method can be utilized as a suitable guideline for the efficient implementation of stochastic finite element analysis of structures, regardless of the statistical distribution of random variables.

Estimating Suitable Probability Distribution Function for Multimodal Traffic Distribution Function

  • Yoo, Sang-Lok;Jeong, Jae-Yong;Yim, Jeong-Bin
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.21 no.3
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    • pp.253-258
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    • 2015
  • The purpose of this study is to find suitable probability distribution function of complex distribution data like multimodal. Normal distribution is broadly used to assume probability distribution function. However, complex distribution data like multimodal are very hard to be estimated by using normal distribution function only, and there might be errors when other distribution functions including normal distribution function are used. In this study, we experimented to find fit probability distribution function in multimodal area, by using AIS(Automatic Identification System) observation data gathered in Mokpo port for a year of 2013. By using chi-squared statistic, gaussian mixture model(GMM) is the fittest model rather than other distribution functions, such as extreme value, generalized extreme value, logistic, and normal distribution. GMM was found to the fit model regard to multimodal data of maritime traffic flow distribution. Probability density function for collision probability and traffic flow distribution will be calculated much precisely in the future.