• Title/Summary/Keyword: Variance estimation

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Improvement of Suspended Solid Loads Estimation in Nakdong River Using Minimum Variance Unbiased Estimator (비편향 회귀분석모형을 이용한 낙동강 본류 부유사량 산정방법의 신뢰도 향상)

  • Han, Suhee;Kang, Du Kee;Shin, Hyun Suk;Yu, Jae-Jeong;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.23 no.2
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    • pp.251-259
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    • 2007
  • In this study three log-transformed linear regression models are compared with the focus of bias correction problem. The models are the traditional simple linear regression estimator (SL), the quasi maximum likelihood estimator (QMLE) and the minimum variance unbiased estimator (MVUE). Using such models, suspended solid loads can be estimated using the discharge - suspended solid data set that has been measured by NIER Nakdong River Water Environment Laboratory. As a result, SL shows negative bias for most values of the measured discharge range. QMLE is nearly unbiased for moderate values of the measured discharge range, but shows increasingly positive bias for either large or small value of the measured discharge range. MVUE is unbiased. It is also analyzed how the estimated regression coefficient and exponent are distributed along Nakdong river main stream.

Comparison study on kernel type estimators of discontinuous log-variance (불연속 로그분산함수의 커널추정량들의 비교 연구)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.87-95
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    • 2014
  • In the regression model, Kang and Huh (2006) studied the estimation of the discontinuous variance function using the Nadaraya-Watson estimator with the squared residuals. The local linear estimator of the log-variance function, which may have the whole real number, was proposed by Huh (2013) based on the kernel weighted local-likelihood of the ${\chi}^2$-distribution. Chen et al. (2009) estimated the continuous variance function using the local linear fit with the log-squared residuals. In this paper, the estimator of the discontinuous log-variance function itself or its derivative using Chen et al. (2009)'s estimator. Numerical works investigate the performances of the estimators with simulated examples.

Nonparametric estimation of the discontinuous variance function using adjusted residuals (잔차 수정을 이용한 불연속 분산함수의 비모수적 추정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.1
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    • pp.111-120
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    • 2016
  • In usual, the discontinuous variance function was estimated nonparametrically using a kernel type estimator with data sets split by an estimated location of the change point. Kang et al. (2000) proposed the Gasser-$M{\ddot{u}}ller$ type kernel estimator of the discontinuous regression function using the adjusted observations of response variable by the estimated jump size of the change point in $M{\ddot{u}}ller$ (1992). The adjusted observations might be a random sample coming from a continuous regression function. In this paper, we estimate the variance function using the Nadaraya-Watson kernel type estimator using the adjusted squared residuals by the estimated location of the change point in the discontinuous variance function like Kang et al. (2000) did. The rate of convergence of integrated squared error of the proposed variance estimator is derived and numerical work demonstrates the improved performance of the method over the exist one with simulated examples.

Two Techniques of Angle-of-Arrival Estimation for Low-Data-Rate UWB Wireless Positioning (저속 초광대역 방식의 무선 측위에 알맞은 신호 도착 방향 추정 기법 두 가지)

  • Lee, Yong-Up;Lim, Kyeong-Sun;Park, Joo-Hyeon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.3A
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    • pp.163-171
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    • 2012
  • The signal model and weighted-average based estimation techniques are proposed to estimate the angle-of-arrival (AOA) parameters of multiple clusters for a low data rate ultrawide band (LR-UWB) based wireless positioning system. It is observed that the weighted-average based AOA estimation technique gives an optimal AOA estimate under few clusters condition, and the average based AOA estimation technique gives a correct AOA estimate under many clusters condition through computer simulation. Also, we can observe that the variance estimation error decreases as SNR increases, and the proposed techniques are superior to the conventional technique from the viewpoint of performance.

BLUE-Based Channel Estimation Technique for Amplify and Forward Wireless Relay Networks

  • PremKumar, M.;SenthilKumaran, V.N.;Thiruvengadam, S.J.
    • ETRI Journal
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    • v.34 no.4
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    • pp.511-517
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    • 2012
  • The best linear unbiased estimator (BLUE) is most suitable for practical application and can be determined with knowledge of only the first and second moments of the probability density function. Although the BLUE is an existing algorithm, it is still largely unexplored and has not yet been applied to channel estimation in amplify and forward (AF)-based wireless relay networks (WRNs). In this paper, a BLUE-based algorithm is proposed to estimate the overall channel impulse response between the source and destination of AF strategy-based WRNs. Theoretical mean square error (MSE) performance for the BLUE is derived to show the accuracy of the proposed channel estimation algorithm. In addition, the Cram$\acute{e}$r-Rao lower bound (CRLB) is derived to validate the MSE performance. The proposed BLUE channel estimation algorithm approaches the CRLB as the length of the training sequence and number of relays increases. Further, the BLUE performs better than the linear minimum MSE estimator due to the minimum variance characteristic exhibited by the BLUE, which happens to be a function of signal-to-noise ratio.

A Calibration Technique for Array antenna based GPS Receivers (배열 안테나 기반 GPS 수신기에서의 교정 방안)

  • Kil, Haeng-bok;Joo, Hyun;Lee, Chulho;Jeong, Eui-Rim
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.22 no.4
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    • pp.683-690
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    • 2018
  • In this paper, a new signal processing technique is proposed for calibrating gain, phase, delay offsets in array antenna based anti-jamming minimum variance distortionless response (MVDR) global-positioning-system (GPS) receivers. The proposed technique estimates gain, phase and delay offsets across the antennas, and compensates for the offsets based on the estimates. A pilot signal with good correlation characteristics is used for accurate estimation of the gain, phase and delay offsets. Based on the cross-correlation, the delay offset is first estimated and then gain/phase offsets are estimated. For fine delay offset estimation and compensation, an interpolation technique is used, and specifically, the discrete Fourier transform (DFT) is employed for the interpolation technique to reduce the computational complexity. The proposed technique is verified through computer simulation using MATLAB. According to the simulation results, the proposed technique can reduce the gain, phaes and delay offset to 0.01 dB, 0.05 degree, and 0.5 ns, respectively.

Lifetime Estimation for Mixed Replacement Grouped Data in Competing Failures Model

  • Lee, Tai-Sup;Yun, Sang-Un
    • International Journal of Reliability and Applications
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    • v.2 no.3
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    • pp.189-197
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    • 2001
  • The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure is examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. The maximum likelihood estimator is found in an implicit form. The Cramor-Rao lower bound, which is the asymptotic variance of the estimator, is derived. The estimation of mean lifetimes for competing failures model has been expanded.

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Observer design with Gershgorin's disc

  • Si, Chen;Zhai, Yujia
    • Journal of the Korea Convergence Society
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    • v.4 no.4
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    • pp.41-48
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    • 2013
  • Observer design for system with unknown input was carried out. First, Kalman filter was considered to estimate system state with White noise. With the results of Kalman filter design, state observer, controller properties, including controllability and observability, and the Kalman filter structure and algorithm were also studied. Kalman filter algorithm was applied to Position and velocity measurement based on Kalman filter with white noise, and it was constructed and achieved by programming based on Matlab programming. Finally, observer for system with unknown input was constructed with the help of Gershgorin's disc theorem. With the designed observer, system states was constructed and applied to system with unknown input. By simulation results, estimation performance was verified. In this project, state feedback control theory, observer theory and relevant design procedure, as well as Kalman filter design were understood and used in practical application.

Selection of Optimal Values in Spatial Estimation of Environmental Variables using Geostatistical Simulation and Loss Functions

  • Park, No-Wook
    • Journal of the Korean earth science society
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    • v.31 no.5
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    • pp.437-447
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    • 2010
  • Spatial estimation of environmental variables has been regarded as an important preliminary procedure for decision-making. A minimum variance criterion, which has often been adopted in traditional kriging algorithms, does not always guarantee the optimal estimates for subsequent decision-making processes. In this paper, a geostatistical framework is illustrated that consists of uncertainty modeling via stochastic simulation and risk modeling based on loss functions for the selection of optimal estimates. Loss functions that quantify the impact of choosing any estimate different from the unknown true value are linked to geostatistical simulation. A hybrid loss function is especially presented to account for the different impact of over- and underestimation of different land-use types. The loss function-specific estimates that minimize the expected loss are chosen as optimal estimates. The applicability of the geostatistical framework is demonstrated and discussed through a case study of copper mapping.

Indoor Temperature Estimation System for Reduction of Building Energy Consumption (건물 에너지 절감을 위한 실내 온도 추정 시스템)

  • Kim, Jeong-Hoon;You, Sung Hyun;Lee, Sang Su;Kim, Kwan-Soo;Ahn, Choon-Ki
    • Proceedings of the Korea Information Processing Society Conference
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    • 2017.04a
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    • pp.885-888
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    • 2017
  • In this paper, a new strategy for estimating building temperature based on the modified resistance capacitance (R - C) network thermal dynamic model is proposed. The proposed method gives accurate indoor temperature estimation using minimum variance finite impulse response filter. Our study is clarified by the experimental validation of the proposed indoor temperature estimation method. This experiment scenario environment is composed of a demand response (DR) server and home energy management system (HEMS) in a test bed.