• Title/Summary/Keyword: second-order statistics

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Effect of First and Second Order Channel Statistics on Queueing Performance (채널의 1차 2차 통계적 특성이 큐의 성능에 미치는 영향)

  • Kim, Young-Yong
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.4
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    • pp.288-291
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    • 2002
  • We characterize multipath fading channel dynamics at the packet level and analyze the corresponding data queueing performance in various environments. We identify the similarity between wire-line queueing analysis and wireless network per-formance analysis. The second order channel statistics, i.e. channel power spectrum, is fecund to play an important role in the modeling of multipath fading channels. However, it is identified that the first order statistics, i.e. channel CDF also has significant impact on queueing performance. We use a special Markov chain, so-called CMPP, throughout this paper.

Blind Source Separation via Principal Component Analysis

  • Choi, Seung-Jin
    • Journal of KIEE
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    • v.11 no.1
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    • pp.1-7
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    • 2001
  • Various methods for blind source separation (BSS) are based on independent component analysis (ICA) which can be viewed as a nonlinear extension of principal component analysis (PCA). Most existing ICA methods require certain nonlinear functions (which leads to higher-order statistics) depending on the probability distributions of sources, whereas PCA is a linear learning method based on second-order statistics. In this paper we show that the PCA can be applied to the task of BBS, provided that source are spatially uncorrelated but temporally correlated. Since the resulting method is based on only second-order statistics, it avoids the nonlinear function and is able to separate mixtures of several colored Gaussian sources, in contrast to the conventional ICA methods.

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ANALYSIS OF SOME PROJECTION METHODS FOR THE INCOMPRESSIBLE FLUIDS WITH MICROSTRUCTURE

  • Jiang, Yao-Lin;Yang, Yun-Bo
    • Journal of the Korean Mathematical Society
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    • v.55 no.2
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    • pp.471-506
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    • 2018
  • In this article, some projection methods (or fractional-step methods) are proposed and analyzed for the micropolar Navier-Stokes equations (MNSE). These methods allow us to decouple the MNSE system into two sub-problems at each timestep, one is the linear and angular velocities system, the other is the pressure system. Both first-order and second-order projection methods are considered. For the classical first-order projection scheme, the stability and error estimates for the linear and angular velocities and the pressure are established rigorously. In addition, a modified first-order projection scheme which leads to some improved error estimates is also proposed and analyzed. We also present the second-order projection method which is unconditionally stable. Ample numerical experiments are performed to confirm the theoretical predictions and demonstrate the efficiency of the methods.

Construction of Second Order Slope Rotatable Designs Using Symmetrical Unequal Block Arrangements with Two Unequal Block Sizes

  • Babu, B.Re.Victor
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.153-161
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    • 2002
  • A new method of construction of second order slope rotatable designs (SOSRD) using symmetrical unequal block arrangements (SUBA) with two unequal block sizes is suggested. The proposed method may sometimes lead to designs with less number of design points than those available in the literature. Further, bounds for the parameters of SOSRD are also obtained.

On Second Order Probability Matching Criterion in the One-Way Random Effect Model

  • Kim, Dal Ho;Kang, Sang Gil;Lee, Woo Dong
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.29-37
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    • 2001
  • In this paper, we consider the second order probability matching criterion for the ratio of the variance components under the one-way random effect model. It turns out that among all of the reference priors given in Ye(1994), the only one reference prior satisfies the second order matching criterion. Similar results are also obtained for the intraclass correlation as well.

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Designs for Improving Mean Response

  • Park, Joong-Yang;Suh, Euy-Hoon;Ahn, Sung-Jin
    • Journal of Korean Society for Quality Management
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    • v.23 no.3
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    • pp.102-112
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    • 1995
  • Estimation of each of mean response, difference between mean responses and derivatives of the response function is a possible objective of a response surface design. These objectives are to be achieved simultaneously when an experiment is designed to improve mean response. For the situations where departure from the assumed model is suspected, first and second order designs for improving mean response are obtained by combining minimum bias designs for the individual design objectives. D- and A-optimalities are used for selecting specific second order designs. The results are applied to central composite designs.

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SLOPE ROTATABLE DESIGNS FOR SECOND ORDER RESPONSE SURFACE MODELS WITH BLOCK EFFECTS

  • Park, Sung-Hyun;Park, Bong-Gyun;Park, Hee-Jin
    • Journal of the Korean Statistical Society
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    • v.36 no.1
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    • pp.157-173
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    • 2007
  • In this article it is considered that how the slope-rotatability property of a second order design for response surface model is affected by block effects and how the design points are assigned into the blocks so that the blocked design may have the property of slope-rotatability. If an unblocked design is blocked properly, it could be a slope-rotatable design with block effects and this property is named as block slope-rotatability. We approach this problem from the moment matrix of the blocked design, which plays an important role to get the variances of the estimates, and suggest conditions of block slope-rotatability.

Bayesian Analysis for the Difference of Exponential Means

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.04a
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    • pp.135-144
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    • 2005
  • In this paper, we develop the noninformative priors for the exponential models when the parameter of interest is the difference of two means. We develop the first and second order matching priors. We reveal that the second order matching priors do not exist. It turns out that Jeffreys' prior does not satisfy a first order matching criterion. The Bayesian credible intervals based on the first order matching meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior.

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Bayesian Analysis for the Difference of Exponential Means

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1067-1078
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    • 2005
  • In this paper, we develop the noninformative priors for the exponential models when the parameter of interest is the difference of two means. We develop the first and second order matching priors. We reveal that the second order matching priors do not exist. It turns out that Jeffreys' prior does not satisfy the first order matching criterion. The Bayesian credible intervals based on the first order matching meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior.

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Performance Analysis of Order Statistics Patchwork (Order Statistics를 적용한 Patchwork의 성능 개선 분석)

  • 국효정;김용철
    • Proceedings of the IEEK Conference
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    • 2003.11b
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    • pp.163-166
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    • 2003
  • In conventional patchwork, the difference of the mean values of two groups is compared for watermark detection. We propose two modified patchwork schemes based on order statistics, which achieves significant improvements over conventional patchwork. First, we propose that the mean comparison is replaced by the median comparison, to get PSNR improvement due to informed watermarking. Second, we propose a majority voting scheme of a sequential comparison of pixel pairs in a sorted order, which produces significantly lower BER. The performance improvements are mathematically analyzed and tested. In experimental results, PSNR is about 5㏈~10㏈ higher in the first method and BER is about 1/5~l/2 times lower in the second method than conventional patchwork.

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