• Title/Summary/Keyword: cross-covariance,

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A Study on Logconductivity-Head Cross Covariance in Two-Dimensional Nonstationary Porous Formations (비정체형 2차원 다공성 매질의 대수투수계수-수두 교차공분산에 관한 연구)

  • 성관제
    • Water for future
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    • v.29 no.5
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    • pp.215-222
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    • 1996
  • An expression for the cross covariance of the logconductivity and the head in nonstationary porous formation is obtained. This cross covariance plays a key role in the inverse problem, i.e., in inferring the statistical characteristics of the conductivity field from head data. The nonstationary logconductivity is modeled as superposition of definite linear trend and stationary fluctuation and the hydraulic head in saturated aquifers is found through stochastic analysis of a steady, two-dimensional flow. The cross covariance with a Gaussian correlation function is investigated for two particular cases where the trend is either parallel or normal to the head gradient. The results show that cross covariances are stationary except along separation distances parallel to the mean flow direction for the case where the trend is parallel to head gradient. Also, unlike the stationary model, the cross covariance along distances normal to flow direction is non-zero. From these observations we conclude that when a trend in the conductivity field is suspected, this information must be incorporated in the analysis of groundwater flow and solute transjport.

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RESONANCE SELF-SHIELDING EFFECT IN UNCERTAINTY QUANTIFICATION OF FISSION REACTOR NEUTRONICS PARAMETERS

  • Chiba, Go;Tsuji, Masashi;Narabayashi, Tadashi
    • Nuclear Engineering and Technology
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    • v.46 no.3
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    • pp.281-290
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    • 2014
  • In order to properly quantify fission reactor neutronics parameter uncertainties, we have to use covariance data and sensitivity profiles consistently. In the present paper, we establish two consistent methodologies for uncertainty quantification: a self-shielded cross section-based consistent methodology and an infinitely-diluted cross section-based consistent methodology. With these methodologies and the covariance data of uranium-238 nuclear data given in JENDL-3.3, we quantify uncertainties of infinite neutron multiplication factors of light water reactor and fast reactor fuel cells. While an inconsistent methodology gives results which depend on the energy group structure of neutron flux and neutron-nuclide reaction cross section representation, both the consistent methodologies give fair results with no such dependences.

An area-based stereo matching algorithm using multiple directional masks (다중 방향성 마스크를 이용한 영역 기반 스테레오 정합 알고리즘)

  • 김낙현
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.2
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    • pp.77-87
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    • 1996
  • Existing area-based stereo matching algorithms utilize a single rectangular correlation area for computing cross-correlation between corresponding points in stereo images, and compute disparity by finding the peak in the vicinity of depth discontinuity, since, because of inconstnat disparities around discontinuities, the cross-correlation becomes low in such area. Inthis paper, a new area-based matching strategy is proposed exploiting multiple directional correlation masks instead of a single one. The proposed technique computes multiple cross-covariance functions using each oriented mask. Peaks are detected from each covariance function and the disparity is computed by choosing the location with the highest covariance value. Proposed approach can also be applied to compute disparity gradients without obtaining dense depth data. A number of examples are presented using synthetic and natural stereo images.

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Covariance-based source localization performance improvement for underwater ultra-short baseline systems (공분산 기반 수중 ultra-short baseline 시스템의 위치 추정 성능 개선 기법)

  • Sangman Han;Minhyuk Cha;Haklim Ko;Hojun Lee
    • The Journal of the Acoustical Society of Korea
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    • v.43 no.1
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    • pp.89-94
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    • 2024
  • Since Ultra-Short BaseLine (USBL) uses an array with narrow sensor spacing, precise synchronization is required to improve source localization performances. However, in the underwater environment, synchronization errors occur due to relatively strong noise and underwater acoustic channels such as multipath and Doppler, which deteriorates the source localization performances. This paper proposes a covariance-based synchronization compensation method to improve the source localization performances of the underwater USBL systems. The proposed method arranges the received signals through cross-correlation and calculates the covariance of the arranged signals. The synchronization error is related to the phase difference in the covariance. Thus, the phase difference is estimated as the covariance and compensated. Computer simulations demonstrate that the proposed method has better source localization performances than the conventional cross-correlation method.

Covariance analysis of strapdown INS considering characteristics of gyrocompass alignment errors (자이로 컴파스 얼라인먼트 오차특성을 고려한 스트랩다운 관성항법장치의 상호분산해석)

  • 박흥원;박찬국;이장규
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.34-39
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    • 1993
  • Presented in this paper is a complete error covariance analysis for strapdown inertial navigation system(SDINS). We have found that in SDINS the cross-coupling terms in gyrocompass alignment errors can significantly influence the SDINS error propagation. Initial heading error has a close correlation with the east component of gyro bias erro, while initial level tilt errors are closely related to accelerometer bias errors. In addition, pseudo-state variables are introduced in covariance analysis for SDINS utilizing the characteristics of gyrocompass alignment errors. This approach simplifies the covariance analysis because it makes the initial error covariance matrix to a diagonal form. Thus a real implementation becomes easier. The approach is conformed by comparing the results for a simplified case with the covariance analysis obtained from the conventional SDINS error model.

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Covariance Matrix Synthesis Using Maximum Ratio Combining in Coherent MIMO Radar with Frequency Diversity

  • Jeon, Hyeonmu;Chung, Yongseek;Chung, Wonzoo;Kim, Jongmann;Yang, Hoongee
    • Journal of Electrical Engineering and Technology
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    • v.13 no.1
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    • pp.445-450
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    • 2018
  • Reliable detection and parameter estimation of a radar cross section(RCS) fluctuating target have been known as a difficult task. To reduce the effect of RCS fluctuation, various diversity techniques have been considered. This paper presents a new method for synthesizing a covariance matrix applicable to a coherent multi-input multi-output(MIMO) radar with frequency diversity. It is achieved by efficiently combining covariance matrices corresponding to different carrier frequencies such that the signal-to-noise ratio(SNR) in the combined covariance matrix is maximized. The value of a synthesized covariance matrix is assessed by examining the phase curves of its entries and the improvement on direction of arrival(DOA) estimation.

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

  • Xu, Weiyang
    • ETRI Journal
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    • v.36 no.4
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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.

A Comment for Teaching Correlation Coefficient in Elementary Statistics Course

  • Oh, Myong-Sik
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.301-307
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    • 2007
  • A effective teaching method on correlation coefficient for elementary level statistics course is discussed in this article. The well known inequalities, such as Theorem 368 of Hardy et al. (1952), are used for the interpretation of concept of covariance. An Excel example is provided for the illustration of concept of correlation coefficient.

Cross-covariance 3D Coordinate Estimation Method for Virtual Space Movement Platform (가상공간 이동플랫폼을 위한 교차 공분산 3D 좌표 추정 방법)

  • Jung, HaHyoung;Park, Jinha;Kim, Min Kyoung;Chang, Min Hyuk
    • Journal of Korea Society of Industrial Information Systems
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    • v.25 no.5
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    • pp.41-48
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    • 2020
  • Recently, as the demand for the mobile platform market in the virtual/augmented/mixed reality field is increasing, experiential content that gives users a real-world felt through a virtual environment is drawing attention. In this paper, as a method of tracking a tracker for user location estimation in a virtual space movement platform for motion capture of trainees, we present a method of estimating 3D coordinates of the 3D cross covariance through the coordinates of the markers projected on the image. In addition, the validity of the proposed algorithm is verified through rigid body tracking experiments.

Vibration-Robust Attitude and Heading Reference System Using Windowed Measurement Error Covariance

  • Kim, Jong-Myeong;Mok, Sung-Hoon;Leeghim, Henzeh;Lee, Chang-Yull
    • International Journal of Aeronautical and Space Sciences
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    • v.18 no.3
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    • pp.555-564
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    • 2017
  • In this paper, a new technique for attitude and heading reference system (AHRS) using low-cost MEMS sensors of the gyroscope, accelerometer, and magnetometer is addressed particularly in vibration environments. The motion of MEMS sensors interact with the scale factor and cross-coupling errors to produce random errors by the harsh environment. A new adaptive attitude estimation algorithm based on the Kalman filter is developed to overcome these undesirable side effects by analyzing windowed measurement error covariance. The key idea is that performance degradation of accelerometers, for example, due to linear vibrations can be reduced by the proposed measurement error covariance analysis. The computed error covariance is utilized to the measurement covariance of Kalman filters adaptively. Finally, the proposed approach is verified by using numerical simulations and experiments in an acceleration phase and/or vibrating environments.