• Title/Summary/Keyword: Wiener

Search Result 616, Processing Time 0.024 seconds

함수 공간 적분에 관한 소고(II)

  • 장주섭
    • Journal for History of Mathematics
    • /
    • v.13 no.2
    • /
    • pp.65-72
    • /
    • 2000
  • In this paper we treat the Yeh-Wiener integral and the conditional Yeh-Wiener integral for vector-valued conditioning function which are examples of the function space integrals. Finally, we state the modified conditional Yeh-Wiener integral for vector-valued conditioning function.

  • PDF

함수 공간 적분에 대한 소고(I)

  • 장주섭
    • Journal for History of Mathematics
    • /
    • v.12 no.2
    • /
    • pp.41-46
    • /
    • 1999
  • In this paper we first introduce the Wiener integral which is one of the function space integrals. And then we treat the conditional Wiener integral and explain the simple formula for the conditional Wiener integral with an example.

  • PDF

A MTF Compensation for Satellite Image Using L-curve-based Modified Wiener Filter (L-곡선 기반의 Modified Wiener Filter(MWF)를 이용한 위성 영상의 MTF 보상)

  • Jeon, Byung-Il;Kim, Hongrae;Chang, Young Keun
    • Korean Journal of Remote Sensing
    • /
    • v.28 no.5
    • /
    • pp.561-571
    • /
    • 2012
  • The MTF(Modulation Transfer Function) is one of quality assesment factors to evaluate the performance of satellite images. Image restoration is needed for MTF compensation, but it is an ill-posed problem and doesn't have a certain solution. Lots of filters were suggested to solve this problem, such as Inverse Filter(IF), Pseudo Inverse Filter(PIF) and Wiener Filter(WF). The most commonly used filter is a WF, but it has a limitation on distinguishing signal and noise. The L-curve-based Modified Wiener Filter(MWF) is a solution technique using a Tikhonov regularization method. The L-curve is used for estimating an optimal regularization parameter. The image restoration was performed with Dubaisat-1 images for PIF, WF, and MWF. It is found that the image restored with MWF results in more improved MTF by 20.93% and 10.85% than PIF and WF, respectively.

SCALE TRANSFORMATIONS FOR PRESENT POSITION-INDEPENDENT CONDITIONAL EXPECTATIONS

  • Cho, Dong Hyun
    • Journal of the Korean Mathematical Society
    • /
    • v.53 no.3
    • /
    • pp.709-723
    • /
    • 2016
  • Let C[0, t] denote a generalized Wiener space, the space of real-valued continuous functions on the interval [0, t] and define a random vector $Z_n:C[0,t]{\rightarrow}{\mathbb{R}}^n$ by $Zn(x)=(\int_{0}^{t_1}h(s)dx(s),{\cdots},\int_{0}^{t_n}h(s)dx(s))$, where 0 < $t_1$ < ${\cdots}$ < $t_n$ < t is a partition of [0, t] and $h{\in}L_2[0,t]$ with $h{\neq}0$ a.e. In this paper we will introduce a simple formula for a generalized conditional Wiener integral on C[0, t] with the conditioning function $Z_n$ and then evaluate the generalized analytic conditional Wiener and Feynman integrals of the cylinder function $F(x)=f(\int_{0}^{t}e(s)dx(s))$ for $x{\in}C[0,t]$, where $f{\in}L_p(\mathbb{R})(1{\leq}p{\leq}{\infty})$ and e is a unit element in $L_2[0,t]$. Finally we express the generalized analytic conditional Feynman integral of F as two kinds of limits of non-conditional generalized Wiener integrals of polygonal functions and of cylinder functions using a change of scale transformation for which a normal density is the kernel. The choice of a complete orthonormal subset of $L_2[0,t]$ used in the transformation is independent of e and the conditioning function $Z_n$ does not contain the present positions of the generalized Wiener paths.

Analysis of TE-Wave Scattering from Transversal-Shifted Tandem Slits Using Wiener-Hopf Techniques and Fourier Transform Analysis (Wiener-Hopf Technique와 Fourier Transform Analysis를 이용한 병렬 슬릿의 TE파 산란 해석)

  • Seo, Tae-Yoon;Ahn, Sung-Hwan;Lee, Jae-Wook;Cho, Choon-Sik
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.19 no.9
    • /
    • pp.968-977
    • /
    • 2008
  • In this paper, an analysis of TE-wave scattering from transversal-shifted tandem slits using fourier transform analysis and Wiener-Hopf technique are derived and the electrical performances have been compared with a commercially availabel software. In Fourier transform analysis, it is shown that a fast-convergent series solution can be obtained when the distance between the slits is very narrow, while in Wiener-Hopf technique, it is found that the highly-accurate approximation can be obtained when the gap between the slits becomes wider. In addition, this paper has dealt with a good agreement between two analytical solutions.

Noise reduction based on directional Wiener filter using local adaptive estimation window (가변적인 국부 추정 윈도우를 이용한 방향성 Wiener filter에 의한 잡음 제거)

  • 우동헌;김유신;김재호
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.27 no.6A
    • /
    • pp.568-574
    • /
    • 2002
  • The main issue of noise reduction of image is how to preserve edge and reduce noise. Usually, The Wiener falter is used for this purpose. But the conventional Wiener filter cannot remove noise well in both edge and smooth region due to the single size estimation window. In addition, it ignores the correlation between pixels. In this paper, we propose a new noise reduction algorithm, in which adaptive estimation window is used according to property of smooth region and edge region. In order to make edge more clear, directional Gaussian mask and directional estimation window combines to the Wiener filter according to direction of edge. From the simulation results, it can be seen that the proposed algorithm showed improves performance in both PSNR arid subjective evaluation

Research on the Least Mean Square Algorithm Based on Equivalent Wiener-Hopf Equation (등가의 Wiener-Hopf 방정식을 이용한 LMS 알고리즘에 관한 연구)

  • Ahn, Bong-Man;Hwang, Jee-Won;Cho, Ju-Phil
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.33 no.5C
    • /
    • pp.403-412
    • /
    • 2008
  • This paper presents the methods which obtain the solution of Wiener-Hopf equation by LMS algorithm and get the coefficient of TDL filter in lattice filter directly. For this result, we apply an orthogonal input signal generated by lattice filter into an equivalent Wiener-Hopf equation and shows the scheme that can obtain the solution by using the MMSE algorithm. Conventionally, the method like aforementioned scheme can get an error and regression coefficient recursively. However, in this paper, we can obtain an error and the coefficients of TDL filter recursively. And, we make an theoretical analysis on the convergence characteristics of the proposed algorithm. Then we can see that the result is similar to conventional analysis. Also, by computer simulation, we can make sure that the proposed algorithm has an excellent performance.

GENERALIZED WHITE NOISE FUNCTIONALS ON CLASSICAL WIENER SPACE

  • Lee, Yuh-Jia
    • Journal of the Korean Mathematical Society
    • /
    • v.35 no.3
    • /
    • pp.613-635
    • /
    • 1998
  • In this note we reformulate the white noise calculus on the classical Wiener space (C', C). It is shown that most of the examples and operators can be redefined on C without difficulties except the Hida derivative. To overcome the difficulty, we find that it is sufficient to replace C by L$_2$[0,1] and reformulate the white noise on the modified abstract Wiener space (C', L$_2$[0, 1]). The generalized white noise functionals are then defined and studied through their linear functional forms. For applications, we reprove the Ito formula and give the existence theorem of one-side stochastic integrals with anticipating integrands.

  • PDF

EVALUATION OF CONDITIONAL WIENER INTEGRALS USING PARK AND SKOUG'S FORMULA

  • Chang, Joo-Sup
    • Bulletin of the Korean Mathematical Society
    • /
    • v.36 no.3
    • /
    • pp.441-450
    • /
    • 1999
  • In this paper we first evaluate the conditional Wiener integral of certain functionals using a Park and Skoug's formula. and we also evaluate the conditional wiener integral E(F│$X_\alpha$) of functional F on C[0, T] given by $F(x)=exp\{{\int_0}^T s^kx(s)ds\}$ for a general conditioning function $X_\alpha$ on C[0,T].

  • PDF

ANALYTIC FOURIER-FEYNMAN TRANSFORMS ON ABSTRACT WIENER SPACE

  • Ahn, Jae Moon;Lee, Kang Lae
    • Korean Journal of Mathematics
    • /
    • v.6 no.1
    • /
    • pp.47-66
    • /
    • 1998
  • In this paper, we introduce an $L_p$ analytic Fourier-Feynman transformation, show the existence of the $L_p$ analytic Fourier-Feynman transforms for a certain class of cylinder functionals on an abstract Wiener space, and investigate its interesting properties. Moreover, we define a convolution product for two functionals on the abstract Wiener space and establish the relationships between the Fourier-Feynman transform for the convolution product of two cylinder functionals and the Fourier-Feynman transform for each functional.

  • PDF