• Title/Summary/Keyword: The maximum likelihood method

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Soft-Decision Algorithm with Low Complexity for MIMO Systems Using High-Order Modulations (고차 변조 방식을 사용하는 MIMO 시스템을 위한 낮은 복잡도를 갖는 연판정 알고리즘)

  • Lee, Jaeyoon;Kim, Kyoungtaek
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.40 no.6
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    • pp.981-989
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    • 2015
  • In a log likelihood ratio(LLR) calculation of the detected symbol, multiple-input multiple-output(MIMO) system applying an optimal or suboptimal algorithm such as a maximum likelihood(ML) detection, sphere decoding(SD), and QR decomposition with M-algorithm Maximum Likelihood Detection(QRM-MLD) suffers from exponential complexity growth with number of spatial streams and modulation order. In this paper, we propose a LLR calculation method with very low complexity in the QRM-MLD based symbol detector for a high order modulation based $N_T{\times}N_R$ MIMO system. It is able to approach bit error rate(BER) performance of full maximum likelihood detector to within 1 dB. We also analyze the BER performance through computer simulation to verify the validity of the proposed method.

Estimation for the generalized exponential distribution under progressive type I interval censoring (일반화 지수분포를 따르는 제 1종 구간 중도절단표본에서 모수 추정)

  • Cho, Youngseukm;Lee, Changsoo;Shin, Hyejung
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1309-1317
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    • 2013
  • There are various parameter estimation methods for the generalized exponential distribution under progressive type I interval censoring. Chen and Lio (2010) studied the parameter estimation method by the maximum likelihood estimation method, mid-point approximation method, expectation maximization algorithm and methods of moments. Among those, mid-point approximation method has the smallest mean square error in the generalized exponential distribution under progressive type I interval censoring. However, this method is difficult to derive closed form of solution for the parameter estimation using by maximum likelihood estimation method. In this paper, we propose two type of approximate maximum likelihood estimate to solve that problem. The simulation results show the obtained estimators have good performance in the sense of the mean square error. And proposed method derive closed form of solution for the parameter estimation from the generalized exponential distribution under progressive type I interval censoring.

Modified inverse moment estimation: its principle and applications

  • Gui, Wenhao
    • Communications for Statistical Applications and Methods
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    • v.23 no.6
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    • pp.479-496
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    • 2016
  • In this survey, we present a modified inverse moment estimation of parameters and its applications. We use a specific model to demonstrate its principle and how to apply this method in practice. The estimation of unknown parameters is considered. A necessary and sufficient condition for the existence and uniqueness of maximum-likelihood estimates of the parameters is obtained for the classical maximum likelihood estimation. Inverse moment and modified inverse moment estimators are proposed and their properties are studied. Monte Carlo simulations are conducted to compare the performances of these estimators. As far as the biases and mean squared errors are concerned, modified inverse moment estimator works the best in all cases considered for estimating the unknown parameters. Its performance is followed by inverse moment estimator and maximum likelihood estimator, especially for small sample sizes.

The Prediction of Fatigue Life According to the Determination of the Parameter in Residual Strength Degradation Model (잔류강도 저하모델의 파라미터결정법에 따른 피로수명예측)

  • 김도식;김정규
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.8
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    • pp.2053-2061
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    • 1994
  • The static and fatigue tensile tests have been conduted to predict the fatigue life of 8-harness satin woven and plain woven carbon/epoxy composite plates containing a circular hole. A fatigue residual strength degradation model, based on the assumption that the residual strength for unnotched specimen decreases monotonically, has been applied to predict statistically the fatigue life of materials used in this study. To determine the parameters(c, b and K) of the residual strength degradation model, the minimization technique and the maximum likelihood method are used. Agreement of the converted ultimate strength by using the minimization technique with the static ultimate strength is reasonably good. Therefore, the minimization technique is more adjustable in the determination of the parameter and the prediction of the fatigue life than the maximum likelihood method.

A computational note on maximum likelihood estimation in random effects panel probit model

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.26 no.3
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    • pp.315-323
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    • 2019
  • Panel data sets have recently been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Often a dichotomous dependent variable occur in survival analysis, biomedical and epidemiological studies that is analyzed by a generalized linear mixed effects model (GLMM). The most common estimation method for the binary panel data may be the maximum likelihood (ML). Many statistical packages provide ML estimates; however, the estimates are computed from numerically approximated likelihood function. For instance, R packages, pglm (Croissant, 2017) approximate the likelihood function by the Gauss-Hermite quadratures, while Rchoice (Sarrias, Journal of Statistical Software, 74, 1-31, 2016) use a Monte Carlo integration method for the approximation. As a result, it can be observed that different packages give different results because of different numerical computation methods. In this note, we discuss the pros and cons of numerical methods compared with the exact computation method.

Parameter estimation of a single turbo-prop aircraft dynamic model (단발 터어보프롭 항공기 동적 모델의 파라메터추정)

  • Lee, Hwan;Lee, Sang-Kee
    • Journal of Institute of Control, Robotics and Systems
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    • v.4 no.1
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    • pp.38-44
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    • 1998
  • The modified maximum likelihood estimation method is used to estimate the nondimensional aerodynamic derivatives of a single turbo-prop aircraft at a specified flight condition for the best deduction of the dynamic characteristics. In wind axes the six degree of freedom equations are algebraically linearized so that the linear state equation contains aerodynamic derivatives in a state-space form and is used in the maximum likelihood method. The simulated data added with the measurement noise is used as a flight test data which is necessary to the estimation of nondimensional aerodynamic derivatives. It is obtained by implementing the 6-DOF nonlinear flight simulation. In the flight simulation, the effects of several control input types, control deflection amplitudes, and the turbulence intensities on the statistical convergence criteria are also examined and quantitative analysis of the results is discussed.

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Estimation of Coverage Growth Functions

  • Park, Joong-Yang;Lee, Gye-Min;Kim, Seo-Yeong
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.667-674
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    • 2011
  • A recent trend in software reliability engineering accounts for the coverage growth behavior during testing. The coverage growth function (representing the coverage growth behavior) has become an essential component of software reliability models. Application of a coverage growth function requires the estimation of the coverage growth function. This paper considers the problem of estimating the coverage growth function. The existing maximum likelihood method is reviewed and corrected. A method of minimizing the sum of squares of the standardized prediction error is proposed for situations where the maximum likelihood method is not applicable.

A Maximum Likelihood Approach to Edge Detection (Maximum Likelihood 기법을 이용한 Edge 검출)

  • Cho, Moon;Park, Rae-Hong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.11 no.1
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    • pp.73-84
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    • 1986
  • A statistical method is proposed which estimates an edge that is one of the basic features in image understanding. The conventional edge detection techniques are performed well for a deterministic singnal, but are not satisfactory for a statistical signal. In this paper, we use the likelihood function which takes account of the statistical property of a signal, and derive the decision function from it. We propose the maximum likelihood edge detection technique which estimates an edge point which maximizes the decision function mentioned above. We apply this technique to statistecal signals which are generated by using the random number generator. Simnulations show that the statistical edge detection technique gives satisfactory results. This technique is extended to the two-dimensional image and edges are found with a good accuracy.

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A Note on Estimating Parameters in The Two-Parameter Weibull Distribution

  • Rahman, Mezbahur;Pearson, Larry M.
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.1091-1102
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    • 2003
  • The Weibull variate is commonly used as a lifetime distribution in reliability applications. Estimation of parameters is revisited in the two-parameter Weibull distribution. The method of product spacings, the method of quantile estimates and the method of least squares are applied to this distribution. A comparative study between a simple minded estimate, the maximum likelihood estimate, the product spacings estimate, the quantile estimate, the least squares estimate, and the adjusted least squares estimate is presented.

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Statistical Estimation for Generalized Logit Model of Nominal Type with Bootstrap Method

  • Cho, Joong-Jae;Han, Jeong-Hye
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.1-18
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    • 1995
  • The generalized logit model of nominal type with random regressors is studied for bootstrapping. In particular, asymptotic normality and consistency of bootstrap model estimators are derived. It is shown that the bootstrap approximation to the distribution of the maximum likelihood estimators is valid for alsomt all sample sequences.

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