• Title/Summary/Keyword: mean square error

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Convergence of the Filtered-x Least Mean Square Adaptive Algorithm for Active Noise Control of a Multiple Sinusoids (다중 정현파의 능동소음제어를 위한 Filtered-x 최소 평균제곱 적응 알고리듬 수렴 연구)

  • 이강승
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.13 no.4
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    • pp.239-246
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    • 2003
  • Application of the filtered-x Least Mean Square(LMS) adaptive filter to active noise control requires to estimate the transfer characteristics between the output and the error signal of the adaptive controller. In this paper, we derive the filtered-x adaptive noise control algorithm and analyze its convergence behavior when the acoustic noise consists of multiple sinusoids. The results of the convergence analysis of the filtered-x LMS algorithm indicate that the effects of the parameter estimation inaccuracy on the convergence behavior of the algorithm are characterized by two distinct components Phase estimation error and estimated gain. In particular, the convergence is shown to be strongly affected by the accuracy of the phase response estimate. Simulation results are presented to support the theoretical convergence analysis.

Generalized Ratio-Cum-Product Type Estimator of Finite Population Mean in Double Sampling for Stratification

  • Tailor, Rajesh;Lone, Hilal A.;Pandey, Rajiv
    • Communications for Statistical Applications and Methods
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    • v.22 no.3
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    • pp.255-264
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    • 2015
  • This paper addressed the problem of estimation of finite population mean in double sampling for stratification. This paper proposed a generalized ratio-cum-product type estimator of population mean. The bias and mean square error of the proposed estimator has been obtained upto the first degree of approximation. A particular member of the proposed generalized estimator was identified and studied from a comparison point of view. It is observed that the identified particular estimator is more efficient than usual unbiased estimator and Ige and Tripathi (1987) estimators. An empirical study was conducted in support of the theoretical findings.

A Study on Modified IGC Algorithm for Realtime Noise Reduction (실시간 소음 제거에 적합한 변형 IGC 알고리즘에 관한 연구)

  • Lee, Chae-Wook
    • Journal of the Institute of Convergence Signal Processing
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    • v.14 no.2
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    • pp.95-98
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    • 2013
  • The LMS(Least Mean Square) algorithm, one of the most famous, is generally used because of tenacity and high mating spots and simplicity of realization, But it has trade-off between nonuniform collection and EMSE(Excess mean square error). To overcome this weakness, a variable step size is used widely, but it needs a lot of calculation loads. In this paper, we suggest changed algorithm in case of environment changes of cars and reduce amount of calculation as it uses original signal and noise signal of IGC(Instantaneous Gain Control) algorithm. In this paper, logarithmic function is removed because of real-time processing IGC. The performance of proposed algorithm is tested to adaptive noise canceller in automobile.

Video De-noising Using Adaptive Temporal and Spatial Filter Based on Mean Square Error Estimation (MSE 추정에 기반한 적응적인 시간적 공간적 비디오 디노이징 필터)

  • Jin, Changshou;Kim, Jongho;Choe, Yoonsik
    • Journal of Broadcast Engineering
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    • v.17 no.6
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    • pp.1048-1060
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    • 2012
  • In this paper, an adaptive temporal and spatial filter (ATSF) based on mean square error (MSE) estimation is proposed. ATSF is a block based de-noising algorithm. Each noisy block is selectively filtered by a temporal filter or a spatial filter. Multi-hypothesis motion compensated filter (MHMCF) and bilateral filter are chosen as the temporal filter and the spatial filter, respectively. Although there is no original video, we mathematically derivate a formular to estimate the real MSE between a block de-noised by MHMCF and its original block and a linear model is proposed to estimate the real MSE between a block de-noised by bilateral filter and its original block. Finally, each noisy block is processed by the filter with a smaller estimated MSE. Simulation results show that our proposed algorithm achieves substantial improvements in terms of both visual quality and PSNR as compared with the conventional de-noising algorithms.

Performance Improvement of MCMA Equalizer with Parallel Structure (병렬 구조를 갖는 MCMA 등화기의 성능 개선)

  • Yoon, Jae-Sun;Lim, Seung-Gag
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.11 no.5
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    • pp.27-33
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    • 2011
  • In digital communication system that the Modified Constant Modulus Algorithm (MCMA) reduced the use of the adaptive equalization algorithm to combat the Inter-symbol Interference (ISI). MCMA is relatively brief operation. The major point of MCMA that it only achieves moderate convergence rate and steady state mean square error (MSE). In this paper suggest, MCMA equalization improve the performance with parallel structure. It combines Modified Constant Modulus Algorithm(MCMA) and Modified Decision Directed(MDD) algorithm. By exploiting the inherent structural relationship between the 4-QAM signal's coordinates and 16-QAM signal's coordinates, another style of cost function for Modified Constant Modulus Algorithm(MCMA) is defined and If it happen to offset of received signals and MCMA is poor performance in order to overcome this because the paper combines apply for MCMA and MDD(Modified Decision Direct) algorithm. By computer simulation, we confirmed that the proposed PMCMA-MDD algorithm has the fater convergence rate and steady mean square error than the conventional MCMA.

Mean estimation of small areas using penalized spline mixed-model under informative sampling

  • Chytrasari, Angela N.R.;Kartiko, Sri Haryatmi;Danardono, Danardono
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.349-363
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    • 2020
  • Penalized spline is a suitable nonparametric approach in estimating mean model in small area. However, application of the approach in informative sampling in a published article is uncommon. We propose a semiparametric mixed-model using penalized spline under informative sampling to estimate mean of small area. The response variable is explained in terms of mean model, informative sample effect, area random effect and unit error. We approach the mean model by penalized spline and utilize a penalized spline function of the inclusion probability to account for the informative sample effect. We determine the best and unbiased estimators for coefficient model and derive the restricted maximum likelihood estimators for the variance components. A simulation study shows a decrease in the average absolute bias produced by the proposed model. A decrease in the root mean square error also occurred except in some quadratic cases. The use of linear and quadratic penalized spline to approach the function of the inclusion probability provides no significant difference distribution of root mean square error, except for few smaller samples.

Forecasting of Passenger Numbers, Freight Volumes and Optimal Tonnage of Passenger Ship in Mokpo Port (목포항 여객수 및 적정 선복량 추정에 관한 연구)

  • Jang, Woon-Jae;Keum, Jong-Soo
    • Journal of Navigation and Port Research
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    • v.28 no.6
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    • pp.509-515
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    • 2004
  • The aim of this paper is to forecast passenger numbers and freight volumes in 2005 and it is proposed optimal tonnage of passenger ship. The forecasting of passenger numbers and freight volumes is important problem in order to determine optimal tonnage of passenger ship, port plan and development. In this paper, the forecasting of passenger numbers and freight volumes are performed by the method of neural network using back-propagation learning algorithm. And this paper compares the forecasting performance of neural networks with moving average method and exponential smooth method As the result of analysis. The forecasting of passenger numbers and freight volumes is that the neural networks performed better than moving average method and exponential smoothing method on the basis of MSE(mean square error) and MAE(mean absolute error).

Analysis of Relationship Between Meteorological Parameters and Solar Radiation at Cheongju (청주지역의 기상요소와 일사량과의 상관관계 분석)

  • Baek, Shin Chul;Shin, Hyoung Sub;Park, Jong Hwa
    • KCID journal
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    • v.19 no.1
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    • pp.87-96
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    • 2012
  • Information of local solar radiation is essential for many field, including water resources management, crop yield estimation, crop growth model, solar energy systems and irrigation and drainage design. Unfortunately, solar radiation measurements are not easily available due to the cost and maintenance and calibration requirements of the measuring equipment and station. Therefore, it is important to elaborate methods to estimate the solar radiation based on readily available meteorological data. In this study, two empirical equations are employed to estimate daily solar radiation using Cheongju Regional Meteorological Office data. Two scenarios are considered: (a) sunshine duration data are available for a given location, or (b) only daily cloudiness index records exist. Simple linear regression with daily sunshine duration and cloudiness index as the dependent variable accounted for 91% and 80%, respectively of the variation of solar radiation(H) at 2011. Daily global solar radiation is highly correlated with sunshine duration. In order to indicate the performance of the models, the statistical test methods of the mean bias error(MBE), root mean square error(RMSE) and correlation coefficient(r) are used. Sunshine duration and cloudiness index can be easily and reliably measured and data are widely available.

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A Missing Value Replacement Method for Agricultural Meteorological Data Using Bayesian Spatio-Temporal Model (농업기상 결측치 보정을 위한 통계적 시공간모형)

  • Park, Dain;Yoon, Sanghoo
    • Journal of Environmental Science International
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    • v.27 no.7
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    • pp.499-507
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    • 2018
  • Agricultural meteorological information is an important resource that affects farmers' income, food security, and agricultural conditions. Thus, such data are used in various fields that are responsible for planning, enforcing, and evaluating agricultural policies. The meteorological information obtained from automatic weather observation systems operated by rural development agencies contains missing values owing to temporary mechanical or communication deficiencies. It is known that missing values lead to reduction in the reliability and validity of the model. In this study, the hierarchical Bayesian spatio-temporal model suggests replacements for missing values because the meteorological information includes spatio-temporal correlation. The prior distribution is very important in the Bayesian approach. However, we found a problem where the spatial decay parameter was not converged through the trace plot. A suitable spatial decay parameter, estimated on the bias of root-mean-square error (RMSE), which was determined to be the difference between the predicted and observed values. The latitude, longitude, and altitude were considered as covariates. The estimated spatial decay parameters were 0.041 and 0.039, for the spatio-temporal model with latitude and longitude and for latitude, longitude, and altitude, respectively. The posterior distributions were stable after the spatial decay parameter was fixed. root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE), and bias were calculated for model validation. Finally, the missing values were generated using the independent Gaussian process model.