• Title/Summary/Keyword: Minimum Variance Method

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K-Means Clustering in the PCA Subspace using an Unified Measure (통합 측도를 사용한 주성분해석 부공간에서의 k-평균 군집화 방법)

  • Yoo, Jae-Hung
    • The Journal of the Korea institute of electronic communication sciences
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    • v.17 no.4
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    • pp.703-708
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    • 2022
  • K-means clustering is a representative clustering technique. However, there is a limitation in not being able to integrate the performance evaluation scale and the method of determining the minimum number of clusters. In this paper, a method for numerically determining the minimum number of clusters is introduced. The explained variance is presented as an integrated measure. We propose that the k-means clustering method should be performed in the subspace of the PCA in order to simultaneously satisfy the minimum number of clusters and the threshold of the explained variance. It aims to present an explanation in principle why principal component analysis and k-means clustering are sequentially performed in pattern recognition and machine learning.

Speed Control of Induction Motor using Minimum Variance Control Theory (최소분산제어론을 이용한 유도전동기의 속도제어)

  • 오원석;신태현
    • The Proceedings of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.10 no.5
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    • pp.83-93
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    • 1996
  • In this paper, a minimum variance control system is proposed and practically implemented, which is adequate to the induction motor speed control system with frequent load variation. Minimum variance control method is used as a control law and recursive least square method with selective forgetting factor is proposed and analyzed with general forgetting algorithm as an estimation method. Designed control system is based on PC-DSP structure for the purposed of easiness of applying adaptive algorithm. Through computer simulation and experimental results, it is verified that proposed control system is robust to the load variation and practical implementation is possible.

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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
    • The Journal of the Acoustical Society of Korea
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    • v.19 no.2
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    • pp.68-72
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    • 2000
  • Matched field processing technique is performed by considering complex underwater environments. Specially, the performance of minimum variance processor is greatly degraded by eigenvalue problem. In this paper, we propose the minimum variance 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 simulated data and vertical array data collected by NATO SACLANT Center north of the island of Elba off the Italian west coast.

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A self tuning controller using genetic algorithms (유전 알고리듬을 이용한 자기동조 제어기)

  • 조원철;김병문;이평기
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.629-632
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    • 1997
  • This paper presents the design method of controller which is combined Genetic Algorithms with the Generalized minimum variance self tuning controller. It is shown that the controllers adapts to changes in the system parameters with time delays and noises. The self tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing a polynomial parameters. The computer simulation results are presented to illustrate the procedure and to show the performance of the control system.

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The Three-Stage Cluster Unrelated Question Model

  • Ahn, Seung-Chul;Lee, Gi-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.1
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    • pp.55-65
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    • 2003
  • In this study, we systemize the theoretical validity for applying unrelated question model to three-stage cluster sampling method and derive the estimate and it's variance of sensitive parameter. We derive the minimum variance form under the optimal values of the subsample sizes when the cost are fixed. Under the some given precision, we obtain the optimal values of the subsample sizes and derive the minimum cost form by using them.

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Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution (로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교)

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.625-636
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    • 2011
  • This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

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.

Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • v.14 no.1
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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BER Analysis of a Quadrature Receiver with an Autocalibration Function (자동보정 기능을 가진 Quadrature 수신기의 BER 해석)

  • Kwon, Soon-Man;Lee, Jong-Moo;Cheon, Jong-Min;Park, Min-Kook;Kim, Jong-Moon
    • Proceedings of the KIEE Conference
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    • 2005.10b
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    • pp.457-459
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    • 2005
  • In this paper the BER consideration of a quadrature receiver that has an autocalibration method is considered. The analysis is based on the derivation of the statistical characteristics of the imbalances in gain and phase between in-phase and quadrature components that may cause severe performance degradation of the receiver. The density. mean and variance functions of the estimates of gain and phase imbalances are discussed. Then it is shown that the estimates are asymptotically minimum variance unbiased with respect to the integration time in sampling. A brief consideration on the BER calculation follows.

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MVDR Beamformer for High Frequency Resolution Using Subband Decomposition (부대역을 이용한 MVDR 빔형성기의 주파수 분해능 향상 기법)

  • 이장식;박도현;김정수;이균경
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.1
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    • pp.62-68
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    • 2002
  • It is well known that the MDVR beamforming outperforms the conventional delay-sum beamformer in the sense of noise rejection and bearing resolution. However, the MDVR method requires long observation time to achieve high frequency resolution. The STMV method uses the steered covariance matrix of sensor data, so it has an ability to form an adaptive weight vector from a single time-series snapshot. But it uses the same weight vector across all frequencies. In this paper, we propose an SSMV method. The basic idea of the SSMV method is to decompose a full frequency band into several subbands to acquire a weight vector for each subband, individually. Also the wrap may be divided into several subarrays in order to reduce a computational load and the bandwidth of each subband. Simulations using real sea trial data show that the proposed SSMV method has good performance with short observation time.