• Title/Summary/Keyword: linear estimator

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A Study on The Correction of The Channel Equalizer Decision Error Using Channel Estimator (채널추정기를 이용한 등화기 결정오류 정정 알고리즘에 관한 연구)

  • Kim, Seon-Woong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.8
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    • pp.18-24
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    • 2017
  • The process of transmitting messages through a medium with a limited bandwidth or channel dispersion inevitably involves signal distortion and noise influxes, resulting in the degradation of transmission quality due to the inter-symbol interference and additional noise, which increases the error rate of the received symbols. The main role of the equalizer is to remove the channel distortion and noise from the received signal to recover the transmitted messages. A number of studies on the equalizer composed of a combination of linear filter and error control coding have shown that they played a key role in enhancing the transmission efficiency, which is essential for digital communication. This paper proposes a new algorithm to correct the residual symbol errors in the message signal. In general, equalizer performance improvement algorithms were developed to improve the initial convergence speed or steady-state error. In this paper, however, the equalizer input signal was reconstructed using the equalizer decision symbols and the channel estimates to directly correct the decision errors by analyzing the statistical characteristics of the difference signal between the actual received signal and the reconstructed signal.

Generalization of modified systematic sampling and regression estimation for population with a linear trend (선형추세를 갖는 모집단에 대한 변형계통표집의 일반화와 회귀추정법)

  • Kim, Hyuk-Joo;Kim, Jeong-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1103-1118
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    • 2009
  • When we wish to estimate the mean or total of a finite population, the numbering of the population units is of importance. In this paper, we have proposed two methods for estimating the mean or total of a population having a linear trend, for the case when the reciprocal of the sampling fraction is an even number and the sample size is an odd number. The first method involves drawing a sample by using a method which is a generalization of Singh et al's (1968) modified systematic sampling, and using interpolation in determining the estimator. The second method involves selecting a sample by modified systematic sampling, and estimating the population parameters by the regression estimation method. Under the criterion of the expected mean square error based on Cochran's (1946) infinite superpopulation model, the proposed methods have been compared with existing methods. We have also made a comparison between the two proposed methods.

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Applications of Gaussian Process Regression to Groundwater Quality Data (가우시안 프로세스 회귀분석을 이용한 지하수 수질자료의 해석)

  • Koo, Min-Ho;Park, Eungyu;Jeong, Jina;Lee, Heonmin;Kim, Hyo Geon;Kwon, Mijin;Kim, Yongsung;Nam, Sungwoo;Ko, Jun Young;Choi, Jung Hoon;Kim, Deog-Geun;Jo, Si-Beom
    • Journal of Soil and Groundwater Environment
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    • v.21 no.6
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    • pp.67-79
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    • 2016
  • Gaussian process regression (GPR) is proposed as a tool of long-term groundwater quality predictions. The major advantage of GPR is that both prediction and the prediction related uncertainty are provided simultaneously. To demonstrate the applicability of the proposed tool, GPR and a conventional non-parametric trend analysis tool are comparatively applied to synthetic examples. From the application, it has been found that GPR shows better performance compared to the conventional method, especially when the groundwater quality data shows typical non-linear trend. The GPR model is further employed to the long-term groundwater quality predictions based on the data from two domestically operated groundwater monitoring stations. From the applications, it has been shown that the model can make reasonable predictions for the majority of the linear trend cases with a few exceptions of severely non-Gaussian data. Furthermore, for the data shows non-linear trend, GPR with mean of second order equation is successfully applied.

Base Flow Estimation in Uppermost Nakdong River Watersheds Using Chemical Hydrological Curve Separation Technique (화학적 수문곡선 분리기법을 이용한 낙동강 최상류 유역 기저유출량 산정)

  • Kim, Ryoungeun;Lee, Okjeong;Choi, Jeonghyeon;Won, Jeongeun;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.6
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    • pp.489-499
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    • 2020
  • Effective science-based management of the basin water resources requires an understanding of the characteristics of the streams, such as the baseflow discharge. In this study, the base flow was estimated in the two watersheds with the least artificial factors among the Nakdong River watersheds, as determined using the chemical hydrograph separation technique. The 16-year (2004-2019) discontinuous observed stream flow and electrical conductivity data in the Total Maximum Daily Load (TMDL) monitoring network were extended to continuous daily data using the TANK model and the 7-parameter log-linear model combined with the minimum variance unbiased estimator. The annual base flows at the upper Namgang Dam basin and the upper Nakdong River basin were both analyzed to be about 56% of the total annual flow. The monthly base flow ratio showed a high monthly deviation, as it was found to be higher than 0.9 in the dry season and about 0.46 in the rainy season. This is in line with the prevailing common sense notion that in winter, most of the stream flow is base flow, due to the characteristics of the dry season winter in Korea. It is expected that the chemical-based hydrological separation technique involving TANK and the 7-parameter log-linear models used in this study can help quantify the base flow required for systematic watershed water environment management.

Application of Recurrent Neural-Network based Kalman Filter for Uncertain Target Models (불확정 표적 모델에 대한 순환 신경망 기반 칼만 필터 설계)

  • DongBeom Kim;Daekyo Jeong;Jaehyuk Lim;Sawon Min;Jun Moon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.26 no.1
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    • pp.10-21
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    • 2023
  • For various target tracking applications, it is well known that the Kalman filter is the optimal estimator(in the minimum mean-square sense) to predict and estimate the state(position and/or velocity) of linear dynamical systems driven by Gaussian stochastic noise. In the case of nonlinear systems, Extended Kalman filter(EKF) and/or Unscented Kalman filter(UKF) are widely used, which can be viewed as approximations of the(linear) Kalman filter in the sense of the conditional expectation. However, to implement EKF and UKF, the exact dynamical model information and the statistical information of noise are still required. In this paper, we propose the recurrent neural-network based Kalman filter, where its Kalman gain is obtained via the proposed GRU-LSTM based neural-network framework that does not need the precise model information as well as the noise covariance information. By the proposed neural-network based Kalman filter, the state estimation performance is enhanced in terms of the tracking error, which is verified through various linear and nonlinear tracking problems with incomplete model and statistical covariance information.

A Genetic Algorithm for Trip Distribution and Traffic Assignment from Traffic Counts in a Stochastic User Equilibrium (사용자 평형을 이루는 통행분포와 통행배정을 위한 유전알고리즘)

  • Sung, Ki-Seok
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.11a
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    • pp.599-617
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    • 2006
  • A network model and a Genetic Algorithm(GA) is proposed to solve the simultaneous estimation of the trip distribution and traffic assignment from traffic counts in the congested networks in a logit-based Stochastic User Equilibrium (SUE). The model is formulated as a problem of minimizing the non-linear objective functions with the linear constraints. In the model, the flow-conservation constraints of the network are utilized to restrict the solution space and to force the link flows meet the traffic counts. The objective of the model is to minimize the discrepancies between the link flows satisfying the constraints of flow-conservation, trip production from origin, trip attraction to destination and traffic counts at observed links and the link flows estimated through the traffic assignment using the path flow estimator in the legit-based SUE. In the proposed GA, a chromosome is defined as a vector representing a set of Origin-Destination Matrix (ODM), link flows and travel-cost coefficient. Each chromosome is evaluated from the corresponding discrepancy, and the population of the chromosome is evolved by the concurrent simplex crossover and random mutation. To maintain the feasibility of solutions, a bounded vector shipment is applied during the crossover and mutation.

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ESTIMATION OF ERRORS IN THE TRANSVERSE VELOCITY VECTORS DETERMINED FROM HINODE/SOT MAGNETOGRAMS USING THE NAVE TECHNIQUE

  • Chae, Jong-Chul;Moon, Yong-Jae
    • Journal of The Korean Astronomical Society
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    • v.42 no.3
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    • pp.61-69
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    • 2009
  • Transverse velocity vectors can be determined from a pair of images successively taken with a time interval using an optical flow technique. We have tested the performance of the new technique called NAVE (non-linear affine velocity estimator) recently implemented by Chae & Sakurai using real image data taken by the Narrowband Filter Imager (NFI) of the Solar Optical Telescope (SOT) aboard the Hinode satellite. We have developed two methods of estimating the errors in the determination of velocity vectors, one resulting from the non-linear fitting ${\sigma}_{\upsilon}$ and the other ${\epsilon}_u$ resulting from the statistics of the determined velocity vectors. The real error is expected to be somewhere between ${\sigma}_{\upsilon}$ and ${\epsilon}_u$. We have investigated the dependence of the determined velocity vectors and their errors on the different parameters such as the critical speed for the subsonic filtering, the width of the localizing window, the time interval between two successive images, and the signal-to-noise ratio of the feature. With the choice of $v_{crit}$ = 2 pixel/step for the subsonic filtering, and the window FWHM of 16 pixels, and the time interval of one step (2 minutes), we find that the errors of velocity vectors determined using the NAVE range from around 0.04 pixel/step in high signal-to-noise ratio features (S/N $\sim$ 10), to 0.1 pixel/step in low signa-to-noise ratio features (S/N $\sim$ 3) with the mean of about 0.06 pixel/step where 1 pixel/step corresponds roughly to 1 km/s in our case.

A Study of Short-Term Load Forecasting System Using Data Mining (데이터 마이닝을 이용한 단기 부하 예측 시스템 연구)

  • Joo, Young-Hoon;Jung, Keun-Ho;Kim, Do-Wan;Park, Jin-Bae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.2
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    • pp.130-135
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    • 2004
  • This paper presents a new design methods of the short-term load forecasting system (STLFS) using the data mining. The structure of the proposed STLFS is divided into two parts: the Takagi-Sugeno (T-S) fuzzy model-based classifier and predictor The proposed classifier is composed of the Gaussian fuzzy sets in the premise part and the linearized Bayesian classifier in the consequent part. The related parameters of the classifier are easily obtained from the statistic information of the training set. The proposed predictor takes form of the convex combination of the linear time series predictors for each inputs. The problem of estimating the consequent parameters is formulated by the convex optimization problem, which is to minimize the norm distance between the real load and the output of the linear time series estimator. The problem of estimating the premise parameters is to find the parameter value minimizing the error between the real load and the overall output. Finally, to show the feasibility of the proposed method, this paper provides the short-term load forecasting example.

Procedure for the Selection of Principal Components in Principal Components Regression (주성분회귀분석에서 주성분선정을 위한 새로운 방법)

  • Kim, Bu-Yong;Shin, Myung-Hee
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.967-975
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    • 2010
  • Since the least squares estimation is not appropriate when multicollinearity exists among the regressors of the linear regression model, the principal components regression is used to deal with the multicollinearity problem. This article suggests a new procedure for the selection of suitable principal components. The procedure is based on the condition index instead of the eigenvalue. The principal components corresponding to the indices are removed from the model if any condition indices are larger than the upper limit of the cutoff value. On the other hand, the corresponding principal components are included if any condition indices are smaller than the lower limit. The forward inclusion method is employed to select proper principal components if any condition indices are between the upper limit and the lower limit. The limits are obtained from the linear model which is constructed on the basis of the conjoint analysis. The procedure is evaluated by Monte Carlo simulation in terms of the mean square error of estimator. The simulation results indicate that the proposed procedure is superior to the existing methods.

A Study for the Drivers of Movie Box-office Performance (영화흥행 영향요인 선택에 관한 연구)

  • Kim, Yon Hyong;Hong, Jeong Han
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.441-452
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    • 2013
  • This study analyzed the relationship between key film and a box office record success factors based on movies released in the first quarter of 2013 in Korea. An over-fitting problem can happen if there are too many explanatory variables inserted to regression model; in addition, there is a risk that the estimator is instable when there is multi-collinearity among the explanatory variables. For this reason, optimal variable selection based on high explanatory variables in box-office performance is of importance. Among the numerous ways to select variables, LASSO estimation applied by a generalized linear model has the smallest prediction error that can efficiently and quickly find variables with the highest explanatory power to box-office performance in order.