• 제목/요약/키워드: minimum MSE estimation

검색결과 17건 처리시간 0.033초

BLUE-Based Channel Estimation Technique for Amplify and Forward Wireless Relay Networks

  • PremKumar, M.;SenthilKumaran, V.N.;Thiruvengadam, S.J.
    • ETRI Journal
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    • 제34권4호
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    • pp.511-517
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    • 2012
  • The best linear unbiased estimator (BLUE) is most suitable for practical application and can be determined with knowledge of only the first and second moments of the probability density function. Although the BLUE is an existing algorithm, it is still largely unexplored and has not yet been applied to channel estimation in amplify and forward (AF)-based wireless relay networks (WRNs). In this paper, a BLUE-based algorithm is proposed to estimate the overall channel impulse response between the source and destination of AF strategy-based WRNs. Theoretical mean square error (MSE) performance for the BLUE is derived to show the accuracy of the proposed channel estimation algorithm. In addition, the Cram$\acute{e}$r-Rao lower bound (CRLB) is derived to validate the MSE performance. The proposed BLUE channel estimation algorithm approaches the CRLB as the length of the training sequence and number of relays increases. Further, the BLUE performs better than the linear minimum MSE estimator due to the minimum variance characteristic exhibited by the BLUE, which happens to be a function of signal-to-noise ratio.

Observed Data Oriented Bispectral Estimation of Stationary Non-Gaussian Random Signals - Automatic Determination of Smoothing Bandwidth of Bispectral Windows

  • Sasaki, K.;Shirakata, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.502-507
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    • 2003
  • Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

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Frequency Domain Channel Estimation for MIMO SC-FDMA Systems with CDM Pilots

  • Kim, Hyun-Myung;Kim, Dongsik;Kim, Tae-Kyoung;Im, Gi-Hong
    • Journal of Communications and Networks
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    • 제16권4호
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    • pp.447-457
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    • 2014
  • In this paper, we investigate the frequency domain channel estimation for multiple-input multiple-output (MIMO) single-carrier frequency-division multiple-access (SC-FDMA) systems. In MIMO SC-FDMA, code-division multiplexed (CDM) pilots such as cyclic-shifted Zadoff-Chu sequences have been adopted for channel estimation. However, most frequency domain channel estimation schemes were developed based on frequency-division multiplexing of pilots. We first develop a channel estimation error model by using CDM pilots, and then analyze the mean-square error (MSE) of various minimum MSE (MMSE) frequency domain channel estimation techniques. We show that the cascaded one-dimensional robust MMSE (C1D-RMMSE) technique is complexity-efficient, but it suffers from performance degradation due to the channel correlation mismatch when compared to the two-dimensional MMSE (2D-MMSE) technique. To improve the performance of C1D-RMMSE, we design a robust iterative channel estimation (RITCE) with a frequency replacement (FR) algorithm. After deriving the MSE of iterative channel estimation, we optimize the FR algorithm in terms of the MSE. Then, a low-complexity adaptation method is proposed for practical MIMO SC-FDMA systems, wherein FR is performed according to the reliability of the data estimates. Simulation results show that the proposed RITCE technique effectively improves the performance of C1D-RMMSE, thus providing a better performance-complexity tradeoff than 2D-MMSE.

Segment Training Based Individual Channel Estimation for Multi-pair Two-Way Relay Network with Power Allocation

  • He, Xiandeng;Zhou, Ronghua;Chen, Nan;Zhang, Shun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권2호
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    • pp.566-578
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    • 2018
  • In this paper, we design a segment training based individual channel estimation (STICE) scheme for the classical two-way relay network (TWRN) with multi-pair sources (MPS) and amplify-and-forward (AF). We adopt the linear minimum mean square error (LMMSE) channel estimator to minimize the mean square error (MSE) without channel estimation error, where the optimal power allocation strategy from the relay for different sources is obtained. Then the MSE gains are given with different source pairs among the proposed power allocation scheme and the existing power allocation schemes. Numerical results show that the proposed method outperforms the existing ones.

로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교 (Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution)

  • 최병진
    • Communications for Statistical Applications and Methods
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    • 제18권5호
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    • pp.625-636
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    • 2011
  • 본 논문에서는 로그정규분포의 엔트로피에 대한 모수적 추정량으로 최소분산비편향추정량과 최대가능도추정량을 제시하고 성질을 비교한다. 각 추정량의 분산을 유도해서 일치성을 밝히고 최대가능도 추정량의 편향이 추정에 미치는 영향을 분석한다. 델타근사방법을 이용해서 얻은 추정량의 분포를 제시하고 적합도 평가를 통한 유도한 분포의 확증을 위해서 모의실험을 수행한다. 평균제곱오차에 의한 상대적 효율성에 대한 조사를 통해 두 추정량의 성능을 비교한다. 모의실험의 결과에서 최소분산비편향추정량은 최대가능도 추정량보다 더 좋은 효율을 보이는 것으로 나타나며, 특히 표본크기와 분산이 동시에 작아짐에 따라 효율이 점점 높아지게 되어 월등히 나은 성능을 발휘함을 볼 수 있다.

국도 단속류 구간에서 DSRC를 활용하여 수집한 개별차량 통행시간의 최적 수집 간격 결정 연구 (Determination of the Optimal Aggregation Interval Size of Individual Vehicle Travel Times Collected by DSRC in Interrupted Traffic Flow Section of National Highway)

  • 박현석;김영찬
    • 대한교통학회지
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    • 제35권1호
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    • pp.63-78
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    • 2017
  • 연구는 국도 단속류 구간에서 DSRC로 수집한 개별차량 통행시간의 대푯값 산정 시 신뢰도를 높이는 최적 수집 간격을 결정하는데 목적이 있다. 이를 위하여, 단속류 구간에서 수집되는 가장 대표적인 개별차량 통행시간의 분포인 양봉형태의 비대칭 분포를 따르는 수집데이터를 활용하고 개별차량 통행시간의 수집 간격 크기를 변화시켜 MSE(Mean Square Error)를 추정함으로 오차가 최소가 되는 최적 수집 간격 크기를 결정한다. MSE 산정을 위한 편의 추정식은 비대칭 분포에서도 활용이 가능한 t-분포의 최대 추정 오차식을 활용하였다. 최적 수집 간격 분석을 위한 데이터 수집 간격은 단속류 구간에서 신호정지로 데이터 수집이 정상적으로 결측 되는 1-2분 수집 간격은 제외하고, 3분 이상의 수집 간격만을 대상으로 하였다. 데이터 수집 시 결측을 발생시키는 수집 간격은 결측 데이터 보정처리 과정에서 또 다른 오차를 유발하게 되어 배제하였다. 분석결과 MSE가 최소가 되는 최적 수집 간격은 3-5분이며, 통행시간 증가 시 최적 수집 간격은 3분으로 짧아짐을 확인하였다. 시스템 운영의 효율성과 통행시간 대푯값 산정의 신뢰도 향상을 모두 고려할 때 기본 수집 간격은 기존과 같이 5분으로 운영하고, 정체 시는 3분으로 수집 간격을 줄여 운영하는 것이 효과적일 것으로 사료된다.

오차분포거리의 반복적 계산에 의한 결정궤환 알고리듬 (Decision Feedback Algorithms using Recursive Estimation of Error Distribution Distance)

  • 김남용
    • 한국산학기술학회논문지
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    • 제16권5호
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    • pp.3434-3439
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    • 2015
  • 정보이론적 학습의 한 성능기준인 두 오차확률분포간 유클리드거리(MEDE)는 비선형 (결정 궤환, DF) 등화 알고리듬에 채택되었고 심각한 채널 왜곡과 충격성 잡음이 있는 환경에서 탁월한 성능을 보였다. 그러나 이 MEDE-DF 알고리듬은 과중한 계산 복잡성이라는 문제를 지니고 있다. 이 논문에서는 MEDE-DF 알고리듬을 위한 반복적 ED를 먼저 유도하고 그 다음 전후방 영역에 대해 가중치 기울기를 반복적으로 추정하는 식을 유도하였다. MEDE-DF 알고리듬의 반복적 기울기 추정방식의 효과를 입증하기위해 곱셈 계산량을 비교하였고 충격성 잡음과 수중 통신 환경에서 모의 실험한 MSE 성능 결과를 비교하였다. 제안한 DF 방식과 기존의 MEDE-DF 알고리듬의 곱셈 계산량 비는 샘플사이즈 N 에 대해 $2(9N+4):2(3N^2+3N)$로 나타나면서도 충격성 잡음과 수중통신 채널환경에서 동일한 MSE 학습 성능을 유지하였다.

A Study on Individual Tap-Power Estimation for Improvement of Adaptive Equalizer Performance

  • Kim, Nam-Yong
    • Journal of electromagnetic engineering and science
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    • 제4권1호
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    • pp.23-29
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    • 2004
  • In this paper we analyze convergence constraints and time constant of IT-LMS algorithm and derive a method of making it's time constant independent of signal power by using input variance estimation. The method for estimating the input variance is to use a single-pole low-pass filter(LPF) with common smoothing parameter value, θ. The estimator is with narrow bandwidth for large θ but with wide bandwidth for small θ. This small θ gives long term average estimation(low frequency) of the fluctuating input variance well as short term variations (high frequency) of the input power. In our simulations of multipath communication channel equalization environments, the method with large θ has shown not as much improved convergence speed as the speed of the original IT-LMS algorithm. The proposed method with small θ=0.01 reach its minimum MSE in 100 samples whereas the IT-LMS converges in 200 samples. This shows the proposed, tap-power normalized IT-LMS algorithm can be applied more effectively to digital wireless communication systems.

An Adaptive Radial Basis Function Network algorithm for nonlinear channel equalization

  • Kim Nam yong
    • 한국통신학회논문지
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    • 제30권3C호
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    • pp.141-146
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    • 2005
  • The authors investigate the convergence speed problem of nonlinear adaptive equalization. Convergence constraints and time constant of radial basis function network using stochastic gradient (RBF-SG) algorithm is analyzed and a method of making time constant independent of hidden-node output power by using sample-by-sample node output power estimation is derived. The method for estimating the node power is to use a single-pole low-pass filter. It is shown by simulation that the proposed algorithm gives faster convergence and lower minimum MSE than the RBF-SG algorithm.

Estimation of the Lorenz Curve of the Pareto Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.285-292
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    • 1999
  • In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.

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