• Title/Summary/Keyword: Asymptotic

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A Contour-Integral Derivation of the Asymptotic Distribution of the Sample Partial Autocorrelations with Lags Greater than p of an AR(p) Model

  • Park, B. S.
    • Journal of the Korean Statistical Society
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    • v.17 no.1
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    • pp.24-29
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    • 1988
  • The asymptotic distribution of the sample partial autocorrelation terms after lag p of an AR(p) model has been shown by Dixon(1944). The derivation is based on multivariate analysis and looks tedious. In this paper we present an interesting contour-integral derivation.

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Asymptotic Performance of ML Sequence Estimator Using an Array of Antennas for Coded Synchronous Multiuser DS-CDMA Systems

  • Kim, Sang G.;Byung K. Yi;Raymond Pickholtz
    • Journal of Communications and Networks
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    • v.1 no.3
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    • pp.182-188
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    • 1999
  • The optimal joint maximum-likelihood sequence estima-for using an array of antennas is derived for synchronous direct sequence-code division multiple access (DS-CDMA) system. Each user employs a rate 1/n convolutional code for channel coding for the additive white Gaussian noise (AWGN) channel. The array re-ceiver structure is composed of beamformers in the users' direc-tions followed by a bank of matched filters. The decoder is imple-mented using a Viterbi algorithm whose states depend on the num-ber of users and the constraint length of the convolutional code. The asymptotic array multiuser coding gain(AAMCG)is defined to encompass the asymptotic multiuser coding gain and the spatial information on users' locations in the system. We derive the upper and lower bounds of the AAMCG. As an example, the upper and lower bounds of AAMCG are obtained for the two user case where each user employes the maximum free distance convolutional code with rate 1/2. The enar-far resistance property is also investigated considering the number of antenna elements and user separations in the space.

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Bootstrap Estimation for the Process Incapability Index $C_{pp}$

  • Han, Jeong-Hye;Cho, Joong-Jae;Lim, Chun-Sung
    • Proceedings of the Korean Society for Quality Management Conference
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    • 1998.11a
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    • pp.309-315
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    • 1998
  • Process Capability can be expressed with a process index which indicates the incapability of a process to meet its specifications. This index is regarded as a process capability index(PCI) or more precisely as a process incapability index(PII). It is obtained from a simple transformation of a PCI. Greenwich and Jahr-Schaffrath(1995) considered the PII $C_{pp}$ which could be obtained from the transformation to the PCI, $C_{pm}$, and they provided the asymptotic distribution for $C_{pp}$ which was useful unless the process characteristic was normally distributed. However, some statistical inferences based on the asymptotic distribution need a large sample size. There are some processes which process engineers could not help obtaining sufficiently a large sample size. Thus, we have derived its corresponding bootstrap asymptotic distribution since bootstrapping would be a helpful technique for the PII, $C_{pp}$ which was nonparametric or free from assumptions of the distribution of the characteristic X. Moreover, we have constructed six bootstrap confidence intervals used in reducing bias of estimations based on the bootstrap asymptotic distribution and simulated their performances for $C_{pp}$,

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Analytical Asymptotic Solutions for Rectangular Laminated Composite Plates

  • Lee, Jae-Hun;Cho, Maeng-Hyo;Kim, Jun-Sik
    • International Journal of Aeronautical and Space Sciences
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    • v.12 no.2
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    • pp.200-209
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    • 2011
  • An analytical solution for rectangular laminated composite plates was obtained via a formal asymptotic method. From threedimensional static equilibrium equations, the microscopic one-dimensional and macroscopic two-dimensional equations were systematically derived by scaling of the thickness coordinate with respect to the characteristic length of the plate. The onedimensional through-the-thickness analysis was performed by applying a standard finite element method. The derived twodimensional plate equations, which take the form of recursive equations, were solved under sinusoidal loading with simplysupported boundary conditions. To demonstrate the validity and accuracy of the present method, various types of composite plates were studied, such as cross-ply, anti-symmetric angle-ply and sandwich plates. The results obtained were compared to those of the classical laminated plate theory, the first-order shear deformation theory and the three-dimensional elasticity. In the present analysis, the characteristic length of each composite was dependent upon the layup configurations, which affected the convergence rate of the method. The results shown herein are promising that it can serve as an efficient tool for the analysis and design of laminated composite plates.

A New Asymptotic Analysis of Throughput Enhancement from Selection Diversity in Multiuser Systems (다중 사용자 다이버시티로부터 얻게 되는 처리율 증가에 대한 새로운 근사적 분석)

  • Seo, Woo-Hyun;Kim, Sung-Tea;Kwak, Kyung-Chul;Hong, Dae-Sik
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.11C
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    • pp.1111-1118
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    • 2007
  • This paper presents our study of throughput enhancement achieved by selection diversity in a multiuser system, called multiuser diversity (MUDiv), using a new asymptotic approach. The MUDiv gain is evaluated by deriving an asymptotic formula for the throughput enhancement from the MUDiv gain as a simple closed form introducing a Puiseux series. The formula shows that the MUDiv gain is independent of the signal-to-noise ratio (SNR). This concept can be extended to analysis applicable to scheduling algorithms, such as Max C/I and proportional fair scheduling. The MUDiv gain throughput analysis is verified using Monte-Carlo simulations.

AN ASYMPTOTIC FINITE ELEMENT METHOD FOR SINGULARLY PERTURBED HIGHER ORDER ORDINARY DIFFERENTIAL EQUATIONS OF CONVECTION-DIFFUSION TYPE WITH DISCONTINUOUS SOURCE TERM

  • Babu, A. Ramesh;Ramanujam, N.
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.1057-1069
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    • 2008
  • We consider singularly perturbed Boundary Value Problems (BVPs) for third and fourth order Ordinary Differential Equations(ODEs) of convection-diffusion type with discontinuous source term and a small positive parameter multiplying the highest derivative. Because of the type of Boundary Conditions(BCs) imposed on these equations these problems can be transformed into weakly coupled systems. In this system, the first equation does not have the small parameter but the second contains it. In this paper a computational method named as 'An asymptotic finite element method' for solving these systems is presented. In this method we first find an zero order asymptotic approximation to the solution and then the system is decoupled by replacing the first component of the solution by this approximation in the second equation. Then the second equation is independently solved by a fitted mesh Finite Element Method (FEM). Numerical experiments support our theoritical results.

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A multiscale method for analysis of heterogeneous thin slabs with irreducible three dimensional microstructures

  • Wang, Dongdong;Fang, Lingming
    • Interaction and multiscale mechanics
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    • v.3 no.3
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    • pp.213-234
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    • 2010
  • A multiscale method is presented for analysis of thin slab structures in which the microstructures can not be reduced to two-dimensional plane stress models and thus three dimensional treatment of microstructures is necessary. This method is based on the classical asymptotic expansion multiscale approach but with consideration of the special geometric characteristics of the slab structures. This is achieved via a special form of multiscale asymptotic expansion of displacement field. The expanded three dimensional displacement field only exhibits in-plane periodicity and the thickness dimension is in the global scale. Consequently by employing the multiscale asymptotic expansion approach the global macroscopic structural problem and the local microscopic unit cell problem are rationally set up. It is noted that the unit cell is subjected to the in-plane periodic boundary conditions as well as the traction free conditions on the out of plane surfaces of the unit cell. The variational formulation and finite element implementation of the unit cell problem are discussed in details. Thereafter the in-plane material response is systematically characterized via homogenization analysis of the proposed special unit cell problem for different microstructures and the reasoning of the present method is justified. Moreover the present multiscale analysis procedure is illustrated through a plane stress beam example.

Asymptotic Stabilization of Linear Systems with Time-Varying Input Disturbances Using Disturbance Observer Techniques and Min-Max Control Method (외란관측기법과 최대최소 제어방법을 이용한 시변 입력 외란을 갖는 선형 시스템의 점근 안정화)

  • 송성호;김백섭
    • Journal of Institute of Control, Robotics and Systems
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    • v.10 no.1
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    • pp.15-21
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    • 2004
  • This paper deals with asymptotic stabilization problems for linear systems with time-varying input disturbances. In order to eliminate the influence of a disturbance on the system, a disturbance observer is designed and the time-varying disturbance can be rejected using its estimated value. Since the disturbance observer is kind of low-pass filter, it has inevitably estimation errors. To eliminate the inflences on the performance due to these errors, the additional control is designed based on these estimation errors using a well-known min-max control method. It is shown that the asymptotic stability of the closed-loop system is guaranteed. In general, the min-max control method requires the switching of control inputs and the switching magnitude of the control input is determined by the disturbance estimation error bounds. As the error bounds can be made arbitrarily small by choosing the high gain for the disturbance observer, the control method suggested in this paper can reduce the chattering phenomena as small as possible. Therefore, it has superior performance to the existing ones.