• Title/Summary/Keyword: covariance matrices

Search Result 110, Processing Time 0.023 seconds

Covariance-based Recognition Using Machine Learning Model

  • Osman, Hassab Elgawi
    • Proceedings of the Korean Society of Broadcast Engineers Conference
    • /
    • 2009.01a
    • /
    • pp.223-228
    • /
    • 2009
  • We propose an on-line machine learning approach for object recognition, where new images are continuously added and the recognition decision is made without delay. Random forest (RF) classifier has been extensively used as a generative model for classification and regression applications. We extend this technique for the task of building incremental component-based detector. First we employ object descriptor model based on bag of covariance matrices, to represent an object region then run our on-line RF learner to select object descriptors and to learn an object classifier. Experiments of the object recognition are provided to verify the effectiveness of the proposed approach. Results demonstrate that the propose model yields in object recognition performance comparable to the benchmark standard RF, AdaBoost, and SVM classifiers.

  • PDF

A VARIABLE SELECTION IN HETEROSCEDASTIC DISCRIVINANT ANALYSIS : GENERAL PREDICTIVE DISCRIMINATION CASE

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
    • /
    • v.21 no.1
    • /
    • pp.1-13
    • /
    • 1992
  • This article deals with variable selection problem under a newly formed predictive heteroscedastic discriminant rule that accounts for mulitple homogeneous covariance matrices across the K multivariate normal populations. A general version of predictive discriminant rule, a variable selection criterion, and a criterion for stopping with further selection are suggested. In a simulation study the practical utilities of those considered are demonstrated.

  • PDF

An application of observer to the linear stochastic contimuous systems (관측자의 선형확률연속시스템에의 적용)

  • 고명삼;홍석교
    • 전기의세계
    • /
    • v.24 no.5
    • /
    • pp.103-106
    • /
    • 1975
  • This Paper deals with an applicatoin of Luenberger Observer to the Linear Stochastic Systems. The basic technique is the use of a matrix version of the Maximum Principle of Pontryagin coupled with the use of gradient matrices to derive the gain matix for minimum error covariance. The optimal observer which is derived turns out to be identical to the well-known Kalman-Bucy Filter.

  • PDF

A Comparison of Artificial Neural Networks and Statistical Pattern Recognition Methods for Rotation Machine Condition Classification (회전기계 고장 진단에 적용한 인공 신경회로망과 통계적 패턴 인식 기법의 비교 연구)

  • Kim, Chang-Gu;Park, Kwang-Ho;Kee, Chang-Doo
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.16 no.12
    • /
    • pp.119-125
    • /
    • 1999
  • This paper gives an overview of the various approaches to designing statistical pattern recognition scheme based on Bayes discrimination rule and the artificial neural networks for rotating machine condition classification. Concerning to Bayes discrimination rule, this paper contains the linear discrimination rule applied to classification into several multivariate normal distributions with common covariance matrices, the quadratic discrimination rule under different covariance matrices. Also we discribes k-nearest neighbor method to directly estimate a posterior probability of each class. Five features are extracted in time domain vibration signals. Employing these five features, statistical pattern classifier and neural networks have been established to detect defects on rotating machine. Four different cases of rotation machine were observed. The effects of k number and neural networks structures on monitoring performance have also been investigated. For the comparison of diagnosis performance of these two method, their recognition success rates are calculated form the test data. The result of experiment which classifies the rotating machine conditions using each method presents that the neural networks shows the highest recognition rate.

  • PDF

Detection of Voltage Sag using An Adaptive Extended Kalman Filter Based on Maximum Likelihood

  • Xi, Yanhui;Li, Zewen;Zeng, Xiangjun;Tang, Xin
    • Journal of Electrical Engineering and Technology
    • /
    • v.12 no.3
    • /
    • pp.1016-1026
    • /
    • 2017
  • An adaptive extended Kalman filter based on the maximum likelihood (EKF-ML) is proposed for detecting voltage sag in this paper. Considering that the choice of the process and measurement error covariance matrices affects seriously the performance of the extended Kalman filter (EKF), the EKF-ML method uses the maximum likelihood method to adaptively optimize the error covariance matrices and the initial conditions. This can ensure that the EKF has better accuracy and faster convergence for estimating the voltage amplitude (states). Moreover, without more complexity, the EKF-ML algorithm is almost as simple as the conventional EKF, but it has better anti-disturbance performance and more accuracy in detection of the voltage sag. More importantly, the EKF-ML algorithm is capable of accurately estimating the noise parameters and is robust against various noise levels. Simulation results show that the proposed method performs with a fast dynamic and tracking response, when voltage signals contain harmonics or a pulse and are jointly embedded in an unknown measurement noise.

An Elliptical Basis Function Network for Classification of Remote-Sensing Images

  • Luo, Jian-Cheng;Chen, Qiu-Xiao;Zheng, Jiang;Leung, Yee;Ma, Jiang-Hong
    • Proceedings of the KSRS Conference
    • /
    • 2003.11a
    • /
    • pp.1326-1328
    • /
    • 2003
  • An elliptical basis function (EBF) network is proposed in this study for the classification of remotely sensed images. Though similar in structure, the EBF network differs from the well-known radial basis function (RBF) network by incorporating full covariance matrices and uses the expectation-maximization (EM) algorithm to estimate the basis functions. Since remotely sensed data often take on mixture -density distributions in the feature space, the proposed network not only possesses the advantage of the RBF mechanism but also utilizes the EM algorithm to compute the maximum likelihood estimates of the mean vectors and covariance matrices of a Gaussian mixture distribution in the training phase. Experimental results show that the EM-based EBF network is faster in training, more accurate, and simpler in structure.

  • PDF

Variance Distributions of the DFT and CDFT (DFT와 CDFT의 분산 분포)

  • 최태영
    • Journal of the Korean Institute of Telematics and Electronics
    • /
    • v.21 no.4
    • /
    • pp.7-12
    • /
    • 1984
  • A composite - discrete courier transform (CDFT) is developed, which can diagonalize a real symmetric circulant matrix. In general the circulant matrices can be diagonalized by the discrete Fourier transform (DFT). With the analysis of the variance distributions of the DFT and CDFT for the general symmetric covariance matrix of real signals, the DFT and CDFT are compared with respect to the rate distortion performance measure. The results show that the CDFT is more efficient than the DFT in bit rate reduction. In addition, for a particular 64$\times$64 points covariance matrix (f(q)=(0.95)q), the amount of the relative average bit rate reduction for the CDFT with respect to the DFT is obtained by 0.0095 bit with a numerical calculation.

  • PDF

An Efficient Method to Compute a Covariance Matrix of the Non-local Means Algorithm for Image Denoising with the Principal Component Analysis (영상 잡음 제거를 위한 주성분 분석 기반 비 지역적 평균 알고리즘의 효율적인 공분산 행렬 계산 방법)

  • Kim, Jeonghwan;Jeong, Jechang
    • Journal of Broadcast Engineering
    • /
    • v.21 no.1
    • /
    • pp.60-65
    • /
    • 2016
  • This paper introduces the non-local means (NLM) algorithm for image denoising, and also introduces an improved algorithm which is based on the principal component analysis (PCA). To do the PCA, a covariance matrix of a given image should be evaluated first. If we let the size of neighborhood patches of the NLM S × S2, and let the number of pixels Q, a matrix multiplication of the size S2 × Q is required to compute a covariance matrix. According to the characteristic of images, such computation is inefficient. Therefore, this paper proposes an efficient method to compute the covariance matrix by sampling the pixels. After sampling, the covariance matrix can be computed with matrices of the size S2 × floor (Width/l) × (Height/l).

Bilateral Diagonal 2DLDA Method for Human Face Recognition (얼굴 인식을 위한 쌍대각 2DLDA 방법)

  • Kim, Young-Gil;Song, Young-Jun;Kim, Dong-Woo;Ahn, Jae-Hyeong
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.19 no.5
    • /
    • pp.648-654
    • /
    • 2009
  • In this paper, a method called bilateral diagonal 2DLDA is proposed for face recognition. Two methods called Dia2DPCA and Dia2DLDA were suggested to reserve the correlations between the variations in the rows and columns of diagonal images. However, these methods work in the row direction of these images. A row-directional projection matrix can be obtained by calculating the between-class and within-class covariance matrices making an allowance for the column variation of alternative diagonal face images. In addition, column-directional projection matrix can be obtained by calculating the between-class and within-class covariance matrices making an allowance for the row variation in diagonal images. A bilateral projection scheme was applied using left and right multiplying projection matrices. As a result, the dimension of the feature matrix and computation time can be reduced. Experiments carried out on an ORL face database show that the proposed method with three different distance measures, namely, Frobenius, Yang and AMD, is more accurate than some methods, such as 2DPCA, B2DPCA, 2DLDA, etc.

A Fast Moving Object Tracking Method by the Combination of Covariance Matrix and Kalman Filter Algorithm (공분산 행렬과 칼만 필터를 결합한 고속 이동 물체 추적 방법)

  • Lee, Geum-boon
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.19 no.6
    • /
    • pp.1477-1484
    • /
    • 2015
  • This paper proposes a robust method for object tracking based on Kalman filters algorithm and covariance matrix. As a feature of the object to be tracked, covariance matrix ensures the continuity of the moving target tracking in the image frames because the covariance is addressed spatial and statistical properties as well as the correlation properties of the features, despite the changes of the form and shape of the target. However, if object moves faster than operation time, real time tracking is difficult. In order to solve the problem, Kalman filters are used to estimate the area of the moving object and covariance matrices as a feature vector are compared with candidate regions within the estimated Kalman window. The results show that the tracking rate of 96.3% achieved using the proposed method.