• Title/Summary/Keyword: Density estimator

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Performance Analysis of DVB-T2 Turbo Equalization with LDPC and MAP Detector (LDPC 복호와 MAP 등화기를 결합한 DVB-T2 터보 등화기법의 성능분석)

  • Tai, Qing Song;Han, Dong-Seog
    • Journal of Broadcast Engineering
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    • v.15 no.5
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    • pp.665-671
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    • 2010
  • In this paper, a turbo equalizer is proposed for the digital video broadcasting for terrestrial - 2nd generation (DVB-T2) system. The proposed turbo equalizer is consisted with the maximum a posteriori (MAP) and low density parity check (LDPC) decoder. The channel information for the soft-input-soft-output (SISO) MAP equalizer is based on the least square (LS) channel estimator. The performance is analyzed through computer simulations in terms of the iteration number.

Statistical Inference in Non-Identifiable and Singular Statistical Models

  • Amari, Shun-ichi;Amari, Shun-ichi;Tomoko Ozeki
    • Journal of the Korean Statistical Society
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    • v.30 no.2
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    • pp.179-192
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    • 2001
  • When a statistical model has a hierarchical structure such as multilayer perceptrons in neural networks or Gaussian mixture density representation, the model includes distribution with unidentifiable parameters when the structure becomes redundant. Since the exact structure is unknown, we need to carry out statistical estimation or learning of parameters in such a model. From the geometrical point of view, distributions specified by unidentifiable parameters become a singular point in the parameter space. The problem has been remarked in many statistical models, and strange behaviors of the likelihood ratio statistics, when the null hypothesis is at a singular point, have been analyzed so far. The present paper studies asymptotic behaviors of the maximum likelihood estimator and the Bayesian predictive estimator, by using a simple cone model, and show that they are completely different from regular statistical models where the Cramer-Rao paradigm holds. At singularities, the Fisher information metric degenerates, implying that the cramer-Rao paradigm does no more hold, and that he classical model selection theory such as AIC and MDL cannot be applied. This paper is a first step to establish a new theory for analyzing the accuracy of estimation or learning at around singularities.

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Smoothing Parameter Selection in Nonparametric Spectral Density Estimation

  • Kang, Kee-Hoon;Park, Byeong-U;Cho, Sin-Sup;Kim, Woo-Chul
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.231-242
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    • 1995
  • In this paper we consider kernel type estimator of the spectral density at a point in the analysis of stationary time series data. The kernel entails choice of smoothing parameter called bandwidth. A data-based bandwidth choice is proposed, and it is obtained by solving an equation similar to Sheather(1986) which relates to the probability density estimation. A Monte Carlo study is done. It reveals that the spectral density estimates using the data-based bandwidths show comparatively good performance.

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Reduction of Torque Ripple of PMSM Using Iterative Flux Estimation

  • Lee D. H.;Kim C. H.;Kwon Y. A.
    • Proceedings of the KIPE Conference
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    • 2001.10a
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    • pp.346-350
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    • 2001
  • PMSM drives are widely used in the industrial and residential applications because of high efficiency, high power density and high performance. For better performance of PMSM, however, torque ripples should be reduced. This paper investigates a reduction of torque ripple due to the unsinusoidal flux linkage produced by the shapes of stator slot and magnetic pole. To minimize torque ripple, a simple flux estimator is proposed. This method interatively compensates the distributed flux linkage from an error between the measured and estimated currents. The proposed algorithm is verified through simulation.

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Effective Construction Method of Defect Size Distribution Using AOI Data: Application for Semiconductor and LCD Manufacturing (AOI 데이터를 이용한 효과적인 Defect Size Distribution 구축방법: 반도체와 LCD생산 응용)

  • Ha, Chung-Hun
    • IE interfaces
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    • v.21 no.2
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    • pp.151-160
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    • 2008
  • Defect size distribution is a probability density function for the defects that occur on wafers or glasses during semiconductor/LCD fabrication. It is one of the most important information to estimate manufacturing yield using well-known statistical estimation methods. The defects are detected by automatic optical inspection (AOI) facilities. However, the data that is provided from AOI is not accurate due to resolution of AOI and its defect detection mechanism. It causes distortion of defect size distribution and results in wrong estimation of the manufacturing yield. In this paper, I suggest a size conversion method and a maximum likelihood estimator to overcome the vague defect size information of AOI. The methods are verified by the Monte Carlo simulation that is constructed as similar as real situation.

Modified Mass-Preserving Sample Entropy

  • Kim, Chul-Eung;Park, Sang-Un
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.13-19
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    • 2002
  • In nonparametric entropy estimation, both mass and mean-preserving maximum entropy distribution (Theil, 1980) and the underlying distribution of the sample entropy (Vasicek, 1976), the most widely used entropy estimator, consist of nb mass-preserving densities based on disjoint Intervals of the simple averages of two adjacent order statistics. In this paper, we notice that those nonparametric density functions do not actually keep the mass-preserving constraint, and propose a modified sample entropy by considering the generalized 0-statistics (Kaigh and Driscoll, 1987) in averaging two adjacent order statistics. We consider the proposed estimator in a goodness of fit test for normality and compare its performance with that of the sample entropy.

Bayesian estimation for Rayleigh models

  • Oh, Ji Eun;Song, Joon Jin;Sohn, Joong Kweon
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.875-888
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    • 2017
  • The Rayleigh distribution has been commonly used in life time testing studies of the probability of surviving until mission time. We focus on a reliability function of the Rayleigh distribution and deal with prior distribution on R(t). This paper is an effort to obtain Bayes estimators of rayleigh distribution with three different prior distribution on the reliability function; a noninformative prior, uniform prior and inverse gamma prior. We have found the Bayes estimator and predictive density function of a future observation y with each prior distribution. We compare the performance of the Bayes estimators under different sample size and in simulation study. We also derive the most plausible region, prediction intervals for a future observation.

A Comparative Study of Reconstruction Methods for LDV Spectral Analysis (LDV 스펙트럼 분석을 위한 재생방법의 비교 연구)

  • 이도환;성형진
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.1
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    • pp.166-174
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    • 1994
  • A critical evaluation is made of the spectral bias which occurs in the use of a laser doppler velocimeter(LDV). Two processing algorithms are considered for spectral estimates: the sample and hold interpolation method(SH) and the nonuniform Shannon reconstruction technique(SR). Assessment is made of these for varying data densities $(0.05{\le}d.d.{\le}5)$ and turbulence levels(t.i.=30%, 100%). As an improved version of the spectral estimator, the utility of POCS (the projection onto convex sets) has been tested in the present study. This algorithm is found useful to be in the region when $d.d.{\gep}3.$

A Modified Approach to Density-Induced Support Vector Data Description

  • Park, Joo-Young;Kang, Dae-Sung
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.7 no.1
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    • pp.1-6
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    • 2007
  • The SVDD (support vector data description) is one of the most well-known one-class support vector learning methods, in which one tries the strategy of utilizing balls defined on the feature space in order to distinguish a set of normal data from all other possible abnormal objects. Recently, with the objective of generalizing the SVDD which treats all training data with equal importance, the so-called D-SVDD (density-induced support vector data description) was proposed incorporating the idea that the data in a higher density region are more significant than those in a lower density region. In this paper, we consider the problem of further improving the D-SVDD toward the use of a partial reference set for testing, and propose an LMI (linear matrix inequality)-based optimization approach to solve the improved version of the D-SVDD problems. Our approach utilizes a new class of density-induced distance measures based on the RSDE (reduced set density estimator) along with the LMI-based mathematical formulation in the form of the SDP (semi-definite programming) problems, which can be efficiently solved by interior point methods. The validity of the proposed approach is illustrated via numerical experiments using real data sets.

How to Measure Nonlinear Dependence in Hydrologic Time Series (시계열 수문자료의 비선형 상관관계)

  • Mun, Yeong-Il
    • Journal of Korea Water Resources Association
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    • v.30 no.6
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    • pp.641-648
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    • 1997
  • Mutual information is useful for analyzing nonlinear dependence in time series in much the same way as correlation is used to characterize linear dependence. We use multivariate kernel density estimators for the estimation of mutual information at different time lags for single and multiple time series. This approach is tested on a variety of hydrologic data sets, and suggested an appropriate delay time $ au$ at which the mutual information is almost zerothen multi-dimensional phase portraits could be constructed from measurements of a single scalar time series.

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