• Title/Summary/Keyword: Covariance matrix estimation

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Advanced Channel Estimation Method for IEEE 802.11p/WAVE System

  • Jang, DongSeon;Ko, Kyunbyoung
    • International Journal of Contents
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    • v.15 no.4
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    • pp.27-35
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    • 2019
  • In this paper, we propose an advanced Minimum Mean Square Error (MMSE) channel estimation method for IEEE 802.11p/Wireless Access in Vehicular Environments (WAVE) systems. To improve the performance of MMSE method, we apply the Weighted Sum using Update Matrix (WSUM) scheme to the step of calculating the instantaneously estimated channel and then, a time domain selectively averaging method is applied after the WSUM scheme. Based on that, the accuracy of instantaneously estimated channel increases and then, the accuracy of auto covariance matrix also increases. Consequently, we can achieve the performance gain over the conventional MMSE method. Through simulations based on the IEEE 802.11p standard, it is confirmed that the proposed scheme can outperform the existing channel estimation schemes.

Comprehensive studies of Grassmann manifold optimization and sequential candidate set algorithm in a principal fitted component model

  • Chaeyoung, Lee;Jae Keun, Yoo
    • Communications for Statistical Applications and Methods
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    • v.29 no.6
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    • pp.721-733
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    • 2022
  • In this paper we compare parameter estimation by Grassmann manifold optimization and sequential candidate set algorithm in a structured principal fitted component (PFC) model. The structured PFC model extends the form of the covariance matrix of a random error to relieve the limits that occur due to too simple form of the matrix. However, unlike other PFC models, structured PFC model does not have a closed form for parameter estimation in dimension reduction which signals the need of numerical computation. The numerical computation can be done through Grassmann manifold optimization and sequential candidate set algorithm. We conducted numerical studies to compare the two methods by computing the results of sequential dimension testing and trace correlation values where we can compare the performance in determining dimension and estimating the basis. We could conclude that Grassmann manifold optimization outperforms sequential candidate set algorithm in dimension determination, while sequential candidate set algorithm is better in basis estimation when conducting dimension reduction. We also applied the methods in real data which derived the same result.

A Covariance Type ARMA Fast Transversal Filter (공분산형 ARMA 고속 Transversal 필터에 관한 연구)

  • Lee, Chul-Heui;Jang, Young-Soo
    • The Journal of the Acoustical Society of Korea
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    • v.11 no.1
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    • pp.67-79
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    • 1992
  • For effective on-line ARMA parameter estimation, a covariance type ARMA fast transversal filter (FTF) algorithm is presented. The proposed algorithm is a covariance type implementation of ELS(Extended Least Squares) estimator and it is a fast time update recursion which is based on the fact that the correlation matrix of ARMA model satisfies the shift invariance property in each sub-block. The geometric approach is used in the derivation of the proposed algorithm. It takes small computational burden of 13N+37 MADPR(Multiplication And Division Per Recursion). Also, AR and MA orders can be independetly and arbitrarily specified.

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Performance of direction-of-arrival estimation of SpSF in frequency domain: in case of non-uniform sensor array (주파수 영역으로 구현한 SpSF알고리듬: 비균일 센서 환경에서의 도래각 추정 성능)

  • Paik, Ji Woong;Zhang, Xueyang;Hong, Wooyoung;Hong, Jungpyo;Kim, Seongil;Lee, Joon-Ho
    • The Journal of the Acoustical Society of Korea
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    • v.39 no.3
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    • pp.191-199
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    • 2020
  • Currently, studies on the estimation algorithm based on compressive sensing are actively underway, but to the best of our knowledge, no study on the performance of the Sparse Spectrum Fitting (SpSF) algorithm in nonuniform sensor arrays has been made. This paper deals with the derivation of the compressive sensing based covariance fitting algorithm extended to the frequency domain. In addition, it shows the performance of directon-of-arrival estimation of the frequency domain SpSF algorithm in non-uniform linear sensor array system and the sensor array failure situation.

Aquifer Parameter Identification and Estimation Error Analysis from Synthetic and Actual Hydraulic Head Data (지하수위 자료를 이용한 대수층의 수리상수 추정과 추정오차 분석)

  • 현윤정;이강근;성익환
    • The Journal of Engineering Geology
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    • v.6 no.2
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    • pp.83-93
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    • 1996
  • A method is proposed to estimate aquifer parameters in a heterogeneous and anisotropic aquifer under steady-state groundwater flow conditions on the basis of maximum likelihood concept. Zonation method is adopted for parameterization, and estimation errors are analyzed by examining the estimation error covariance matrix in the eigenspace. This study demonstrates the ability of the proposed model to estimate parameters and helps to understand the characteristics of the inverse problem. This study also explores various features of the inverse methodology by applying it to a set of field data of the Taegu area. In the field example, transmissivities were estimated under three different zonation patterns. Recharge rates in the Taegu area were also estimated using MODINV which is an inverse model compatible with MODFLOW.The estimation results indicate that anisotropy of aquifer parameters should be considered for the crystalline rock aquifer which is the dominant aquifer system in Korea.

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Fast Monopulse Method Using Noise-Jamming Subspace (재밍 환경에서 잡음 부공간을 이용한 고속 모노펄스 방법)

  • Lim, Jong-Hwan;Kim, Jae-Hak;Yang, Hoon-Gee
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.25 no.3
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    • pp.372-375
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    • 2014
  • A monopulse based on maximum likelihood(ML) in jamming scenario can suppress jamming signal using an inverse matrix of a covariance matrix. In order to achieve adequate suppression of jamming signal, the sufficient number of snapshots is required. However, this is not possible in high PRF scenario, which hinders a real-time tracking. Moreover, even with the large number of snapshots, the estimation accuracy of the target direction is decreased in low JNR(Jammer to Noise Ratio) due to insufficient jammer suppression. In this paper, we propose a monopulse algorithm that doesn't degrade performance significantly with a small number of snapshots and in low JNR. We show its derivation that exploits noise-jammer subspace of a covariance matrix, along with its performance through simulation.

Approaching Target above Ground Tracking Technique Based on Noise Covariance Estimation Method-Kalman Filter (잡음 공분산 추정 방식을 적용한 칼만필터 기반 지면밀착 접근표적 추적기법)

  • Park, Young-Sik
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.28 no.10
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    • pp.810-818
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    • 2017
  • This paper presents the approaching target above ground tracking based on Kalman filter applied to the proximity sensor for the active defense system. The proximity sensor located on the front of the countermeasure is not easy to detect when the anti-tank threat enters a fragment dispersion range due to limited antenna beamwidth. In addition, it is difficult for the proximity sensor to detect the anti-tank threat accurately at a terrestrial environment including various clutters. To solve these problems, this study presents the approaching target above ground tracking based on Kalman filter and applies the novel estimation method for a noise covariance matrix to improve a tracking performance. Then, a high tracking performance of Kalman filter applied the proposed noise covariance matrix is presented through field firing test results and the validity of the proposed study is examined.

Simple Blind Channel Estimation Scheme for Downlink MC-CDMA Systems (하향링크 MC-CMDMA 시스템을 위한 간단한 미상 채널 추정 방법)

  • Seo, Bang-Won
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.6A
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    • pp.480-487
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    • 2012
  • In multicarrier code-division multiple access (MC-CDMA) systems, conventional blind channel estimation schemes require the inverse matrix calculation or eigenvalue decomposition of the received signal covariance matrix. Therefore, computational complexity of the conventional schemes is too high and they cannot be employed in downlink systems. In this paper, we propose a simple blind channel estimation scheme with very low computational complexity. Simulation results show that the proposed scheme has better channel estimation and bit error rate (BER) performance than the conventional schemes.

An Adaptive Speed Estimation Method Based on a Strong Tracking Extended Kalman Filter with a Least-Square Algorithm for Induction Motors

  • Yin, Zhonggang;Li, Guoyin;Du, Chao;Sun, Xiangdong;Liu, Jing;Zhong, Yanru
    • Journal of Power Electronics
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    • v.17 no.1
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    • pp.149-160
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    • 2017
  • To improve the performance of sensorless induction motor (IM) drives, an adaptive speed estimation method based on a strong tracking extended Kalman filter with a least-square algorithm (LS-STEKF) for induction motors is proposed in this paper. With this method, a fading factor is introduced into the covariance matrix of the predicted state, which forces the innovation sequence orthogonal to each other and tunes the gain matrix online. In addition, the estimation error is adjusted adaptively and the mutational state is tracked fast. Simultaneously, the fading factor can be continuously self-tuned with the least-square algorithm according to the innovation sequence. The application of the least-square algorithm guarantees that the information in the innovation sequence is extracted as much as possible and as quickly as possible. Therefore, the proposed method improves the model adaptability in terms of actual systems and environmental variations, and reduces the speed estimation error. The correctness and the effectiveness of the proposed method are verified by experimental results.

A Study on Unified Vector Control of Induction Motor (유도전동기의 통일적 벡터제어에 관한 연구)

  • Kim, Y.D.;Lee, D.C.
    • Journal of Power System Engineering
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    • v.5 no.3
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    • pp.95-103
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    • 2001
  • This study is applied to common induction motor, and vector control is realized by using an indirect type of induction motor which has a simple composition. In this study extended Kalman filter is used from control theoretical viewpoint, and primary resistance and secondary resistance which change according to the temperature of motor are simultaneously estimated. This paper aims to research an indirect vector control in which the secondary resistance obtained from this estimation is consistent with secondary flux. This estimation is made by on-line estimation, but on-line estimation is difficult because extended Kalman filter takes long time in computation time. So off-line estimation was made on the assumption that the variation of temperature in motor is slow temporally.

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