• Title/Summary/Keyword: random matrices

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A simple and efficient data loss recovery technique for SHM applications

  • Thadikemalla, Venkata Sainath Gupta;Gandhi, Abhay S.
    • Smart Structures and Systems
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    • v.20 no.1
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    • pp.35-42
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    • 2017
  • Recently, compressive sensing based data loss recovery techniques have become popular for Structural Health Monitoring (SHM) applications. These techniques involve an encoding process which is onerous to sensor node because of random sensing matrices used in compressive sensing. In this paper, we are presenting a model where the sampled raw acceleration data is directly transmitted to base station/receiver without performing any type of encoding at transmitter. The received incomplete acceleration data after data losses can be reconstructed faithfully using compressive sensing based reconstruction techniques. An in-depth simulated analysis is presented on how random losses and continuous losses affects the reconstruction of acceleration signals (obtained from a real bridge). Along with performance analysis for different simulated data losses (from 10 to 50%), advantages of performing interleaving before transmission are also presented.

Performance Improvement of Multi-Start in uDEAS Using Guided Random Bit Generation (유도된 이진난수 생성법을 이용한 uDEAS의 Multi-start 성능 개선)

  • Kim, Eun-Su;Kim, Man-Seak;Kim, Jong-Wook
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.4
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    • pp.840-848
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    • 2009
  • This paper proposes a new multi-start scheme that generates guided random bits in selecting initial search points for global optimization with univariate dynamic encoding algorithm for searches (uDEAS). The proposed method counts the number of 1 in each bit position from all the previously generated initial search matrices and, based on this information, generates 0 in proportion with the probability of selecting 1. This rule is simple and effective for improving diversity of initial search points. The performance improvement of the proposed multi-start is validated through implementation in uDEAS and function optimization experiments.

FUNCTIONAL CENTRAL LIMIT THEOREMS FOR MULTIVARIATE LINEAR PROCESSES GENERATED BY DEPENDENT RANDOM VECTORS

  • Ko, Mi-Hwa
    • Communications of the Korean Mathematical Society
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    • v.21 no.4
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    • pp.779-786
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    • 2006
  • Let $\mathbb{X}_t$ be an m-dimensional linear process defined by $\mathbb{X}_t=\sum{_{j=0}^\infty}\;A_j\;\mathbb{Z}_{t-j}$, t = 1, 2, $\ldots$, where $\mathbb{Z}_t$ is a sequence of m-dimensional random vectors with mean 0 : $m\times1$ and positive definite covariance matrix $\Gamma:m{\times}m$ and $\{A_j\}$ is a sequence of coefficient matrices. In this paper we give sufficient conditions so that $\sum{_{t=1}^{[ns]}\mathbb{X}_t$ (properly normalized) converges weakly to Wiener measure if the corresponding result for $\sum{_{t=1}^{[ns]}\mathbb{Z}_t$ is true.

Large-System Analyses of Multiple-Antenna System Capacities

  • Biglieri, Ezio;Taricco, Giorgio
    • Journal of Communications and Networks
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    • v.5 no.2
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    • pp.96-103
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    • 2003
  • Asymptotic theorems are very commonly used in probability. For systems whose performance depends on a set of n random parameters, asymptotic analyses for n${\to}{\infty}$ are often used to simplify calculations and obtain results yielding useful hints at the behavior of the system for finite n. These asymptotic analyses are especially useful whenever the convergence to the asymptotic results is so fast that even for moderate n they yield results close to the true values. This tutorial paper illustrates this principle by applying it to capacity calculations of multiple-antenna systems.

Covariance-based Recognition Using Machine Learning Model

  • Osman, Hassab Elgawi
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2009.01a
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    • pp.223-228
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    • 2009
  • We propose an on-line machine learning approach for object recognition, where new images are continuously added and the recognition decision is made without delay. Random forest (RF) classifier has been extensively used as a generative model for classification and regression applications. We extend this technique for the task of building incremental component-based detector. First we employ object descriptor model based on bag of covariance matrices, to represent an object region then run our on-line RF learner to select object descriptors and to learn an object classifier. Experiments of the object recognition are provided to verify the effectiveness of the proposed approach. Results demonstrate that the propose model yields in object recognition performance comparable to the benchmark standard RF, AdaBoost, and SVM classifiers.

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Nonnegative variance component estimation for mixed-effects models

  • Choi, Jaesung
    • Communications for Statistical Applications and Methods
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    • v.27 no.5
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    • pp.523-533
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    • 2020
  • This paper suggests three available methods for finding nonnegative estimates of variance components of the random effects in mixed models. The three proposed methods based on the concepts of projections are called projection method I, II, and III. Each method derives sums of squares uniquely based on its own method of projections. All the sums of squares in quadratic forms are calculated as the squared lengths of projections of an observation vector; therefore, there is discussion on the decomposition of the observation vector into the sum of orthogonal projections for establishing a projection model. The projection model in matrix form is constructed by ascertaining the orthogonal projections defined on vector subspaces. Nonnegative estimates are then obtained by the projection model where all the coefficient matrices of the effects in the model are orthogonal to each other. Each method provides its own system of linear equations in a different way for the estimation of variance components; however, the estimates are given as the same regardless of the methods, whichever is used. Hartley's synthesis is used as a method for finding the coefficients of variance components.

A FUNCTIONAL CENTRAL LIMIT THEOREM FOR MULTIVARIATE LINEAR PROCESS WITH POSITIVELY DEPENDENT RANDOM VECTORS

  • KO, MI-HWA;KIM, TAE-SUNG;KIM, HYUN-CHULL
    • Honam Mathematical Journal
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    • v.27 no.2
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    • pp.301-315
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    • 2005
  • Let $\{A_u,\;u=0,\;1,\;2,\;{\cdots}\}$ be a sequence of coefficient matrices such that ${\sum}_{u=0}^{\infty}{\parallel}A_u{\parallel}<{\infty}$ and ${\sum}_{u=0}^{\infty}\;A_u{\neq}O_{m{\times}m}$, where for any $m{\times}m(m{\geq}1)$, matrix $A=(a_{ij})$, ${\parallel}A{\parallel}={\sum}_{i=1}^m{\sum}_{j=1}^m{\mid}a_{ij}{\mid}$ and $O_{m{\times}m}$ denotes the $m{\times}m$ zero matrix. In this paper, a functional central limit theorem is derived for a stationary m-dimensional linear process ${\mathbb{X}}_t$ of the form ${\mathbb{X}_t}={\sum}_{u=0}^{\infty}A_u{\mathbb{Z}_{t-u}}$, where $\{\mathbb{Z}_t,\;t=0,\;{\pm}1,\;{\pm}2,\;{\cdots}\}$ is a stationary sequence of linearly positive quadrant dependent m-dimensional random vectors with $E({\mathbb{Z}_t})={{\mathbb{O}}$ and $E{\parallel}{\mathbb{Z}_t}{\parallel}^2<{\infty}$.

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Opportunistic Precoding based on Adaptive Perturbation for MIMO Systems (다중입출력 시스템에서 적응형 섭동을 이용한 기회적 프리코딩)

  • Nam, Tae-Hwan;An, Sun-hoe;Lee, Kyungchun
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.23 no.12
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    • pp.1638-1643
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    • 2019
  • In this paper, we propose an adaptive-perturbation-aided opportunistic precoding (APOP) scheme for multiple-input multiple-output (MIMO) systems. To update a precoding matrix in MIMO systems, the proposed algorithm produces a random perturbation in each time slot. Then the additional adaptive perturbation is also applied, which depends on the reports of achievable data-rates from users. If the prior random perturbation increased the data rate, the adaptive perturbation is set to be the same as the prior random perturbation, otherwise the negative value of the prior random perturbation is applied for adaptive perturbation. Furthermore, to enhance the achievable data rates, the information on the stored precoding matrices in the memory as well as the currently generated precoding matrix is used for scheduling. Simulation results show that compared to conventional opportunistic precoding schemes, higher data rates are achieved by the proposed APOP scheme, especially when there are a relatively small number of users.

Analysis of Genetic Variation in Botrytis cinerea Isolates Using Random Amplified Polymorphic DNA Markers

  • Choi, In-Sil;Kim, Dae-Hyuk;Lee, Chang-Won;Kim, Jae-Won;Chung, Young-Ryun
    • Journal of Microbiology and Biotechnology
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    • v.8 no.5
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    • pp.490-496
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    • 1998
  • Random amplified polymorphic DNA (RAPD) markers were used to survey genetic variability among 34 Botrytis cinerea isolates from nine different host plants in Korea. For RAPD analysis, 115 arbitrary decamer primers were initially screened for polymorphic major DNA bands with 11 representative B. cinerea isolates. Eleven primers that initially detected polymorphisms were tested a second time with additional 23 isolates of B. cinerea as well as one isolate of Botrytis squamosa as an outgroup. The RAPD analyses revealed that all isolates except one showed different molecular phenotypes. Dendrograms obtained from dissimilarity matrices using the unweighted paired group method of arithmetic means (UPGMA) showed the 36.4% to 90.0% similarity among all B. cinerea isolates. The B. squamosa isolate showed the least similarity to all B. cinerea isolates. The cluster analyses indicated no correlation among all the characteristics examined including molecular phenotypes, host and geographic origins, year of isolation, or pathogenicity. The RAPD data suggest that a high level of genetic variation exists among Korean populations of B. cinerea and it seems to be caused by heterokaryosis among preexisting molecular phenotypes.

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ASSVD: Adaptive Sparse Singular Value Decomposition for High Dimensional Matrices

  • Ding, Xiucai;Chen, Xianyi;Zou, Mengling;Zhang, Guangxing
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.6
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    • pp.2634-2648
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    • 2020
  • In this paper, an adaptive sparse singular value decomposition (ASSVD) algorithm is proposed to estimate the signal matrix when only one data matrix is observed and there is high dimensional white noise, in which we assume that the signal matrix is low-rank and has sparse singular vectors, i.e. it is a simultaneously low-rank and sparse matrix. It is a structured matrix since the non-zero entries are confined on some small blocks. The proposed algorithm estimates the singular values and vectors separable by exploring the structure of singular vectors, in which the recent developments in Random Matrix Theory known as anisotropic Marchenko-Pastur law are used. And then we prove that when the signal is strong in the sense that the signal to noise ratio is above some threshold, our estimator is consistent and outperforms over many state-of-the-art algorithms. Moreover, our estimator is adaptive to the data set and does not require the variance of the noise to be known or estimated. Numerical simulations indicate that ASSVD still works well when the signal matrix is not very sparse.