• Title/Summary/Keyword: noise covariance

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Direct-Detection, Analysis of the point-detector arrays used in optical communication (직접검파, 광통신에 이용되는 Point-detector Array의 해석)

  • 성평식;김영권
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.12 no.5
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    • pp.428-438
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    • 1987
  • This paper describesl the point-detector arrays system to processes the field of signal and noise of the turbulent atmosphere or variance and covariance circuit. By using the aboves, the maximum output of direct-detection shows a little differences between experimental datas. As a whole the experimental data datas are agreed with the joint Gaussian theoretical curves.

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Design of the Well-Conditioned Observer Using the Non-Normality Measure (비정규지표를 이용한 Well-Conditioned 관측기 설계)

  • Jung, Jong-Chul;Huh, Kun-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.6
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    • pp.1114-1119
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    • 2002
  • In this paper, the well-conditioned observer is designed to be insensitive to the ill-conditioning factors in transient and steady-state observer performance. A condition number based on 12-norm of the eigenvector matrix of the observer matrix has been proposed on a principal index in the observer performance. For the well-conditioned observer design, the non-normality measure and the observability condition of the observer matrix are utilized. The two constraints are specified into observer gain boundary region that guarantees a small condition number and a stable observer. The observer gain selected in this region guarantees a well-conditioned and observable property. In this study, this method is applied to the Luenberger observer and Kalman filters for small order systems. In designing Kalman filters, the ratio of the process noise covariance to the measurement noise covariance is a design parameter and its effect on the condition number is investigated.

Design of the Well-Conditioned Observer Using the Non-normality Measure (비정규지표를 이용한 Well-Conditioned 관측기 설계)

  • 정종철;허건수
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 2001.10a
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    • pp.313-318
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    • 2001
  • In this paper, the well-conditioned observer is designed to be insensitive to the ill-conditioning factors in transient and steady-state observer performance. A condition number based on $L_2-norm$ of the eigenvector matrix of the observer matrix has been proposed on a principal index in the observer performance. For the well-conditioned observer design, the non-normality measure and the observability condition of the observer matrix are utilized. The two constraints are specified into observer gain boundary region that guarantees a small condition number and a stable observer. The observer gain selected in this region guarantees a well-conditioned and observable property. In this study, this method is applied to the Luenberger observer and Kalman filters. In designing Kalman filters for small order systems, the ratio of the process noise covariance to the measurement noise covariance is a design parameter and its effect on the condition number is investigated.

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An Efficient Method to Compute a Covariance Matrix of the Non-local Means Algorithm for Image Denoising with the Principal Component Analysis (영상 잡음 제거를 위한 주성분 분석 기반 비 지역적 평균 알고리즘의 효율적인 공분산 행렬 계산 방법)

  • Kim, Jeonghwan;Jeong, Jechang
    • Journal of Broadcast Engineering
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    • v.21 no.1
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    • pp.60-65
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    • 2016
  • This paper introduces the non-local means (NLM) algorithm for image denoising, and also introduces an improved algorithm which is based on the principal component analysis (PCA). To do the PCA, a covariance matrix of a given image should be evaluated first. If we let the size of neighborhood patches of the NLM S × S2, and let the number of pixels Q, a matrix multiplication of the size S2 × Q is required to compute a covariance matrix. According to the characteristic of images, such computation is inefficient. Therefore, this paper proposes an efficient method to compute the covariance matrix by sampling the pixels. After sampling, the covariance matrix can be computed with matrices of the size S2 × floor (Width/l) × (Height/l).

A Study on the optimum covariance matrix to smart antenna (스마트 안테나에서 최적 공분산 행렬 연구)

  • Lee, Kwan Hyoung;Song, Woo Young;Joo, Jong Hyuk
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.5 no.1
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    • pp.83-88
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    • 2009
  • This paper consider the problem of direction of arrival(DOA) estimation in the presence of multipath propagation. The sensor elements are assumed to be linear and uniformly spaced. Numerous authors have advocated the use of a beamforming preprocessor to facilitate application of high resolution direction finding algorithms The benefits cited include reduced computation, improved performance in environments that include spatially colored noise, and enhanced resolution. Performance benefits typically have been demonstrated via specific example. The purpose of this paper is to provide an analysis of a beamspace version of the MUSIC algorithm applicable to two closely spaced emitters in diverse scenarios. Specifically, the analysis is applicable to uncorrelated far field emitters of any relative power level, confined to a known plane, and observed by an arbitrary array of directional antenna. In this paper, we researched about optimize beam forming to smart antenna system. The covariance matrix obtained using fourth order cumulant function. Simulations illustrate the performance of the techniques.

Covariance Analysis Study for KOMPSAT Attitude Determination System

  • Rhee, Seung-Wu
    • International Journal of Aeronautical and Space Sciences
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    • v.1 no.1
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    • pp.70-80
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    • 2000
  • The attitude knowledge error model is formulated for specifically KOMPSAT attitude determination system using the Lefferts/Markley/Shuster method, and the attitude determination(AD) error analysis is performed so as to investgate the on-board attitude determination capability of KOrea Multi-Purpose SATellite(KOMPSAT) using the covariance analysis method. Analysis results show there is almost no initial value effect on Attitude Determination (AD) error and the sensor noise effects on AD error are drastically decreased as is predicted because of the inherent characteristic of Kalman filter structure. However, it shows that the earth radiance effect of IR-sensor(earth sensor) and the bias effects of both IR-sensor and fine sun sensor are the dominant factors degrading AD error and gyro rate bias estimate error in AD system. Analysis results show that the attitude determination errors of roll, pitch and yaw axes are 0.056, 0.092 and 0.093 degrees, respectively. These numbers are smaller than the required values for the normal mission of KOMPSAT. Also, the selected on-orbit data of KOMPSAT is presented to demonstrate the designed AD system.

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A Study on Performance Analysis of High Resolution DOA Method based on MUSIC (MUSIC을 근간으로 하는 고해상도 DOA 방법의 성능분석에 관한 연구)

  • 이일근;최인경;김영집;강철신
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.19 no.2
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    • pp.345-353
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    • 1994
  • This paper proposes a high resolution direction finding method, which is so called the 'averaged MUSIC'. This method uses a new sample array covariance matrix that consists of diagonal components obtained by taking averages of the diagonal component values of the sample covariance matrix for the MUSIC. This paper also shows that the proposed method performs higher resolced direction-of-arrival estimation than the MUSIC in such cases as low signal-to-noise ratio, closed signal sources, and limited number of sensors, based on the statistical analysis.

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Performance bounds of optimal FIR filter-under modeling uncertainty (모델 불확실성에 대한 초적 FIR 필터의 성능한계)

  • 유경상;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.64-69
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    • 1993
  • In this paper we present the performance bounds of the optimal FIR filter in continuous time systems with modeling uncertainty. The performance measure bounds are calculated from the estimation error covariance bounds of the optimal FIR filter and the suboptimal FIR filter. Performance error bounds range are expressed by the upper bounds on the estimation error covariance difference between the real and nominal values in case of the systems with noise uncertainty or model uncertainty. The performance bounds of the systems are derived on the assumption that the system uncertainty and the estimation error covariance are imperfectly known a priori. The estimation error bounds of the optimal FIR filter is compared with those of the Kalman filter via a numerical example applied to the estimation of the motion of an aircraft carrier at sea, which shows the former has better performances than the latter.

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Signal Processing(I)-Mathematical Basis and Characterization of Signals by Covariance Functions (신호처리(I)-수학기초.Covariance로서 나타난 한 신호의 특질)

  • 안수길
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.16 no.6
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    • pp.1-10
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    • 1979
  • Recent progresses in the signal processing technique in digital domain as well as that of analogue, impose a heavy burden on scientists and engineers intending to study this dis cipline, we surveyed basic tools for these vast branches to help those who have concerns on this field without being buried in detailed techniques. The first article is naturally confined to the basic tools namely random process analysis and characterization of random signal by covariance function.

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Statistical Analysis on Frequency Estimation of Multiple Sinusoids from EV with a Data based Covariance Matrix (데이터 기초의 공분산 행렬로 구성된 EV 방법으로부터 다중 정현파의 주파수 추정에 관한 통계적 분석)

  • Ahn, Tae-Chon;Tak, Hyun-Su;Choi, Byung-Yun
    • Proceedings of the KIEE Conference
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    • 1992.07a
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    • pp.453-456
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    • 1992
  • A Data-based Covariance Matrix(DCM) is introduced in the Eigenvector(EV) method, among subspace methods of estimating multiple sinusoidal frequencies from finite white noisy measurements. It is shown that the EV with the DCM can obtain the true. frequencies from finite noiseless data Some asymptotic results and further improvement on the DCM are also presented mathematically. Monte-carlo simulations are statistically conducted from the view-points of means and standard deviations in the EV's of DCM and Conventional Covariance Matrix(CCM). Simulations show a great promise for using the DCM, particularly for the cases of short data records, closely spaced frequencies and high signal-to-noise ratios.

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