• 대한전자공학회논문지SP
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• 제43권2호
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• pp.87-92
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• 2006

Array 신호처리에서 복소 지수함수의 합으로 구성된 신호의 파라미터를 추정하는데 고차 통계를 이용할 수 있다. 본 논문에서는 4차 cumulant를 이용한 고차 Matrix Pencil method(MPM)를 제안하였다. 4차 cumulant는 Gaussian 잡음를 억제할 수 있기 때문에, MPM의 응답은 기존의 방법에 비하여 더 좋은 잡음 면역을 가지고 있다. 본 논문에서는 높은 정확성을 가지는 MPM의 모든 장점을 유지하면서 성공적으로 고차 MPM을 공식화하였다. 그리고 Numerical simulation을 통해서 본 논문에서 제안된 4차 cumulant를 이용한 방법이 Gaussian 잡음환경에서 더 우수한 DOA 분해능을 가지고 있음을 증명하였다.

• 한국통신학회논문지
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• 제31권6C호
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• pp.629-636
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• 2006

Array 신호처리에서 복소 지수함수의 합으로 구성된 신호의 파라미터를 추정하는데 고차 통계를 이용할 수 있다. 본 논문에서는 기존의 MPM(matrix pencil method)보다 효과적으로 DOA를 판별하기 위해 MPM에 4차 cumulant와 moment 통계량을 적용하였다. 4차 cumulant 통계량은 선형 배열안테나에 입사하는 신호에 포함된 Gaussian 잡음을 효과적으로 감소시킬 수 있다. Gaussian 잡음이 존재하는 환경에서 기존의 방법과 4차 통계량을 이용한 방법을 시뮬레이션 함으로써 SNR과 DOA 분해능에 대하여 성능을 분석하였다. 결과로써 4차 통계량을 이용한 MPM이 기존의 MPM보다 우수함을 보였으며, 또한 4차 moment보다는 4차 cumulant 적용이 더 우수함을 증명하였다.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제3권2호
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• pp.157-160
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• 1999

We show the cumulants of a minimal sufficient statistics in k parameter natural exponential family by parameter function and partial parameter function. We nd the cumulants have some merits of central moments and general cumulants both. The first three cumulants are the central moments themselves and the fourth cumulant has the form related with kurtosis.

• 디지털산업정보학회논문지
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• 제5권1호
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• pp.83-88
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• 2009

This paper consider the problem of direction of arrival(DOA) estimation in the presence of multipath propagation. The sensor elements are assumed to be linear and uniformly spaced. Numerous authors have advocated the use of a beamforming preprocessor to facilitate application of high resolution direction finding algorithms The benefits cited include reduced computation, improved performance in environments that include spatially colored noise, and enhanced resolution. Performance benefits typically have been demonstrated via specific example. The purpose of this paper is to provide an analysis of a beamspace version of the MUSIC algorithm applicable to two closely spaced emitters in diverse scenarios. Specifically, the analysis is applicable to uncorrelated far field emitters of any relative power level, confined to a known plane, and observed by an arbitrary array of directional antenna. In this paper, we researched about optimize beam forming to smart antenna system. The covariance matrix obtained using fourth order cumulant function. Simulations illustrate the performance of the techniques.

• ETRI Journal
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• 제43권5호
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• pp.869-880
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• 2021

Herein, we estimate the direction of arrival (DOA) of non-Gaussian signals for nested arrays (NAs) by implementing the fourth-order difference co-array (FODC) and successive methods. In particular, considering the property of the fourth-order cumulant (FOC), we first construct the FODC of the NA, which can obtain O(N⁴) virtual elements using N physical sensors, whereas conventional FOC methods can only obtain O(N²) virtual elements. In addition, the closed-form expression of FODC is presented to verify the enhanced degrees of freedom (DOFs). Subsequently, we exploit the vectorized FOC (VFOC) matrix to match the FODC of the NA. Notably, the VFOC matrix is a single snapshot vector, and the initial DOA estimates can be obtained via the discrete Fourier transform method under the underdetermined correlation matrix condition, which utilizes the complete DOFs of the FODC. Finally, fine estimates are obtained through the spatial smoothing-Capon method with partial spectrum searching. Numerical simulation verifies the effectiveness and superiority of the proposed method.

• Communications for Statistical Applications and Methods
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• 제19권5호
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• pp.685-696
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• 2012

These days the interest of quality leads to the necessity of control charts for monitoring the process in various fields of practical applications. The $\overline{X}$ chart is one of the most widely used tools for quality control that also performs well under the normality of quality characteristics. However, quality characteristics tend to have nonnormal properties in real applications. Numerous recent studies have tried to find and explore the performance of $\overline{X}$ chart due to non-normality; however previous studies numerically examined the effects of non-normality and did not provide any theoretical justification. Moreover, numerical studies are restricted to specific type of distributions such as Burr or gamma distribution that are known to be flexible but can hardly replace other general distributions. In this paper, we approximate the false alarm rate(FAR) of the $\overline{X}$ chart using the Edgeworth expansion up to 1/n-order with the fourth cumulant. This allows us to examine the theoretical effects of nonnormality, as measured by the skewness and kurtosis, on $\overline{X}$ chart. In addition, we investigate the effect of skewness and kurtosis on $\overline{X}$ chart in numerical studies. We use a skewed-normal distribution with a skew parameter to comprehensively investigate the effect of skewness.