• Title/Summary/Keyword: Mean Square Error(MSE)

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Decision Feedback Equalizer based on Maximization of Zero-Error Probability (영확률 최대화에 근거한 결정궤환 등화)

  • Kim, Nam-Yong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.8C
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    • pp.516-521
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    • 2011
  • In this paper, a nonlinear algorithm that maximizes zero-error probability (MZEP) with decision feedback (DF) is proposed to counteract both of severely distorted multi-path fading effect and impulsive noise. The proposed MZEP-DF algorithm has shown the immunity to impulsive noise and the ability of the feedback filter section to cancel the remaining intersymbol interference as well. Compared with the linear MZEP algorithm, it yields above 10 dB enhancement of steady state MSE performance in severely distorted multipath fading channels with impulse noise where the least mean square (LMS) algorithm does not converge below -3dB of MSE.

Design-Based Properties of Least Square Estimators of Panel Regression Coefficients Based on Complex Panel Data (복합패널 데이터에 기초한 최소제곱 패널회귀추정량의 설계기반 성질)

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.515-525
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    • 2010
  • We investigated design-based properties of the ordinary least square estimator(OLSE) and the weighted least square estimator(WLSE) in a panel regression model. Given a complex data we derive the magnitude of the design-based bias of two estimators and show that the bias of WLSE is smaller than that of OLSE. We also conducted a simulation study using Korean welfare panel data in order to compare design-based properties of two estimators numerically. In the study we found the followings. First, the relative bias of OLSE is nearly two times larger than that of WLSE and the bias ratio of OLSE is greater than that of WLSE. Also the relative bias of OLSE remains steady but that of WLSE becomes smaller as the sample size increases. Next, both the variance and mean square error(MSE) of two estimators decrease when the sample size increases. Also there is a tendency that the proportion of squared bias in MSE of OLSE increases as the sample size increase, but that of WLSE decreases. Finally, the variance of OLSE is smaller than that of WLSE in almost all cases and the MSE of OLSE is smaller in many cases. However, the number of cases of larger MSE of OLSE increases when the sample size increases.

Selection of bandwidth for local linear composite quantile regression smoothing (국소 선형 복합 분위수 회귀에서의 평활계수 선택)

  • Jhun, Myoungshic;Kang, Jongkyeong;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.733-745
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    • 2017
  • Local composite quantile regression is a useful non-parametric regression method widely used for its high efficiency. Data smoothing methods using kernel are typically used in the estimation process with performances that rely largely on the smoothing parameter rather than the kernel. However, $L_2$-norm is generally used as criterion to estimate the performance of the regression function. In addition, many studies have been conducted on the selection of smoothing parameters that minimize mean square error (MSE) or mean integrated square error (MISE). In this paper, we explored the optimality of selecting smoothing parameters that determine the performance of non-parametric regression models using local linear composite quantile regression. As evaluation criteria for the choice of smoothing parameter, we used mean absolute error (MAE) and mean integrated absolute error (MIAE), which have not been researched extensively due to mathematical difficulties. We proved the uniqueness of the optimal smoothing parameter based on MAE and MIAE. Furthermore, we compared the optimal smoothing parameter based on the proposed criteria (MAE and MIAE) with existing criteria (MSE and MISE). In this process, the properties of the proposed method were investigated through simulation studies in various situations.

A Performance Comparison of Block-Based Matching Cost Evaluation Models for FRUC Techniques

  • Kim, Jin-Soo;Kim, Jae-Gon
    • Journal of information and communication convergence engineering
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    • v.9 no.6
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    • pp.671-675
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    • 2011
  • DVC (Distributed Video Coding) and FRUC (Frame Rate Up Conversion) techniques need to have an efficient motion compensated frame interpolation algorithms. Conventional works of these applications have mainly focused on the performance improvement of overall system. But, in some applications, it is necessary to evaluate how well the MCI (Motion Compensated Interpolation) frame matches the original frame. For this aim, this paper deals with the modeling methods for evaluating the block-based matching cost. First, several matching criteria, which have already been dealt with the motion compensated frame interpolation, are introduced and then combined to make estimate models for the size of MSE (Mean Square Error) noise of the MCI frame to original one. Through computer simulations, it is shown that the block-based matching criteria are evaluated and the proposed model can be effectively used for estimating the MSE noise.

The Convergence Speed Enhancement using a Cosine Modulated Filter Banks and a Decimation Technique (코사인 변조된 필터 뱅크와 Decimation을 이용한 수렴 속도 성능 개선)

  • Choi Chang-Kwon;Cho Byung-Mo
    • Proceedings of the Acoustical Society of Korea Conference
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    • autumn
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    • pp.193-196
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    • 1999
  • 본 논문은 음향 임펄스를 모델링하는데 코사인 변조된 필터 뱅크와 Decimation을 이용하여 수렴 속도를 개선하는 방법을 제안하고 이를 잡음제거에 응용하였다. 제안된 구조는 입력신호를 필터뱅크를 이용하여 각 서브밴드로 분할한 후 필터 입력신호의 고유벡터의 최대값과 최소값의 비를 줄이고 필터의 탭수를 줄이기 위해서 decimation을 행한다. 그리고 서브밴드대역의 샘플링 주파수를 낮추어 신호 스펙트럼을 확장시켜 이를 적응필터에 입력하여 수렴속도를 향상시켰다. 실험 결과, Colored잡음의 경우 LMS 알고리즘보다 제안된 방법이 MSE(Mean Square Error)는 좋지는 않았다. 실제 음향시스템의 모델링에는 거의 같은 MSE을 갖으며, 수렴 속도에는 모두 빠른 성능을 보였으며, 이를 음질향상에 적용하여 향상된 음질을 얻을 수 있었다.

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Prediction of Quantitative Traits Using Common Genetic Variants: Application to Body Mass Index

  • Bae, Sunghwan;Choi, Sungkyoung;Kim, Sung Min;Park, Taesung
    • Genomics & Informatics
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    • v.14 no.4
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    • pp.149-159
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    • 2016
  • With the success of the genome-wide association studies (GWASs), many candidate loci for complex human diseases have been reported in the GWAS catalog. Recently, many disease prediction models based on penalized regression or statistical learning methods were proposed using candidate causal variants from significant single-nucleotide polymorphisms of GWASs. However, there have been only a few systematic studies comparing existing methods. In this study, we first constructed risk prediction models, such as stepwise linear regression (SLR), least absolute shrinkage and selection operator (LASSO), and Elastic-Net (EN), using a GWAS chip and GWAS catalog. We then compared the prediction accuracy by calculating the mean square error (MSE) value on data from the Korea Association Resource (KARE) with body mass index. Our results show that SLR provides a smaller MSE value than the other methods, while the numbers of selected variables in each model were similar.

On Estimating the Odds Ratio between Male and Female Unemployment Rate in Small Area

  • Park, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1029-1039
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    • 2006
  • There are different kinds of methods to estimate the odds ratio for unemployment statistics in small areas, namely, the composite estimator, the Woolf estimator and the Mantel-Haenszel estimator. We can compare the reliability of these estimators according to the bias and MSE. The estimation procedures considered by this study have been applied to estimate the bias and MSE of the odds ratio between the male and female unemployment rate in some small areas. The Woolf estimator or the Mantel-Haenszel estimator is more stable than the composite estimator, but all these three estimators are similar to each other from the aspect of efficiency.

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Relay Selection Based on Rank-One Decomposition of MSE Matrix in Multi-Relay Networks

  • Bae, Young-Taek;Lee, Jung-Woo
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2010.07a
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    • pp.9-11
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    • 2010
  • Multiple-input multiple-output (MIMO) systems assisted by multi-relays with single antenna are considered. Signal transmission consists of two hops. In the first hop, the source node broadcasts the vector symbols to all relays, then all relays forward the received signals multiplied by each power gain to the destination simultaneously. Unlike the case of full cooperation between relays such as single relay with multiple antennas, in our case there is no closed form solution for optimal relay power gain with respect to minimum mean square error (MMSE). Thus we propose an alternative approach in which we use an approximation of the cost function based on rank-one matrix decomposition. As a cost function, we choose the trace of MSE matrix. We give several simulation results to validate that our proposed method obtains a negligible performance loss compared to optimal solution obtained by exhaustive search.

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Determination of Noise Threshold from Signal Histogram in the Wavelet Domain

  • Kim, Eunseo;Lee, Kamin;Yang, Sejung;Lee, Byung-Uk
    • Journal of the Institute of Electronics and Information Engineers
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    • v.51 no.2
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    • pp.156-160
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    • 2014
  • Thresholding in frequency domain is a simple and effective noise reduction technique. Determination of the threshold is critical to the image quality. The optimal threshold minimizing the Mean Square Error (MSE) is chosen adaptively in the wavelet domain; we utilize an equation of the MSE for the soft-thresholded signal and the histogram of wavelet coefficients of the original image and noisy image. The histogram of the original signal is estimated through the deconvolution assuming that the probability density functions (pdfs) of the original signal and the noise are statistically independent. The proposed method is quite general in that it does not assume any prior for the source pdf.

Frequency Offset Estimation in OFDMA Uplink System Using Low Cross-correlation Property of PN Sequences (OFDMA 상향 링크 시스템에서 PN 시퀀스의 낮은 Cross correlation 특성을 이용한 주파수 오차 추정)

  • Min, Hyun-Kee;Kim, Seok-Joong;Bang, Keuk-Joon;Hong, Dae-Sik
    • Proceedings of the IEEK Conference
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    • 2008.06a
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    • pp.239-240
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    • 2008
  • A new frequency offset estimator using low cross-property of PN sequences is proposed in the orthogonal frequency division multiple access (OFDMA) uplink systems. Simulation results show that the proposed estimator improves the mean square error (MSE) performance compared to conventional estimator [2] where each user have both different timing offset and different frequency offset. In addition, the MSE performance is improved as the length of PN sequence increases.

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