• Title/Summary/Keyword: Real variance estimation

Search Result 62, Processing Time 0.025 seconds

Double Talk Detection Based on the Fuzzy Rules in Adaptive Echo Canceller (적응 반향제거기에서 퍼지규칙에 기초한 동시통화 검출)

  • 류근택;김대성;배현덕
    • The Journal of the Acoustical Society of Korea
    • /
    • v.19 no.7
    • /
    • pp.34-41
    • /
    • 2000
  • This paper proposes a new double-talk detection algorithm which is based on the fuzzy rules, in the adaptive echo canceller of telecommunication system. In this method, the two inputs of the fuzzy inference for detecting double-talk condition are used. One is the cross-correlation coefficient between the error signal and the primary signal which is the summation of the real echo signal and the near-end signal. The other one is the cross-correlation coefficient between the estimation error signal and the primary signal. The fuzzy controller makes a fuzzification for two inputs by the membership functions of trapezoid does the max-min composition using if-then rules. The composed result is defuzzificated by the center gravity method. And by defuzzificated values, the double-talt the echo path variance, and the echo path variance during the double-talk are detected. It is confirmed by computer simulation that this fuzzy double-talk detector is able to estimate the double talk and the echo path variation condition, and even track echo path variation more accurately than the conventional algorithm during the double-talk period.

  • PDF

Development of Computation Model for Traffic Accidents Risk Index - Focusing on Intersection in Chuncheon City - (교통사고 위험도 지수 산정 모델 개발 - 춘천시 교차로를 중심으로 -)

  • Shim, Kywan-Bho;Hwang, Kyung-Soo
    • International Journal of Highway Engineering
    • /
    • v.11 no.3
    • /
    • pp.61-74
    • /
    • 2009
  • Traffic accident risk index Computation model's development apply traffic level of significance about area of road user group, road and street network area, population group etc.. through numerical formula or model by countermeasure to reduce the occurrence rate of traffic accidents. Is real condition that is taking advantage of risk by tangent section through estimation model and by method to choose improvement way to intersection from outside the country, and is utilizing being applied in part business in domestic. However, question is brought in the accuracy being utilizing changing some to take external model in domestic real condition than individual development of model. Therefore, selection intersection estimation element through traffic accidents occurrence present condition, geometry structure, control way, traffic volume, turning traffic volume etc. in 96 intersections in this research, and select final variable through correlation analysis of abstracted estimation elements. Developed intersection design model taking advantage of signal type, numeric of lane, intersection type, analysis of variance techniques through ANOVA analysis of three variables of intersection form with selected variable lastly, in signal crossing through three class intersection, distinction variable choice risk in model, no-signal crossing risk distinction analysis model and so on develop.

  • PDF

A Design Variable Study of Plane Stress Element by Reliability Analysis (신뢰성 해석에 의한 평면응력요소의 설계변수 분석)

  • 박석재;최외호;김요숙;신영수
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 2001.04a
    • /
    • pp.102-109
    • /
    • 2001
  • In order to take account of the statistical properties of probability variables used in the structural analysis, the conventional approach using the safety factor based on past experience usually estimated the safety of a structure. The real structures could only be analyzed with the error in estimation of loads, material characters and the dimensions of the members. But the errors should be considered systematically in the structural analysis. Structural safety could not precisely be appraised by the traditional structural design concept. Recently, new approach based on the probability concept has been applied to the assessment of structural safety using the reliability concept. Thus, the computer program by the Probabilistic FEM is developed by incorporating the probabilistic concept into the conventional FEM method. This paper estimated for the reliability of a plane stress structure by Advanced First-Order Second Moment method using von Mises, Tresca and Mohr-Coulomb failure criterions. The reliability index and failure probability of attained by the Monte Carlo Simulation method with the von Mises criterion were same as PFEM, but the Monte Carlo Simulation were very time-consuming. The variance of member thickness and load could influence the reliability and failure probability most sensitively among the design variables from the results of the parameter analysis. And proper failure criterion must be used to design safely.

  • PDF

Source Localization in the Anechoic Basin at KRISO/KORDI by Using MUSIC Algorithm (무향수조 내에서 MUSIC 알고리듬을 이용한 음원의 위치 추적)

  • Kim, Sea-Moon;Choi, Young-Cheol;Lee, Chong-Moo;Park, Jong-Won;Lim, Yong-Kon
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
    • /
    • 2002.10a
    • /
    • pp.68-72
    • /
    • 2002
  • Localization with array sensors has been applied for not only military but also non-military purposes. The identification of submarines and fish finding are those examples. Nowadays the demand for noise identification is increasing to characterize noise sources and improve acoustic performance of underwater acoustic equipment. For that reason KRISO/KORDI recently constructed an anechoic basin which bus reflection only at the free surface. This paper suggests a noise identification methods using MUSIC algorithm in such an acoustic field. For comparison phase delay sum and minimum valiance methods are also described. At first basic principles are described. A several numerical simulations are also performed. The results say that reflection effect many cause a new non-real source although good estimation is obtained under no reflection conditions.

  • PDF

Statistical Inference for an Arithmetic Process

  • Francis, Leung Kit-Nam
    • Industrial Engineering and Management Systems
    • /
    • v.1 no.1
    • /
    • pp.87-92
    • /
    • 2002
  • A stochastic process {$A_n$, n = 1, 2, ...} is an arithmetic process (AP) if there exists some real number, d, so that {$A_n$ + (n-1)d, n =1, 2, ...} is a renewal process (RP). AP is a stochastically monotonic process and can be used for modeling a point process, i.e. point events occurring in a haphazard way in time (or space), especially with a trend. For example, the vents may be failures arising from a deteriorating machine; and such a series of failures id distributed haphazardly along a time continuum. In this paper, we discuss estimation procedures for an AP, similar to those for a geometric process (GP) proposed by Lam (1992). Two statistics are suggested for testing whether a given process is an AP. If this is so, we can estimate the parameters d, ${\mu}_{A1}$ and ${\sigma}^{2}_{A1}$ of the AP based on the techniques of simple linear regression, where ${\mu}_{A1}$ and ${\sigma}^2_{A1}$ are the mean and variance of the first random variable $A_1$ respectively. In this paper, the procedures are, for the most part, discussed in reliability terminology. Of course, the methods are valid in any area of application, in which case they should be interpreted accordingly.

Combined Adjustment of Geodetic Levelling Net in Korea (우리나라 측지수준망의 조합조정)

  • 백은기;김원익
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
    • /
    • v.7 no.2
    • /
    • pp.1-6
    • /
    • 1989
  • The adjustment of levelling net is being done to the order of nets independently by using the least square method. For the small size net, it has difficulties in verification and statistical analysis of the net since the degree of freedom is low At the same time, it is also difficult to evaluate the error of lower order net correctly. The aim of this study is to analyse the properties of combined adjustment method compared with the independent adjustment method by using the data which have been measured during 1967-1987. Another aim is to analyse the influences of normal orthometric correction and changes of datum. Finally, Korean leveling net has been evaluated by applying real redundancy and variance component estimation.

  • PDF

A comparison study on the estimation of the relative risk for the unemployed rate in small area (소지역의 실업률에 대한 상대위험도의 추정에 관한 비교연구)

  • Park, Jong-Tae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.2
    • /
    • pp.349-356
    • /
    • 2009
  • In this study, we suggest the estimation method of the relative risk for the unemployment statistics of a small area such as si, gun, gu in Korea. The considered method are the usual pooled estimator, weighted estimator with the inverse of log-variance as weights, and the Jackknife estimator. And we compare with the efficiency of the three estimators by estimating the bias and mean square errors using real data from the 2002 Economically Active Population Survey of Gyeonggi-do. We compute the unemployed rate of male and female in small areas, and then estimate the common relative risk for the unemployed rate between male and female. Also, the stability and reliability of the three estimators for the common relative risk was evaluated using the RB(relative bias) and the RRMSE(relative root mean square error) of these estimators. Finally, the Jackknife estimator turned out to be much more efficient than the other estimators.

  • PDF

Investment Performance of Markowitz's Portfolio Selection Model over the Accuracy of the Input Parameters in the Korean Stock Market (한국 주식시장에서 마코위츠 포트폴리오 선정 모형의 입력 변수의 정확도에 따른 투자 성과 연구)

  • Kim, Hongseon;Jung, Jongbin;Kim, Seongmoon
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.38 no.4
    • /
    • pp.35-52
    • /
    • 2013
  • Markowitz's portfolio selection model is used to construct an optimal portfolio which has minimum variance, while satisfying a minimum required expected return. The model uses estimators based on analysis of historical data to estimate the returns, standard deviations, and correlation coefficients of individual stocks being considered for investment. However, due to the inaccuracies involved in estimations, the true optimality of a portfolio constructed using the model is questionable. To investigate the effect of estimation inaccuracy on actual portfolio performance, we study the changes in a portfolio's realized return and standard deviation as the accuracy of the estimations for each stock's return, standard deviation, and correlation coefficient is increased. Furthermore, we empirically analyze the portfolio's performance by comparing it with the performance of active mutual funds that are being traded in the Korean stock market and the KOSPI benchmark index, in terms of portfolio returns, standard deviations of returns, and Sharpe ratios. Our results suggest that, among the three input parameters, the accuracy of the estimated returns of individual stocks has the largest effect on performance, while the accuracy of the estimates of the standard deviation of each stock's returns and the correlation coefficient between different stocks have smaller effects. In addition, it is shown that even a small increase in the accuracy of the estimated return of individual stocks improves the portfolio's performance substantially, suggesting that Markowitz's model can be more effectively applied in real-life investments with just an incremental effort to increase estimation accuracy.

Estimation of Genetic Parameters for Real-time Ultrasound Measurements for Hanwoo Cows at Different Ages and Pregnancy Status

  • Lee, J.H.;Lee, Y.M.;Oh, S.H.;Son, H.J.;Jeong, D.J.;Whitley, Niki;Kim, J.J.
    • Asian-Australasian Journal of Animal Sciences
    • /
    • v.27 no.2
    • /
    • pp.155-160
    • /
    • 2014
  • The purpose of this study was to estimate genetic parameters of ultrasound measurements for longissimus dorsi muscle area (LMA), backfat thickness (BFT), and marbling score (MS) in Hanwoo cows (N = 3,062) at the ages between 18 and 42 months. Data were collected from 100 Hanwoo breeding farms in Gyeongbuk province, Korea, in 2007 and 2008. The cows were classified into four different age groups, i.e. 18 to 22 months (the first pregnancy period), 23 to 27 (the first parturition), 28 to 32 (the second pregnancy), and 33 to 42 (the second parturition), respectively. For each age group, a multi-trait animal model was used to estimate variance components and heritabilities of the three traits. The averages of LMA, BFT, and MS measurements across the cows of all age groups were 50.1 $cm^2$, 4.62 mm, and 3.04, respectively and heritability estimates were 0.09, 0.10, and 0.08 for the respective traits. However, when the data were analyzed in different age groups, heritability estimates of LMA and BFT were 0.24 and 0.47, respectively, for the cows of 18 to 22 months of age, and 0.21 for MS in the 28 to 32 months old cows. When the cows of all age groups were used, the estimates of genetic (phenotypic) correlations were 0.43 (0.35), -0.06 (0.34) and 0.21 (0.32) between LMA and BFT, LMA and MS, and BFT and MS, respectively. However, in the cow age group between 28 and 32 (18 and 22) months, the estimates of genetic (phenotypic) correlations were 0.05 (0.29), -0.15 (0.24) and 0.38 (0.24), for the respective pairs of traits. These results suggest that genetic, environmental, and phenotypic variations differ depending on cow age, such that care must be taken when ultrasound measurements are applied to selection of cows for meat quality.

A Study on the Weight of W-KNN for WiFi Fingerprint Positioning (WiFi 핑거프린트 위치추정 방식에서 W-KNN의 가중치에 관한 연구)

  • Oh, Jongtaek
    • The Journal of the Institute of Internet, Broadcasting and Communication
    • /
    • v.17 no.6
    • /
    • pp.105-111
    • /
    • 2017
  • In this paper, the analysis results are shown about several weights of Weighted K-Nearest Neighbor method, Recently, it is employed for the indoor positioning technologies using WiFi fingerprint which has been actively studied. In spite of the simplest feature, the W-KNN method shows comparable performance to another methods using WiFi fingerprint technology. So W-KNN method has employed in the existing indoor positioning system. It shows positioning error performance according to data preprocessing and weight factor, and the analysis on the weight is very important. In this paper, based on the real measured WiFi fingerprint data, the estimation error is analyzed and the performances are compared, for the case of data processing methods, of the weight of average, variance, and distance, and of the averaging several position of number K. These results could be practically useful to construct the real indoor positioning system.