• Title/Summary/Keyword: 최대우도추정기법

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Object Tracking Using Weighted Average Maximum Likelihood Neural Network (최대우도 가중평균 신경망을 이용한 객체 위치 추적)

  • Sun-Bae Park;Do-Sik Yoo
    • Journal of Advanced Navigation Technology
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    • v.27 no.1
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    • pp.43-49
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    • 2023
  • Object tracking is being studied with various techniques such as Kalman filter and Luenberger tracker. Even in situations, such as the one in which the system model is not well specified, to which existing signal processing techniques are not successfully applicable, it is possible to design artificial neural networks to track objects. In this paper, we propose an artificial neural network, which we call 'maximum-likelihood weighted-average neural network', to continuously track unpredictably moving objects. This neural network does not directly estimate the locations of an object but obtains location estimates by making weighted average combining various results of maximum likelihood tracking with different data lengths. We compare the performance of the proposed system with those of Kalman filter and maximum likelihood object trackers and show that the proposed scheme exhibits excellent performance well adapting the change of object moving characteristics.

Estimating Cumulative Distribution Functions with Maximum Likelihood to Sample Data Sets of a Sea Floater Model (해상 부유체 모델의 표본 데이터에 대해서 최대우도를 갖는 누적분포함수 추정)

  • Yim, Jeong-Bin;Yang, Won-Jae
    • Journal of Navigation and Port Research
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    • v.37 no.5
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    • pp.453-461
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    • 2013
  • This paper describes evaluation procedures and experimental results for the estimation of Cumulative Distribution Functions (CDF) giving best-fit to the sample data in the Probability based risk Evaluation Techniques (PET) which is to assess the risks of a small-sized sea floater. The CDF in the PET is to provide the reference values of risk acceptance criteria which are to evaluate the risk level of the floater and, it can be estimated from sample data sets of motion response functions such as Roll, Pitch and Heave in the floater model. Using Maximum Likelihood Estimates and with the eight kinds of regulated distribution functions, the evaluation tests for the CDF having maximum likelihood to the sample data are carried out in this work. Throughout goodness-of-fit tests to the distribution functions, it is shown that the Beta distribution is best-fit to the Roll and Pitch sample data with smallest averaged probability errors $\bar{\delta}(0{\leq}\bar{\delta}{\leq}1.0)$ of 0.024 and 0.022, respectively and, Gamma distribution is best-fit to the Heave sample data with smallest $\bar{\delta}$ of 0.027. The proposed method in this paper can be expected to adopt in various application areas estimating best-fit distributions to the sample data.

Estimating GARCH models using kernel machine learning (커널기계 기법을 이용한 일반화 이분산자기회귀모형 추정)

  • Hwang, Chang-Ha;Shin, Sa-Im
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.419-425
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    • 2010
  • Kernel machine learning is gaining a lot of popularities in analyzing large or high dimensional nonlinear data. We use this technique to estimate a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this paper, we show that GARCH models can be estimated using kernel machine learning and that kernel machine has a higher predicting ability than ML methods and support vector machine, when estimating volatility of financial time series data with fat tail.

Blind Frequency Offset Estimation Scheme based on ML Criterion for OFDM-based CR Systems in Non-Gaussian Noise (비정규 잡음 환경에서 OFDM 기반 CR 시스템을 위한 ML 기반 블라인드 주파수 옵셋 추정 기법)

  • Kim, Jun-Hwan;Kang, Seung-Goo;Baek, Jee-Hyeon;Yoon, Seok-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.6C
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    • pp.391-397
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    • 2011
  • This paper investigates the frequency offset (PO) estimation scheme for the orthogonal frequency division multiplexing (OFDM)-based cognitive radio (CR) systems. In the CR environments, the conventional FO estimation schemes for the OFDM systems experience significant performance degradation due to the effect of the non-Gaussian noise. In this paper, a novel FO estimation scheme based on the maximum likelihood criterion is proposed for the OFDM-based CR systems in non-Gaussian noise environments. The proposed scheme does not require a specific pilot structure and has a better estimation performance compared with that of the conventional scheme.

Direction Estimation of Multiple Sound Sources Using Circular Probability Distributions (순환 확률분포를 이용한 다중 음원 방향 추정)

  • Nam, Seung-Hyon;Kim, Yong-Hoh
    • The Journal of the Acoustical Society of Korea
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    • v.30 no.6
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    • pp.308-314
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    • 2011
  • This paper presents techniques for estimating directions of multiple sound sources ranging from $0^{\circ}$ to $360^{\circ}$ using circular probability distributions having a periodic property. Phase differences containing direction information of sources can be modeled as mixtures of multiple probability distributions and source directions can be estimated by maximizing log-likelihood functions. Although the von Mises distribution is widely used for analyzing this kind of periodic data, we define a new class of circular probability distributions from Gaussian and Laplacian distributions by adopting a modulo operation to have $2{\pi}$-periodicity. Direction estimation with these circular probability distributions is done by implementing corresponding EM (Expectation-Maximization) algorithms. Simulation results in various reverberant environments confirm that Laplacian distribution provides better performance than von Mises and Gaussian distributions.

Efficient Uncertainty Estimation of TOPMODEL Using Particle Swarm Optimization : Case Studies for Texas Watersheds (입자군집최적화 기법을 통한 TOPMODEL의 효율적인 불확실도 분석 : Texas 유역을 대상으로)

  • Park, Jeongha;Cho, Huidae;Kim, Dongkyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.161-161
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    • 2017
  • 본 연구는 효율적인 매개변수 추정 방법인 Isolated-Speciation Particle Swarm Optimization(ISPSO)와 불확실도 분석 기법인 GLUE를 결합한 ISPSO-GLUE의 개념을 도입하였다. 임의 매개변수 추출을 방식인 GLUE 기법과 ISPSO-GLUE와의 효율성 비교를 위해 분포형 강우-유출모형인 TOPMODEL에 적용하였으며, 추정된 매개변수에 대한 모의 유량치를 이용하여 성능을 비교하였다. 연구대상지는 Texas의 $1000{\times}2000km^2$ 크기 내외의 두 유역을 택하였으며, 2002-2007년을 보정기간으로 하고, 2008-2013년을 검증기간으로 설정하였다. 불확실도 분석에 10개의 TOPMODEL 매개변수를 이용하고, 우도함수로는 Nash-Sutcliffe(NS) Coefficient이용하여 0.6이상 기준으로 행동모형을 구분하였다. 분석 결과 모수 추정성능면에서, 누적 최대 NS 값과 행동 모형의 개수는 전반적으로 ISPSO-GLUE에서 큰 값을 보였으나, 불확실도 구간에 속하는 관측치는 GLUE에서 더 높은 경향을 보였다. 이는 ISPSO-GLUE의 편향된 모수 추정으로 불확실도 구간이 작아지며, 포함되는 관측치가 GLUE에 비하여 적게 되는 것으로 확인되었다. ISPSO-GLUE의 개선을 통하여 TOPMODEL에 대한 적용성을 증진시키고, 값비싼 수문모형에 대한 매개변수 추정에 더 큰 효과를 가져올 것으로 기대된다.

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감시정찰 센서네트워크의 표적 탐지 및 식별 알고리즘에 관한 연구

  • Sim, Hyeon-Min;Kim, Tae-Bok;Kim, Lee-Hyeong;Gang, Tae-In
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2007.11a
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    • pp.324-328
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    • 2007
  • 본 논문은 감시정찰 센서네트워크에서 센서노드의 주요 기능인 표적의 탐지 및 식별을 위한 알고리즘을 제안한다. 감시정찰 센서네트워크에서 각 센서노드는 노드의 크기 및 센서, 프로세서, 네트워크, 전원 등의 자원의 제약이 있기 때문에 침입하는 적의 탐지 및 종류 식별을 위해서는 효율적인 알고리즘의 선정과 최적화가 요구된다. 본 논문에서는 음향, 진동, PIR, 자기 센서 등을 이용하여 사람, 차량 및 궤도 차량의 침입을 탐지하기 위한 적응 임계값 알고리즘과 그 종류를 식별하기 위한 최대우도추정 기법, k-최근접 이웃 추정 기법에 기반한 표적의 탐지 및 식별 알고리즘을 제안한다. 실험결과 음향 및 진동 센서에 의한 차량의 탐지, PIR 센서에 의한 사람의 탐지가 가능함을 확인할 수 있었으며 주파수 특징점을 이용하여 차량과 궤도차량의 종류식별이 가능함을 확인할 수 있었다.

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Decision of Gaussian Function Threshold for Image Segmentation (영상분할을 위한 혼합 가우시안 함수 임계 값 결정)

  • Jung, Yong-Gyu;Choi, Gyoo-Seok;Heo, Go-Eun
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.9 no.5
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    • pp.163-168
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    • 2009
  • Most image segmentation methods are to represent observed feature vectors at each pixel, which are assumed as appropriated probability models. These models can be used by statistical estimating or likelihood clustering algorithms of feature vectors. EM algorithms have some calculation problems of maximum likelihood for unknown parameters from incomplete data and maximum value in post probability distribution. First, the performance is dependent upon starting positions and likelihood functions are converged on local maximum values. To solve these problems, we mixed the Gausian function and histogram at all the level values at the image, which are proposed most suitable image segmentation methods. This proposed algoritms are confirmed to classify most edges clearly and variously, which are implemented to MFC programs.

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Parameter Estimation of Reliability Growth Model with Incomplete Data Using Bayesian Method (베이지안 기법을 적용한 Incomplete data 기반 신뢰성 성장 모델의 모수 추정)

  • Park, Cheongeon;Lim, Jisung;Lee, Sangchul
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.47 no.10
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    • pp.747-752
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    • 2019
  • By using the failure information and the cumulative test execution time obtained by performing the reliability growth test, it is possible to estimate the parameter of the reliability growth model, and the Mean Time Between Failure (MTBF) of the product can be predicted through the parameter estimation. However the failure information could be acquired periodically or the number of sample data of the obtained failure information could be small. Because there are various constraints such as the cost and time of test or the characteristics of the product. This may cause the error of the parameter estimation of the reliability growth model to increase. In this study, the Bayesian method is applied to estimating the parameters of the reliability growth model when the number of sample data for the fault information is small. Simulation results show that the estimation accuracy of Bayesian method is more accurate than that of Maximum Likelihood Estimation (MLE) respectively in estimation the parameters of the reliability growth model.

Frequency Offset Estimation for OFDM-based Cognitive Radio Systems in Non-Gaussian Impulsive Channels (비정규 충격성 잡음에서 OFDM 기반 인지 무선 시스템을 위한 주파수 옵셋 추청 기법)

  • Song, Chong-Han;Lee, Young-Po;Song, Iic-Ho;Yoon, Seok-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.1C
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    • pp.48-56
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    • 2011
  • Cognitive radio (CR) systems have received significant interest as a promising solution to the spectral shortage problem through efficient use of the frequency spectrum by opportunistically exploiting unlicensed frequency bands. Orthogonal frequency division multiplexing (OFDM) is widely regarded as a highly promising candidate for CR systems. However, the frequency bands used by CR systems are expected to suffer from non-Gaussian noise, which considerably degrades the performance of the conventional OFDM carrier frequency offset (CFO) estimation schemes. In this paper, robust CFO estimation schemes for OFDM-based CR systems in non-Gaussian channels are proposed. Simulation results demonstrate that the proposed estimators offer robustness and substantial performance improvement over the conventional estimator.