• Title/Summary/Keyword: Least square estimator

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Performance Analysis of PAPR and LS Estimation in OFDM Systems

  • Khan, Latif Ullah
    • IEIE Transactions on Smart Processing and Computing
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    • v.3 no.3
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    • pp.135-141
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    • 2014
  • The inherent feature of the highly efficient spectrum usage has made Orthogonal Frequency Division Multiplexing (OFDM) preferable for Communication Standards. This study evaluated the performance of a Least Square (LS) estimator for a comb-type pilot insertion scheme over a fast fading Rayleigh channel. A High Peak-to-Average Power Ratio (PAPR) is one of the major downsides of the OFDM. The effects of an increase in the number of subcarriers on PAPR and the performance of the LS Estimator were studied. Increasing the number of subcarriers while keeping the pilots overhead constant resulted in improved performance of the LS estimator but the PAPR increased with increasing number of subcarriers. Therefore some trade-off between the number of subcarriers and the performance of the OFDM system is needed. The Mean Square Error (MSE) expression was also derived for the LS estimator in the case of a comb-type pilot arrangement. The MSE expression clearly explains the effects of the number of subcarriers on the performance of the LS estimator.

Design and Analysis of TSK Fuzzy Inference System using Clustering Method (클러스터링 방법을 이용한 TSK 퍼지추론 시스템의 설계 및 해석)

  • Oh, Sung-Kwun
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.7 no.3
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    • pp.132-136
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    • 2014
  • We introduce a new architecture of TSK-based fuzzy inference system. The proposed model used fuzzy c-means clustering method(FCM) for efficient disposal of data. The premise part of fuzzy rules don't assume any membership function such as triangular, gaussian, ellipsoidal because we construct the premise part of fuzzy rules using FCM. As a result, we can reduce to architecture of model. In this paper, we are able to use four types of polynomials as consequence part of fuzzy rules such as simplified, linear, quadratic, modified quadratic. Weighed Least Square Estimator are used to estimates the coefficients of polynomial. The proposed model is evaluated with the use of Boston housing data called Machine Learning dataset.

A Note on Disturbance Variance Estimator in Panel Data with Equicorrelated Error Components

  • Seuck Heun Song
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.129-134
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    • 1995
  • The ordinary least square estimator of the disturbance variance in the pooled cross-sectional and time series regression model is shown to be asymptotically unbiased without any restrictions on the regressor matrix when the disturbances follow an equicorrelated error component models.

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Time-Varying Multipath Channel Estimation with Superimposed Training in CP-OFDM Systems

  • Yang, Qinghai;Kwak, Kyung-Sup
    • ETRI Journal
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    • v.28 no.6
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    • pp.822-825
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    • 2006
  • Based on superimposed training methods, a novel time-varying multipath channel estimation scheme is proposed for orthogonal frequency division multiplexing systems. We first develop a linear least square channel estimator, and meanwhile find the optimal superimposed sequences with respect to the channel estimates' mean square error. Next, a low-rank approximated channel estimator is obtained by using the singular value decomposition. As demonstrated in simulations, the proposed scheme achieves not only better performance but also higher bandwidth efficiency than the conventional pilot-aided approach.

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Preliminary test estimation method accounting for error variance structure in nonlinear regression models (비선형 회귀모형에서 오차의 분산에 따른 예비검정 추정방법)

  • Yu, Hyewon;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.595-611
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    • 2016
  • We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.

Structural Design of FCM-based Fuzzy Inference System : A Comparative Study of WLSE and LSE (FCM기반 퍼지추론 시스템의 구조 설계: WLSE 및 LSE의 비교 연구)

  • Park, Wook-Dong;Oh, Sung-Kwun;Kim, Hyun-Ki
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.5
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    • pp.981-989
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    • 2010
  • In this study, we introduce a new architecture of fuzzy inference system. In the fuzzy inference system, we use Fuzzy C-Means clustering algorithm to form the premise part of the rules. The membership functions standing in the premise part of fuzzy rules do not assume any explicit functional forms, but for any input the resulting activation levels of such radial basis functions directly depend upon the distance between data points by means of the Fuzzy C-Means clustering. As the consequent part of fuzzy rules of the fuzzy inference system (being the local model representing input output relation in the corresponding sub-space), four types of polynomial are considered, namely constant, linear, quadratic and modified quadratic. This offers a significant level of design flexibility as each rule could come with a different type of the local model in its consequence. Either the Least Square Estimator (LSE) or the weighted Least Square Estimator (WLSE)-based learning is exploited to estimate the coefficients of the consequent polynomial of fuzzy rules. In fuzzy modeling, complexity and interpretability (or simplicity) as well as accuracy of the obtained model are essential design criteria. The performance of the fuzzy inference system is directly affected by some parameters such as e.g., the fuzzification coefficient used in the FCM, the number of rules(clusters) and the order of polynomial in the consequent part of the rules. Accordingly we can obtain preferred model structure through an adjustment of such parameters of the fuzzy inference system. Moreover the comparative experimental study between WLSE and LSE is analyzed according to the change of the number of clusters(rules) as well as polynomial type. The superiority of the proposed model is illustrated and also demonstrated with the use of Automobile Miles per Gallon(MPG), Boston housing called Machine Learning dataset, and Mackey-glass time series dataset.

Simulation Performance of WAVE System with Combined DD-CE and LMMSE Smoothing Scheme in Small-Scale Fading Models

  • Seo, Jeong-Wook;Kwak, Jae-Min;Kim, Dong-Ku
    • Journal of information and communication convergence engineering
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    • v.8 no.3
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    • pp.281-288
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    • 2010
  • This paper investigates the performance of IEEE 802.11p wireless access in vehicular environments (WAVE) system in small-scale fading models reported by Georgia Institute of Technology (Georgia Tech). We redesign the small-scale fading models to be applied to the computer simulation and develop the IEEE 802.11p WAVE physical layer simulator to provide the bit error rate and packet error rate performances. Moreover, a new channel estimator using decision directed channel estimation and linear minimum mean square error smoothing is proposed in order to improve the performance of the conventional least square channel estimator using two identical long training symbols. The simulation results are satisfactorily coincident with the scenarios of Georgia Tech report, and the proposed channel estimator significantly outperforms the conventional channel estimator.

Classical and Bayesian methods of estimation for power Lindley distribution with application to waiting time data

  • Sharma, Vikas Kumar;Singh, Sanjay Kumar;Singh, Umesh
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.193-209
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    • 2017
  • The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.