• Title/Summary/Keyword: variance method

검색결과 2,848건 처리시간 0.03초

Exact Tests for Variance Ratios in Unbalanced Random Effect Linear Models

  • Huh, Moon-Yul;Li, Seung-Chun
    • Journal of the Korean Statistical Society
    • /
    • 제25권4호
    • /
    • pp.457-469
    • /
    • 1996
  • In this paper, we propose a method for an exact test of H : $p_i$ = $r_i$ for all i against K : $p_i$ $\neq$ $r_i$ for some i in an unbalanced random effect linear model, where $p_i$ denotes the ratio of the i-th variance component to the error variance. Then we present a method to test H : $p_i$ $\leq$ r against K : $p_i$> r for some specific i by applying orthogonal projection on the model. We also show that any test statistic that follows an F-distribution on the boundary of the hypotheses is equal to the one given here.

  • PDF

최소 분산 캡스트럼을 이용한 노이즈속에 묻힌 임펄스 검출방법-이론 (Detection of Impulse Signal in Noise Using a Minimum Variance Cepstrum-Theory)

  • 최영철;김양한
    • 소음진동
    • /
    • 제10권4호
    • /
    • pp.642-647
    • /
    • 2000
  • Conventional cepstrum has been widely used to detect echo and fault signals embedded in noise. One of the problems of finding impulse signals using the conventional cepstrum in that it is normally very sensitive to signal to noise ratio (SNR). This paper proposes a signal processing method to detect impulse signal in noisy environment. Because the proposed method minimizes the variance of signal power at a cepstrum domain, it is suggested to be called as minimum variance cepstrum (MV cepstrum). Computer simulations have been performed to understand the characteristics of the MV cepstrum. Both mathematical approach and computer simulations confirmed that the MV cepstrum is a useful technique to detect impulse in noisy environment.

  • PDF

MIN 모듈을 갖는 준연속 Hidden Markov Model (Semi-Continuous Hidden Markov Model with the MIN Module)

  • 김대극;이정주;정호균;이상희
    • 음성과학
    • /
    • 제7권4호
    • /
    • pp.11-26
    • /
    • 2000
  • In this paper, we propose the HMM with the MIN module. Because initial and re-estimated variance vectors are important elements for performance in HMM recognition systems, we propose a method which compensates for the mismatched statistical feature of training and test data. The MIN module function is a differentiable function similar to the sigmoid function. Unlike a continuous density function, it does not include variance vectors of the data set. The proposed hybrid HMM/MIN module is a unified network in which the observation probability in the HMM is replaced by the MIN module neural network. The parameters in the unified network are re-estimated by the gradient descent method for the Maximum Likelihood (ML) criterion. In estimating parameters, the variance vector is not estimated because there is no variance element in the MIN module function. The experiment was performed to compare the performance of the proposed HMM and the conventional HMM. The experiment measured an isolated number for speaker independent recognition.

  • PDF

Estimation of Smoothing Constant of Minimum Variance and Its Application to Shipping Data with Trend Removal Method

  • Takeyasu, Kazuhiro;Nagata, Keiko;Higuchi, Yuki
    • Industrial Engineering and Management Systems
    • /
    • 제8권4호
    • /
    • pp.257-263
    • /
    • 2009
  • Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

NOISE VARIANCE ESTIMATION OF SAR IMAGE IN LOG DOMAIN

  • Chitwong S.;Minhayenud S.;Intajag S.;Cheevasuvit F.
    • 대한원격탐사학회:학술대회논문집
    • /
    • 대한원격탐사학회 2004년도 Proceedings of ISRS 2004
    • /
    • pp.574-576
    • /
    • 2004
  • Since variance of noise is important parameter for a noise filter to reduce noise in image and the performance of noise filter is dependent on estimated variance. In this paper, we apply additive noise variance estimation method to estimate variance of speckle noise of synthetic aperture radar (SAR) imagery. Generally, speckle noise is in multiplicative model, logarithmic transformation is then used to transform multiplicative model into additive model. Here, speckle noise is generally modeled as Gamma distribution function with different looks. The additive noise variance estimation is processed in log domain. The synthesis image and real image of SAR are implemented to test and confirm results and show that more accurate estimation can be achieved.

  • PDF

Variance Reduction via Adaptive Control Variates (ACV) (Variance Reductin via Adaptive Control Variates(ACV))

  • Lee, Jae-Yeong
    • 한국시뮬레이션학회논문지
    • /
    • 제5권1호
    • /
    • pp.91-106
    • /
    • 1996
  • Control Variate (CV) is very useful technique for variance reduction in a wide class of queueing network simulations. However, the loss in variance reduction caused by the estimation of the optimum control coefficients is an increasing function of the number of control variables. Therefore, in some situations, it is required to select an optimal set of control variables to maximize the variance reduction . In this paper, we develop the Adaptive Control Variates (ACV) method which selects an optimal set of control variates during the simulation adatively. ACV is useful to maximize the simulation efficiency when we need iterated simulations to find an optimal solution. One such an example is the Simulated Annealing (SA) because, in SA algorithm, we have to repeat in calculating the objective function values at each temperature, The ACV can also be applied to the queueing network optimization problems to find an optimal input parameters (such as service rates) to maximize the throughput rate with a certain cost constraint.

  • PDF

A Study on Individual Tap-Power Estimation for Improvement of Adaptive Equalizer Performance

  • Kim, Nam-Yong
    • Journal of electromagnetic engineering and science
    • /
    • 제4권1호
    • /
    • pp.23-29
    • /
    • 2004
  • In this paper we analyze convergence constraints and time constant of IT-LMS algorithm and derive a method of making it's time constant independent of signal power by using input variance estimation. The method for estimating the input variance is to use a single-pole low-pass filter(LPF) with common smoothing parameter value, θ. The estimator is with narrow bandwidth for large θ but with wide bandwidth for small θ. This small θ gives long term average estimation(low frequency) of the fluctuating input variance well as short term variations (high frequency) of the input power. In our simulations of multipath communication channel equalization environments, the method with large θ has shown not as much improved convergence speed as the speed of the original IT-LMS algorithm. The proposed method with small θ=0.01 reach its minimum MSE in 100 samples whereas the IT-LMS converges in 200 samples. This shows the proposed, tap-power normalized IT-LMS algorithm can be applied more effectively to digital wireless communication systems.

A Signal Detection of Minimum Variance Algorithm on Linear Constraints

  • Kwan Hyeong Lee
    • International Journal of Internet, Broadcasting and Communication
    • /
    • 제15권3호
    • /
    • pp.8-13
    • /
    • 2023
  • We propose a method for removing interference and noise to estimate target information. In wireless channels, information signals are subject to interference and noise, making it is difficult to accurately estimate the desired signal. To estimate the desired information signal, it is essential to remove the noise and interference from the received signal, extracting only the desired signal. If the received signal noise and interference are not removed, the estimated information signal will have a large error in distance and direction, and the exact location of the target cannot be estimated. This study aims to accurately estimate the desired target in space. The objective is to achieve more presice target estimation than existing methods and enhance target resolution.An estimation method is proposed to improve the accuracy of target estimation. The proposed target estimation method obtains optimal weights using linear constraints and the minimum variance method. Through simulation, the performance of the proposed method and the existing method is analyzed. The proposed method successfully estimated all four targets, while the existing method only estimated two targets. The results show that the proposed method has better resolutiopn and superior estimation capability than the existing method.

색 변화 특징을 이용한 자연이미지에서의 장면 텍스트 추출 (Scene Text Extraction in Natural Images Using Color Variance Feature)

  • 송영자;최영우
    • 대한전자공학회:학술대회논문집
    • /
    • 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅳ
    • /
    • pp.1835-1838
    • /
    • 2003
  • 이미지에 포함되어 있는 텍스트들은 이미지의 내용을 함축적이며 구체적으로 표현하는 정보를 갖고 있다. 본 논문에서는 이러한 정보를 정확히 추출하기 위해서 색 변화 특징을 이용한 텍스트 영역 추출 방법을 제안한다. 관찰에 의하면 이미지 내의 텍스트들은 주변 배경과의 색 변화가 존재하며, 이러한 색 변화를 3차원 RGB공간에서 표현한다면, 명도이미지에서의 밝기 변화에서 표현하기 어려운 영역들을 강조시킬 수 있으며, 조명 변화에도 민감하지 않은 결과를 만들어 낼 수 있다. 색 변화 정도는 3차원 RBG 공간에서의 색 분산(Variance)으로 측정한다 처리 과정으로서 우선 수평 및 수직 방향의 분산 이미지를 구하는데, 텍스트 영역은 두 방향의 분산 값이 모두 높은 특징이 있다. 다음으로 두 결과의 논리적 AND 연산을 수행하여 불필요한 잡영들을 제거한 후 연결요소를 분석, 검증하여 영역을 최종 확정한다. 다양한 종류의 자연이미지로 제안한 방법을 검증한 결과 밝기 변화 또는 색 연속성 특징들을 이용한 방법에서 찾기 어려운 텍스트 영역들을 찾을 수 있는 것을 확인할 수 있었다.

  • PDF

엔트로피에 기반한 영상분할을 이용한 영상검색 (Image Retrieval Using Entropy-Based Image Segmentation)

  • 장동식;유헌우;강호증
    • 제어로봇시스템학회논문지
    • /
    • 제8권4호
    • /
    • pp.333-337
    • /
    • 2002
  • A content-based image retrieval method using color, texture, and shape features is proposed in this paper. A region segmentation technique using PIM(Picture Information Measure) entropy is used for similarity indexing. For segmentation, a color image is first transformed to a gray image and it is divided into n$\times$n non-overlapping blocks. Entropy using PIM is obtained from each block. Adequate variance to perform good segmentation of images in the database is obtained heuristically. As variance increases up to some bound, objects within the image can be easily segmented from the background. Therefore, variance is a good indication for adequate image segmentation. For high variance image, the image is segmented into two regions-high and low entropy regions. In high entropy region, hue-saturation-intensity and canny edge histograms are used for image similarity calculation. For image having lower variance is well represented by global texture information. Experiments show that the proposed method displayed similar images at the average of 4th rank for top-10 retrieval case.