• 제목/요약/키워드: likelihood distance

검색결과 172건 처리시간 0.023초

Max-Log-MAP을 이용한 Gray 부호화된 PAM 신호의 연판정 계산식 (Soft decision for Gray Coded PAM Signals Using Max-Log-MAP)

  • 현광민;윤동원
    • 한국통신학회논문지
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    • 제31권2C호
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    • pp.117-122
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    • 2006
  • 본 논문에서는 로그 최우비(log likelihood ratio, LLR)를 이용하여 Gray 부호화된 PAM신호를 위한 비트 연판정 계산식을 제안한다. 이 계산식은 Gray 매핑 특성을 이용하여 Max-Log-MAP 알고리듬에서 필요한 max0/min0 함수를 사용하지 않고 산술 연산만을 사용하기 때문에 구현이 간단하다. 제안된 식의 결과는 기존 Max-Log-MAP 알고리듬의 결과와 일치한다. 또한, 식에 사용되는 인자들은 송수신 시스템이 서로 공유하는 정보와 수신된 심벌 값만을 이용하여 계산한다. 따라서 본 논문에서 제안된 알고리듬은 일반적으로 많이 사용하는 이진 반복 복호기 등과 함께 실제 응용 설계에 적용이 가능하며, 특히 실제 설계에 적용되는 기존의 여러 가지 알고리듬에 비하여 구조가 유연하고 효율적이며 정확한 비트별 LLR을 제공하는 효율적인 방법 중의 하나이다.

Time-Delay Estimation in the Multi-Path Channel based on Maximum Likelihood Criterion

  • Xie, Shengdong;Hu, Aiqun;Huang, Yi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제6권4호
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    • pp.1063-1075
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    • 2012
  • To locate an object accurately in the wireless sensor networks, the distance measure based on time-delay plays an important role. In this paper, we propose a maximum likelihood (ML) time-delay estimation algorithm in multi-path wireless propagation channel. We get the joint probability density function after sampling the frequency domain response of the multi-path channel, which could be obtained by the vector network analyzer. Based on the ML criterion, the time-delay values of different paths are estimated. Considering the ML function is non-linear with respect to the multi-path time-delays, we first obtain the coarse values of different paths using the subspace fitting algorithm, then take them as an initial point, and finally get the ML time-delay estimation values with the pattern searching optimization method. The simulation results show that although the ML estimation variance could not reach the Cramer-Rao lower bounds (CRLB), its performance is superior to that of subspace fitting algorithm, and could be seen as a fine algorithm.

A Study on Volume of Difference of Two Joint pdf′s, Focused on the Relation to Normal Theory LR Tests

  • Lee, Kwangjin
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.749-764
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    • 2003
  • In this paper we explain that normal theory likelihood-ratio tests(z, t, $x^2$. F) for mean(s) or variance(s) can be geometrically related to volume of difference of two joint pdf's. One is an estimated joint pdf under null parameter space $\omega$ and the other is an estimated joint pdf under full parameter space $\Omega$. For explanations, ‘distance between two distributions’ is defined. We study properties of it, and derive some results on the distance between two multivariate normal distributions.

Empirical Comparisons of Disparity Measures for Partial Association Models in Three Dimensional Contingency Tables

  • Jeong, D.B.;Hong, C.S.;Yoon, S.H.
    • Communications for Statistical Applications and Methods
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    • 제10권1호
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    • pp.135-144
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    • 2003
  • This work is concerned with comparison of the recently developed disparity measures for the partial association model in three dimensional categorical data. Data are generated by using simulation on each term in the log-linear model equation based on the partial association model, which is a proposed method in this paper. This alternative Monte Carlo methods are explored to study the behavior of disparity measures such as the power divergence statistic I(λ), the Pearson chi-square statistic X$^2$, the likelihood ratio statistic G$^2$, the blended weight chi-square statistic BWCS(λ), the blended weight Hellinger distance statistic BWHD(λ), and the negative exponential disparity statistic NED(λ) for moderate sample sizes. We find that the power divergence statistic I(2/3) and the blended weight Hellinger distance family BWHD(1/9) are the best tests with respect to size and power.

A Kullback-Leibler divergence based comparison of approximate Bayesian estimations of ARMA models

  • Amin, Ayman A
    • Communications for Statistical Applications and Methods
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    • 제29권4호
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    • pp.471-486
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    • 2022
  • Autoregressive moving average (ARMA) models involve nonlinearity in the model coefficients because of unobserved lagged errors, which complicates the likelihood function and makes the posterior density analytically intractable. In order to overcome this problem of posterior analysis, some approximation methods have been proposed in literature. In this paper we first review the main analytic approximations proposed to approximate the posterior density of ARMA models to be analytically tractable, which include Newbold, Zellner-Reynolds, and Broemeling-Shaarawy approximations. We then use the Kullback-Leibler divergence to study the relation between these three analytic approximations and to measure the distance between their derived approximate posteriors for ARMA models. In addition, we evaluate the impact of the approximate posteriors distance in Bayesian estimates of mean and precision of the model coefficients by generating a large number of Monte Carlo simulations from the approximate posteriors. Simulation study results show that the approximate posteriors of Newbold and Zellner-Reynolds are very close to each other, and their estimates have higher precision compared to those of Broemeling-Shaarawy approximation. Same results are obtained from the application to real-world time series datasets.

지하매설 배관의 축대칭 파동 전파 가능성 해석 (Analysis on the Likelihood of Axisymmetric Wave Propagation in Buried Water Pipes)

  • 박경조
    • 동력기계공학회지
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    • 제17권1호
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    • pp.36-41
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    • 2013
  • A study of the possible axisymmetric modes that propagate at low frequencies in buried, water-filled pipes is presented. It is well known that for a vacuum-pipe-vacuum system the sole non-torsional axisymmetric mode that exists at low frequencies is the fundamental L(0,1) mode. When a pipe is filled with water and still surrounded by a vacuum it is also known that another mode then appears which at low frequencies is characterized by predominantly axial water-borne displacements. In addition to these modes. this paper explores two other, less well known axisymmetric modes whose exitence depends on the acoustic properties of the outer medium that surrounds a pipe. The predicted characteristics of these modes are presented and the likelihood of them propagating over any significant distance in a buried water pipe is discussed.

가변어휘 핵심어 검출을 위한 비핵심어 모델링 및 후처리 성능평가 (Performance Evaluation of Nonkeyword Modeling and Postprocessing for Vocabulary-independent Keyword Spotting)

  • 김형순;김영국;신영욱
    • 음성과학
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    • 제10권3호
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    • pp.225-239
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    • 2003
  • In this paper, we develop a keyword spotting system using vocabulary-independent speech recognition technique, and investigate several non-keyword modeling and post-processing methods to improve its performance. In order to model non-keyword speech segments, monophone clustering and Gaussian Mixture Model (GMM) are considered. We employ likelihood ratio scoring method for the post-processing schemes to verify the recognition results, and filler models, anti-subword models and N-best decoding results are considered as an alternative hypothesis for likelihood ratio scoring. We also examine different methods to construct anti-subword models. We evaluate the performance of our system on the automatic telephone exchange service task. The results show that GMM-based non-keyword modeling yields better performance than that using monophone clustering. According to the post-processing experiment, the method using anti-keyword model based on Kullback-Leibler distance and N-best decoding method show better performance than other methods, and we could reduce more than 50% of keyword recognition errors with keyword rejection rate of 5%.

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3단계 과정의 장면 전환검출 (Scene Change Detection with 3-Step Process)

  • 신성윤;이양원
    • 한국컴퓨터정보학회논문지
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    • 제13권6호
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    • pp.147-154
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    • 2008
  • 본 논문에서는 우선 $X^2$ 히스토그램과 컬러 히스토그램을 합성한 방법과 정규화를 통하여 프레임 간 차이값을 계산한다. 다음으로 거리에 대한 클러스터링과 k-mean 군집화를 이용하여 클러스터의 대표 프레임을 결정한다. 마지막으로 우도비를 이용하여 그룹의 대표 프레임을 결정한다. 제안한 방법은 차이값 계산, 클리스터링과 군집화, 대표 프레임 추출의 3단계 과정을 수행하므로 다른 방법보다 검출이 뛰어나다는 것을 실험을 통해 알 수 있다.

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다중 안테나를 갖는 공간 다중화 시스템을 위한 maximum likelihood 검출기의 성능 분석 (Performance analysis of maximum likelihood detection for the spatial multiplexing system with multiple antennas)

  • 신명철;송영석;권동승;서정태;이충용
    • 대한전자공학회논문지TC
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    • 제42권12호
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    • pp.103-110
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    • 2005
  • 본 논문에서는 다중안테나를 갖는 공간 다중화 시스템에서 주어진 채널에 대한 maximum likelihood 검출기의 성능을 수식적으로 유도하였다. 벡터 심볼 오차율을 구하기 위해 nearest neighbor의 방향을 나타내는 에러벡터를 정의하였다. 전송 벡터 심볼이 랜덤한 채널에 의해 변환 될 경우 확정적으로 4개의 nearest neighbor를 가짐을 정의된 에러벡터의 특성을 이용해 입증하였다 변형된 구 검출기로부터 획득 가능한 에러벡터와 최소거리 정보를 바탕으로 주어진 랜덤 채널 하에서 벡터 심볼 오차율을 수식적으로 도출하였다. 유도된 벡터 심볼 오차식을 검증하기 위해, 랜덤 채널을 unitary 채널, dense 채널, sparse 채널로 분류한 후 각 채널 상황에서 유도된 결과 식을 모의 실험 결과와 비교하였다. 모의실험 결과로부터 유도된 벡터 심볼 오차식이 다양한 랜덤 MIMO 채널에서 ML 검출기의 성능을 잘 근사하고 있음을 입증하였다.

Minimum Distance based Precoder Design for General MIMO Systems using Gram Matrix

  • Chen, Zhiyong;Xu, Xiaodong
    • Journal of Communications and Networks
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    • 제17권6호
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    • pp.634-646
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    • 2015
  • Assuming perfect channel state information (CSI) at the transmitter and receiver, the optimization problem of maximizing the minimum Euclidean distance between two received signals by a linear precoder is considered for multiple-input multiple-output (MIMO) systems with arbitrary dimensions and arbitraryary quadrature amplitude modulation (QAM) input. A general precoding framework is first presented based on the Gram matrix, which is shown for 2-dimensional (2-D) and 3-dimensional (3-D) MIMO systems when employing the ellipse expanding method (EEM). An extended precoder for high-dimensional MIMO system is proposed following the precoding framework, where the Gram matrix for high-dimensional precoding matrix can be generated through those chosen from 2-D and 3-D results in association with a permutation matrix. A complexity-reduced maximum likelihood detector is also obtained according to the special structure of the proposed precoder. The analytical and numerical results indicate that the proposed precoder outperforms the other precoding schemes in terms of both minimum distance and bit error rate (BER).