• Title/Summary/Keyword: wiener process

Search Result 111, Processing Time 0.024 seconds

Robust Multiuser Detection Based on Least p-Norm State Space Filtering Model

  • Zha, Daifeng
    • Journal of Communications and Networks
    • /
    • v.9 no.2
    • /
    • pp.185-191
    • /
    • 2007
  • Alpha stable distribution is better for modeling impulsive noises than Gaussian distribution in signal processing. This class of process has no closed form of probability density function and finite second order moments. In general, Wiener filter theory is not meaningful in S$\alpha$SG environments because the expectations may be unbounded. We proposed a new adaptive recursive least p-norm Kalman filtering algorithm based on least p-norm of innovation process with infinite variances, and a new robust multiuser detection method based on least p-norm Kalman filtering. The simulation experiments show that the proposed new algorithm is more robust than the conventional Kalman filtering multiuser detection algorithm.

GENERALIZED FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS FOR EXPONENTIAL TYPE FUNCTIONS OF GENERALIZED BROWNIAN MOTION PATHS

  • Jae Gil Choi
    • Communications of the Korean Mathematical Society
    • /
    • v.38 no.4
    • /
    • pp.1141-1151
    • /
    • 2023
  • Let Ca,b[0, T] denote the space of continuous sample paths of a generalized Brownian motion process (GBMP). In this paper, we study the structures which exist between the analytic generalized Fourier-Feynman transform (GFFT) and the generalized convolution product (GCP) for functions on the function space Ca,b[0, T]. For our purpose, we use the exponential type functions on the general Wiener space Ca,b[0, T]. The class of all exponential type functions is a fundamental set in L2(Ca,b[0, T]).

Estimation of Time-dependent Damage Paths of Armors of Rubble-mound Breakwaters using Stochastic Processes (추계학적 확률과정을 이용한 경사제 피복재의 시간에 따른 피해 경로 추정)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.27 no.4
    • /
    • pp.246-257
    • /
    • 2015
  • The progressive degradation paths of structures have quantitatively been tracked by using stochastic processes, such as Wiener process, gamma process and compound Poisson process, in order to consider both the sampling uncertainty due to the usual lack of damage data and the temporal uncertainty associated with the deterioration evolution. Several important features of stochastic processes which should carefully be considered in application of the stochastic processes to practical problems have been figured out through assessing cumulative damage and lifetime distribution as a function of time. Especially, the Wiener process and the gamma process have straightforwardly been applied to armors of rubble-mound breakwaters by the aid of a sample path method based on Melby's formula which can estimate cumulative damage levels of armors over time. The sample path method have been developed to calibrate the related-parameters required in the stochastic modelling of armors of rubble-mound breakwaters. From the analyses, it is found that cumulative damage levels of armors have surely been saturated with time. Also, the exponent of power law in time, that plays a significant role in predicting the cumulative damage levels over time, can easily be determined, which makes the stochastic models possible to track the cumulative damage levels of armors of rubble-mound breakwaters over time. Finally, failure probabilities with respect to various critical limits have been analyzed throughout its anticipated service life.

Implementation of the ECG Monitoring System for Home Health Care Using Wiener Filtering Method (Wiener Filtering 기법을 적용한 홈헬스케어용 심전도 신호 모니터링 시스템 구현)

  • Jeong, Do-Un;Kim, Se-Jin
    • Journal of the Institute of Convergence Signal Processing
    • /
    • v.9 no.2
    • /
    • pp.104-111
    • /
    • 2008
  • The ECG is biomedical electrical signal occurring on the surface of the body due to the contraction and relaxation of the heart. This signal represents an extremely important measure for health monitoring, as it provides vital information about a patient's cardiac condition and general health. ECG signals are contaminated with high frequency noise such as power line interference, muscle artifact and low frequency nose such as motion artifact. But it is difficult to filter nose from ECG signal, and errors resulting from filtering can distort a ECG signal. The present study implemented a small-size and low-power ECG measurement system that can remove motion artifact for convenient health monitoring during daily life. The implemented ECG monitoring system consists of ECG amplifier, a low power microprocessor, bluetooth module and monitoring program. Amplifier was designed and implemented using low power instrumentation amplifier, and microprocessor was interfaced to the ECG amplifier to collect the data, process, store and feed to a transmitter. And bluetooth module used to wirelessly transmit and receive the vital sign data from the microprocessor to an PC at the receiving site. In order to evaluate the performance of the implemented system, we assessed motion artifact rejection performance in each situation with artificially set condition using adaptive filter.

  • PDF

EXTRACTION OF INTERPRETIVE WAVELETS BY MODIFIED WIENER FILTER METHOD - TEST AND EVALUATION WITH MARINE SESMIIC DATA- (修正 위너필터 方法에 依한 解釋波의 抽出 -海洋彈性波 探査資料에 依한 實驗 및 評價)

  • Youn, Oong Koo;Han, Sang-Joon;Park, Byung Kwon
    • 한국해양학회지
    • /
    • v.18 no.2
    • /
    • pp.117-124
    • /
    • 1983
  • Pizza's synthetic model, a modified Wiener filter method, was tested to establish the procedure of desirable interpretive wavelet extraction and its application to the marine seismic exploration using several approaches with a real offshore seismic data of the southeast Asia. Noise spectrum acquisition is difficult and any assumptions for it do not produce interpretive wavelets as good as synthetic model result by Piazza (1979). however the resolution could be improved with spiking deconvoultion and following zero phase bandpass filter, and the testing procedure and evaluatttion of results can hopefully contribute in future study and practical evaluation of Piazza's method.

  • PDF

A DCT-Domain Pre-filtering Scheme in a Video Encoder (동영상 부호화기 내부에서의 효과적인 DCT영역 전처리 필터링)

  • Kim, Sung-Deuk;Ra, Jong-Beom
    • Journal of the Institute of Electronics Engineers of Korea SP
    • /
    • v.37 no.5
    • /
    • pp.42-53
    • /
    • 2000
  • Efficient implementation of pre-filtering has been an important issue in video sequence coding, because it can remove camera noise and improve coding efficiency dramatically This paper introduces a novel pre-filtering scheme that is performed inside a video encoder The proposed pre-filtering is based on the approximated generalized Wiener filtering and two-dimensional discrete cosine transform (DCT) factorization. and is achieved by scaling the DCT coefficients of original image blocks for intra block coding and those of motion-compensated error blocks for inter block coding, respectively Even though the pre-filtering operation is embedded in a video encoder, its additional computational complexity is marginal compared to the encoding process, and the overall architecture of the conventional video encoder is maintained In spite of its simplicity, the proposed pre-filtering scheme provides good filtering and coding performance for noisy video sequences.

  • PDF

Image Restoration Simulation of Digital X-ray Images Based upon Filtering Techniques and the Quality Evaluation of the Restored Images (다양한 필터링 기법을 이용한 디지털 X-선 영상복원 시뮬레이션 및 정량적 화질평가)

  • Lee, So-Young;Choi, Sung-Il;Oh, Ji-Eun;Cho, Hee-Moon;Lee, Sung-Ju;Park, Yeon-Ok;Cho, Hyo-Sung
    • Journal of the Korean Society of Radiology
    • /
    • v.2 no.4
    • /
    • pp.33-40
    • /
    • 2008
  • Images acquired by a digital X-ray imaging system are inherently degraded due to system degradation process and additive noise sources. The system degradation in image quality is typically described as the system response function characterized by the modulation transfer function (MTF) and the noise term described as the noise power spectrum (NPS). In this case, we can restore the blur image as close as possible to the original image by using modified filtering designed for digital imaging system, as we know more precisely about the MTF and the NPS. In this paper, by performing simulation, we tried to restore blurred images taken from a digital X-ray imaging system based upon conventional filtering techniques such as a direct-inverse filtering, limited-inverse filtering, or a Wiener filtering, and evaluated the characteristics of the image restoration.

  • PDF

A Study on Modified Weighted Filter for Edge Preservation in AWGN Environments (AWGN 환경에서 에지 보존을 위한 변형된 가중치 필터에 관한 연구)

  • Kwon, Se-Ik;Hwang, Yeong-Yeun;Kim, Nam-Ho
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2016.05a
    • /
    • pp.661-663
    • /
    • 2016
  • Corruption occurs in the process of processing image signal and the corruption changes the pixel value within the image to damage the original information. AWGN(additive white Gaussian noise) is a representative example. For filters to remove AWGN, there are filters such as MF(mean filter), WF(wiener filter), and AWMF(adaptive weighted mean filter). However images processed through standard previous filters lock preservation characteristics in edge areas. Therefore, threshold value is applied for processing on the standard deviation of the local mask in this study and if the standard deviation is smaller than the threshold value, it is not filtered and if the value is bigger than the threshold value, the study suggested an algorithm that processes using weighted value utilizing standard deviation.

  • PDF

Estimation of Residual Useful Life and Tracking of Real-time Damage Paths of Rubble-Mound Breakwaters Using Stochastic Wiener Process (추계학적 위너 확률과정을 이용한 경사제의 실시간 피해경로 추적과 잔류수명 추정)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.32 no.3
    • /
    • pp.147-160
    • /
    • 2020
  • A stochastic probabilistic model for harbor structures such as rubble-mound breakwater has been formulated by using the generalized Wiener process considering the nonlinearity of damage drift and its nonlinear uncertainty, by which the damage path with real-time can be tracked, the residual useful lifetime at some age can also be analyzed properly. The formulated stochastic model can easily calculate the probability of failure with the passage of time through the probability density function of cumulative damage. In particular, the probability density functions of residual useful lifetime of the existing harbor structures can be derived, which can take into account the current age, its present damage state and the future damage process to be occurred. By using the maximum likelihood method and the least square method together, the involved parameters in the stochastic model can be estimated. In the calibration of the stochastic model presented in this paper, the present results are very well similar with the results of MCS about tracking of the damage paths as well as evaluating of the density functions of the cumulative damage and the residual useful lifetime. MTTF and MRL are also evaluated exactly. Meanwhile, the stochastic probabilistic model has been applied to the rubble-mound breakwater. The related parameters can be estimated by using the experimental data of the cumulative damages of armor units measured as a function of time. The theoretical results about the probability density function of cumulative damage and the probability of failure are very well agreed with MCS results such that the density functions of the cumulative damage tend to move to rightward and the amounts of its uncertainty are increased as the elapsed time goes on. Thus, the probabilities of failure with the elapsed time are also increased sharply. Finally, the behaviors of residual useful lifetime have been investigated with the elapsed age. It is concluded for rubble-mound breakwaters that the probability density functions of residual useful lifetime tends to have a longer tail in the right side rather than the left side because of the gradual increases of cumulative damage of armor units. Therefore, its MRLs are sharply decreased after some age. In this paper, the special attentions are paid to the relationship of MTTF and MRL and the elapsed age of the existing structure. In spite of that the sum of the elapsed age and MRL must be equal to MTTF deterministically, the large difference has been shown as the elapsed age is increased which is due to the uncertainty of cumulative damage to be occurred in the future.

MULTIPLE Lp ANALYTIC GENERALIZED FOURIER-FEYNMAN TRANSFORM ON A FRESNEL TYPE CLASS

  • Chang, Seung Jun;Lee, Il Yong
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.19 no.1
    • /
    • pp.79-99
    • /
    • 2006
  • In this paper, we define a class of functional defined on a very general function space $C_{a,b}[0,T]$ like a Fresnel class of an abstract Wiener space. We then define the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product of functionals on function space $C_{a,b}[0,T]$. Finally, we establish some relationships between the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $\mathcal{F}(C_{a,b}[0,T])$.

  • PDF