• Title/Summary/Keyword: Gauss-Markov

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A Study on the Parameter Estimation for the Bit Synchronization Using the Gauss-Markov Estimator (Gauss-Markov 추정기를 이용한 비트 동기화를 위한 파라미터 추정에 관한 연구)

  • Ryu, Heung-Gyoon;Ann, Sou-Guil
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.3
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    • pp.8-13
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    • 1989
  • The parameters of bipolar random square-wave signal process, amplitude and phase with unknown probability distribution are shown to be simultaneously estimated by using Gauss-Markov estimator so that transmitted digital data can be recovered under the additive Gaussinan noise environment. However, we see that the preprocessing stage using the correlator composed of the multiplier and the running integrator is needed to convert the received process into the sampled sequences and to obtain the observed data vectors, which can be used for Gauss-Markov estimation.

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Balanced mobility pattern generation using Random Mean Degree modification in Gauss Markov model for Mobile network (이동 네트워크를 위한 가우스 마코프 모델에서 평균 이동각도 조절을 통한 균형잡힌 이동 패턴 생성)

  • 노재환;이병직;류정필;하남구;한기준
    • Proceedings of the Korean Information Science Society Conference
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    • 2004.04a
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    • pp.502-504
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    • 2004
  • 이동성이 중요시되는 네트워크에서 특정 프로토콜의 성능 평가를 위해서는 노드의 이동패턴을 정확하게 표현할 수 있는 Mobility Model이 필요하다. 노드의 연속적인 이동패턴을 필요로 하는 Mobile Ad-hoc 네트워크를 위해선 Markov process 기반의 Gauss-Markov Mobility Model이 적절하다. 그러나 맵의 엣지 부근에서 노드 이동의 부적절한 처리로 인해, 기존의 Gauss-Markov Model은 편중된 이동 패턴을 야기한다. 본 논문은 엣지 부근의 평균 이동각도를 랜덤하게 조정함으로써 기존의 모델이 가진 문제를 해결하고, 시뮬레이션을 통해서 이를 검증한다.

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The Statistical Analysis of Morphological Filters for a Continuous Stationary lst-Order Gauss-Markov Source (연속정상 1차 Gauss-Markov 신호원에 대한 형태론적 여파기의 통계적 분석)

  • 김한균;윤정민;나상신;최태영
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.32B no.6
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    • pp.899-908
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    • 1995
  • In this paper, the probabilistic relations of dual morphological operations, such as dilation and erosion, closing and opening, and close- open and open-close, and the statistical properties for a continuous stationary lst order Gauss-Markov source are analyzed. The result is that the dual filters have symmetrical means and skews, and equal variances. Also, the statistics of morphological filters are very similar with those of input source, as correlation coefficient increases.

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A Study on Signal-to-Noise Ratio of Delta Modulation for a First-Order Gauss-Markov Signal (First-Order Gauss-Markov 신호에 대한 Delta 변조방식의 신호대 잡음비에 관한 연구)

  • Moon, Sang-Jae;Son, Hyun
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.17 no.3
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    • pp.52-56
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    • 1980
  • The Signal -to- Noise Ratio of delta modulation for a fi rEt -order Gauss -Markov signal is derived and an approximate expreession of SND is discussed, in the case that only granular noise arises. Cross covariance of input and error signals are negligible when the adjacent correlation of input signal is larger than the difference between the adjacent correlation and the prediction coefficient of local decoder. The approximately derived SNR is available for any value of adjacent correlation.

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A Study on the Realization of a Digital Bit Synchronizer using the Gauss-Markov Estimation Technique (Gauss-Markov 추정 기법을 이용한 디지탈 비트 동기화기 실현에 관한 연구)

  • Bae, Hyeon-Deok;Ryu, Heung-Gyoon
    • The Journal of the Acoustical Society of Korea
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    • v.9 no.2
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    • pp.61-69
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    • 1990
  • We have investigated the digital bit synchronization problem in baseband communication receiver systems using the Gauss-Markov estimation technique which is equivalent to the weighted least square method. The realized bit synchronizer, including the data detector, processes the input signal two dimensionally into the transition phase and data level under the white Gaussian noise environment. We have confirmed the relization of the bit synchronizer via computer simulation. In addition, we have compared and evaluated the estimation error performance of the proposed method with that of the conventional DTTL method and of the minimum likelihood method.

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Viscoplasticity model stochastic parameter identification: Multi-scale approach and Bayesian inference

  • Nguyen, Cong-Uy;Hoang, Truong-Vinh;Hadzalic, Emina;Dobrilla, Simona;Matthies, Hermann G.;Ibrahimbegovic, Adnan
    • Coupled systems mechanics
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    • v.11 no.5
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    • pp.411-438
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    • 2022
  • In this paper, we present the parameter identification for inelastic and multi-scale problems. First, the theoretical background of several fundamental methods used in the upscaling process is reviewed. Several key definitions including random field, Bayesian theorem, Polynomial chaos expansion (PCE), and Gauss-Markov-Kalman filter are briefly summarized. An illustrative example is given to assimilate fracture energy in a simple inelastic problem with linear hardening and softening phases. Second, the parameter identification using the Gauss-Markov-Kalman filter is employed for a multi-scale problem to identify bulk and shear moduli and other material properties in a macro-scale with the data from a micro-scale as quantities of interest (QoI). The problem can also be viewed as upscaling homogenization.

A Novel Shadow Clustering Mechanism based on Gauss-Markov Mobility Model in Nested Heterogeneous Networks (중첩 이종 네트워크 환경에서의 가우스-마코프 이동 모델 기반의 효율적인 새도우 클러스터 메카니즘)

  • Park, Je-Man;Kim, Won-Tae;Park, Yong-Jin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.2B
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    • pp.143-150
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    • 2009
  • In this paper, we propose a novel shadow clustering mechanism including a mobility estimation algorithm based on Gauss-Markov mobility model which analyses patterns of moving direction and speed of a mobile terminal respectively and a selection algorithm of the most suitable network for the requirements of mobile terminals. The proposed mechanism makes much less shadow cluster area than that of the legacy methods, and reduces unnecessary resource reservation. It is compared the proposed algorithm with traditional methods under various scenarios.

Precise Positioning from GPS Carrier Phase Measurement Applying Stochastic Models for Ionospheric Delay (전리층 지연 효과의 통계적 모델을 이용한 반송파 정밀측위)

  • Yang, Hyo-Jin;Kwon, Jay-Hyoun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.25 no.4
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    • pp.319-325
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    • 2007
  • In case of more than 50km baseline length, the correlation between receivers is reduced. Therefore, there are still some rooms for improvement of its positional accuracy. In this paper, the stochastic modeling of the ionospheric delay is applied and its effects are analyzed. The data processing has been performed by constructing a Kalman filter with states of positions, ambiguities, and the ionospheric delays in the double differenced mode. Considering the medium or long baseline length, both double differenced GPS phase and code observations are used as observables and LAMBDA has been applied to fix the ambiguities. The ionospheric delay is stochastically modeled by well-known 1st order Gauss-Markov process. And the correlation time and variation of 1st order Gauss-Markov process are calculated. This paper gives analyzed results of developed algorithm compared with commercial software and Bernese.

Tolerance Optimization with Markov Chain Process (마르코프 과정을 이용한 공차 최적화)

  • Lee, Jin-Koo
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.13 no.2
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    • pp.81-87
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    • 2004
  • This paper deals with a new approach to tolerance optimization problems. Optimal tolerance allotment problems can be formulated as stochastic optimization problems. Most schemes to solve the stochastic optimization problems have been found to exhibit difficulties in multivariate integration of the probability density function. As a typical example of stochastic optimization the optimal tolerance allotment problem has the same difficulties. In this stochastic model, manufacturing system is represented by Gauss-Markov stochastic process and the manufacturing unit availability is characterized for realistic optimization modeling. The new algorithm performed robustly for a large deviation approximation. A significant reduction in computation time was observed compared to the results obtained in previous studies.

Least Squares Estimation with Autocorrelated Residuals : A Survey

  • Rhee, Hak-Yong
    • Journal of the Korean Statistical Society
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    • v.4 no.1
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    • pp.39-56
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    • 1975
  • Ever since Gauss discussed the least-squares method in 1812 and Bertrand translated Gauss's work in French, the least-squares method has been used for various economic analysis. The justification of the least-squares method was given by Markov in 1912 in connection with the previous discussion by Gauss and Bertrand. The main argument concerned the problem of obtaining the best linear unbiased estimates. In some modern language, the argument can be explained as follow.

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