• 제목/요약/키워드: sequential estimation

검색결과 245건 처리시간 0.031초

직접 수열 확산 대역 시스템의 고속 부호 획득을 위한 순차 추정 기법들의 성능 분석 (Performance Analysis of Sequential Estimation Schemes for Fast Acquisition of Direct Sequence Spread Spectrum Systems)

  • 이성로;채근홍;윤석호;정민아
    • 한국통신학회논문지
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    • 제39A권8호
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    • pp.467-473
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    • 2014
  • 직접 수열 확산 대역 시스템에서는 (direct sequence spread spectrum: DSSS) 올바른 신호 동기화가 매우 중요하며, 이에 따라 부호 획득을 위한 다양한 순차 추정 기반 기법들이 연구되어 왔다. 대표적으로, rapid acquisition sequential estimation (RASE), seed accumulating SE (SASE), recursive soft SE (RSSE) 등의 기법이 연구되었다. 하지만, 기존의 기법들 간의 객관적인 성능 비교 및 분석은 현재까지 이루어진 바 없다. 본 논문에서는 순차 추정 기반 부호 획득 기법의 대표적 성능 지표인 올바른 칩 추정 확률 및 평균 부호 획득 시간을 (MAT) 이용하여 RASE, SASE, 및 RSSE 기법의 성능을 비교 및 분석한다.

Comprehensive studies of Grassmann manifold optimization and sequential candidate set algorithm in a principal fitted component model

  • Chaeyoung, Lee;Jae Keun, Yoo
    • Communications for Statistical Applications and Methods
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    • 제29권6호
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    • pp.721-733
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    • 2022
  • In this paper we compare parameter estimation by Grassmann manifold optimization and sequential candidate set algorithm in a structured principal fitted component (PFC) model. The structured PFC model extends the form of the covariance matrix of a random error to relieve the limits that occur due to too simple form of the matrix. However, unlike other PFC models, structured PFC model does not have a closed form for parameter estimation in dimension reduction which signals the need of numerical computation. The numerical computation can be done through Grassmann manifold optimization and sequential candidate set algorithm. We conducted numerical studies to compare the two methods by computing the results of sequential dimension testing and trace correlation values where we can compare the performance in determining dimension and estimating the basis. We could conclude that Grassmann manifold optimization outperforms sequential candidate set algorithm in dimension determination, while sequential candidate set algorithm is better in basis estimation when conducting dimension reduction. We also applied the methods in real data which derived the same result.

GMM-TS를 이용한 표적기동분석용 배치구간 및 초기상태 추정 기법 (Batch Time Interval and Initial State Estimation using GMM-TS for Target Motion Analysis)

  • 김우찬;송택렬
    • 제어로봇시스템학회논문지
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    • 제18권3호
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    • pp.285-294
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    • 2012
  • Using bearing measurement only, target motion state is not directly obtained so that TMA (Target Motion Analysis) is needed for this situation. TMA is a nonlinear estimation technique used in passive SONAR systems. Also it is the one of important techniques for underwater combat management systems. TMA can be divided to two parts: batch estimation and sequential estimation. It is preferable to use sequential estimation for reducing computational load as well as adaptively to target maneuvers, batch estimation is still required to attain target initial state vector for convergence of sequential estimation. Selection of batch time interval which depends on observability is critical in TMA performance. Batch estimation in general utilizes predetermined batch time interval. In this paper, we propose a new method called the BTIS (Batch Time Interval and Initial State Estimation). The proposed BTIS estimates target initial status and determines the batch time interval sequentially by using a bank of GMM-TS (Gaussian Mixture Measurement-Track Splitting) filters. The performance of the proposal method is verified by a Monte Carlo simulation study.

Estimation of slope , βusing the Sequential Slope in Simple Linear Regression Model

  • Choi, Yong;Kim, Dongjae
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.257-266
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    • 2003
  • Distribution-free estimation methods are proposed for slope, $\beta$ in the simple linear regression model. In this paper, we suggest the point estimators using the sequential slope based on sign test and Wilcoxon signed rank test. Also confidence intervals are presented for each estimation methods. Monte Carlo simulation study is carried out to compare the efficiency of these methods with least square method and Theil´s method. Some properties for the proposed methods are discussed.

OFDM 시스템에서의 Sequential Least Squares 채널 추정 방식 (Sequential Least Square Channel Estimation in OFDM Systems)

  • 고은석;박병준;천현수;강창언;홍대식
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 하계종합학술대회 논문집(1)
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    • pp.45-48
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    • 2000
  • The use of multi-level modulation scheme in the wireless LAN(Local Area Networks) system requires an accurate channel estimation. In this paper, we present sequential least squares(LS) channel estimation scheme based on decision-directed channel tracking scheme. The proposed scheme improves the performance of the conventional LS estimator for wireless LAN. In addition, its structure is suitable for the high-rate wireless LAN. Simulation results show that the proposed scheme achieves about IdB Packet Error Rate(PER) gain compared to the LS scheme in a frequency selective channel.

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A Sequential Orientation Kalman Filter for AHRS Limiting Effects of Magnetic Disturbance to Heading Estimation

  • Lee, Jung Keun;Choi, Mi Jin
    • Journal of Electrical Engineering and Technology
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    • 제12권4호
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    • pp.1675-1682
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    • 2017
  • This paper deals with three dimensional orientation estimation algorithm for an attitude and heading reference system (AHRS) based on nine-axis inertial/magnetic sensor signals. In terms of the orientation estimation based on the use of a Kalman filter (KF), the quaternion is arguably the most popular orientation representation. However, one critical drawback in the quaternion representation is that undesirable magnetic disturbances affect not only yaw estimation but also roll and pitch estimations. In this paper, a sequential direction cosine matrix-based orientation KF for AHRS has been presented. The proposed algorithm uses two linear KFs, consisting of an attitude KF followed by a heading KF. In the latter, the direction of the local magnetic field vector is projected onto the heading axis of the inertial frame by considering the dip angle, which can be determined after the attitude KF. Owing to the sequential KF structure, the effects of even extreme magnetic disturbances are limited to the roll and pitch estimations, without any additional decoupling process. This overcomes an inherent issue in quaternion-based estimation algorithms. Validation test results show that the proposed method outperforms other comparison methods in terms of the yaw estimation accuracy during perturbations and in terms of the recovery speed.

Sequential Quadratic Programming 방법을 이용한 인공중이용 플로팅 매스 트랜스듀서의 집중 모델 파라미터 추정 (Lumped Model Parameter Estimation of Floating Mass Transducers based on Sequential Quadratic Programming Method for IMEHDs)

  • 박일용
    • 재활복지공학회논문지
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    • 제5권1호
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    • pp.59-64
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    • 2011
  • 인공 중이 (IMEHD, implantable middle ear hearing device)용 플로팅 매스 트랜스듀서는 제작 과정상에서 발생하는 구조적 오차 및 제작 결합시의 문제점들로 인해 설계 시 의도와 다른 진동 특성을 가질 수 있게 되고, 이렇게 제작된 진동 트랜스듀서는 향후 실제 환자에게 이식되었을 때의 진동체 진동 성능을 예측하기 어려운 문제점이 있다. 본 연구에서는 제작된 플로팅 매스형 트랜스듀서에 대해 설계값과의 비교 평가 및 향후 컴퓨터 모델화된 청각 중이 집중 소자 모델에 적용이 가능하도록 기 제작된 진동체의 집중 소자 모델 파라미터들을 추정할 수 있는 방법을 제안하였으며, 제안된 방법을 LabVIEW 기반의 그래픽 유저 인터페이스 소프트웨어로 구현하였다. 제안된 방법은 실제 제작된 플로팅 매스형 진동체의 진동 변위 및 위상 데이터를 이용하여 해당 진동체의 집중 모델 파라미터들을 순차적 이차 프로그래밍 (SQP, sequential quadratic programming) 방법으로 추정하는 방식이다. 구현된 방법을 이용하여 측정 데이터에 가해지는 잡음의 양에 따른 플로팅 매스형 진동 트랜스듀서의 집중 모델 파라미터 추정 시의 발생 오차 변화를 컴퓨터 시뮬레이션을 통해 조사하여 본 방법의 파라미터 추정 정확도를 확인하였다. 또한, 실제로 제작한 인공중이용 진동 트랜스듀서에 대해 측정된 진동 변위 및 위상 데이터를 이용하여 진동체의 집중 모델 파라미터들을 추정하였으며, 기존 설계값들과 비교를 통해 제안된 방법의 유용성을 평가하였다.

A class of accelerated sequential procedures with applications to estimation problems for some distributions useful in reliability theory

  • Joshi, Neeraj;Bapat, Sudeep R.;Shukla, Ashish Kumar
    • Communications for Statistical Applications and Methods
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    • 제28권5호
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    • pp.563-582
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    • 2021
  • This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

Some Properties of Sequential Point Estimation of the Mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • 제16권3호
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    • pp.657-663
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    • 2005
  • Under the minimum risk point estimation formulation of Robbins(1959), we consider the sequential point estimation problem for normal population $N({\theta},\;{\theta})$ with unknown parameter ${\theta}$. In the case of completely unknown ${\theta}$, Stein's(1945) two-stage procedure is known to enjoy the consistency property, but it is not even first-order efficient. In the case when ${\theta}>{\theta}_L\;where\;{\theta}_L(>0)$ is known, the revised two-stage procedure is shown to enjoy all the usual second-order properties.

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Sequential Estimation of variable width confidence interval for the mean

  • Kim, Sung Lai
    • 충청수학회지
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    • 제14권2호
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    • pp.47-54
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    • 2001
  • Let {Xn, n = 1,2,${\cdots}$} be i.i.d. random variables with the only unknown parameters mean ${\mu}$ and variance a ${\sigma}^2$. We consider a sequential confidence interval C1 for the mean with coverage probability 1-${\alpha}$ and expected length of confidence interval $E_{\theta}$(Length of CI)/${\mid}{\mu}{\mid}{\leq}k$ (k : constant) and give some asymptotic properties of the stopping time in various limiting situations.

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