• Title/Summary/Keyword: closed form approximation

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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.

Parametric Analysis of Slamming Forces: Compressible and Incompressible Phases

  • Campana, E.F.;Carcaterra, A.;Ciappi, E.;Iafrati, A.
    • Journal of Ship and Ocean Technology
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    • v.4 no.1
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    • pp.21-27
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    • 2000
  • The slamming force occurring in the free fall impact of cylindrical bodies on the water surface is analyzed in both compressible and incompressible stages. In the compressible phase the hydrodynamic analysis is carried on by the acoustic approximation, obtaining a closed form expression for the maximum impact force. The incompressible analysis is approached through and unsteady boundary element method to compute the free surface evolution and the slamming force on the body. A similar behavior seems to characterize the maximum slamming force versus a dimensionless mass parameter.

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Coordinated Direct and Relayed Transmission based on NOMA and Backscattering

  • Fang, Zhaoxi;Lu, Yingzhi;Zhou, Jing;Li, Qi;Shi, Haiyan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.9
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    • pp.3124-3137
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    • 2022
  • We propose a spectral-efficient coordinated direct and relayed transmission (CDRT) scheme for a relay-assisted downlink system with two users. The proposed scheme is based on backscatter communication (BC) and non-orthogonal multiple access (NOMA) technique. With the proposed BC-NOMA-CDRT scheme, both users can receive one packet within one time slot. In contrast, in existing NOMA-CDRT schemes, the far user is only able to receive one packet in two time slots due to the half-duplex operation of the relay. We investigate the outage of the BC-NOMA-CDRT scheme, and derive the outage probability expressions in closed-form based on Gamma distribution approximation and Gaussian approximation. Numerical results show that the analytical results are accurate and the BC-NOMA-CDRT scheme outperforms the conventional NOMA-CDRT significantly.

A Fourier Series Approximation for Deep-water Waves

  • Shin, JangRyong
    • Journal of Ocean Engineering and Technology
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    • v.36 no.2
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    • pp.101-107
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    • 2022
  • Dean (1965) proposed the use of the root mean square error (RMSE) in the dynamic free surface boundary condition (DFSBC) and kinematic free-surface boundary condition (KFSBC) as an error evaluation criterion for wave theories. There are well known wave theories with RMSE more than 1%, such as Airy theory, Stokes theory, Dean's stream function theory, Fenton's theory, and trochodial theory for deep-water waves. However, none of them can be applied for deep-water breaking waves. The purpose of this study is to provide a closed-form solution for deep-water waves with RMSE less than 1% even for breaking waves. This study is based on a previous study (Shin, 2016), and all flow fields were simplified for deep-water waves. For a closed-form solution, all Fourier series coefficients and all related parameters are presented with Newton's polynomials, which were determined by curve fitting data (Shin, 2016). For verification, a wave in Miche's limit was calculated, and, the profiles, velocities, and the accelerations were compared with those of 5th-order Stokes theory. The results give greater velocities and acceleration than 5th-order Stokes theory, and the wavelength depends on the wave height. The results satisfy the Laplace equation, bottom boundary condition (BBC), and KFSBC, while Stokes theory satisfies only the Laplace equation and BBC. RMSE in DFSBC less than 7.25×10-2% was obtained. The series order of the proposed method is three, but the series order of 5th-order Stokes theory is five. Nevertheless, this study provides less RMSE than 5th-order Stokes theory. As a result, the method is suitable for offshore structural design.

Comparison of the Cylindrical Geometry and the Planar Geometry for the Near-Field Radionuclides Transport Model (방사성 폐기물 처분장내 충전물질에서의 핵종 이동 모델의 원주좌표계와 평면좌표계에서 결과 비교)

  • Kang, Chul-Hyung;Han, Kyong-Won;Park, Hun-Hwee
    • Nuclear Engineering and Technology
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    • v.23 no.1
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    • pp.41-48
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    • 1991
  • Many of the analyses of the transient radionuclide migration are approximated by an one-dimensional geometry and/or planar geometry. To validate these approximations, one should prove that these are reasonable and proper approximations. In this paper, the approximation which was in the study of the transport through backfill into a fissure is tried to validate. In that analysis, a cylindrical geometry was approximated by a planar geometry. The numerical illustrations show that the planar approximation agrees very well with the result of the cylindrical geometry for a ratio of the backfill outer radius to the waste form radius closed to unity. Even for a larger ratio of the two radii, the numerical difference is relatively small. Also the planar approximation which was used in the analysis gives conservative estimates.

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Joint Relay-and-Antenna Selection and Power Allocation for AF MIMO Two-way Relay Networks

  • Wang, xiaoxiang;Zhou, Jia;Wang, DongYu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.3
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    • pp.1016-1033
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    • 2016
  • In this paper, we present a joint relay-and-antenna selection and power allocation strategy for multiple-input multi-output (MIMO) amplify-and-forward (AF) two-way relay networks (TWRNs). In our approach, we select the best transmit and receive antennas at the two sources, a best relay and a best transmit and receive antenna at the selected relay based on maximizing the minimum of the end-to-end received signal-to-noise-ratios (SNRs) under a total transmit power constraints. We obtained the closed-form solution for the optimal power allocation firstly. Then with the optimal allocation solution we found, we can reduce the joint relay-and-antenna selection to a simpler problem. Besides, the overall outage probability is investigated and a tight closed-form approximation is derived, which provides a method to evaluate the outage performance easily and fast. Simulation results are presented to verify the analysis.

Downlink Capacity Analysis of Distributed Antenna Systems with Imperfect Channel State Information

  • Xu, Weiye;Lin, Min
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.1
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    • pp.253-271
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    • 2017
  • In this paper, considering that perfect channel state information (CSI) is hard to achieve in practice, the downlink capacity of distributed antenna systems (DAS) with imperfect CSI and multiple receive antennas is investigated over composite Rayleigh fading channel. According to the performance analysis, using the numerical calculation, the probability density function (PDF) of the effective output SNR is derived. With this PDF, accurate closed-form expressions of ergodic capacity and outage probability of DAS with imperfect CSI are, respectively, obtained, and they include the ones under perfect CSI as special cases. Besides, the outage capacity of DAS in the presence of imperfect CSI is also derived, and a Newton's method based practical iterative algorithm is proposed to find the accurate outage capacity. By utilizing the Gaussian distribution approximation, another approximate closed-form expression of outage capacity is also derived, and it may simplify the calculation of accurate outage capacity. These theoretical expressions can provide good performance evaluation for downlink DAS for both perfect and imperfect CSI. Simulation results verify the effectiveness of the theoretical analysis, and the system capacity can be improved by increasing the receive antennas, and decreasing the estimation error or path loss. Moreover, the system can tolerate the estimation error variance up to about 0.01 with a slight degradation in the capacity.

Levy-Type Swaption Pricing Model (Levy-Swaption 가치 평가 모형)

  • Lee, Joon-Hee;Park, Jong-Woo
    • Korean Management Science Review
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    • v.25 no.3
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    • pp.1-12
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    • 2008
  • The Swaption is one of the popular Interest rates derivatives. In spite of such a popularity, the swaption pricing formula is hard to derived within the theoretical consistency. Most of swaption pricing model are heavily depending on the simulation technique. We present a new class of swaption model based on the multi-factor HJM levy-mixture model. A key contribution of this paper is to provide a generalized swaption pricing formula encompassing many market stylize facts. We provide an approximated closed form solution of the swaption price using the Gram-Charlier expansion. Specifically, the solution form is similar to the market models, since our approximation is based on the Lognormal distribution. It can be directly compared with the traditional Black's formula when the size of third and fourth moments are not so large. The proposed extended levy model is also expected to be capable of producing the volatility smiles and skewness.

Development of near field Acoustic Target Strength equations for polygonal plates and applications to underwater vehicles (근접장에서 다각 평판에 대한 표적강도 이론식 개발 및 수중함의 근거리 표적강도 해석)

  • Cho, Byung-Gu;Hong, Suk-Yoon;Kwon, Hyun-Wung
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.05a
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    • pp.1062-1073
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    • 2007
  • Acoustic Target Strength (TS) is a major parameter of the active sonar equation, which indicates the ratio of the radiated intensity from the source to the re-radiated intensity by a target. In developing a TS equation, it is assumed that the radiated pressure is known and the re-radiated intensity is unknown. This research provides a TS equation for polygonal plates, which is applicable to near field acoustics. In this research, Helmholtz-Kirchhoff formula is used as the primary equation for solving the re-radiated pressure field; the primary equation contains a surface (double) integral representation. The double integral representation can be reduced to a closed form, which involves only a line (single) integral representation of the boundary of the surface area by applying Stoke's theorem. Use of such line integral representations can reduce the cost of numerical calculation. Also Kirchhoff approximation is used to solve the surface values such as pressure and particle velocity. Finally, a generalized definition of Sonar Cross Section (SCS) that is applicable to near field is suggested. The TS equation for polygonal plates in near field is developed using the three prescribed statements; the redection to line integral representation, Kirchhoff approximation and a generalized definition of SCS. The equation developed in this research is applicable to near field, and therefore, no approximations are allowed except the Kirchhoff approximation. However, examinations with various types of models for reliability show that the equation has good performance in its applications. To analyze a general shape of model, a submarine type model was selected and successfully analyzed.

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Enhanced Fast Luma Adjustment for High Dynamic Range Television Broadcasting (고-휘도 텔레비전 방송을 위한 개선된 빠른 휘도 조절 기법)

  • Oh, Kyung Seok;Kim, Yong-Goo
    • Journal of Broadcast Engineering
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    • v.23 no.2
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    • pp.302-315
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    • 2018
  • Highly non-linear electro-optical transfer function of the Perceptual Quantizer was approximated by a truncated Taylor series, resulting in a closed form solution for luma adjustment. This previous solution is fast and quite suitable for the hardware implementation of luma adjustment, but the approximation error becomes relatively large in the range of 600~3,900 cd/m2 linear light. In order to reduce such approximation error, we propose a new linear model, for which a correction is performed on the position and the slope of line based on the scope of approximation. In order to verify the approximation capability of the proposed linear model, a comparative study on the luma adjustment schemes was conducted using various high dynamic range test video sequences. Via the comparative study, we identified a significant performance enhancement over the previous fast luma adjustment scheme, where a 4.65dB of adjusted luma t-PSNR gain was obtained for a test sequence having a large portion of saturated color pixels.