• Title/Summary/Keyword: autocorrelation matrix

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Analysis of Transient Signal Using Autocorrelation-like Matrix (자기상관유사행렬을 이용한 과도기적 신호의 분석)

  • 최규성;김영수
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.23 no.7
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    • pp.1689-1698
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    • 1998
  • In this paper, we present a new method for estimating the parameters of transient-type signal in additive white Gaussian noise. This method makes use of the truncated singular value decomposition of an extended-order auto-correlation-like matrix based on the linear-prediction model. The method is tested on data consisting of two exponentially dampled sinusoidal signals with the same damping factor and different damping factor. Simulation results are illustrated to demonstrate the better performance of the method applied to the auto-correlation-like matrix than that applied to the data matrix.

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Influence of spatial variability on unsaturated hydraulic properties

  • Tan, Xiaohui;Fei, Suozhu;Shen, Mengfen;Hou, Xiaoliang;Ma, Haichun
    • Geomechanics and Engineering
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    • v.23 no.5
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    • pp.419-429
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    • 2020
  • To investigate the effect of spatial variability on hydraulic properties of unsaturated soils, a numerical model is set up which can simulate seepage process in an unsaturated heterogeneous soil. The unsaturated heterogeneous soil is composed of matrix sand embedded with a small proportion of clay for simulating the heterogeneity. Soil-water characteristic curve and unsaturated hydraulic conductivity curve of the unsaturated soil are expressed by Van Genuchten model. Hydraulic parameters of the matrix sand are considered as random fields. Different autocorrelation lengths (ACLs) of hydraulic parameter of the matrix sand and different proportions of clay are assumed to investigate the influence of spatial variability on the equivalent hydraulic properties of the heterogeneous soil. Four model sizes are used in the numerical experiments to investigate the influence of scale effects and to determine the sizes of representative volume element (RVE) in the numerical simulations. Through a number of Monte Carlo simulations of unsaturated seepage analysis, the means and the coefficients of variations (COVs) of the equivalent hydraulic parameters of the heterogeneous soil are calculated. Simulations show that the ACL and model size has little influence on the means of the equivalent hydraulic parameters, but they have a large influence on the COVs of the equivalent hydraulic parameters. The size of an RVE is mainly affected by the ACL and the proportion of heterogeneity. The influence of spatial variability on the hydraulic parameters of the heterogeneous unsaturated soil can be used as a guidance for geotechnical reliability analysis and design related to unsaturated soils.

A Study on the Derivation of the Unit Hydrograph using Multiple Regression Model (다중회귀모형으로 추정된 모수에 의한 최적단위유량도의 유도에 관한 연구)

  • 이종남;김채원;황창현
    • Water for future
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    • v.25 no.1
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    • pp.93-100
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    • 1992
  • A study on the Derivation of the Unit Hydrograph using Multiple Regression Moe이. The purpose of this study is to deriver an optimal unit hydrograph suing the multiple regression model, particularly when only small amount of data is available. The presence of multicollinearity among the input data can cause serious oscillations in the derivation of the unit hydrograph. In this case, the oscillations in the unit hydrograph ordinate are eliminated by combining the data. The data used in this study are based upon the collection and arrangement of rainfall-runoff data(1977-1989) at the Soyang-river Dam site. When the matrix X is the rainfall series, the condition number and the reciprocal of the minimum eigenvalue of XTX are calculated by the Jacobi an method, and are compared with the oscillation in the unit hydrograph. The optimal unit hydrograph is derived by combining the numerous rainfall-runoff data. The conclusions are as follows; 1)The oscillations in the derived unit hydrograph are reduced by combining the data from each flood event. 2) The reciprocals of the minimum eigen\value of XTX, 1/k and the condition number CN are increased when the oscillations are active in the derived unit hydrograph. 3)The parameter estimates are validated by extending the model to the Soyang river Dam site with elimination of the autocorrelation in the disturbances. Finally, this paper illustrates the application of the multiple regression model to drive an optimal unit hydrograph dealing with the multicollinearity and the autocorrelation which cause some problems.

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Design of the Optimal Input Singals for Parameter Estimation in the ARMAX Model (ARMAX 모델의 매개변수 추정을 위한 최적 입력 신호의 설계)

  • 이석원;양흥석
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.37 no.3
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    • pp.180-185
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    • 1988
  • This paper considers the problem of the optimal input design for parameter estimtion in the ARMAX model in which the system and noise transfer function have the common denominator polynomial. Deriving the information matrix, in detail, for the assumed model structure and using the autocorrelation functin of the filtered input as design variables, it is shown that D-optimal input signal can be realized as an autoregressive moving average process. Computer simulations are carried out to show the standard-deviation reduction in the parameter estimtes using the optimal input signal.

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New Sound Spectral Analysis of Prosthetic Heart Valve (인공판막음의 새로운 스펙트럼 분석 연구)

  • Lee, H.J.;Kim, S.H.;Chang, B.C.;Tack, G.;Cho, B.K.;Yoo, S.K.
    • Proceedings of the KOSOMBE Conference
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    • v.1997 no.11
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    • pp.75-78
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    • 1997
  • In this paper we present new sound spectral analysis methods or prosthetic heart valve sounds. Phonocardiograms(PCG) of prosthetic heart valve were analyzed in order to derive frequency domain feature suitable or the classification of the valve state. The fast orthogonal search method and MUSIC (MUltiple SIgnal Classification) method are described or finding the significant frequencies in PCG. The fast orthogonal search method is effective with short data records and cope with noisy, missing and unequally-spaced data. MUSIC method's key to the performance is the division of the information in the autocorrelation matrix or the data matrix into two vector subspaces, one a signal subspace and the other a noise subspace.

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Test of Model Specification in Box-Cox Transformed Regression Model with AR(1) Errors (오차항이 AR(1)을 따르는 Box-Cox 변환 회귀모형에서 모형 식별을 위한 검정)

  • Cheon, Soo-Young;Yoon, Seok-Jin;Hwang, Sun-Young;Song, Seuck-Heun
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.327-340
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    • 2008
  • This paper derives joint and conditional Lagrange multiplier tests based on information matrix for testing functional form and/or the presence of autocorrelation in a regression model. Small sample properties of these tests are assessed by Monte Carlo study and comparisons are made with LM tests based on Hessian matrix. The results show that the proposed $LM_E$ tests have the most appropriate finite sample performance.

Improvement of the Linear Predictive Coding with Windowed Autocorrelation (윈도우가 적용된 자기상관에 의한 선형예측부호의 개선)

  • Lee, Chang-Young;Lee, Chai-Bong
    • The Journal of the Korea institute of electronic communication sciences
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    • v.6 no.2
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    • pp.186-192
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    • 2011
  • In this paper, we propose a new procedure for improvement of the linear predictive coding. To reduce the error power incurred by the coding, we interchanged the order of the two procedures of windowing on the signal and linear prediction. This scheme corresponds to LPC extraction with windowed autocorrelation. The proposed method requires more calculational time because it necessitates matrix inversion on more parameters than the conventional technique where an efficient Levinson-Durbin recursive procedure is applicable with smaller parameters. Experimental test over various speech phonemes showed, however, that our procedure yields about 5 % less power distortion compared to the conventional technique. Consequently, the proposed method in this paper is thought to be preferable to the conventional technique as far as the fidelity is concerned. In a separate study of speaker-dependent speech recognition test for 50 isolated words pronounced by 40 people, our approach yielded better performance too.

Time- and Frequency-Domain Block LMS Adaptive Digital Filters: Part Ⅱ - Performance Analysis (시간영역 및 주파수영역 블럭적응 여파기에 관한 연구 : 제 2 부- 성능분석)

  • Lee, Jae-Chon;Un, Chong-Kwan
    • The Journal of the Acoustical Society of Korea
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    • v.7 no.4
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    • pp.54-76
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    • 1988
  • In Part Ⅰ of the paper, we have developed various block least mean-square (BLMS) adaptive digital filters (ADF's) based on a unified matrix treatment. In Part Ⅱ we analyze the convergence behaviors of the self-orthogonalizing frequency-domain BLMS (FBLMS) ADF and the unconstrained FBLMS (UFBLMS) ADF both for the overlap-save and overlap-add sectioning methods. We first show that, unlike the FBLMS ADF with a constant convergence factor, the convergence behavior of the self-orthogonalizing FBLMS ADF is governed by the same autocorrelation matrix as that of the UFBLMS ADF. We then show that the optimum solution of the UFBLMS ADF is the same as that of the constrained FBLMS ADF when the filter length is sufficiently long. The mean of the weight vector of the UFBLMS ADF is also shown to converge to the optimum Wiener weight vector under a proper condition. However, the steady-state mean-squared error(MSE) of the UFBLMS ADF turns out to be slightly worse than that of the constrained algorithm if the same convergence constant is used in both cases. On the other hand, when the filter length is not sufficiently long, while the constrained FBLMS ADF yields poor performance, the performance of the UFBLMS ADF can be improved to some extent by utilizing its extended filter-length capability. As for the self-orthogonalizing FBLMS ADF, we study how we can approximate the autocorrelation matrix by a diagonal matrix in the frequency domain. We also analyze the steady-state MSE's of the self-orthogonalizing FBLMS ADF's with and without the constant. Finally, we present various simulation results to verify our analytical results.

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Non-alcoholic Fatty Liver Disease Classification using Gray Level Co-Ocurrence Matrix and Artificial Neural Network on Non-alcoholic Fatty Liver Ultrasound Images (비알콜성 지방간 초음파 영상에 GLCM과 인공신경망을 적용한 비알콜성 지방간 질환 분류)

  • Ji-Yul Kim;Soo-Young Ye
    • Journal of the Korean Society of Radiology
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    • v.17 no.5
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    • pp.735-742
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    • 2023
  • Non-alcoholic fatty liver disease is an independent risk factor for the development of cardiovascular disease, diabetes, hypertension, and kidney disease, and the clinical importance of non-alcoholic fatty liver disease has recently been increasing. In this study, we aim to extract feature values by applying GLCM, a texture analysis method, to ultrasound images of patients with non-alcoholic fatty liver disease. By applying an artificial neural network model using extracted feature values, we would like to classify the degree of fat deposition in non-alcoholic fatty liver into normal liver, mild fatty liver, moderate fatty liver, and severe fatty liver. As a result of applying the GLCM algorithm, the parameters Autocorrelation, Sum of squares, Sum average, and sum variance showed a tendency for the average value of the feature values to increase as it progressed from mild fatty liver to moderate fatty liver to severe fatty liver. The four parameters of Autocorrelation, Sum of squares, Sum average, and sum variance extracted by applying the GLCM algorithm to ultrasound images of non-alcoholic fatty liver disease were applied as inputs to the artificial neural network model. The classification accuracy was evaluated by applying the GLCM algorithm to the ultrasound images of non-alcoholic fatty liver disease and applying the extracted images to an artificial neural network, showing a high accuracy of 92.5%. Through these results, we would like to present the results of this study as basic data when conducting a texture analysis GLCM study on ultrasound images of patients with non-alcoholic fatty liver disease.

Automated Detection of Retinal Nerve Fiber Layer by Texture-Based Analysis for Glaucoma Evaluation

  • Septiarini, Anindita;Harjoko, Agus;Pulungan, Reza;Ekantini, Retno
    • Healthcare Informatics Research
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    • v.24 no.4
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    • pp.335-345
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    • 2018
  • Objectives: The retinal nerve fiber layer (RNFL) is a site of glaucomatous optic neuropathy whose early changes need to be detected because glaucoma is one of the most common causes of blindness. This paper proposes an automated RNFL detection method based on the texture feature by forming a co-occurrence matrix and a backpropagation neural network as the classifier. Methods: We propose two texture features, namely, correlation and autocorrelation based on a co-occurrence matrix. Those features are selected by using a correlation feature selection method. Then the backpropagation neural network is applied as the classifier to implement RNFL detection in a retinal fundus image. Results: We used 40 retinal fundus images as testing data and 160 sub-images (80 showing a normal RNFL and 80 showing RNFL loss) as training data to evaluate the performance of our proposed method. Overall, this work achieved an accuracy of 94.52%. Conclusions: Our results demonstrated that the proposed method achieved a high accuracy, which indicates good performance.