• Title/Summary/Keyword: Minimum Variance

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Improved Minimum Variance Matched field Processing Technique for Underwater Acoustic Source Localization (수중 음원 위치 추정을 위한 개선된 최소 분산 정합장 처리 기법)

  • 양인식;김준환;김기만
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 1999.11a
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    • pp.169-172
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    • 1999
  • Matched field processing technique is performed by considering complex underwater environments. Specially, tile performance of minimum variance processor is greatly degraded by eigenvalue problem. In this paper, we .propose the minimum valiance matched field processor using shaping matrix. This shaping matrix makes that the input covariance matrix is invertible and enhances the desired acoustic source component. It was proved effectively range/depth localization of the proposed method with vertical array data collected by NATO SACLANT Center north of the island of Elba off the Italian west coast.

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Estimation of Normal Variance Considered Prior Information

  • Lee, Sang-do;Lee, Dong-choon;Park, Ki-joo
    • Journal of Korean Society for Quality Management
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    • v.17 no.2
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    • pp.55-63
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    • 1989
  • In this paper we present the shrunken testing estimator for the variance of normal population and we find the condition that can be used in seeking the situations in which the proposed estimator is superior to the minimum variance unbiased estimator.

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A BAYESIAN METHOD FOR FINDING MINIMUM GENERALIZED VARIANCE AMONG K MULTIVARIATE NORMAL POPULATIONS

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.411-423
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    • 2003
  • In this paper we develop a method for calculating a probability that a particular generalized variance is the smallest of all the K multivariate normal generalized variances. The method gives a way of comparing K multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approach for the probability is intractable and thus a Bayesian method is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach. Necessary theory involved in the method and computation is provided.

Optimal actuator selection for output variance constrained control

  • 김재훈
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.565-569
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    • 1993
  • In this paper, a specified number of actuators are selected from a given set of admissible actuators. The selected set of actuators is likely to use minimum control energy while required output variance constraints are guaranteed to be satisfied. The actuator selection procedure is an iterative algorithm composed of two parts; an output variance constrained control and an input variance constrained control algorithm. The idea behind this algorithm is that the solution to the first control problem provides the necessary weighting matrix in the objective function of the second optimization problem, and the sensitivity information from the second problem is utilized to delete one actuator. For variance constrained control problems, by considering a dual version of each control problem an efficient algorithm is provided, whose convergence properties turn out to be better than an existing algorithm. Numerical examples with a simple beam are given for both the input/output variance constrained control problem and the actuator selection problem.

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Theoretical Derivation of Minimum Mean Square Error of RBF based Equalizer

  • Lee Jung-Sik
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.8C
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    • pp.795-800
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    • 2006
  • In this paper, the minimum mean square error(MSE) convergence of the RBF equalizer is evaluated and compared with the linear equalizer based on the theoretical minimum MSE. The basic idea of comparing these two equalizers comes from the fact that the relationship between the hidden and output layers in the RBF equalizer is also linear. As extensive studies of this research, various channel models are selected, which include linearly separable channel, slightly distorted channel, and severely distorted channel models. In this work, the theoretical minimum MSE for both RBF and linear equalizers were computed, compared and the sensitivity of minimum MSE due to RBF center spreads was analyzed. It was found that RBF based equalizer always produced lower minimum MSE than linear equalizer, and that the minimum MSE value of RBF equalizer was obtained with the center spread which is relatively higher(approximately 2 to 10 times more) than variance of AWGN. This work provides an analytical framework for the practical training of RBF equalizer system.

Impact of target spectra variance of selected ground motions on seismic response of structures

  • Xu, Liuyun;Zhou, Zhiguang
    • Earthquakes and Structures
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    • v.23 no.2
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    • pp.115-128
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    • 2022
  • One common method to select input ground motions to predict dynamic behavior of structures subjected to seismic excitation requires spectral acceleration (Sa) match target mean response spectrum. However, dispersion of ground motions, which explicitly affects the structural response, is rarely discussed in this method. Generally, selecting ground motions matching target mean and variance has been utilized as an appropriate method to predict reliable seismic response. The goal of this paper is to investigate the impact of target spectra variance of ground motions on structural seismic response. Two sets of ground motions with different target variances (zero variance and minimum variance larger than inherent variance of the target spectrum) are selected as input to two different structures. Structural responses at different heights are compared, in terms of peak, mean and dispersion. Results show that increase of target spectra variance tends to increase peak floor acceleration, peak deformation and dispersions of response of interest remarkably. To short-period structures, dispersion increase ratios of seismic response are close to that of Sa of input ground motions at the first period. To long-period structures, dispersions of floor acceleration and floor response spectra increase more significantly at the bottom, while dispersion increase ratios of IDR and deformation are close to that of Sa of input ground motions at the first period. This study could further provide useful information on selecting appropriate ground motion to predict seismic behavior of different types of structures.

Mean Estimation in Two-phase Sampling (이중추출에서 모평균 추정)

  • 김규성;김진석;이선순
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.13-24
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    • 2001
  • In this paper, we investigated mean estimation methods in two-phase sampling. Under the fixed expected cost we reviewed the optimal sample sizes, minimum variances and approximate unbiased variance estimators for usual ratio estimator, stratified sample mean with proportional allocation and Rao's allocation of the second phase sample. Also we proposed combined ratio estimator, which uses both ratio estimation and stratification and derived optimal sample size, minimum variance and unbiased variance estimator. Through a limited simulation study, we compared estimators by design effects and came to know that ratio estimator is more efficient than stratified sample mean in some cases and inefficient in the other cases, but combined ratio estimator is more efficient than others in most cases.

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Analysis of the Characteristics for Quadrature Receivers Adopting an Auto-Calibration Method (자동 보정 기능을 가진 직교 위상 수신기의 특성 해석)

  • Kwon, Soon-Man;Kim, Seog-Joo
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.20 no.1
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    • pp.100-106
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    • 2009
  • This paper deals with an estimation problem of the gain and phase imbalances between the in-phase and quadrature components in the quadrature receivers which are widely used in wireless communications. It is shown that the estimates derived from the suggested auto-calibration algorithm is asymptotically minimum-variance unbiased as a function of the sampling time. In order to show this characteristic, the probability density functions of the estimates for the gain and phase imbalances are derived first. Then the mean and variance functions are investigated analytically or numerically based on the density functions.

An Improved Mean-Variance Optimization for Nonconvex Economic Dispatch Problems

  • Kim, Min Jeong;Song, Hyoung-Yong;Park, Jong-Bae;Roh, Jae-Hyung;Lee, Sang Un;Son, Sung-Yong
    • Journal of Electrical Engineering and Technology
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    • v.8 no.1
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    • pp.80-89
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    • 2013
  • This paper presents an efficient approach for solving economic dispatch (ED) problems with nonconvex cost functions using a 'Mean-Variance Optimization (MVO)' algorithm with Kuhn-Tucker condition and swap process. The aim of the ED problem, one of the most important activities in power system operation and planning, is to determine the optimal combination of power outputs of all generating units so as to meet the required load demand at minimum operating cost while satisfying system equality and inequality constraints. This paper applies Kuhn-Tucker condition and swap process to a MVO algorithm to improve a global minimum searching capability. The proposed MVO is applied to three different nonconvex ED problems with valve-point effects, prohibited operating zones, transmission network losses, and multi-fuels with valve-point effects. Additionally, it is applied to the large-scale power system of Korea. The results are compared with those of the state-of-the-art methods as well.