• 제목/요약/키워드: norm estimation

검색결과 109건 처리시간 0.028초

Improvement of the Modified James-Stein Estimator with Shrinkage Point and Constraints on the Norm

  • Kim, Jae Hyun;Baek, Hoh Yoo
    • 통합자연과학논문집
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    • 제6권4호
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    • pp.251-255
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    • 2013
  • For the mean vector of a p-variate normal distribution ($p{\geq}4$), the optimal estimation within the class of modified James-Stein type decision rules under the quadratic loss is given when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}{\theta}-\bar{\theta}1{\parallel}$ it known.

컨벡스 최적화를 이용한 혼합 $H_2/H_{\infty}$ 필터의 설계 (Design of a Mixed $H_2/H_{\infty}$ Filter Using Convex Optimization)

  • 진승희;나원상;윤태성;박진배;최윤호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 하계학술대회 논문집 B
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    • pp.750-753
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    • 1998
  • This paper gives a simple parameterization of all stable unbiased filters to solve the suboptimal mixed $H_2/H_{\infty}$ filtering problem. Using the central filter, mixed $H_2/H_{\infty}$ filter is designed which minimizes the upper bound for the $H_2$ norm of the transfer matrix from a white noise to the estimation error subject to an $H_{\infty}$ norm constraint on the transfer matrix from an energy-bounded noise to the estimation error. The problem of finding suitable estimator gain can be converted into a convex optimization problem involving linear matrix inequalities.

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Development of Internal Dose Assessment Procedure for Workers in Industries Using Raw Materials Containing Naturally Occurring Radioactive Materials

  • Choi, Cheol Kyu;Kim, Yong Geon;Ji, Seung Woo;Koo, Boncheol;Chang, Byung Uck;Kim, Kwang Pyo
    • Journal of Radiation Protection and Research
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    • 제41권3호
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    • pp.291-300
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    • 2016
  • Background: It is necessary to assess radiation dose to workers due to inhalation of airborne particulates containing naturally occurring radioactive materials (NORM) to ensure radiological safety required by the Natural Radiation Safety Management Act. The objective of this study is to develop an internal dose assessment procedure for workers at industries using raw materials containing natural radionuclides. Materials and Methods: The dose assessment procedure was developed based on harmonization, accuracy, and proportionality. The procedure includes determination of dose assessment necessity, preliminary dose estimation, airborne particulate sampling and characterization, and detailed assessment of radiation dose. Results and Discussion: The developed dose assessment procedure is as follows. Radioactivity concentration criteria to determine dose assessment necessity are $10Bq{\cdot}g^{-1}$ for $^{40}K$ and $1Bq{\cdot}g^{-1}$ for the other natural radionuclides. The preliminary dose estimation is performed using annual limit on intake (ALI). The estimated doses are classified into 3 groups ( < 0.1 mSv, 0.1-0.3 mSv, and > 0.3 mSv). Air sampling methods are determined based on the dose estimates. Detailed dose assessment is performed using air sampling and particulate characterization. The final dose results are classified into 4 different levels ( < 0.1 mSv, 0.1-0.3 mSv, 0.3-1 mSv, and > 1 mSv). Proper radiation protection measures are suggested according to the dose level. The developed dose assessment procedure was applied for NORM industries in Korea, including coal combustion, phosphate processing, and monazite handing facilities. Conclusion: The developed procedure provides consistent dose assessment results and contributes to the establishment of optimization of radiological protection in NORM industries.

Application of NORM to the Multiple Imputation for Multivariate Missing Data

  • 김현정;문승호;신재경
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.105-113
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    • 2002
  • The statistical analysis of incomplete data sometimes requires handling of incomplete observations. Towards this end, each case with some missing values generally should be deleted, namely, resulting in only use of non-missing cases. EM algorithm(Dempster et al., 1977) which involves prediction and estimation steps is a general method among others. In this article, we use the free software NORM developed for multiple imputation, which uses DA(Data Augmentation) algorithm in its imputation, and evaluate its efficiency through a numerical example.

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Weighted $l_1$-최소화기법을 이용한 Sparse한 채널 추정 기법 (Sparse Channel Estimation using weighted $l_1$-minimization)

  • 권석법;하미리;심병효
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 2010년도 하계학술대회
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    • pp.50-52
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    • 2010
  • 통신 시스템의 성능을 향상시키는 핵심 문제 중에 하나인 채널을 추정하는 문제는 다양한 분야에서 연구되고 있다. 채널의 sparse한 특징으로 인해 기존의 linear square나 minimum mean square error보다 발전된 $l_1$-norm minimization 방법 등이 많이 연구되고 있다. 이에 본 논문은 sparse한 채널의 특징과 천천히 변화하는 채널환경 특징을 이용하여 기존의 방법에 비해 더 높은 성능의 채널 추정 기법을 연구한다. 천천히 변화하는 채널환경의 특징으로 인해 이전 채널 정보를 현재 채널 추정에 사용할 수 있고 sparse한 채널의 특징으로 $l_1$-norm minimization을 사용할 수 있다. 이러한 두 가지의 정보를 이용하여 weighted $l_1$-norm minimization 이용한 support detection후 MMSE를 이용한 채널 추정기법을 연구한다.

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Lindley Type Estimation with Constrains on the Norm

  • Baek, Hoh-Yoo;Han, Kyou-Hwan
    • 호남수학학술지
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    • 제25권1호
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    • pp.95-115
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    • 2003
  • Consider the problem of estimating a $p{\times}1$ mean vector ${\theta}(p{\geq}4)$ under the quadratic loss, based on a sample $X_1,\;{\cdots}X_n$. We find an optimal decision rule within the class of Lindley type decision rules which shrink the usual one toward the mean of observations when the underlying distribution is that of a variance mixture of normals and when the norm $||{\theta}-{\bar{\theta}}1||$ is known, where ${\bar{\theta}}=(1/p)\sum_{i=1}^p{\theta}_i$ and 1 is the column vector of ones. When the norm is restricted to a known interval, typically no optimal Lindley type rule exists but we characterize a minimal complete class within the class of Lindley type decision rules. We also characterize the subclass of Lindley type decision rules that dominate the sample mean.

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EFFICIENT ESTIMATION OF THE REGULARIZATION PARAMETERS VIA L-CURVE METHOD FOR TOTAL LEAST SQUARES PROBLEMS

  • Lee, Geunseop
    • 대한수학회지
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    • 제54권5호
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    • pp.1557-1571
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    • 2017
  • The L-curve method is a parametric plot of interrelation between the residual norm of the least squares problem and the solution norm. However, the L-curve method may be hard to apply to the total least squares problem due to its no closed form solution of the regularized total least squares problems. Thus the sequence of the solution norm under the fixed regularization parameter and its corresponding residual need to be found with an efficient manner. In this paper, we suggest an efficient algorithm to find the sequence of the solutions and its residual in order to plot the L-curve for the total least squares problems. In the numerical experiments, we present that the proposed algorithm successfully and efficiently plots fairly 'L' like shape for some practical regularized total least squares problems.

MAP 추정법과 Huber 함수를 이용한 초고해상도 영상복원 (Super-Resolution Reconstruction Algorithm using MAP estimation and Huber function)

  • 장재용;조효문;조상복
    • 대한전자공학회논문지SD
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    • 제46권5호
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    • pp.39-48
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    • 2009
  • 1984년 처음 SR 알고리즘이 제안된 이후, 많은 SR 복원 알고리즘이 제안되었다 SR의 접근방법 중에서도 공간적 접근방법은 저해상도 이미지의 픽셀 값을 고해상도 이미지 격자에 매핑 함으로써 이루어진다. 이때, 저해상도 이미지들 간의 각각 다른 노이즈와 다른 PSF(Point Spread Function) 함수, 왜곡으로 인해 매핑 시 문제가 된다. 때문에 저해상도 이미지들의 노이즈 성분을 최소화하는 방법이 필요하다. 본 논문에서는 노이즈 성분을 최소화하는 방법으로 L1 norm의 방법을 사용하고 이와 동시에 이미지의 경계를 보완해주는 Huber norm을 사용하는 SR의 구조를 제안한다. 실험에서는 타 알고리즘과의 비교를 통해 제안한 알고리즘이 저해상도 이미지 상에 존재하는 노이즈를 줄이고 이미지 경계부분의 보완을 확인하였다.

Rank Reduction for Wideband Signals incident on a Uniform Linear Array

  • Hong, Wooyoung
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 1992년도 학술논문발표회 논문집 제11권 1호
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    • pp.123-126
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    • 1992
  • A new class of data transformation matri is introduced for estimation of angles of arrivals by the rank reduction of multiple wideband sources. The proposed unitary focusing matri minimizes the average of the squared norm of focusing error over the angles of interest without a priori knowledge of source locations. The merit that result as a consequence is a lower resolution threshold. These matrices can be applied to the case of the multigroup sources. Simulations and the comparison of statistical performance are compared with the algorithms (especially, spatial resampling method) which does not require the pre-estimation.

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신호의 도착방향을 추정하는 새로운 Null-Spectrum (A New Null-Spectrum for Direction of Arrival Estimation)

  • 최진호;김상엽;김선용;박성일;손재철;송익호;윤진선
    • 한국통신학회:학술대회논문집
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    • 한국통신학회 1991년도 추계종합학술발표회논문집
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    • pp.123-126
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    • 1991
  • A generalization of null-spectrum for use in the estimation of directions of arrival of signal sources is considered in this paper. The upper and lower bounds of the generalized null-spectrum, the maximum and minimum null-spectra, are also derived. We observed that the maximum null-spectrum has higher resolution capability than other null-spectra including the two well-known null-spectra, the multiple signal classification null-spectrum and the Min-Norm null-spectrum.