• Journal of the Korean Statistical Society
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• 제20권2호
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• pp.191-201
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• 1991

Given a set of data pxN$_{i}$, matrices X$_{i}$ observed from p-variate normal populations $\prod$$_{i}$~N($\mu$$_{I}$, $\Sigma$$_{i}$) for i=1, …, K, the test for equality form of the covariance matrices is to choose a hypothetical model which best explains the homogeneity/heterogeneity structure across the covariance matrices among the hypothesized class of models. This paper describes a test procedure for selecting the best model. The procedure is based on a synthesis of Bayesian and a cross-validation or sample reuse methodology that makes use of a one-at-a-time schema of observational omissions. Advantages of the test are argued on two grounds, and illustrative examples and simulation results are given.are given.

• ETRI Journal
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• 제40권2호
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• pp.197-206
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• 2018

Multiple-input multiple-output (MIMO) systems offer significant enhancements in terms of their data rate and channel capacity compared to traditional systems. However, correlation degrades the system performance and imposes practical limits on the number of antennas that can be incorporated into portable wireless devices. The use of switched parasitic antennas (SPAs) is a possible solution, especially where it is difficult to obtain sufficient signal decorrelation by conventional means. The covariance matrix represents the correlation present in the propagation channel, and has significant impact on the MIMO channel capacity. The results of this work demonstrate a significant improvement in the MIMO channel capacity by using SPA with the knowledge of the covariance matrix for all pattern configurations. By employing the "water-pouring algorithm" to modify the covariance matrix, the channel capacity is significantly improved compared to traditional systems, which spread transmit power uniformly across all the antennas. A condition number is also proposed as a selection metric to select the optimal pattern configuration for MIMO-SPAs.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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• pp.1348-1351
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• 1997

The federated Kaman filter(FKF) is being widely used in many multisensor navigatiion systems. It is know that the FKF has advantages of simplicity and fault-tolerance over other decentralized filter techniques. In this paper, optimal and suboptimal FKF configuratiions are mentioned and a covariance analysis technique for the suboptimal FKF is newly presented. The suboptimal FKF configuration, known as No-reset(NR) mode, has better fault tolerance capability than the optimal FKF coniguratioin. In the suggested technique, a suboptimal fusion process of FKF is considered a swell as suboptimal gains of local filters. An upper boun of error covariance for suboptimal FKF is derived. Also, it is mathematically shown that this bound is smaller thanexisting bound in the literatrue. A vehicle-navigaion system is designed using the FKF. In thissystem, a map constraing equation is introduced and used as a measurement equatioin of Kalman filter. Performance analysis is done by the suggested covariance analysis techniques.

• The Journal of the Acoustical Society of Korea
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• 제22권1E호
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• pp.26-32
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• 2003

We propose new time-frequency (TF) tools for analyzing linear time-varying (LTV) systems and nonstationary random processes showing hyperbolic TF structure. Obtained through hyperbolic warping the narrowband Weyl symbol (WS) and spreading function (SF) in frequency, the new TF tools are useful for analyzing LTV systems and random processes characterized by hyperbolic time shifts. This new TF symbol, called the hyperbolic WS, satisfies the hyperbolic time-shift covariance and scale covariance properties, and is useful in wideband signal analysis. Using the new, hyperbolic time-shift covariant WS and 2-D TF kernels, we provide a formulation for the hyperbolic time-shift covariant TF symbols, which are 2-D smoothed versions of the hyperbolic WS. We also propose a new interpretation of linear signal transformations as weighted superposition of hyperbolic time shifted and scale changed versions of the signal. Application examples in signal analysis and detection demonstrate the advantages of our new results.

• Communications for Statistical Applications and Methods
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• 제22권6호
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• pp.647-653
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• 2015

Extreme value theory concerns the distributional properties of the maximum of a random sample; subsequently, it has been significantly extended to stationary random sequences satisfying weak dependence restrictions. We focus on distributional mixing condition $D(u_n)$ and the Berman condition based on covariance among weak dependence restrictions. The former is assumed for general stationary sequences and the latter for stationary normal processes; however, both imply the same distributional limit of the maximum of the normal process. In this paper $D(u_n)$ condition is shown weaker than Berman's covariance condition. Examples are given where the Berman condition is satisfied but the distributional mixing is not.

• Journal of Welding and Joining
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• 제18권1호
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• pp.97-103
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• 2000

Time series analysis results show the SVD is a candidate of on-line monitoring of welding penetration when the covariance matrix of a full penetration is used as a mapping function. As the reconstructed embedding vectors from the chaotic scalar time series are manipulated by the covariance matrix, the mapped tim series lie on a hyper-ellipsoid which the lengths of semi-axes are the squared eigenvalues of the covariance matrix in the case of full penetration. These visualize by two dimensional stroboscope views. The other cases like partial penetration, are different in the sense of sizes and shapes. Here we test two types of time series; the ion current and the X-ray. The ion current is better than the X-ray as an on-line monitoring signal, because the difference of the eigenvalue spectrum of the ion(between the pull penetration and partial penetration) is bigger than those of the X-ray.

• 대한음성학회지:말소리
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• 제55권
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• pp.93-102
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• 2005

In this paper, sub-stream based eigenvoice method is proposed to overcome the weak points of conventional eigenvoice and dimensional eigenvoice. In the proposed method, sub-streams are automatically constructed by the statistical clustering analysis that uses the correlation information between dimensions. To obtain the reliable distance matrix from covariance matrix for dividing into optimal sub-streams, MAP adaptation technique is employed to the covariance matrix of training data and the sample covariance of adaptation data. According to our experiments, the proposed method shows $41\%$ error rate reduction when the number of adaptation data is 50.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2007년도 춘계학술대회 학술발표 논문집 제17권 제1호
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• pp.461-464
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• 2007

In this paper, we propose a fuzzy Kalman filtering to deal with a estimation error covariance. The T-S fuzzy model structure is further rearranged to give a set of linear model using standard Kalman filter theory. And then, to minimize the estimation error covariance, which is inferred using the fuzzy system. It can be used to find the exact Kalman gain. We utilize the genetic algorithm for optimizing fuzzy system. The proposed state estimator is demonstrated on a truck-trailer.

• 디지털산업정보학회논문지
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• 제5권1호
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• pp.83-88
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• 2009

This paper consider the problem of direction of arrival(DOA) estimation in the presence of multipath propagation. The sensor elements are assumed to be linear and uniformly spaced. Numerous authors have advocated the use of a beamforming preprocessor to facilitate application of high resolution direction finding algorithms The benefits cited include reduced computation, improved performance in environments that include spatially colored noise, and enhanced resolution. Performance benefits typically have been demonstrated via specific example. The purpose of this paper is to provide an analysis of a beamspace version of the MUSIC algorithm applicable to two closely spaced emitters in diverse scenarios. Specifically, the analysis is applicable to uncorrelated far field emitters of any relative power level, confined to a known plane, and observed by an arbitrary array of directional antenna. In this paper, we researched about optimize beam forming to smart antenna system. The covariance matrix obtained using fourth order cumulant function. Simulations illustrate the performance of the techniques.

• Journal of information and communication convergence engineering
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• 제9권5호
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• pp.505-509
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• 2011

This paper attempts to classify known facial expressions and to establish the correlations between two regions (eye + eyebrows and mouth) in identifying the six prototypic expressions. Covariance is used to describe region texture that captures facial features for classification. The texture captured exhibit the pattern observed during the execution of particular expressions. Feature matching is done by simple distance measure between the probe and the modeled representations of eye and mouth components. We target JAFFE database in this experiment to validate our claim. A high classification rate is observed from the mouth component and the correlation between the two (eye and mouth) components. Eye component exhibits a lower classification rate if used independently.