• 제목/요약/키워드: Probability density functions

검색결과 241건 처리시간 0.027초

Two-Dimensional Probability Functions of Morphological Dilation and Erosion of a Memoryless Source

  • Sangsin Na;Park, Tae-Young
    • Journal of Electrical Engineering and information Science
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    • 제1권1호
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    • pp.151-155
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    • 1996
  • This paper derives the two-dimensional probability distribution and density functions of morphological dilation and erosion of a one-dimensional memoryless source and reports numerical results for a uniform source, thus providing methodology for joint distributions for other morphological operations. The joint density functions expressed in closed forms contain the Dirac delta functions due to the joint discontinuity within the dilation and erosion. They also exhibit symmetry between these two morphological density functions of dilated and/or eroded sources, in the computation of other higher moments thereof, and in multidimensional quantization.

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풍력발전기의 설비이용률 계산을 위한 확률밀도함수의 비교 (Comparison of Probability Density Functions for Caculation of Capacity Factors of Wind Turbine Generator)

  • 강택근;허종철;좌종근
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 하계학술대회 논문집 B
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    • pp.1338-1341
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    • 2002
  • The Weibull probability density function and the Rayleigh function are compared by analyzing the relations of the capacity factors which are compared the actual wind speed frequency curve with which are modelled using the probability density functions with different mean wind speeds. For this analysis, the wind speed means of arithmetic, root mean square, cubic mean cuberoot, and standard deviations are computed from the measured wind speed data of a specific site and the coefficients of probability density functions are calculated. The capacity factors for Vestas 850[kW] wind turbine are calculated and analyzed. The results shows that the wind speed frequency curve by Rayleigh function is more close to the actual curve than by Weibull function. The more the wind speed frequency curve is close to the actual one, the more the capacity factors become large values.

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

  • 김종현;구자예;오두석
    • 대한기계학회논문집B
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    • 제22권5호
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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.

인공 신경망을 이용한 광대역 과정의 피로 손상 모델 개발 (Development of a Fatigue Damage Model of Wideband Process using an Artificial Neural Network)

  • 김호성;안인규;김유일
    • 대한조선학회논문집
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    • 제52권1호
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    • pp.88-95
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    • 2015
  • For the frequency-domain spectral fatigue analysis, the probability density function of stress range needs to be estimated based on the stress spectrum only, which is a frequency domain representation of the response. The probability distribution of the stress range of the narrow-band spectrum is known to follow the Rayleigh distribution, however the PDF of wide-band spectrum is difficult to define with clarity due to the complicated fluctuation pattern of spectrum. In this paper, efforts have been made to figure out the links between the probability density function of stress range to the structural response of wide-band Gaussian random process. An artificial neural network scheme, known as one of the most powerful system identification methods, was used to identify the multivariate functional relationship between the idealized wide-band spectrums and resulting probability density functions. To achieve this, the spectrums were idealized as a superposition of two triangles with arbitrary location, height and width, targeting to comprise wide-band spectrum, and the probability density functions were represented by the linear combination of equally spaced Gaussian basis functions. To train the network under supervision, varieties of different wide-band spectrums were assumed and the converged probability density function of the stress range was derived using the rainflow counting method and all these data sets were fed into the three layer perceptron model. This nonlinear least square problem was solved using Levenberg-Marquardt algorithm with regularization term included. It was proven that the network trained using the given data set could reproduce the probability density function of arbitrary wide-band spectrum of two triangles with great success.

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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    • 제어로봇시스템학회 2005년도 ICCAS
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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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연료분무의 위상도플러 측정과 확률밀도함수의 도출 (Phase Doppler Measurements and Probability Density Functions in Liquid Fuel Spray)

  • 구자예
    • 대한기계학회논문집
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    • 제18권4호
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    • pp.1039-1049
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    • 1994
  • The intermitternt and transient fuel spray have been investigated from the simultaneous measurement of droplet sizes and velocities by using Phase/Doppler Particle Analyzer(PDPA). Measurement have been done on the spray axis and at the edge of the spray near nozzle at various gas-to-liquid density ratios(.rho./sub g//.rho./sub l/) that ranges from those found in free atmospheric jets to conditions typical of diesel engines. Probability density distributions of the droplet size and velocity were obtained from raw data and mathematical probability density functions which can fit the experimental distribations were extracted using the principle of maximum likelihood. In the near nozzle region on the spray axis, droplet sizes ranged from the lower limit of the measurement system to the order of nozzle diameter for all (.rho./sub g/ /.rho./sub l/) and droplet sizes tended to be small on the spray edge. At the edge of spray, average droplet velocity peaked during needle opening and needle closing. The rms intensity is greatly incresed as the radial distance from the nozzle is increased. The probability density function which can best fit the physical breakage process such as breakup of fuel drops is exponecially decreasing log-hypebolic function with 4 parameters.

OPTIMAL APPROXIMATION BY ONE GAUSSIAN FUNCTION TO PROBABILITY DENSITY FUNCTIONS

  • Gwang Il Kim;Seung Yeon Cho;Doobae Jun
    • East Asian mathematical journal
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    • 제39권5호
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    • pp.537-547
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    • 2023
  • In this paper, we introduce the optimal approximation by a Gaussian function for a probability density function. We show that the approximation can be obtained by solving a non-linear system of parameters of Gaussian function. Then, to understand the non-normality of the empirical distributions observed in financial markets, we consider the nearly Gaussian function that consists of an optimally approximated Gaussian function and a small periodically oscillating density function. We show that, depending on the parameters of the oscillation, the nearly Gaussian functions can have fairly thick heavy tails.

Euclidian Distance Minimization of Probability Density Functions for Blind Equalization

  • Kim, Nam-Yong
    • Journal of Communications and Networks
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    • 제12권5호
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    • pp.399-405
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    • 2010
  • Blind equalization techniques have been used in broadcast and multipoint communications. In this paper, two criteria of minimizing Euclidian distance between two probability density functions (PDFs) for adaptive blind equalizers are presented. For PDF calculation, Parzen window estimator is used. One criterion is to use a set of randomly generated desired symbols at the receiver so that PDF of the generated symbols matches that of the transmitted symbols. The second method is to use a set of Dirac delta functions in place of the PDF of the transmitted symbols. From the simulation results, the proposed methods significantly outperform the constant modulus algorithm in multipath channel environments.

Estimation of Probability Density Functions of Damage Parameter for Valve Leakage Detection in Reciprocating Pump Used in Nuclear Power Plants

  • Lee, Jong Kyeom;Kim, Tae Yun;Kim, Hyun Su;Chai, Jang-Bom;Lee, Jin Woo
    • Nuclear Engineering and Technology
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    • 제48권5호
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    • pp.1280-1290
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    • 2016
  • This paper presents an advanced estimation method for obtaining the probability density functions of a damage parameter for valve leakage detection in a reciprocating pump. The estimation method is based on a comparison of model data which are simulated by using a mathematical model, and experimental data which are measured on the inside and outside of the reciprocating pump in operation. The mathematical model, which is simplified and extended on the basis of previous models, describes not only the normal state of the pump, but also its abnormal state caused by valve leakage. The pressure in the cylinder is expressed as a function of the crankshaft angle, and an additional volume flow rate due to the valve leakage is quantified by a damage parameter in the mathematical model. The change in the cylinder pressure profiles due to the suction valve leakage is noticeable in the compression and expansion modes of the pump. The damage parameter value over 300 cycles is calculated in two ways, considering advance or delay in the opening and closing angles of the discharge valves. The probability density functions of the damage parameter are compared for diagnosis and prognosis on the basis of the probabilistic features of valve leakage.

Monte Carlo Estimation of Multivariate Normal Probabilities

  • Oh, Man-Suk;Kim, Seung-Whan
    • Journal of the Korean Statistical Society
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    • 제28권4호
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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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