• 제목/요약/키워드: covariance matrix

검색결과 490건 처리시간 0.031초

근사 공분산 행렬을 이용한 빠른 입사각 추정 알고리듬 (Fast DOA Estimation Algorithm using Pseudo Covariance Matrix)

  • 김정태;문성훈;한동석;조명제;김정구
    • 대한전자공학회논문지TC
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    • 제40권1호
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    • pp.15-23
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    • 2003
  • 본 논문에서는 입사 신호의 근사 공분산 행렬을 이용하여 신호의 입사각을 빠르게 추정하는 입사각 추정 알고리듬을 제안한다. MUSIC(MUltiple Signal Classification) 알고리듬과 같은 기존의 부분공간 입사각 추정 알고리듬은 입력 공분산 행렬을 구하기 위해서 다수의 표본 신호를 필요로 하며, 입력 공분산 행렬을 획득하기 위한 표본 신호의 수신시간 동안 입사각 추정이 수행될 수 없으므로 빠른 신호처리가 불가능하다. 또한 코히어런트 신호가 입사하는 경우에 코히어런트 신호간의 간섭으로 신호의 입사각을 정확하게 추정할 수 없다. 제안한 입사각 추정 알고리듬은 빔 형성기를 이용하여 매 표본 신호의 공간적인 빔 형성을 먼저 수행하여 신호간의 간섭을 제거한 후에 센서의 출력 값을 이용하여 방위각 응답(bearing response)과 방향 스펙트럼(directional spectrum)을 구한다. 방위각 응답으로 대략적인 신호의 입사각을 추정한 후에 방향 스펙트럼을 이용하여 정착하게 신호의 입사각을 추정한다. 제안 입사각 추정 알고리듬은 공분산 행렬을 구하기 위하여 그 순간의 각 어레이 소자에 입사되는 표본 신호만을 사용하고 방위각 응답을 구하기 위해서 몇 순간 동안의 표본 신호만 필요로 하므로 기존 입사각 추정 알고리듬에 비하여 크게 향상된 입사각 추정 속도를 갖는다.

고유치분해가 필요없는 방위각 추정 알고리듬에서 센서신호의 선택기준 (A criterion for selecting sensor outputs in bearing estimation algorithm without eigendecomposition)

  • 정대원;박상배;이균경
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.70-75
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    • 1993
  • The performance of the BEWE(Bearing Estimation Without Eigendecomposition) algorithm depends on the sensor outputs which are selected to construct the projection matrix. In this paper, we construct the covariance matrix of the bearing estimates for two targets and propose the criterion to select the sensor outputs which minimize the covariance matrix. The computer simulation conforms that the estimation error is smallest when the sensor outputs are selected based on the proposed criterion.

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MIMO Channel Capacity and Configuration Selection for Switched Parasitic Antennas

  • Pal, Paramvir Kaur;Sherratt, Robert Simon
    • 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.

전자빔 용접에서 SVD을 이용한 온라인 모니터링 (On-line Monitoring Using SVD in a Electron Beam Welding)

    • 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.

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Sub-Stream 기반의 Eigenvoice를 이용한 고속 화자적응 (Fast Speaker Adaptation Using Sub-Stream Based Eigenvoice)

  • 송화전;이종석;김형순
    • 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.

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A Study on the Multivariate Exponentially Weighted Moving Average Control Charts for Monitoring the Variance-Covariance Matrix

  • Cho, Gyo-Young;Sung, Sam-Kyung
    • 품질경영학회지
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    • 제22권1호
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    • pp.54-65
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    • 1994
  • Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. Two basic approaches, "combine-accumulate" approach and "accumulate-combine" approach, for using past sample information in the developement of multivariate EWMA control charts are considered. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average run length (ARL) performances. The numerical results show that multivariate EWMA control charts based on the accumulate-combine approach are more efficient than corresponding multivariate EWMA control charts based on the combine-accumulate approach.

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MUSIC을 근간으로 하는 고해상도 DOA 방법의 성능분석에 관한 연구 (A Study on Performance Analysis of High Resolution DOA Method based on MUSIC)

  • 이일근;최인경;김영집;강철신
    • 한국통신학회논문지
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    • 제19권2호
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    • pp.345-353
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    • 1994
  • 본 논문에서는 Sample Array Covariance Matrix의 대각선요소들의 평균치를 취하여 이를 대각선 요소값들로 대치하여 도래방향각 예측을 수행하는 소위 'Averaged MUSIC' 방법이 낮은 신호대잡음비, 신호원들이 근접해 있는 경우, Sensor의 수가 제한되어 있는 경우등에서 MUSIC에 비하여 훨씬 고해상도의 DOA 예측을 수행함을 보였다. 이를 위해서 통계적인 방법을 사용하여서 한 두가지 경우에 나오는 특별한 결과를 배제하고 가능한한 정확한 결과 비교를 위해 노력하였다.

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데이터 기초의 공분산 행렬로 구성된 EV 방법으로부터 다중 정현파의 주파수 추정에 관한 통계적 분석 (Statistical Analysis on Frequency Estimation of Multiple Sinusoids from EV with a Data based Covariance Matrix)

  • 안태천;탁현수;최병윤
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1992년도 하계학술대회 논문집 A
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    • pp.453-456
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    • 1992
  • A Data-based Covariance Matrix(DCM) is introduced in the Eigenvector(EV) method, among subspace methods of estimating multiple sinusoidal frequencies from finite white noisy measurements. It is shown that the EV with the DCM can obtain the true. frequencies from finite noiseless data Some asymptotic results and further improvement on the DCM are also presented mathematically. Monte-carlo simulations are statistically conducted from the view-points of means and standard deviations in the EV's of DCM and Conventional Covariance Matrix(CCM). Simulations show a great promise for using the DCM, particularly for the cases of short data records, closely spaced frequencies and high signal-to-noise ratios.

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Sensing of OFDM Signals in Cognitive Radio Systems with Time Domain Cross-Correlation

  • Xu, Weiyang
    • ETRI Journal
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    • 제36권4호
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    • pp.545-553
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    • 2014
  • This paper proposes an algorithm to sense orthogonal frequency-division multiplexing (OFDM) signals in cognitive radio (CR) systems. The basic idea behind this study is when a primary user is occupying a wireless channel, the covariance matrix is non-diagonal because of the time domain cross-correlation of the cyclic prefix (CP). In light of this property, a new decision metric that measures the power of the data found on two minor diagonals in the covariance matrix related to the CP is introduced. The impact of synchronization errors on the signal detection is analyzed. Besides this, a likelihood-ratio test is proposed according to the Neyman-Pearson criterion after deriving probability distribution functions of the decision metric under hypotheses of signal presence and absence. A threshold, subject to the requirement of probability of false alarm, is derived; also the probabilities of detection and false alarm are computed accordingly. Finally, numerical simulations are conducted to demonstrate the effectiveness of the proposed algorithm.

Multivariate Poisson Distribution Generated via Reduction from Independent Poisson Variates

  • Kim, Dae-Hak;Jeong, Heong-Chul
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.953-961
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    • 2006
  • Let's say that we are given a k number of random variables following Poisson distribution that are individually dependent and which forms multivariate Poisson distribution. We particularly dealt with a method of creating random numbers that satisfies the covariance matrix, where the elements of covariance matrix are parameters forming a multivariate Poisson distribution. To create such random numbers, we propose a new algorithm based on the method reducing the number of parameter set and deal with its relationship to the Park et al.(1996) algorithm used in creating multivariate Bernoulli random numbers.

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