• 제목/요약/키워드: Sequential probability ratio test

검색결과 46건 처리시간 0.03초

적응예측기를 이용한 고장파악방법 (Failure Detection Using Adaptive Predictor)

  • 이연석;이장규
    • 대한전기학회논문지
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    • 제39권2호
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    • pp.210-217
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    • 1990
  • For the failure detection of dynamic systems, processing the residuals from the observer of the estimator is the most general method. A failure detection method which use an adaptive predictor to separate the effect of sensor failure from the additive noise in the residuals of a Kalman filter that is employed as an estimator of a dynamic system is addressed here. In the method, the property of the residuals of an optimal Kalman estimator is exploited. The simulation results of this method shows that the proposed method is superior to the sequential probability ratio test for a small failure magnitude.

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PDA 환경에서 자동화자 확인의 계산량 개선을 위한 연구 (A Study for Complexity Improvement of Automatic Speaker Verification in PDA Environment)

  • 서창우;임영환;전성채;장남영
    • 융합신호처리학회논문지
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    • 제10권3호
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    • pp.170-175
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    • 2009
  • 본 논문은 PDA 디바이스에서 개인정보를 보호하기 위한 자동화자확인 시스템을 제안한다. 최근 M-커머스와 같은 모바일 환경을 위한 PDA의 용량이 확장되고 사용이 증가되고 있다. 그러나 너무 많은 계산량 때문에 PDA 디바이스에서 자동화자확인의 실질적인 응용은 여전히 많은 어려움이 존재한다. 본 논문에서는 이러한 문제점을 해결하기 위해서 음성발성 동안 스펙트럼 차감법과 음성 검출과 같은 전처리를 수행함으로써 계산량을 줄일 수 있는 방법을 적용하였다. 또한 빠른 처리 결과를 얻기 위한 은닉마코프모델의 최적 상태 정합과 시퀀스 확률비 테스트를 적용하였다. 전체적인 시스템은 PDA디바이스의 제한된 메모리와 낮은 CPU 속도에 적합하도록 간결하게 구현하였다.

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Computer용 Monitor에 대한 신뢰성 예측.확인 방법의 응용 (A Study on A, pp.ication of Reliability Prediction & Demonstration Methods for Computer Monitor)

  • 박종만;정수일;김재주
    • 품질경영학회지
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    • 제25권3호
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    • pp.96-107
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    • 1997
  • The recent stream to reliability prediction is that it is totally inclusive in depth to consider even the operating and environmental condition at the level of finished goods as well as component itselves. In this study, firstly we present the reliability prediction methods by entire failure rate model which failure rate at the system level is added to the failure rate model at the component level. Secondly we build up the improved bases of reliability demonstration through a, pp.ication of Kaplan-Meier, Cumulative hazard, Johnson's methods as non-parametric and Maximum Likelihood Estimator under exponential & Weibull distribution as parametric. And also present the methods of curve fitting to piecewise failure rate under Weibull distribution, PRST (Probability Ratio Sequential Test), curve fitting to S-shaped reliability growth curve, computer programs of each methods. Lastly we show the practical for determination of optimal burn-in time as a method of reliability enhancement, and also verify the practical usefulness of the above study through the a, pp.ication of failure and test data during 1 year.

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Sequential Fault Detection and Isolation for Redundant Inertial Sensor Systems with Uncertain Factors

  • Kim, Jeong-Yong;Yang, Cheol-Kwan;Shim, Duk-Sun
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.2594-2599
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    • 2003
  • We consider some problems of the Modified SPRT(Sequential Probability Ratio Test) method for fault detection and isolation of inertial redundant sensor systems and propose an Advanced SPRT method to solve the problems of the Modified SPRT method. One problem of the Modified SPRT method to apply to inertial sensor system comes from the effect of inertial sensor errors such as misalignment, scale factor error and sensor bias in the parity vector, which make the Modified SPRT method hard to be applicable. The other problem is due to the correlation of parity vector components which may induce false alarm. We use a two-stage Kalman filter to remove effects of the inertial sensor errors and propose the modified parity vector and the controlled parity vector which removes the effect of correlation of parity vector components. The Advanced SPRT method is derived form the modified parity vector and the controlled parity vector. Some simulation results are presented to show the usefulness of the Advanced SPRT method to redundant inertial sensor systems.

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Elastic modulus in large concrete structures by a sequential hypothesis testing procedure applied to impulse method data

  • Antonaci, Paola;Bocca, Pietro G.;Sellone, Fabrizio
    • Structural Engineering and Mechanics
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    • 제26권5호
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    • pp.499-516
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    • 2007
  • An experimental method denoted as Impulse Method is proposed as a cost-effective non-destructive technique for the on-site evaluation of concrete elastic modulus in existing structures: on the basis of Hertz's quasi-static theory of elastic impact and with the aid of a simple portable testing equipment, it makes it possible to collect series of local measurements of the elastic modulus in an easy way and in a very short time. A Hypothesis Testing procedure is developed in order to provide a statistical tool for processing the data collected by means of the Impulse Method and assessing the possible occurrence of significant variations in the elastic modulus without exceeding some prescribed error probabilities. It is based on a particular formulation of the renowned sequential probability ratio test and reveals to be optimal with respect to the error probabilities and the required number of observations, thus further improving the time-effectiveness of the Impulse Method. The results of an experimental investigation on different types of plain concrete prove the validity of the Impulse Method in estimating the unknown value of the elastic modulus and attest the effectiveness of the proposed Hypothesis Testing procedure in identifying significant variations in the elastic modulus.

인지 라디오 네트워크에서 안전한 분산 스펙트럼 센싱을 위한 향상된 평판기반 퓨전 메커니즘 (Enhanced Reputation-based Fusion Mechanism for Secure Distributed Spectrum Sensing in Cognitive Radio Networks)

  • 김미희;추현승
    • 인터넷정보학회논문지
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    • 제11권6호
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    • pp.61-72
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    • 2010
  • 이미 할당된 무선 자원의 고갈과 새로운 무선 서비스에 대한 주파수의 수요 증가는 인지 라디오 기술의 중요성을 부각시키고 있다. 인지 라디오 기술은 기존에 할당되어 사용중인 주파수의 사용 현황을 스캐닝하여 빈 채널 감지 시 해당 채널을 통해 통신하는 개념이다. 이러한 기술을 사용한 인지 라디오 네트워크에서 스펙트럼 센싱의 정확성을 높이고자 다수의 노드에서 센싱하여 종합 판단하는 분산 스펙트럼 센싱 기술이 연구되어 왔다. 그러나 참여하는 센싱노드의 위협 가능성 때문에 해당 메커니즘에서의 안전성 보장 기능이 필수적이다. 이에 센싱노드의 평판값(reputation)을 기반으로 WSPRT(weighted sequential probability ratio test)를 적용하여 센싱 결과들을 퓨전하는 RDSS 메커니즘이 제안되었다. 그러나 RDSS에서는 센싱 결과의 입력순서에 따라 WSPRT 수행 횟수가 늘어날 수 있고, 공격 당한 센싱노드의 센싱값에 대해 빠르게 대처할 수 없다는 단점이 있다. 이에 본 논문에서는 평판값이 높은 센싱값부터 우선적으로 WSPRT에 입력하며, 평판값 변화를 트랜드 값으로 계산하고 이를 이용하여 공격가능성을 타진하고 그 가능성이 높은 센싱값인 경우 퓨전에서 배제시켜 빠르게 공격에 대응할 수 있는 메커니즘을 제안한다. 시뮬레이션 결과를 통해 본 논문에서 제안한 메커니즘이 RDSS보다 적은 수의 센싱값을 가지고 보다 정확하게 유휴 채널을 감지하여 공격 대응에 우수한 성능을 제공함을 입증하였다.

Mobile Robot Localization and Mapping using a Gaussian Sum Filter

  • Kwok, Ngai Ming;Ha, Quang Phuc;Huang, Shoudong;Dissanayake, Gamini;Fang, Gu
    • International Journal of Control, Automation, and Systems
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    • 제5권3호
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    • pp.251-268
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    • 2007
  • A Gaussian sum filter (GSF) is proposed in this paper on simultaneous localization and mapping (SLAM) for mobile robot navigation. In particular, the SLAM problem is tackled here for cases when only bearing measurements are available. Within the stochastic mapping framework using an extended Kalman filter (EKF), a Gaussian probability density function (pdf) is assumed to describe the range-and-bearing sensor noise. In the case of a bearing-only sensor, a sum of weighted Gaussians is used to represent the non-Gaussian robot-landmark range uncertainty, resulting in a bank of EKFs for estimation of the robot and landmark locations. In our approach, the Gaussian parameters are designed on the basis of minimizing the representation error. The computational complexity of the GSF is reduced by applying the sequential probability ratio test (SPRT) to remove under-performing EKFs. Extensive experimental results are included to demonstrate the effectiveness and efficiency of the proposed techniques.

통계적모델을 이용한 원자로냉각재펌프 밀봉장치 성능감시 (Reactor Coolant Pump Seal Monitoring System Using Statistical Modeling Techniques)

  • 이송규;정장규;배종길;안상하
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2007년도 추계학술대회논문집
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    • pp.1386-1390
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    • 2007
  • This paper presents the equipment condition monitoring technology for the process or the equipment using statistical techniques. The equipment condition monitoring system consists of an empirical model to estimate the expected sensor values of process variables and a diagnose model to detect the abnormal condition and to identify the root source of the problem. The empirical model is constructed by the analysis of historic data. The diagnose model uses the sequential probability ratio test (SPRT) technique. The monitoring system was tested with real operating data acquired from the Reactor Coolant Pump Seal in the Nuclear Power Plant. It can detect the system degradation or failure at the early stage since it is able to catch the subtle deviation of process variables from normal condition.

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단축-축차관리도의 설계 (Design of a Curtailed-SPRT Control Chart)

  • 장영순
    • 한국경영과학회지
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    • 제34권1호
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    • pp.29-37
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    • 2009
  • This paper proposes a curtailed-sequential probability ratio test (SPRT) control chart. For using the conventional SPRT control chart, the number of items inspected in a sampling point should have no restriction since items in a sampling point are inspected one by one until an SPRT Is terminated. The number of observations taken in a sampling point, however, has an upper bound since sampling and testing of an item is time-consuming or expensive. When the sample size reaches the upper bound without evidence of an in-control or out-of-control state of a process, the proposed chart makes a decision using the sample mean of all observations taken in a sampling point. The properties of the Proposed chart are obtained by a Markov chain approach and the performance of the chart is compared with fixed sample size (FSS) and variable sample size (VSS) control charts. A comparative study shows that the proposed chart performs better than VSS control charts as well as conventional FSS control charts.

인지 라디오 네트워크의 안전한 분산 스펙트럼 센싱을 위한 트랜잭션 서명기법 (Transaction Signing-based Authentication Scheme for Secure Distributed Spectrum Sensing in Cognitive Radio Networks)

  • 김태경
    • 디지털산업정보학회논문지
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    • 제7권3호
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    • pp.75-83
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    • 2011
  • Cognitive radio (CR) technology is to maximize the spectrum utilization by allocating the unused spectrums to the unlicensed users. This technology enables the sharing of channels among secondary (unlicensed) and primary (licensed) users on a non-interference basis after sensing the vacant channel and as a result, it is possible to harness wireless frequency more efficiently. To enhance the accuracy of sensing, RDSS was suggested. It is a fusion mechanism based on the reputation of sensing nodes and WSPRT (weighted sequential probability ratio test). However, in RDSS, the execution number of WSPRT could increase according to the order of inputted sensing values, and the fast defense against the forged values is difficult. In this paper, we propose a transaction signing-based authentication scheme for secure distributed spectrum sensing to response the forged values. The validity of proposed scheme is provided by BAN logic.