• 제목/요약/키워드: generalized order statistics

검색결과 91건 처리시간 0.027초

OPTIMALITY CRITERIA AND DUALITY FOR MULTIOBJECTIVE VARIATIONAL PROBLEMS INVOLVING HIGHER ORDER DERIVATIVES

  • Husain, I.;Ahmed, A.;Rumana, G. Mattoo
    • Journal of applied mathematics & informatics
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    • 제27권1_2호
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    • pp.123-137
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    • 2009
  • A multiobjective variational problem involving higher order derivatives is considered and Fritz-John and Karush-Kuhn-Tucker type optimality conditions for this problem are derived. As an application of Karush-Kuhn-Tucker optimality conditions, Wolfe type dual to this variational problem is constructed and various duality results are validated under generalized invexity. Some special cases are mentioned and it is also pointed out that our results can be considered as a dynamic generalization of the already existing results in nonlinear programming.

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비가산성 잡음에서 순위 통계량을 이용한 신호 검파 : 신호의존성 잡음과 확률 신호 검파 (Signal Detection in Non-Additive Noise Using Rank Statistics: Signal-Dependent Noise and Random Signal Detection)

  • 송익호;김상엽;김선용;손재철
    • 한국통신학회논문지
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    • 제15권11호
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    • pp.955-961
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    • 1990
  • 신호 의존성 잡음(signal-dependent noise)이 섞인 관측 모형에서 순위 통계량(rank statistic)을 써서 약한 신호를 검파하는 검파기의 검정 통계량을 얻었다. 이 논문에서는 비가선성 잡음(non-additive noise)환경을 생각하려고 순가산성 잡음 뿐만 아니라 신호 의존성 잡음도 함께 나타내는 일반화된 관측모델을 썼다. 이 모형에서 얻은 국소 최적순위(locally optimum rank) 검파기는 국소 최적(locally optimum) 검파기와 비슷한 몰을 가지고, 순가산성 잡음 모형에서의 국소 최적 순위 검파기를 일반화한 것임을 보였다. 또한 다중 입력인 때에도 비슷한 결과를 얻을 수 있음을 알 수 있었다.

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보완 필터의 상태 공간 표현식 유도 및 GPS/INS 수직채널 감쇄 루프 설계 (State-Space Representation of Complementary Filter and Design of GPS/INS Vertical Channel Damping Loop)

  • 박해리
    • 제어로봇시스템학회논문지
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    • 제14권8호
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    • pp.727-732
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    • 2008
  • In this paper, the state-space representation of generalized complimentary filter is proposed. Complementary filter has the suitable structure to merge information from sensors whose frequency regions are complementary. First, the basic concept and structure of complementary filter is introduced. And then the structure of the generalized filter and its state-space representation are proposed. The state-space representation of complementary filter is able to design the complementary filter by applying modern filtering techniques like Kalman filter and $H_{\infty}$ filter. To show the usability of the proposed state-space representation, the design of Inertial Navigation System(INS) vertical channel damping loop using Global Positioning System(GPS) is described. The proposed GPS/INS damping loop lends the structure of Baro/INS(Barometer/INS) vertical channel damping loop that is an application of complementary filter. GPS altitude error has the non-stationary statistics although GPS offers navigation information which is insensitive to time and place. Therefore, $H_{\infty}$ filtering technique is selected for adding robustness to the loop. First, the state-space representation of GPS/INS damping loop is acquired. And next the weighted $H_{\infty}$ norm proposed in order to suitably consider characteristics of sensor errors is used for getting filter gains. Simulation results show that the proposed filter provides better performance than the conventional vertical channel loop design schemes even when error statistics are unknown.

잡음환경에서의 음성인식을 위한 켑스트럼의 확률분포 정규화 기법 (Cepstrum PDF Normalization Method for Speech Recognition in Noise Environment)

  • 석용호;이황수;최승호
    • 한국음향학회지
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    • 제24권4호
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    • pp.224-229
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    • 2005
  • 본 논문에서는 부가잡음 환경에서의 강인한 음성인식을 위해 켑스트럼의 확률밀도 (pdf) 정규화 기법을 제안한다. 기존의 방법들은 켑스트럼의 평균 및 분산 등 주로 1, 2차 통계치 만을 정규화 하지만 제안한 방법은 깨끗한 음성과 잡음이 부가된 음성의 켑스트럼의 pdf를 동일하게 함으로써 켑스트럼의 통계치를 완벽하게 정규화 한다. 목표 pdf로는 다양한 확률분포를 고려하기 위하여 일반 (generalized) 가우시안 분포를 선택하였다. 또한 인식시 계산량을 감축하기 위하여 표 참조방법 (table lookup method)를 개발하였다. 화자독립 고립단어 인식 실험에서 제안된 기법이 기존 방법들보다 우수한 성능을 보였으며, 특히 잡음이 심한 환경에서 성능향상이 두드러졌다.

AR(1) 모형의 모수에 대한 L-추정법 (L-Estimation for the Parameter of the AR(l) Model)

  • 한상문;정병철
    • 응용통계연구
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    • 제18권1호
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    • pp.43-56
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    • 2005
  • 본 연구에서는 AR(1) 과정을 따르는 시계열 모형에서 가산적 이상치(Additive Out-lier)가 존재하는 경우, 1차 자기상관계수에 대한 로버스트 추정방법으로 Rupport 와 Carroll (1980)에 의해 회귀모형에서 제안된 L-추정법 형태의 절사최소제곱추정 (PE 추정)방법을 제안하였다. 더불어 X축의 이상치에 대한 비중강하(down-weight)의 방법으로 Mallows의 가중함수를 고려한 유계영향 절사최소제곱 (bounded influence PE, BIPE)추정량을 제안하였으며 모의 실험을 통하여 각 추정량의 효율성을 비교하였다. 모의실험 결과, 다양한 자료의 오염률상에서 일반화 LAD추정치를 예비 추정치로 고려한 BIPE(LAD)-추정량의 효율이 좋은 것으로 나타났다.

Detecting the Baryon Acoustic Oscillations in the N-point Spatial Statistics of SDSS Galaxies

  • Hwang, Se Yeon;Kim, Sumi;Sabiu, Cristiano G.;Park, In Kyu
    • 천문학회보
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    • 제46권2호
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    • pp.72.3-73
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    • 2021
  • Baryon Acoustic Oscillations (BAO) are caused by acoustic density waves in the early universe and act as a standard ruler in the clustering pattern of galaxies in the late Universe. Measuring the BAO feature in the 2-point correlation function of a sample of galaxies allows us to estimate cosmological distances to the galaxies mean redshift, , which is important for testing and constraining the cosmology model. The BAO feature is also expected to appear in the higher order statistics. In this work we measure the generalized spatial N-point point correlation functions up to 4th order. We made measurements of the 2, 3, and 4-point correlation functions in the SDSS-III DR12 CMASS data, comprising of 777,202 galaxies. The errors and covariances matrices were estimated from 500 mock catalogues. We created a theoretical model for these statistics by measuring the N-point functions in halo catalogues produced by the approximate Lagrangian perturbation theory based simulation code, PINOCCHIO. We created simulations using initial conditions with and without the BAO feature. We find that the BAO is detected to high significance up to the 4-point correlation function.

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SOME FAMILIES OF INFINITE SUMS DERIVED BY MEANS OF FRACTIONAL CALCULUS

  • Romero, Susana Salinas De;Srivastava, H.M.
    • East Asian mathematical journal
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    • 제17권1호
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    • pp.135-146
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    • 2001
  • Several families of infinite series were summed recently by means of certain operators of fractional calculus(that is, calculus of derivatives and integrals of any real or complex order). In the present sequel to this recent work, it is shown that much more general classes of infinite sums can be evaluated without using fractional calculus. Some other related results are also considered.

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A GENERALIZATION OF THE KINETIC EQUATION USING THE PRABHAKAR-TYPE OPERATORS

  • Dorrego, Gustavo Abel;Kumar, Dinesh
    • 호남수학학술지
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    • 제39권3호
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    • pp.401-416
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    • 2017
  • Fractional kinetic equations are investigated in order to describe the various phenomena governed by anomalous reaction in dynamical systems with chaotic motion. Many authors have provided solutions of various families of fractional kinetic equations involving special functions. Here, in this paper, we aim at presenting solutions of certain general families of fractional kinetic equations using Prabhakar-type operators. The idea of present paper is motivated by Tomovski et al. [21].

Consistency of a Modified W Test for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.629-637
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    • 2002
  • Shapiro and Wilk(1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test based on the statistic is inconsistent Kim(2001a) proposed a modified Shapiro-Wilk's test statistic using the ratio of two asymptotically efficient estimators of scale. In this paper, we study the consistency of the proposed test.

Mixtures of Beta Processes Priors for Right Censored Survival Data

  • Kim, Yongdai
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.127-138
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    • 2001
  • In order to combine parametric and nonparametric approaches together for survival analysis with censored observations, a new class of priors called mixtures of the beta processes is introduced. It is shown that mixtures of beta processes priors generalized the well known priors - mixtures of Dirichlet processes, and they are conjugate with right censored observations. Formulas for computing the posterior distribution are derived. Finally, a real data set is analyzed for illustrational purpose.

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