• 제목/요약/키워드: approximate variance

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On the Minimax Disparity Obtaining OWA Operator Weights

  • Hong, Dug-Hun
    • 한국지능시스템학회논문지
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    • 제19권2호
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    • pp.273-278
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    • 2009
  • The determination of the associated weights in the theory of ordered weighted averaging (OWA) operators is one of the important issue. Recently, Wang and Parkan [Information Sciences 175 (2005) 20-29] proposed a minimax disparity approach for obtaining OWA operator weights and the approach is based on the solution of a linear program (LP) model for a given degree of orness. Recently, Liu [International Journal of Approximate Reasoning, accepted] showed that the minimum variance OWA problem of Fuller and Majlender [Fuzzy Sets and Systems 136 (2003) 203-215] and the minimax disparity OWA problem of Wang and Parkan always produce the same weight vector using the dual theory of linear programming. In this paper, we give an improved proof of the minimax disparity problem of Wang and Parkan while Liu's method is rather complicated. Our method gives the exact optimum solution of OWA operator weights for all levels of orness, $0\leq\alpha\leq1$, whose values are piecewise linear and continuous functions of $\alpha$.

다중경로 다중사용자 환경에서의 초광대역 거리추정의 성능 분석 (Performance of UWB Ranging in Multipath and Multiuser Environments)

  • 이준용;유성열
    • 한국통신학회논문지
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    • 제30권12C호
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    • pp.1125-1132
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    • 2005
  • 초광대역 신호의 높은 시간해상도는 복잡한 다중경로 환경에서의 정밀한 거리추정 및 위치추적 을 가능하게 한다. 그러나 신호의 도착신호 추정시 발생하는 큰 추정오차의 발생은 거리추정의 정확도를 저하시키는 요인이 된다. 본 논문에서는 다중경로, 다중사용자 환경에서 초광대역 거리추정의 성능을 평가한다. 상호상관을 이용한 직렬검색 알고리듬을 적용할 때 발생하는 추정오차를 분석하고 모의실험 결과를 개시한다.

불규칙(不規則) 해양파(海洋波)에 대(對)한 선체운동(船體運動)의 등가선형화(等價線型化) 방법(方法)에 관(關)하여 (The Equivalent Value of the Linearized Method for the Ship Motion in Irregular Sea Waves)

  • 우봉구
    • 대한조선학회지
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    • 제8권2호
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    • pp.25-34
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    • 1971
  • The characters of linear response of ship among irregular waves were researched. But nonlinear characters of ship motion in irregular waves have not been considered. Then the author showed a method to linearize nonlinearity of damping coefficient of ship by making statistically equivalent linear theory and get equivalent gain K from the condition that the difference of variance between linear response and approximate response is minimum and show that the results of correlogram and spectrum, obtained from this method, for model 700 GT Ferry boat agree with the actual response. The author pays a particular attention not to the nonlinear element but to nonlinear system itself.

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Bivariate Dagum distribution

  • Muhammed, Hiba Z.
    • International Journal of Reliability and Applications
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    • 제18권2호
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    • pp.65-82
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    • 2017
  • Abstract. Camilo Dagum proposed several variants of a new model for the size distribution of personal income in a series of papers in the 1970s. He traced the genesis of the Dagum distributions in applied economics and points out parallel developments in several branches of the applied statistics literature. The main aim of this paper is to define a bivariate Dagum distribution so that the marginals have Dagum distributions. It is observed that the joint probability density function and the joint cumulative distribution function can be expressed in closed forms. Several properties of this distribution such as marginals, conditional distributions and product moments have been discussed. The maximum likelihood estimates for the unknown parameters of this distribution and their approximate variance-covariance matrix have been obtained. Some simulations have been performed to see the performances of the MLEs. One data analysis has been performed for illustrative purpose.

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붓스트랩방법을 이용한 피로모형의 설계곡선 설정 (Construction of a Design Curve for Fatigue Model Using Bootstrap Method)

  • 서순근;조유희
    • 품질경영학회지
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    • 제30권4호
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    • pp.106-119
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    • 2002
  • The fatigue curve with estimated parameters represents the estimate of the median or mean life at a given applied stress But, in order to assist a designer in making decisions regarding the fatigue failure mode, it is common practice to construct a design curve on the lower or safe side of data. In this study, to overcome the limitations(i.e., no runout, equal variance, and quality of the approximation, etc) of Shen, Wirsching, and Cashman's method which suggested the approximate design curve for nonlinear models using tolerance interval constructed by Owen's method, an algorithm to find design curves under the fatigue model using a parametric bootstrap method, is proposed and illustrated with multiple fatigue data sets.

CONTINUOUS DATA ASSIMILATION FOR THE THREE-DIMENSIONAL LERAY-α MODEL WITH STOCHASTICALLY NOISY DATA

  • Bui Kim, My;Tran Quoc, Tuan
    • 대한수학회보
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    • 제60권1호
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    • pp.93-111
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    • 2023
  • In this paper we study a nudging continuous data assimilation algorithm for the three-dimensional Leray-α model, where measurement errors are represented by stochastic noise. First, we show that the stochastic data assimilation equations are well-posed. Then we provide explicit conditions on the observation density (resolution) and the relaxation (nudging) parameter which guarantee explicit asymptotic bounds, as the time tends to infinity, on the error between the approximate solution and the actual solution which is corresponding to these measurements, in terms of the variance of the noise in the measurements.

Random Noise가 2차 Analog Phase-Locked Loop에 미치는 영향 (Random Noise Effect Upon 2nd Order Analog Phase-Locked Loop)

  • 강정수;이만영
    • 대한전자공학회논문지
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    • 제23권5호
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    • pp.605-615
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    • 1986
  • The phase-locked loop(PLL) is a communication receiver which operates as a coherent detector by continuously correcting the phase error. In this paper analysis for the Phase-error behavior of analog phase-locked loop (APLL) in the presence of additive white gaussian noise has been done theoretically and experimentally. A close form solution of the first-order loop is obtained and approximate solutions are derived for the second-order loops with RC, leadlag and perfect integrator filters. The perdormance of APLL's and their characteristics are also thoroughly investigated through experiments. In order to analyze the effect of the stochastic nature on nonlinear dynamics characteristics of the second order APLL, the phase error distribution and its variance have been obtained by using the Fokker-Planck equation. Theoretical results agree closely with those of experiment.

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선형 캘리브레이션에서 베이지안 실험계획과 기존의 최적실험계획과의 효과비교 (Performance of a Bayesian Design Compared to Some Optimal Designs for Linear Calibration)

  • 김성철
    • 응용통계연구
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    • 제10권1호
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    • pp.69-84
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    • 1997
  • 선형 캘리브레이션 실험계획 문제에 대하여, 베이지안 의사결정론을 이용하여 평균제곱오차손실을 최소화한 Kim(1988, 1993)의 실험계획과 관련 문헌의 결과인 몇 가지 최적계획을 비교한다. 비교대상 실험계획으로서 고전적 추정량의 점근분산을 최소화하는 Buonaccorsi(1986)의 최적계획, 회귀분석 모형에서 $ M(x) = \sum x_i x_i '$의 함수를 최대화 또는 최소화하는 D-optimal 또는 A-optimal 계획, Hunter and Lamboy(1981)가 베이지안 추정량의 특성을 설명하기 위하여 그 논문에서 예로 들었던 실험계획을 고려한다. 서로 다른 기준에 의한 최적계획을 비교하기 위해서 우선 기대사후분산을 계산하여 비교하고 몇가지 사전분포에 대하여 몬테칼로 시뮬레이션을 통한 평균분산과 HPD 구간의 크기를 비교한다.

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어레이 설계 응용을 위한 랜덤어레이의 통계적 성질 (Statistical Properties of Random Sparse Arrays with Application to Array Design)

  • Kook, Hyung-Seok;Davies, Patricia;Bolton, J.Stuart
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2000년도 춘계학술대회논문집
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    • pp.1493-1510
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    • 2000
  • Theoretical models that can be used to predict the range of main lobe widths and the probability distribution of the peak sidelobe levels of two-dimensionally sparse arrays are presented here. The arrays are considered to comprise microphones that are randomly positioned on a segmented grid of a given size. First, approximate expressions for the expected squared magnitude of the aperture smoothing function and the variance of the squared magnitude of the aperture smoothing function about this mean are formulated for the random arrays considered in the present study. By using the variance function, the mean value and the lower end of the range i.e., the first I percent of the mainlobe distribution can be predicted with reasonable accuracy. To predict the probability distribution of the peak sidelobe levels, distributions of levels are modeled by a Weibull distribution at each peak in the sidelobe region of the expected squared magnitude of the aperture smoothing function. The two parameters of the Weibull distribution are estimated from the means and variances of the levels at the corresponding locations. Next, the probability distribution of the peak sidelobe levels are assumed to be determined by a procedure in which the peak sidelobe level is determined as the maximum among a finite number of independent random sidelobe levels. It is found that the model obtained from the above approach predicts the probability density function of the peak sidelobe level distribution reasonably well for the various combinations of two different numbers of microphones and grid sizes tested in the present study. The application of these models to the design of random, sparse arrays having specified performance levels is also discussed.

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Development of wall-thinning evaluation procedure for nuclear power plant piping - Part 2: Local wall-thinning estimation method

  • Yun, Hun;Moon, Seung-Jae;Oh, Young-Jin
    • Nuclear Engineering and Technology
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    • 제52권9호
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    • pp.2119-2129
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    • 2020
  • Flow-accelerated corrosion (FAC), liquid droplet impingement erosion (LDIE), cavitation and flashing can cause continuous wall-thinning in nuclear secondary pipes. In order to prevent pipe rupture events resulting from the wall-thinning, most NPPs (nuclear power plants) implement their management programs, which include periodic thickness inspection using UT (ultrasonic test). Meanwhile, it is well known in field experiences that the thickness measurement errors (or deviations) are often comparable with the amount of thickness reduction. Because of these errors, it is difficult to estimate wall-thinning exactly whether the significant thinning has occurred in the inspected components or not. In the previous study, the authors presented an approximate estimation procedure as the first step for thickness measurement deviations at each inspected component and the statistical & quantitative characteristics of the measurement deviations using plant experience data. In this study, statistical significance was quantified for the current methods used for wall-thinning determination. Also, the authors proposed new estimation procedures for determining local wall-thinning to overcome the weakness of the current methods, in which the proposed procedure is based on analysis of variance (ANOVA) method using subgrouping of measured thinning values at all measurement grids. The new procedures were also quantified for their statistical significance. As the results, it is confirmed that the new methods have better estimation confidence than the methods having used until now.