• Title/Summary/Keyword: minimum mean square error

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Estimating the AUC of the MROC curve in the presence of measurement errors

  • G, Siva;R, Vishnu Vardhan;Kamath, Asha
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.533-545
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    • 2022
  • Collection of data on several variables, especially in the field of medicine, results in the problem of measurement errors. The presence of such measurement errors may influence the outcomes or estimates of the parameter in the model. In classification scenario, the presence of measurement errors will affect the intrinsic cum summary measures of Receiver Operating Characteristic (ROC) curve. In the context of ROC curve, only a few researchers have attempted to study the problem of measurement errors in estimating the area under their respective ROC curves in the framework of univariate setup. In this paper, we work on the estimation of area under the multivariate ROC curve in the presence of measurement errors. The proposed work is supported with a real dataset and simulation studies. Results show that the proposed bias-corrected estimator helps in correcting the AUC with minimum bias and minimum mean square error.

Robust extreme quantile estimation for Pareto-type tails through an exponential regression model

  • Richard Minkah;Tertius de Wet;Abhik Ghosh;Haitham M. Yousof
    • Communications for Statistical Applications and Methods
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    • v.30 no.6
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    • pp.531-550
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    • 2023
  • The estimation of extreme quantiles is one of the main objectives of statistics of extremes (which deals with the estimation of rare events). In this paper, a robust estimator of extreme quantile of a heavy-tailed distribution is considered. The estimator is obtained through the minimum density power divergence criterion on an exponential regression model. The proposed estimator was compared with two estimators of extreme quantiles in the literature in a simulation study. The results show that the proposed estimator is stable to the choice of the number of top order statistics and show lesser bias and mean square error compared to the existing extreme quantile estimators. Practical application of the proposed estimator is illustrated with data from the pedochemical and insurance industries.

New Filtering Method for Reducing Registration Error of Distributed Sensors (분산된 센서들의 Registration 오차를 줄이기 위한 새로운 필터링 방법)

  • Kim, Yong-Shik;Lee, Jae-Hoon;Do, Hyun-Min;Kim, Bong-Keun;Tanikawa, Tamio;Ohba, Kohtaro;Lee, Ghang;Yun, Seok-Heon
    • The Journal of Korea Robotics Society
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    • v.3 no.3
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    • pp.176-185
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    • 2008
  • In this paper, new filtering method for sensor registration is provided to estimate and correct error of registration parameters in multiple sensor environments. Sensor registration is based on filtering method to estimate registration parameters in multiple sensor environments. Accuracy of sensor registration can increase performance of data fusion method selected. Due to various error sources, the sensor registration has registration errors recognized as multiple objects even though multiple sensors are tracking one object. In order to estimate the error parameter, new nonlinear information filtering method is developed using minimum mean square error estimation. Instead of linearization of nonlinear function like an extended Kalman filter, information estimation through unscented prediction is used. The proposed method enables to reduce estimation error without a computation of the Jacobian matrix in case that measurement dimension is large. A computer simulation is carried out to evaluate the proposed filtering method with an extended Kalman filter.

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MMSE based Wiener-Hopf Equation

  • Cho, Juphil;Lee, Il Kyu;Cha, Jae Sang
    • International Journal of Internet, Broadcasting and Communication
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    • v.4 no.1
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    • pp.18-22
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    • 2012
  • In this paper, we propose an equivalent Wiener-Hopf equation. The proposed algorithm can obtain the weight vector of a TDL(tapped-delay-line) filter and the error simultaneously if the inputs are orthogonal to each other. The equivalent Wiener-Hopf equation was analyzed theoretically based on the MMSE(minimum mean square error) method. The results present that the proposed algorithm is equivalent to original Wiener-Hopf equation. In conclusion, our method can find the coefficient of the TDL (tapped-delay-line) filter where a lattice filter is used, and also when the process of Gram-Schmidt orthogonalization is used. Furthermore, a new cost function is suggested which may facilitate research in the adaptive signal processing area.

Error Performance of UWB-MIMO system according to channel detection methods (UWB-MIMO 시스템에서 채널 검파 방식에 따른 성능 비교분석)

  • Kang, Yun-Jeong;Baek, Sun-Young;Kim, Sang-Choon
    • Proceedings of the KIEE Conference
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    • 2008.10b
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    • pp.113-114
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    • 2008
  • In this paper, binary pulse-position modulation (2PPM) time-hoping (TH) ultra-wideband (UWB) system is applied to multiple input multiple output (MIMO) system using vertical bell lab layered space-time (V-BLAST) structure to achieve high-data-rate communications. This UWB-MIMO system and its receivers are analyzed, and its BER performances are evaluated. In the receiver, various MIMO detection algorithms such as zero-forcing (ZF), ZF-ordered successive interference cancellation (OSIC), minimum-mean-square-error (MMSE), MMSE-OSIC and maximum likelihood (ML) are comparatively studied.

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A Composite LMMSE Channel Estimator for Spectrum-Efficient OFDM Transmit Diversity

  • Seo, Jeong-Wook;Jeon, Won-Gi;Paik, Jong-Ho;Jo, Min-Ho;Kim, Dong-Ku
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.2 no.4
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    • pp.209-221
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    • 2008
  • In this paper, we propose a subcarrier allocation method and a composite linear minimum mean square error (LMMSE) channel estimator to increase spectrum efficiency in orthogonal frequency division multiplexing (OFDM) transmit diversity. The pilot symbols for OFDM transmit (Alamouti) diversity are exclusively allocated in two OFDM symbols in different antennas, which causes serious degradation of spectrum efficiency. To reduce the number of pilot symbols, our subcarrier allocation method uses repetition-coded data symbols, and the proposed channel estimator maintains good bit error rate (BER) performance.

BER Performance of OFDM Combined with TDM Using Frequency-Domain Equalization

  • Gacanin, Haris;Takaoka, Shinsuke;Adachi, Fumiyuki
    • Journal of Communications and Networks
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    • v.9 no.1
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    • pp.34-42
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    • 2007
  • Orthogonal frequency division multiplexing (OFDM) combined with time division multiplexing (TDM), in this paper called OFDM/TDM, can overcome the high peak-to-average-power ratio (PAPR) problem of the conventional OFDM and improve the robustness against long time delays. In this paper, the bit error rate (BER) performance of OFDM/FDM in a frequency-selective Rayleigh fading. channel is evaluated by computer simulation. It is shown that the use of frequency-domain equalization based on minimum mean square error criterion (MMSE-FDE) can significantly improve the BER performance, compared to the conventional OFDM, by exploiting the channel frequency-selectivity while reducing the PAPR or improving the robustness against long time delays. It is also shown that the performance of OFDM/FDM designed to reduce the PAPR can bridge the conventional OFDM and single-carrier (SC) transmission by changing the design parameter.

An Improvement of UMP-BP Decoding Algorithm Using the Minimum Mean Square Error Linear Estimator

  • Kim, Nam-Shik;Kim, Jae-Bum;Park, Hyun-Cheol;Suh, Seung-Bum
    • ETRI Journal
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    • v.26 no.5
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    • pp.432-436
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    • 2004
  • In this paper, we propose the modified uniformly most powerful (UMP) belief-propagation (BP)-based decoding algorithm which utilizes multiplicative and additive factors to diminish the errors introduced by the approximation of the soft values given by a previously proposed UMP BP-based algorithm. This modified UMP BP-based algorithm shows better performance than that of the normalized UMP BP-based algorithm, i.e., it has an error performance closer to BP than that of the normalized UMP BP-based algorithm on the additive white Gaussian noise channel for low density parity check codes. Also, this algorithm has the same complexity in its implementation as the normalized UMP BP-based algorithm.

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Spatial Multiplexing Receivers in UWB MIMO Systems based on Prerake Combining

  • An, Jin-Young;Kim, Sang-Choon
    • Journal of information and communication convergence engineering
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    • v.9 no.4
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    • pp.385-390
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    • 2011
  • In this paper, various ultra-wideband (UWB) spatial multiplxing (SM) multiple input multiple output (MIMO) receivers based on a prerake diversity combining scheme are discussed and their performance is analyzed. Several UWB MIMO detection approaches such as zero forcing (ZF), minimum mean square error (MMSE), ordered successive interference cancellation (OSIC), sorted QR decomposition (SQRD), and maximum likelihood (ML) are considered in order to cope with inter-channel interference. The UWB SM systems based on transmitter-side multipath preprocessing and receiver-side MIMO detection can either boost the transmission data rate or offer significant diversity gain and improved BER performance. The error performance and complexity of linear and nonlinear detection algorithms are comparatively studied on a lognormal multipath fading channel.

Approaching Near-Capacity on a Multi-Antenna Channel using Successive Decoding and Interference Cancellation Receivers

  • Sellathurai, Mathini;Guinand, Paul;Lodge, John
    • Journal of Communications and Networks
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    • v.5 no.2
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    • pp.116-123
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    • 2003
  • In this paper, we address the problem of designing multirate codes for a multiple-input and multiple-output (MIMO) system by restricting the receiver to be a successive decoding and interference cancellation type, when each of the antennas is encoded independently. Furthermore, it is assumed that the receiver knows the instantaneous fading channel states but the transmitter does not have access to them. It is well known that, in theory, minimummean- square error (MMSE) based successive decoding of multiple access (in multi-user communications) and MIMO channels achieves the total channel capacity. However, for this scheme to perform optimally, the optimal rates of each antenna (per-antenna rates) must be known at the transmitter. We show that the optimal per-antenna rates at the transmitter can be estimated using only the statistical characteristics of the MIMO channel in time-varying Rayleigh MIMO channel environments. Based on the results, multirate codes are designed using punctured turbo codes for a horizontal codedMIMOsystem. Simulation results show performances within about one to two dBs of MIMO channel capacity.