• 제목/요약/키워드: Smoothing parameter

검색결과 120건 처리시간 0.022초

Basic Study of the Optimization of the Gain Parameters α, β and γ of a Tracking Module for ARPA system on Board High Dynamic Warships

  • Pan, Bao-Feng;Njonjo, Anne Wanjiru;Jeong, Tae-Gweon
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 한국항해항만학회 2016년도 춘계학술대회
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    • pp.305-307
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    • 2016
  • The purpose of this paper is to determine the optimal values of the gain parameters used in the tracking module for a highly dynamic warship. The algorithm of the tracking module uses the ${\alpha}-{\beta}-{\gamma}$ filter to compute accurate estimates and update the state variables, that is, positions, velocity and acceleration. The filtering coefficients ${\alpha}$, ${\beta}$ and ${\gamma}$ are determined from set values of the damping parameter, ${\xi}$. Optimization is achieved by plotting a range of the damping parameter ${\xi}$ against the corresponding residual error and then selecting the best value of ${\xi}$ with the minimum residual error. Optimal values of the smoothing coefficients are subsequently computed from the selected damping parameter, ${\xi}$.

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A Simulation Study on Regularization Method for Generating Non-Destructive Depth Profiles from Angle-Resolved XPS Data

  • Ro, Chul-Un
    • Analytical Science and Technology
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    • 제8권4호
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    • pp.707-714
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    • 1995
  • Two types of regularization method (singular system and HMP approaches) for generating depth-concentration profiles from angle-resolved XPS data were evaluated. Both approaches showed qualitatively similar results although they employed different numerical algorithms. The application of the regularization method to simulated data demonstrates its excellent utility for the complex depth profile system. It includes the stable restoration of the depth-concentration profiles from the data with considerable random error and the self choice of smoothing parameter that is imperative for the successful application of the regularization method. The self choice of smoothing parameter is based on generalized cross-validation method which lets the data themselves choose the optimal value of the parameter.

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Syllable-Level Smoothing of Model Parameters for HMM-Based Mixed-Lingual Text-to-Speech (HMM 기반 혼용 언어 음성합성을 위한 모델 파라메터의 음절 경계에서의 평활화 기법)

  • Yang, Jong-Yeol;Kim, Hong-Kook
    • Phonetics and Speech Sciences
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    • 제2권1호
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    • pp.87-95
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    • 2010
  • In this paper, we address issues associated with mixed-lingual text-to-speech based on context-dependent HMMs, where there are multiple sets of HMMs corresponding to each individual language. In particular, we propose smoothing techniques of synthesis parameters at the boundaries between different languages to obtain more natural quality of speech. In other words, mel-frequency cepstral coefficients (MFCCs) at the language boundaries are smoothed by applying several linear and nonlinear approximation techniques. It is shown from an informal listening test that synthesized speech smoothed by a modified version of linear least square approximation (MLLSA) and a quadratic interpolation (QI) method is preferred than that without using any smoothing technique.

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A Study on Optimum Value of Design Parameter of Multivariate EWMA and CUSUM charts for Monitoring Dispersion Matrix

  • Chang, Duk-Joon
    • Journal of Integrative Natural Science
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    • 제14권3호
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    • pp.116-122
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    • 2021
  • Properties and comparison of multivariate CUSUM and EWMA charts for monitoring Σ of multivariate normal N(${\underline{\mu}}$, Σ) process has considered. Comparison of the performances of the considered charts, the numerical values are obtained by simulation with 10,000 iteration in terms of ATS, ANSS and ANSW. We found that EWMA chart with small values of smoothing constant more effectively detects the process changes than with large smoothing constant. And we also found that CUSUM chart with small value of reference value is more effectively detecting the process change than with large reference value. If a process engineer has interest in detecting small amount of shift rather than large shift, he/she can be recommended to use small smoothing constant in EWMA chart and small reference value in CUSUM chart.

Smoothing parameter selection in semi-supervised learning (준지도 학습의 모수 선택에 관한 연구)

  • Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • 제27권4호
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    • pp.993-1000
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    • 2016
  • Semi-supervised learning makes it easy to use an unlabeled data in the supervised learning such as classification. Applying the semi-supervised learning on the regression analysis, we propose two methods for a better regression function estimation. The proposed methods have been assumed different marginal densities of independent variables and different smoothing parameters in unlabeled and labeled data. We shows that the overfitted pilot estimator should be used to achieve the fastest convergence rate and unlabeled data may help to improve the convergence rate with well estimated smoothing parameters. We also find the conditions of smoothing parameters to achieve optimal convergence rate.

Bootstrap tack of Fit Test based on the Linear Smoothers

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.357-363
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    • 1998
  • In this paper we propose a nonparametric lack of fit test based on the bootstrap method for testing the null parametric linear model by using linear smoothers. Most of existing nonparametric test statistics are based on the residuals. Our test is based on the centered bootstrap residuals. Power performance of proposed bootstrap lack of fit test is investigated via Monte carlo simulation.

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Video Stabilization Based on Smoothing Filter of Undesirable Motion (비의도 움직임 완화 필터 기반 동영상 안정화)

  • Kim, Beomsu;Lim, Jinju;Hong, Min-Cheol
    • Journal of IKEEE
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    • 제19권2호
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    • pp.244-253
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    • 2015
  • Please This paper presents method of video stabilization based on detection and adaptive motion smoothing filtering of undesirable motion. The proposed algorithm consists of two stages: the detection of undesirable motion and smoothing filtering of detected undesired motion. To incorporate desired properties into the motion smoothing process, the local maximum and the local minimum are defined in a set composed of the parameters of accumulative global motion. Using the local information, the constraints on detecting undesirable motions are defined. Based on these constraints, the alpha parameter of the alpha-trimmed means filter is adjusted, so that the degree of motion smoothing in the reconstructed video sequence is controlled. The experimental results demonstrated the capability of the proposed algorithm.

Goodness-of-Fit Test Based on Smoothing Parameter Selection Criteria (평활(平滑) 모수(母數) 선택(選擇)에 기준(基準)한 적합도(適合度) 검정(檢定))

  • Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • 제4권
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    • pp.137-146
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    • 1993
  • The Proposed goodness-of-fit test Statistic $\hat{\lambda}_{\alpha}$ derived from the test Statistc in Kim (1992) is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator, $d_{\hat{\lambda}{n}}$, of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function in the event that $H_{0}$ is ejected. The limiting distribution of $\hat{\lambda}_{\alpha}$ was obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

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Optimal Design of a EWMA Chart to Monitor the Normal Process Mean

  • Lee, Jae-Heon
    • The Korean Journal of Applied Statistics
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    • 제25권3호
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    • pp.465-470
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    • 2012
  • EWMA(exponentially weighted moving average) charts and CUSUM(cumulative sum) charts are very effective to detect small shifts in the process mean. These charts have some control-chart parameters that allow the charts and be tuned and be more sensitive to certain shifts. The EWMA chart requires users to specify the value of a smoothing parameter, which can also be designed for the size of the mean shift. However, the size of the mean shift that occurs in applications is usually unknown and EWMA charts can perform poorly when the actual size of the mean shift is significantly different from the assumed size. In this paper, we propose the design procedure to find the optimal smoothing parameter of the EWMA chart when the size of the mean shift is unknown.

Smoothing Parameter Selection in Nonparametric Spectral Density Estimation

  • Kang, Kee-Hoon;Park, Byeong-U;Cho, Sin-Sup;Kim, Woo-Chul
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.231-242
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    • 1995
  • In this paper we consider kernel type estimator of the spectral density at a point in the analysis of stationary time series data. The kernel entails choice of smoothing parameter called bandwidth. A data-based bandwidth choice is proposed, and it is obtained by solving an equation similar to Sheather(1986) which relates to the probability density estimation. A Monte Carlo study is done. It reveals that the spectral density estimates using the data-based bandwidths show comparatively good performance.

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