• Title/Summary/Keyword: Covariance matrix estimation

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Development of an AOA Location Method Using Covariance Estimation

  • Lee, Sung-Ho;Roh, Gi-Hong;Sung, Tae-Kyung
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.485-489
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    • 2006
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and closed-form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a self-tuning weighted least square AOA algorithm that is a modified version of the conventional closed-form solution. In order to estimate the error covariance matrix as a weight, two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

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SPICE Algorithm for Tone Signals in Frequency Domain (Tone 입사신호에 대한 주파수 영역 SPICE 알고리즘)

  • Zhang, Xueyang;Paik, Ji Woong;Hong, Wooyoung;Kim, Seongil;Lee, Joon-Ho
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.29 no.7
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    • pp.560-565
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    • 2018
  • The SPICE (Sparse Iterative Covariance-based Estimation) algorithm estimates the azimuth angle by applying a sparse recovery method to the covariance matrix in the time domain. In this paper, we show how the SPICE algorithm, which was originally formulated in the time domain, can be extended to the frequency domain. Furthermore, we demonstrate, through numerical results, that the performance of the proposed algorithm is superior to that of the conventional frequency domain algorithm.

Source Enumeration Method using Eigenvalue Gap Ratio and Performance Comparison in Rayleigh Fading (Eigenvalue Gap의 Ratio를 이용한 신호 개수 추정 방법 및 Rayleigh Fading 환경에서의 신호 개수 추정 성능 비교)

  • Kim, Taeyoung;Lee, Yunseong;Park, Chanhong;Choi, Yeongyoon;Kim, Kiseon;Lee, Dongkeun;Lee, Myung-Sik;Kang, Hyunjin
    • Journal of the Korea Institute of Military Science and Technology
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    • v.24 no.5
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    • pp.492-502
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    • 2021
  • In electronic warfare, source enumeration and direction-of-arrival estimation are important. The source enumeration method based on eigenvalues of covariance matrix from received is one of the most used methods. However, there are some drawbacks such as accuracy less than 100 % at high SNR, poor performance at low SNR and reduction of maximum number of estimating sources. We suggested new method based on eigenvalues gaps, which is named AREG(Accumulated Ratio of Eigenvalues Gaps). Meanwhile, FGML(Fast Gridless Maximum Likelihood) which reconstructs the covariance matrix was suggested by Wu et al., and it improves performance of the existing source enumeration methods without modification of algorithms. In this paper, first, we combine AREG with FGML to improve the performance. Second, we compare the performance of source enumeration and direction-of-arrival estimation methods in Rayleigh fading. Third, we suggest new method named REG(Ratio of Eigenvalues Gaps) to reduce performance degradation in Rayleigh Fading environment of AREG.

A Desired Signal Estimation using Sub-Array Algorithm of Adaptive Array Antenna in Correlation Channel Environment (상관성 채널 환경에서의 적응배열안테나의 부배열 알고리즘을 이용한 관심신호 추정)

  • Lee, Kwanhyeong;Cho, Taejun
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.13 no.3
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    • pp.75-81
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    • 2017
  • This paper estimate a desired signal in a correlation wireless communication. The transmitted signal is mixed with the information signal, interference, and noise in wireless channel, and it is incident on the receiver. In this paper, we apply MUSIC algorithm and sub-array method to recover the total rank of the correlation matrix in order to estimation a desired signal among receiving signals. Through simulation, we analyze to compare the proposed method with the classical MUSIC algorithm. As a result of the simulation, the proposed method improved the resolution about 10degrees compared to the conventional MUSIC algorithm. We prove the superiority of the proposed method for the desired signal estimation in correlation channel.

Autoregressive Cholesky Factor Modeling for Marginalized Random Effects Models

  • Lee, Keunbaik;Sung, Sunah
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.169-181
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    • 2014
  • Marginalized random effects models (MREM) are commonly used to analyze longitudinal categorical data when the population-averaged effects is of interest. In these models, random effects are used to explain both subject and time variations. The estimation of the random effects covariance matrix is not simple in MREM because of the high dimension and the positive definiteness. A relatively simple structure for the correlation is assumed such as a homogeneous AR(1) structure; however, it is too strong of an assumption. In consequence, the estimates of the fixed effects can be biased. To avoid this problem, we introduce one approach to explain a heterogenous random effects covariance matrix using a modified Cholesky decomposition. The approach results in parameters that can be easily modeled without concern that the resulting estimator will not be positive definite. The interpretation of the parameters is sensible. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using this method.

Complexity based Sensing Strategy for Spectrum Sensing in Cognitive Radio Networks

  • Huang, Kewen;Liu, Yimin;Hong, Yuanquan;Mu, Junsheng
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.9
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    • pp.4372-4389
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    • 2019
  • Spectrum sensing has attracted much attention due to its significant contribution to idle spectrum detection in Cognitive Radio Networks. However, specialized discussion is on complexity-based sensing strategy for spectrum sensing seldom considered. Motivated by this, this paper is devoted to complexity-based sensing strategy for spectrum sensing. Firstly, three efficiency functions are defined to estimate sensing efficiency of a spectrum scheme. Then a novel sensing strategy is proposed given sensing performance and computational complexity. After that, the proposed sensing strategy is extended to energy detector, Cyclostationary feature detector, covariance matrix detector and cooperative spectrum detector. The proposed sensing strategy provides a novel insight into sensing performance estimation for its consideration of both sensing capacity and sensing complexity. Simulations analyze three efficiency functions and optimal sensing strategy of energy detector, Cyclostationary feature detector and covariance matrix detector.

Joint Time Delay and Angle Estimation Using the Matrix Pencil Method Based on Information Reconstruction Vector

  • Li, Haiwen;Ren, Xiukun;Bai, Ting;Zhang, Long
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.12
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    • pp.5860-5876
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    • 2018
  • A single snapshot data can only provide limited amount of information so that the rank of covariance matrix is not full, which is not adopted to complete the parameter estimation directly using the traditional super-resolution method. Aiming at solving the problem, a joint time delay and angle estimation using matrix pencil method based on information reconstruction vector for orthogonal frequency division multiplexing (OFDM) signal is proposed. Firstly, according to the channel frequency response vector of each array element, the algorithm reconstructs the vector data with delay and angle parameter information from both frequency and space dimensions. Then the enhanced data matrix for the extended array element is constructed, and the parameter vector of time delay and angle is estimated by the two-dimensional matrix pencil (2D MP) algorithm. Finally, the joint estimation of two-dimensional parameters is accomplished by the parameter pairing. The algorithm does not need a pseudo-spectral peak search, and the location of the target can be determined only by a single receiver, which can reduce the overhead of the positioning system. The theoretical analysis and simulation results show that the estimation accuracy of the proposed method in a single snapshot and low signal-to-noise ratio environment is much higher than that of Root Multiple Signal Classification algorithm (Root-MUSIC), and this method also achieves the higher estimation performance and efficiency with lower complexity cost compared to the one-dimensional matrix pencil algorithm.

Efficient Speaker Identification based on Robust VQ-PCA (강인한 VQ-PCA에 기반한 효율적인 화자 식별)

  • Lee Ki-Yong
    • Journal of Internet Computing and Services
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    • v.5 no.3
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    • pp.57-62
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    • 2004
  • In this paper, an efficient speaker identification based on robust vector quantizationprincipal component analysis (VQ-PCA) is proposed to solve the problems from outliers and high dimensionality of training feature vectors in speaker identification, Firstly, the proposed method partitions the data space into several disjoint regions by roust VQ based on M-estimation. Secondly, the robust PCA is obtained from the covariance matrix in each region. Finally, our method obtains the Gaussian Mixture model (GMM) for speaker from the transformed feature vectors with reduced dimension by the robust PCA in each region, Compared to the conventional GMM with diagonal covariance matrix, under the same performance, the proposed method gives faster results with less storage and, moreover, shows robust performance to outliers.

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ML Symbol Detection for MIMO Systems in the Presence of Channel Estimation Errors

  • Yoo, Namsik;Back, Jong-Hyen;Choi, Hyeon-Yeong;Lee, Kyungchun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.11
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    • pp.5305-5321
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    • 2016
  • In wireless communication, the multiple-input multiple-output (MIMO) system is a well-known approach to improve the reliability as well as the data rate. In MIMO systems, channel state information (CSI) is typically required at the receiver to detect transmitted signals; however, in practical systems, the CSI is imperfect and contains errors, which affect the overall system performance. In this paper, we propose a novel maximum likelihood (ML) scheme for MIMO systems that is robust to the CSI errors. We apply an optimization method to estimate an instantaneous covariance matrix of the CSI errors in order to improve the detection performance. Furthermore, we propose the employment of the list sphere decoding (LSD) scheme to reduce the computational complexity, which is capable of efficiently finding a reduced set of the candidate symbol vectors for the computation of the covariance matrix of the CSI errors. An iterative detection scheme is also proposed to further improve the detection performance.

Robust Algorithm for EMG signal Amplitude Estimation in noisy Environment (잡음환경에 강건한 근전도 신호 진폭 추정 알고리듬 제안)

  • Jeon, Chang-Ik;Yoo, Se-Geun;Heo, Young;Kim, Sung-Hwan
    • Proceedings of the IEEK Conference
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    • 2003.07c
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    • pp.2737-2740
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    • 2003
  • This paper has been studied an algorithm for EMG signal amplitude estimation in noisy environment. The proposed method has the first stage decomposing the row vector from the delayed EMG signal and the second stage computing the eigenvalues by the eigen decomposition from the covariance matrix of the EMG signal matrix. The last stage is the estimation of RMS values from the eigenvalues. The proposed method was effective when the amplitude of the EMG signal is small, which means the signal to noise ratio is low.

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