• Title/Summary/Keyword: Correlation estimation

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A Study on Statistical Methods for the Light Weight Estimation of Ultra Large Container Ships (초대형 컨테이너선의 경하중량 추정을 위한 통계적 방법 연구)

  • Cho, Yong-Jin
    • Journal of Ocean Engineering and Technology
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    • v.23 no.3
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    • pp.14-19
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    • 2009
  • The present study developed a model to estimate the light weight of an ultra-large container ship. The weight estimation model utilized container ship data obtained from shipyards and the subdivided this weight data into appropriate weight groups. Parameters potentially affecting the group weight were selected and expanded based on experience for weight estimation, and a correlation analysis was performed by the SPSS program to determine the key parameters characterizing the group weight. A weight estimation model applying the multi-regression analysis was proposed to assess the weight of an ultra-large container ship at the preliminary design stage, and the results obtained by the suggested method showed good agreement with the shipyard data.

Extended State Estimation Algorithm in Power Systems (확장된 전력 상태추정 알고리즘 개발)

  • Shon, H.S.;Ha, Y.K.;Ryu, H.S.;Moon, Y.H.;Song, K.B.;Park, J.D.
    • Proceedings of the KIEE Conference
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    • 2001.07a
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    • pp.178-180
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    • 2001
  • State estimation in power system is to estimate state variable value which minimizes the error from the real state measured by the gauge and connection state of the circuit breaker. In the past, it was difficult to determine measure function considering the correlation of the measured values. In this paper, an extended state estimation is proposed to process easily various kinds of estimation variable. The proposed algorithm is developed by expanding state variable concept based on many measured values and treating correlation between estimation variable and state variable, it is considered that the state variable satisfy some limitations named "Equality Limitation conditions".

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A Study on Desired Signal Estimation in Correlation Signal of Array Antennas (배열 안테나의 상관성 신호에서 원하는 신호 추정 방법에 대한 연구)

  • Lee, Min-Soo
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.8 no.4
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    • pp.275-280
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    • 2015
  • In this paper, we studied for modified MUSIC algorithm of direction of arrival (DOA)estimation. Modified MUSIC algorithm search optimal covariance matrix using singular value decomposition and Bayes method, and desired signals are estimated by updating weight. In order to estimation of desired signals, we used sub spatial method of MUSIC algorithm. General MUSIC algorithm can estimate a desired signal in case of non-correlation signal. But, general MUSIC algorithm in case of correlation signal can not estimate a desired signals and resolution is decreased. Though simulation in case of correlation signal, we analyze to compare proposed MUSIC algorithm with general MUSIC algorithm.

Size Aware Correlation Filter Tracking with Adaptive Aspect Ratio Estimation

  • Zhu, Xiaozhou;Song, Xin;Chen, Xiaoqian;Bai, Yuzhu;Lu, Huimin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.2
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    • pp.805-825
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    • 2017
  • Correlation Filter-based Trackers (CFTs) gained popularity recently for their effectiveness and efficiency. To deal with the size changes of the target which may degenerate the tracking performance, scale estimation has been introduced in existing CFTs. However, the variations of the aspect ratio were usually neglected, which also influence the size of the target. In this paper, Size Aware Correlation Filter Trackers (SACFTs) are proposed to deal with this problem. The SACFTs not only determine the translation and scale variations, but also take the aspect ratio changes into consideration, thus a better estimation of the size of the target can be realized, which improves the overall tracking performance. And competing results can be achieved compared with state-of-the-art methods according to the experiments conducted on two large scale datasets.

A time delay estimation method using canonical correlation analysis and log-sum regularization (로그-합 규준화와 정준형 상관 분석을 이용한 시간 지연 추정에 관한 연구)

  • Lim, Jun-Seok;Pyeon, Yong-Gook;Lee, Seokjin;Cheong, MyoungJun
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.4
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    • pp.279-284
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    • 2017
  • The localization of sources has a numerous number of applications. To estimate the position of sources, the relative time delay between two or more received signals for the direct signal must be determined. Although the GCC (Generalized Cross-Correlation) method is the most popular technique, an approach based on CCA (Canonical Correlation Analysis) was also proposed for the TDE (Time Delay Estimation). In this paper, we propose a new adaptive algorithm based on CCA in order to utilized the sparsity in the eigenvector of CCA based time delay estimator. The proposed algorithm uses the eigenvector corresponding to the maximum eigenvalue with log-sum regularization in order to utilize the sparsity in the eigenvector. We have performed simulations for several SNR(signal to noise ratio)s, showing that the new CCA based algorithm can estimate the time delays more accurately than the conventional CCA and GCC based TDE algorithms.

Performance Comparison of Estimation Methods for Dynamic Conditional Correlation (DCC 모형에서 동태적 상관계수 추정법의 효율성 비교)

  • Lee, Jiho;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.1013-1024
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    • 2015
  • We compare the performance of two representative estimation methods for the dynamic conditional correlation (DCC) GARCH model. The first method is the pairwise estimation which exploits partial information from the paired series, irrespective to the time series dimension. The second is the multi-dimensional estimation that uses full information of the time series. As a simulation for the comparison, we generate a multivariate time series similar to those observed in real markets and construct a DCC GARCH model. As an empirical example, we constitute various portfolios using real KOSPI 200 sector indices and estimate volatility and VaR of the portfolios. Through the estimated dynamic correlations from the simulation and the estimated volatility and value at risk (VaR) of the portfolios, we evaluate the performance of the estimations. We observe that the multi-dimensional estimation tends to be superior to pairwise estimation; in addition, relatively-uncorrelated series can improve the performance of the multi-dimensional estimation.

Time Delay Estimation using Wavelet Transform (웨이블릿 변환을 이용한 시간 지연 추정법)

  • Kim Doh-Hyoung;Park Youngjin
    • Proceedings of the Acoustical Society of Korea Conference
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    • spring
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    • pp.165-168
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    • 2000
  • A fast estimation method using wavelet transform for a time delay system is proposed. Main point of this method is to get the wavelet transform of the correlation between the input signal and delayed signal using transformed signals. But wavelet transform using Haar wavelet functions has basis with different phases and can offers a bisection method to estimate a time delay of a signal. Selective computation of the transform of correlation is performed and the computational complexity is reduced. Computational order of this method is O(N log N) and it is much love. than a simple correlation esimation when the length of signal is long.

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Robust Visual Tracking using Search Area Estimation and Multi-channel Local Edge Pattern

  • Kim, Eun-Joon
    • Journal of the Korea Society of Computer and Information
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    • v.22 no.7
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    • pp.47-54
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    • 2017
  • Recently, correlation filter based trackers have shown excellent tracking performance and computational efficiency. In order to enhance tracking performance in the correlation filter based tracker, search area which is image patch for finding target must include target. In this paper, two methods to discriminatively represent target in the search area are proposed. Firstly, search area location is estimated using pyramidal Lucas-Kanade algorithm. By estimating search area location before filtering, fast motion target can be included in the search area. Secondly, we investigate multi-channel Local Edge Pattern(LEP) which is insensitive to illumination and noise variation. Qualitative and quantitative experiments are performed with eight dataset, which includes ground truth. In comparison with method without search area estimation, our approach retain tracking for the fast motion target. Additionally, the proposed multi-channel LEP improves discriminative performance compare to existing features.

Distance Estimation Using Discretized Frequency Synthesis of Ultrasound Signals (초음파의 이산 주파수 합성을 이용한 거리 측정)

  • Park, Sang-Wook;Kim, Dae-Eun
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.5
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    • pp.499-504
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    • 2011
  • In this paper, we suggest a method for discretized frequency modulations of ultrasonic signals. A continuous sweep of frequency modulation signals can be modelled with fine levels of discretization. If the ultrasound signals are modulated with monotonically decreasing frequencies, then the cross-correlation between an emitted signal and received signal can be used to identify the distance of multiple target objects. For the discretized frequency synthesis, CF ultrasounds with different frequencies are serially ordered. The auto-correlation test with the signal shows effective results for distance estimation. The discretized frequency syntheses have better distance resolution than CF ultrasound signals and the resolution depends on the number of the combined ultrasound frequencies.

Robust System Identification Algorithm Using Cross Correlation Function

  • Takeyasu, Kazuhiro;Amemiya, Takashi;Goto, Hiroyuki;Masuda, Shiro
    • Industrial Engineering and Management Systems
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    • v.1 no.1
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    • pp.79-86
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    • 2002
  • This paper proposes a new algorithm for estimating ARMA model parameters. In estimating ARMA model parameters, several methods such as generalized least square method, instrumental variable method have been developed. Among these methods, the utilization of a bootstrap type algorithm is known as one of the effective approach for the estimation, but there are cases that it does not converge. Hence, in this paper, making use of a cross correlation function and utilizing the relation of structural a priori knowledge, a new bootstrap algorithm is developed. By introducing theoretical relations, it became possible to remove terms, which is liable to include much noise. Therefore, this leads to robust parameter estimation. It is shown by numerical examples that using this algorithm, all simulation cases converge while only half cases succeeded with the previous one. As for the calculation time, judging from the fact that we got converged solutions, our proposed method is said to be superior as a whole.