• Wind and Structures
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• v.25 no.6
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• pp.589-608
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• 2017

A novel probabilistic approach is presented for estimating the equivalent static wind loads that produce a static response of the structure, which is "equivalent" in a probabilistic sense, to the extreme dynamic responses due to the unsteady pressure random field induced by the wind. This approach has especially been developed for complex structures (such as stadium roofs) for which the unsteady pressure field is measured in a boundary layer wind tunnel with a turbulent incident flow. The proposed method deals with the non-Gaussian nature of the unsteady pressure random field and presents a model that yields a good representation of both the quasi-static part and the dynamical part of the structural responses. The proposed approach is experimentally validated with a relatively simple application and is then applied to a stadium roof structure for which experimental measurements of unsteady pressures have been performed in boundary layer wind tunnel.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.11 no.3
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• pp.23-30
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• 2011

In the wireless sensor network(WSN), the detection of precise location of sensor nodes is essential for efficiently utilizing the sensing data acquired from sensor nodes. Among various location methods, the received signal strength (RSS) based localization scheme is mostly preferable in many applications since it can be easily implemented without any additional hardware cost. Since the RSS localization method is mainly effected by radio channel between two nodes, outlier data can be included in the received signal strength measurement specially when some obstacles move around the link between nodes. The outlier data can have bad effect on estimating the distance between two nodes such that it can cause location errors. In this paper, we propose a RSS-based localization method using Robust Statistic and Gaussian filter algorithm for enhancing the accuracy of RSS-based localization. In the proposed algorithm, the outlier data can be eliminated from samples by using the Robust Statistics as well as the Gaussian filter such that the accuracy of localization can be achieved. Through simulation, it is shown that the proposed algorithm can increase the accuracy of localization and is more robust to non gaussian noise channels.

• Communications for Statistical Applications and Methods
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• v.24 no.4
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• pp.383-396
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• 2017

The model in our approach assumes that computer responses are a realization of a Gaussian processes superimposed on a regression model called a Gaussian process regression model (GPRM). Selecting a subset of variables or building a good reduced model in classical regression is an important process to identify variables influential to responses and for further analysis such as prediction or classification. One reason to select some variables in the prediction aspect is to prevent the over-fitting or under-fitting to data. The same reasoning and approach can be applicable to GPRM. However, only a few works on the variable selection in GPRM were done. In this paper, we propose a new algorithm to build a good prediction model among some GPRMs. It is a post-work of the algorithm that includes the Welch method suggested by previous researchers. The proposed algorithms select some non-zero regression coefficients (${\beta}^{\prime}s$) using forward and backward methods along with the Lasso guided approach. During this process, the fixed were covariance parameters (${\theta}^{\prime}s$) that were pre-selected by the Welch algorithm. We illustrated the superiority of our proposed models over the Welch method and non-selection models using four test functions and one real data example. Future extensions are also discussed.

• Journal of Institute of Control, Robotics and Systems
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• v.4 no.5
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• pp.630-635
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• 1998

The objective of this paper is to propose a new efficient technique for the estimation of time-delay parameters using wavelet theory and third-order cumulants, yielding good performance even in the case of low SNR. In particular, band-limited non-Gaussian signals with non-zero skewness and spatially correlated Gaussian noises are considered here. The approach is based on the fact that the effects of spatially correlated Gaussian noises on time-delay estimation can be reduced by using the projection sequences (based on the redundant wavelet decomposition) of given measurements in the higher-order cumulant domain. Finally, the performance of the proposed approach is demonstrated using simulations.

• Communications for Statistical Applications and Methods
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• v.12 no.3
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• pp.743-758
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• 2005

This paper consider penalized likelihood regression with data from exponential family. The fast computation method applied to Gaussian data(Kim and Gu, 2004) is extended to non Gaussian data through asymptotically efficient low dimensional approximations and corresponding algorithm is proposed. Also smoothing parameter selection is explored for various exponential families, which extends the existing cross validation method of Xiang and Wahba evaluated only with Bernoulli data.

• Communications for Statistical Applications and Methods
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• v.17 no.4
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• pp.483-491
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• 2010

This study provides the explicit computation of the ruin probability of a Le￠vy process on finite time horizon in Theorem 1 with the help of a fluctuation identity. This paper also gives the numerical results of the ruin probability in Variance Gamma(VG) and Normal Inverse Gaussian(NIG) models as illustrations. Besides, the paths of VG and NIG processes are simulated using the same parameter values as in Madan et al. (1998).

• Journal of Broadcast Engineering
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• v.19 no.2
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• pp.195-204
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• 2014

In this paper, we propose an automatic modulation classification method for ten digitally modulated baseband signals, such as 2-FSK, 4-FSK, 8-FSK, MSK, BPSK, QPSK, 8-PSK, 16-QAM, 32-QAM, and 64-QAM based on higher order statistics of cyclostationary process. The first order cyclic moments and higher order cyclic cumulants of the signal are used as features of the modulation signals. The proposed method consists of two stages. At the first stage, we classify modulation signals as M-FSK and non-FSK using peaks of the first order cyclic moment. At the next step, we apply the Gaussian mixture model-based classifier to classify non-FSK. Simulation results are demonstrated to evaluate the proposed scheme. The results show high probability of classification even in the presence of frequency and phase offsets.

• Journal of the Korean Statistical Society
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• v.29 no.1
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• pp.9-16
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• 2000

This article addresses the problem of maximum likelihood estimation in ARCH regression with lagged dependent variables. Some topics in asymptotics of the model such as uniform expansion of likelihood function and construction of a class of MLE are discussed, and the regularity property of MLE is obtained. The error process here is possibly non-Gaussian.

• Journal of Communications and Networks
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• v.14 no.1
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• pp.1-9
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• 2012

We consider a receiving node, located at the origin, and a Poisson point process (PPP) that models the locations of the desired transmitter as well as the interferers. Interference is known to be non-Gaussian in this scenario. The capacity bounds for additive non-Gaussian channels depend not only on the power of interference (i.e., up to second order statistics) but also on its entropy power which is influenced by higher order statistics as well. Therefore, a complete statistical characterization of interference is required to obtain the capacity bounds. While the statistics of sum of signal and interference is known in closed form, the statistics of interference highly depends on the location of the desired transmitter. In this paper, we show that there is a tradeoff between entropy power of interference on the one hand and signal and interference power on the other hand which have conflicting effects on the channel capacity. We obtain closed form results for the cumulants of the interference, when the desired transmitter node is an arbitrary neighbor of the receiver. We show that to find the cumulants, joint statistics of distances in the PPP will be required which we obtain in closed form. Using the cumulants, we approximate the interference entropy power and obtain bounds on the capacity of the channel between an arbitrary transmitter and the receiver. Our results provide insight and shed light on the capacity of links in a Poisson network. In particular, we show that, in a Poisson network, the closest hop is not necessarily the highest capacity link.

• Journal of Korea Multimedia Society
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• v.12 no.1
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• pp.26-30
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• 2009

We propose an adaptive Recursive Least Rank(RLR) L-filter which uses an L-estimator in order statistics and is based on rank estimate in robust statistics. The proposed RLR L-filter is a non-linear adaptive filter using non-linear adaptive algorithm and adapts itself to optimal filter in the sense of least dispersion measure of errors with non-homogeneous step size. Therefore the filter may be suitable for applications when the transmission channel is nonlinear channels such as Gaussian noise or impulsive noise, or when the signal is non-stationary such as image signal.