• Title/Summary/Keyword: wiener process

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Extreme values of a gaussian process

  • Choi, Y.K.;Hwang, K.S.;Kang, S.B.
    • Journal of the Korean Mathematical Society
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    • v.32 no.4
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    • pp.739-751
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    • 1995
  • Let ${X(t) : 0 \leq t < \infty}$ be an almost surely continuous Gaussian process with X(0) = 0, E{X(t)} = 0 and stationary increments $E{X(t) - X(s)}^2 = \sigma^2($\mid$t - s$\mid$)$, where $\sigma(y)$ is a function of $y \geq 0(e.g., if {X(t);0 \leq t < \infty}$ is a standard Wiener process, then $\sigma(t) = \sqrt{t})$. Assume that $\sigma(t), t > 0$, is a nondecreasing continuous, regularly varying function at infinity with exponent $\gamma$ for some $0 < \gamma < 1$.

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[ $P_{\lambda,;,T}^M-policy$ ] of a finite dam with both continuous and Jumpwise inputs

  • Lim Kyung Eun;Baek Jee Seon;Lee Eui Yong
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.123-128
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    • 2004
  • A finite dam under $P_{\lambda,;,T}^M-policy$ is considered, where the input of water is formed by a Wiener process subject to random jumps arriving according to a Poisson process. Explicit expression is deduced for the stationary distribution of the level of water. And the long-run average cost per unit time is obtained after assigning costs to the changes of release rate, a reward to each unit of output, and a penalty which is a function of the level of water in the reservoir.

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A simple Demonstration of the Wiener-Khinchin Theorem using a Digital Oscilloscope and Personal Computer (디지털 오실로스코프에 의한 Wiener-Khinchin 정리의 시현)

  • Jung, Se-Min
    • Korean Journal of Optics and Photonics
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    • v.24 no.5
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    • pp.245-250
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    • 2013
  • The Wiener-Khinchin theorem, which means that the autocorrelation function of a signal corresponds to the power spectrum of the signal, is very important in signal processing, spectroscopy and telecommunications engineering. However, because of needs for some relatively expensive equipments such as a correlator and the signal processing system, its demonstration in most undergraduate class is not easy so far. Recently, digital oscilloscopes whose functions can be replaced foresaid equipments are marketed with development of digital engineering. In this paper, a simple demonstration of the theorem is given by a digital storage oscilloscope and a personal computer with its theoretical background. The reason that deals again with this theorem which has been introduced in 1930 is that it has been not well informed yet to us and theoretical background of the demonstration is directly introduced from its driving process. Through deriving process of the theorem, some extended physical meanings of the impedance, power, power factor, Wiener spectrum, linear system response and, furthermore, basic idea of the Planck's quantization in the black body theory reveal themselves naturally. Hence it can be referred to lectures in general physics, modern physics, spectroscopy and material characterization experiment.

An Efficient Iterative Receiver for OFDMA Systems in Uplink Environments (직교 주파수 분할 다중 접속 시스템 상향 전송에 알맞은 효율적인 반복 수신 기법)

  • Hwang, Hae-Gwang;Sang, Young-Jin;Byun, Il-Mu;Kim, Kwang-Soon
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.43 no.11 s.353
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    • pp.8-15
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    • 2006
  • In this paper, we propose the iterative receiver for LDPC-coded OFDMA systems in uplink environments. Applying the Wiener filtering to pilot symbols, an initial channel estimation can be performed effectively. To reduce the complexity of the Wiener filtering, we approximate Wiener filtering coefficients to pre-determined coefficients according to estimated correlation of channel. After an LDPC decoding process, soft symbol derived by extrinsic information of decoder outputs is used to estimate channel. we also derive the error variance of channel estimation and maximum ratio combined results. Using combined results, the channel correlation is re-estimated. Then the proper Wiener filtering coefficients are chosen according to the re-estimated result of the channel correction. Using a computer simulation, we show that the proposed receiver structure has the better performance than the receiver using only pilot symbols.

Generalized Fourier-Feynman Transform of Bounded Cylinder Functions on the Function Space Ca,b[0, T]

  • Jae Gil Choi
    • Kyungpook Mathematical Journal
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    • v.64 no.2
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    • pp.219-233
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    • 2024
  • In this paper, we study the generalized Fourier-Feynman transform (GFFT) for functions on the general Wiener space Ca,b[0, T]. We establish an explicit evaluation formula for the analytic GFFT of bounded cylinder functions on Ca,b[0, T]. We start by examining certain cylinder functions which belong in a Banach algebra of bounded functions on Ca,b[0, T]. We then obtain an explicit formula for the analytic GFFT of the bounded cylinder functions.

Implementation of Speech Recognition Filtering at Emergency (응급상황에서의 음성인식을 위한 필터기 구현)

  • Cho, Young-Im;Jang, Sung-Soon
    • Journal of the Korean Institute of Intelligent Systems
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    • v.20 no.2
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    • pp.208-213
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    • 2010
  • Generally, the mal factor for speech recognition is the background noise in speech recognition. The noise is the reason to reduce the speech recognition performance. Owing to the fact, the place to recognize is very important. To improve the recognition performance from the sound having noise, we implemented the noise filtered Wiener filter at the signal process step which adopted the FIR filter. In FIR filter, it deal with the filtered speech signal which is appropriate frequency range of human speech frequency range. Therefore, we make the recognition system distinguish between noise and speech sound from the incoming speech signal.

Image Restoration Based on Inverse Filtering Order and Power Spectrum Density (역 필터 순서와 파워 스펙트럼 밀도에 기초한 이미지 복원)

  • Kim, Yong-Gil;Moon, Kyung-Il
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.16 no.2
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    • pp.113-122
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    • 2016
  • In this paper, we suggest a approach which comprises fast Fourier transform inversion by wavelet noise attenuation. It represents an inverse filtering by adopting a factor into the Wiener filtering, and the optimal factor is chosen to minimize the overall mean squared error. in order to apply the Wiener filter, we have to compute the power spectrum of original image from the corrupted figure. Since the Wiener filtering contains the inverse filtering process, it expands the noise when the blurring filter is not invertible. To remove the large noises, the best is to remove the noise using wavelet threshold. Wavelet noise attenuation steps are consisted of inverse filtering and noise reduction by Wavelet functions. experimental results have not outperformed the other methods over the overall restoration performance.

A Study on Image Restoration using Mean and Wiener Filter (평균 및 위너 필터를 사용한 영상 복원에 관한 연구)

  • Moon Hong-Deuk;Kang Kyeong-Deog;Bae Sang-Bum;Kim Nam-Ho
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.8 no.7
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    • pp.1393-1398
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    • 2004
  • Image is degraded by several causes such as the process of acquisition, storage and transmission. To restore those images, many researches have been continued. Centrally methods to restore degraded image by AWGN(additive white gaussian noise) a.e mean filter and wiener filter. Especially, mean filter is superior in noise reduction of area that is a small change of luminosity. But mean filter brings about the effect smoothing edge components of the image, because it does'nt consider characteristics of the image. So in this paper we propose an image restoration method compounding respective images adding established weights, after filtering with mean filter and powerful wiener filter in both improvement of contrast and preservation of edge components.

A study of Image Restoration using User Defined Mean.Wiener Filters in u-Health Care (u-헬스 케어에서 사용자 정의 평균.위너필터를 이용한 영상복원에 관한 연구)

  • Lee, Hyun-Chang;Shin, Hyun-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.13 no.2
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    • pp.121-125
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    • 2008
  • According to the development of software and hardware about multimedia technologies, images are used to store information extracted from data. Noises by various causes, however, are added in the process of forming images, recording and transmitting in ubiquitous environments. In image restoration viewpoints to remove them. appropriate filtering methodologies, wiener of mean etc, are utilized. Various ways for image restoration are studied as well. Therefore, in this paper, we Propose user defined image restoration that applies the most appropriate parameters for image restoration and show the implementation result of the system using various parameters including mean filter and wiener filter to advance quality of degraded source image affected by noise in ubiquitous environment and medical fields.

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