• Journal of the Institute of Convergence Signal Processing
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• v.11 no.4
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• pp.270-277
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• 2010

The BAMS filter is a kind of wavelet shrinkage filter based on the Bayes estimators with no simulation, therefore it can be used for a real time filter. The denoising efficiency of BAMS filter is seriously affected by the estimated noise variance in each wavelet band. To remove noise in signals in existing BAMS filter, the noise variance is estimated by using the quartile of the finest level of details in the wavelet decomposition, and with this variance, the noise of the level is removed. In this paper, to remove the image noise includingodified quartile of the level of detail is proposed. And by these techniques, the image noises of mid and high frequency bands are removed, and the results showed that the increased PSNR of ab the midband noise, the noise variance estimation method using the monotonic transform and the mout 2[dB] and the effectiveness in denosing of low noise deviation images.

• 제어로봇시스템학회:학술대회논문집
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• 1986.10a
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• pp.483-487
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• 1986

The LQG/LTR method is applied to the real servomechanism with the unknown modeling error and system noise variance Q$_{2}$. The equivalent discretized LQG controller is implemented on the 16-bit microcomputer and the experimental results show the improved stability and the satisfactory performance when the noise variance Q$_{2}$ is increased infinitly.

• Communications for Statistical Applications and Methods
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• v.23 no.5
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• pp.411-421
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• 2016

Large frequency limiting distributions of two errors in realized covariance are investigated under noisy and non-synchronous high frequency sampling situations. The first distribution characterizes increased variance of the realized covariance due to noise for large frequency and the second distribution characterizes decreased variance of the realized covariance due to discretization for large frequency. The distribution of the combined error enables us to determine the sampling frequency which depends on a nuisance parameter. A consistent estimator of the nuisance parameter is proposed.

• The KIPS Transactions:PartC
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• v.15C no.3
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• pp.149-156
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• 2008

JPEG2000 is the upcoming image coding standard that provides better compression rate and image quality compared with JPEG. Lazy-mode steganography guarantees the safe communication under the two information loss stages in JPEG2000. However, it causes the severe changes of the code-block noise variance sequence after embedding and that is detectable under the steganalysis using the Hilbert-Huang transform (HHT) based sequential analysis. In this paper, a JPEG2000 lazy-mode steganography method is presented. The code blocks which produce the sudden variation of the noise variance after embedding are estimated by calculating low precision code-block variance (LPV) and low precision code-block noise variance (LPNV). By avoiding those code-blocks from embedding, our algorithm preserves the sequence and makes stego images secure under the HHT-based steganalytic detection. In addition, it prevents a severe degradation of image quality by using JPEG2000 quality layer information. On various 2048 images, experiments are performed to show the effective reduction of the noise variation after message embedding and the stable performance against HHT-based steganalysis.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.8
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• pp.2928-2947
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• 2015

Adaptive Gaussian filter (AGF) is a recently developed switching filter to remove salt and pepper noise. AGF first directly identifies pixels of gray levels 0 and 255 as noise pixels, and then only restored noise pixels using a Gaussian filter with adaptive variance based on the estimated noise density. AGF usually achieves better denoising effect in comparison with other filters. However, AGF still fails to obtain good denoising effect on images with noise-free pixels of gray levels 0 and 255, due to its severe false alarm in its noise detection stage. To alleviate this issue, a modified version of AGF is proposed in this paper. Specifically, the proposed filter first performs noise detection via an image block based noise density estimation and sequential noise density guided rectification on the noise detection result of AGF. Then, a modified Gaussian filter with adaptive variance and window size is used to restore the detected noise pixels. The proposed filter has been extensively evaluated on two representative grayscale images and the Berkeley image dataset BSDS300 with 300 images. Experimental results showed that the proposed filter achieved better denoising effect over the state-of-the-art filters, especially on images with noise-free pixels of gray levels 0 and 255.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.15-27
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• 2012

We have studied the realized variance(RV) of intra-day returns and market microstructure noise based on high-frequency stock transaction data for the four largest companies in terms of market capitalization in the KOSPI. First, non-negligible biases are observed for the RV and for the bias-corrected realized variance($RV_{AC_1}$) which is constructed by adjusting RV for the first order autocorrelation in intra-day returns. Bias is more obvious for the RV and the $RV_{AC_1}$ when intra-day returns are sampled more frequently than every 2 minutes. Transaction Time Sampling(TTS) is shown to be better than Calendar Time Sampling(CTS) in terms of biases of the RV and the $RV_{AC_1}$ for the 4 companies. The analysis reveals that market microstructure noise is temporally dependent. Second, by using the Noise-to-Signal Ratio(NSR), we estimate sampling frequencies that are optimal in terms of the Mean Square Errors(MSE) of the RV and the $RV_{AC_1}$. The optimal sampling frequencies are around 200 for RV and is around 5000 for the $RV_{AC_1}$ for all the four stock prices. For the 6 hour transaction period of the Korean stock trading, these correspond to about 2 minutes and 6 seconds.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.16 no.8
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• pp.1773-1778
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• 2012

Nowadays, the high quality of image is required with the demand for digital image processing devices is rapidly increasing. But image always damaged by many kinds of noises and it is necessary to remove noise and the denoising becomes one of the most important fields. In many cases image is corrupted by AWGN(additive white Gaussian noise). In this paper, we proposed an improved denoising algorithm with edge preservation. The proposed algorithm averages values processed by spatial weighted filter and self adaptive weighted filter. Then we add the value which is computed by the equation considering variance of mask and the estimated noise variance. Through the experience, the proposed filter performs well on noise suppression and edge preservation properties and improves the image visual quality.

• Journal of the Korea Institute of Military Science and Technology
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• v.10 no.1
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• pp.14-21
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• 2007

This paper proposes SDINS(strapdown inertial navigation system) transfer alignment method for vertical launcher using an adaptive filter in the ship. First, the velocity and attitude matching transfer alignment method is designed to align SDINS for vertical launcher. Second, the adaptive filter is employed to estimate measurement noise variance in real time using the residual of measurements. Because it is difficult to decide measurement noise variance when noise properties of the ship SDINS are changed. To verify its performance, it is compared with the EKF(Extended Kalman filter) using uncorrect measurement variance. The monte carlo simulation results show that proposed method is more effective in estimating attitude angle than EKF.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2003.05a
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• pp.733-736
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• 2003

The denoising for image restoration with wavelet packet and noise variance is presented. The image denoising has the threshold value used absolute average value of noise variance and the translated wavelet packet. The results on the experiment improved over 10% and 5% than the denoising based on wavelet transform and wavelet packet respectively.

• Journal of the Korean Data and Information Science Society
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• v.20 no.5
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• pp.869-878
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• 2009

Image restoration techniques such as noise reduction and contrast enhancement have been researched for enhancing a contaminated image by the noise. An image degraded by additive random noise can be enhanced by noise reduction. Sigma filtering is one of the most widely used method to reduce the noise. In this paper, we propose a new sigma filter algorithm based on noise variance estimation which effectively enhances the degraded image by noise. Specifically, the Bartlett test is used to measure the degree of noise with respect to the degree of image feature. Simulation results are also given to show the performance of the proposed algorithm.