• Title/Summary/Keyword: Bernoulli Random Variable

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Effective Parameter Estimation of Bernoulli-Gaussian Mixture Model and its Application to Image Denoising (베르누이-가우스 혼합 모델의 효과적인 파라메터 추정과 영상 잡음 제거에 응용)

  • Eom, Il-Kyu;Kim, Yoo-Shin
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.42 no.5 s.305
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    • pp.47-54
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    • 2005
  • In general, wavelet coefficients are composed of a few large coefficients and a lot of small coefficients. In this paper, we propose image denoising algorithm using Bernoulli-Gaussian mixture model based on sparse characteristic of wavelet coefficient. The Bernoulli-Gaussian mixture is composed of the multiplication of Bernoulli random variable and Gaussian mixture random variable. The image denoising is performed by using Bayesian estimation. We present an effective denoising method through simplified parameter estimation for Bernoulli random variable using local expected squared error. Simulation results show our method outperforms the states-of-art denoising methods when using orthogonal wavelets.

Free vibration analysis of rotating beams with random properties

  • Hosseini, S.A.A.;Khadem, S.E.
    • Structural Engineering and Mechanics
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    • v.20 no.3
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    • pp.293-312
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    • 2005
  • In this paper, free vibration of rotating beam with random properties is studied. The cross-sectional area, elasticity modulus, moment of inertia, shear modulus and density are modeled as random fields and the rotational speed as a random variable. To study uncertainty, stochastic finite element method based on second order perturbation method is applied. To discretize random fields, the three methods of midpoint, interpolation and local average are applied and compared. The effects of rotational speed, setting angle, random property variances, discretization scheme, number of elements, correlation of random fields, correlation function form and correlation length on "Coefficient of Variation" (C.O.V.) of first mode eigenvalue are investigated completely. To determine the significant random properties on the variation of first mode eigenvalue the sensitivity analysis is performed. The results are studied for both Timoshenko and Bernoulli-Euler rotating beam. It is shown that the C.O.V. of first mode eigenvalue of Timoshenko and Bernoulli-Euler rotating beams are approximately identical. Also, compared to uncorrelated random fields, the correlated case has larger C.O.V. value. Another important result is, where correlation length is small, the convergence rate is lower and more number of elements are necessary for convergence of final response.

Stability Analysis of Networked Control Systems with Packet Dropouts (패킷 손실을 고려한 네트워크 제어 시스템의 안정성 분석)

  • Kim, Jae-Man;Park, Jin-Bae;Choi, Yoon-Ho
    • Proceedings of the KIEE Conference
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    • 2009.07a
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    • pp.1731_1732
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    • 2009
  • This paper presents a stability analysis of networked control systems with packet dropouts. The packet dropouts are modeled as a linear function of the stochastic variable satisfying Bernoulli random binary distribution and weighted moving average (WMA). The observer based controller scheme is designed to exponentially mean square stabilize the NCS. Simulation results is provided to show the applicability of the proposed method.

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Optimal Screening Procedures with Dichotomous Performance and Continuous Screening Variables (이치형(二値型) 성능변수(性能變數) 대신 연속형(連續型) 변수(變數)를 이용(利用)한 최적(最適) 선별(選別) 검사방식(檢査方式))

  • Bae, Do-Seon;Kim, Sang-Bok;An, Sang-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.14 no.1
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    • pp.83-89
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    • 1988
  • Optimal screening procedures with dichotomous performance variable T and continuous screening variable X are presented for assuring with a specified degree of confidence that at least ${\ell}$ out of m items found acceptable in screening inspection are conforming. It is assumed that T is a Bernoulli random variable and that the conditional distribution of X given T=t is normal. When m is also to be determined, optimal m and cut-off value of X minimizing the total expected cost are obtained. Cases of known and unknown parameters are considered and for unknown parameter cases, Bayesian approaches are used to find the optimal screening procedures.

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Noise Removal Using Complex Wavelet and Bernoulli-Gaussian Model (복소수 웨이블릿과 베르누이-가우스 모델을 이용한 잡음 제거)

  • Eom Il-Kyu;Kim Yoo-Shin
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.43 no.5 s.311
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    • pp.52-61
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    • 2006
  • Orthogonal wavelet tansform which is generally used in image and signal processing applications has limited performance because of lack of shift invariance and low directional selectivity. To overcome these demerits complex wavelet transform has been proposed. In this paper, we present an efficient image denoising method using dual-tree complex wavelet transform and Bernoulli-Gauss prior model. In estimating hyper-parameters for Bernoulli-Gaussian model, we present two simple and non-iterative methods. We use hypothesis-testing technique in order to estimate the mixing parameter, Bernoulli random variable. Based on the estimated mixing parameter, variance for clean signal is obtained by using maximum generalized marginal likelihood (MGML) estimator. We simulate our denoising method using dual-tree complex wavelet and compare our algorithm to well blown denoising schemes. Experimental results show that the proposed method can generate good denoising results for high frequency image with low computational cost.

Genetic Algorithm and Clustering Technique for Optimization of Stochastic Simulation (유전자 알고리즘과 군집 분석을 이용한 확률적 시뮬레이션 최적화 기법)

  • 이동훈;허성필
    • Journal of the Korea Institute of Military Science and Technology
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    • v.2 no.1
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    • pp.90-100
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    • 1999
  • 유전자 알고리즘은 전통적인 등반 알고리즘을 이용하여 구하기 어려웠던 최적화 문제를 해결하기 위한 강인한(Robust) 탐색 기법이다. 특히 목적함수가 (1)여러 개의 국부 최대치를 가지는 경우, (2)수학적으로 표현이 불가능하거나 어려운 경우, (3)목적함수에 교란 항(disturbance term)이 섞여 있을 경우도 우수한 탐색 능력을 갖는 것으로 알려져 있다. 본 논문에서는 유전자 알고리즘을 이용하여 나타나는 다양한 해집합을 형성하는 개체군을 군집성 분석(cluster analysis)을 이용하여 군집화하고, 각 군집에 부여된 군집 적합도에 따라서 최적해를 구함으로써 단순 유전자 알고리즘에 의한 최적화보다 훨씬 향상된 탐색 알고리즘을 제안하였다. 반응표면의 형태가 정형화한 테스트 함수의 형태로 나타난다고 가정한 경우에 대하여 몬테 칼로 시뮬레이션을 통하여 본 알고리즘을 적용하여 평가하고 분석하였다.

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Networked $H_{\infty}$ Approach and Power System Stabilization (Networked $H_{\infty}$ Approach에 의한 전력계통안정화)

  • Lee, Sang-Seung
    • Proceedings of the KIEE Conference
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    • 2005.07a
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    • pp.226-228
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    • 2005
  • This paper deals with power system stabilization problem using a network control system in which the control is applied through a communication channel in feedback form. Analysis and synthesis issues are investigated by modeling the packet delivery characteristics of the network as a Bernoulli random variable, which is described by a two state Markov chain. This model assumption yields an overall system which is described by a discrete-time Markov jump linear system. These employ the norm to measure the performance of the system, and they compute the norm via a necessary and sufficient matrix inequality condition.

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Queue Length Analysis of Discrete-time Queueing System under Workload Control and Single Vacation (일량제어정책과 단수휴가를 갖는 이산시간 대기행렬의 고객수 분석)

  • Lee, Se Won
    • Journal of Korea Society of Industrial Information Systems
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    • v.25 no.1
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    • pp.89-99
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    • 2020
  • In this paper, we consider a dyadic server control policy that combines workload control and single vacation. Customer arrives at the system with Bernoulli process, waits until his or her turn, and then receives service on FCFS(First come first served) discipline. If there is no customer to serve in the system, the idle single server spends a vacation of discrete random variable V. If the total service times of the waiting customers at the end of vacation exceeds predetermined workload threshold D, the server starts service immediately, and if the total workload of the system at the end of the vacation is less than or equal to D, the server stands by until the workload exceeds threshold and becomes busy. For the discrete-time Geo/G/1 queueing system operated under this dyadic server control policy, an idle period is analyzed and the steady-state queue length distribution is derived in a form of generating function.

Analysis of Discrete-Time Geo/G/1 Queues under Workload Control and Multiple Vacations (일량제어정책과 복수휴가를 갖는 이산시간 Geo/G/1 대기행렬의 분석)

  • Lee, Se Won
    • Journal of Korea Society of Industrial Information Systems
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    • v.23 no.2
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    • pp.29-39
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    • 2018
  • In this paper, we discuss a discrete-time queueing system with dyadic server control policy that combines workload control and multiple vacations. Customers arrive at the system with Bernoulli arrival process. If there is no customer to serve in the system, an idle single server spends a vacation of discrete random variable V and returns. The server repeats the vacation until the total service time of waiting customers exceeds the predetermined workload threshold D. In this paper, we derived the steady-state workload distribution of a discrete-time queueing system which is operating under a more realistic and flexible server control policy. Mean workload is also derived as a performance measure. The results are basis for the analysis of system performance measures such as queue lengths, waiting time, and sojourn time.