• Journal of the Korean Operations Research and Management Science Society
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• 제21권3호
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• pp.47-61
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• 1996

An ATM switch must deal with various kinds of input sources having different traffic characteristics and it must guarantee very small value of cel loss probability, about 10$^{8}$ -10$^{12}$ , to deal with loss-sensitive traffics. In order to estimate such a rate event probability with simulation procedure, a variance reduction technique is essential for obtaining an appropriate level of precision with reduced cost. In this paper, we propose a hybrid simulation technique to achieve reduction of variance of cell loss probability estimator, where hybrid means the combination of analytical method and simulation procedure. A discrete time queueing model with multiple input sources and a finite shared buffer is considered, where the arrival process at an input source and a finite shared buffer is considered, where the arrival process at an input source is governed by an Interrupted Bernoulli Process and the service rate is constant. We deal with heterogeneous input sources as well as homogeneous case. The performance of the proposed hybrid simulation estimator is compared with those of the raw simulation estimator and the importance sampling estimator in terms of variance reduction ratios.

• The Korean Journal of Applied Statistics
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• 제24권5호
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• pp.905-914
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• 2011

In the field of image processing, the removal noise contamination from the original image is essential. However, due to various reasons, the occurrence of the noise is practically impossible to prevent completely. Thus, the reduction of the noise contained in images remains important. In this study, we estimate the level of noise variance based on the measurement of the relative strength of the noise, and we propose a noise reduction algorithm that uses a sigma filter. As a result, the proposed statistical noise reduction methodology provides significantly improved results over the usual sigma filtering regardless of the level of the noise variance.

• Journal of the Institute of Electronics Engineers of Korea SP
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• 제41권5호
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• pp.111-116
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• 2004

It is essential to know the information about the prior model for wavelet coefficients, the probability distribution of noise, and the variance of wavelet coefficients for noise reduction using Bayesian estimation in wavelet domain. In general denoising methods, the signal variance is estimated from the proper prior model for wavelet coefficients. In this paper, we propose a variable window size decision algorithm to estimate signal variance according to image region. Simulation results shows the proposed method have better PSNRs than those of the state of art denoising methods.

• Communications for Statistical Applications and Methods
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• 제16권2호
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• pp.287-297
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• 2009

In terms of generalized autoregressive conditional heteroscedastic(GARCH) model, estimation of prediction interval based on likelihood is quite sensitive to distribution of error. Moveover, it is not an easy job to construct prediction interval for conditional variance. Recent studies show that the bootstrap method can be one of the alternatives for solving the problems. In this paper, we introduced the bootstrap approach proposed by Pascual et al. (2006). We employed it to Korean stock price data set.

• The Proceedings of the Korean Institute of Illuminating and Electrical Installation Engineers
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• 제10권5호
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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.

• Journal of the Semiconductor & Display Technology
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• 제13권1호
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• pp.109-112
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• 2014

H.264/AVC is an international video coding standard that is established in cooperation with ITU-T VCEG and ISO/IEC MPEG, which shows improved code and efficiency than the previous video standards. Motion estimation using various macroblock from 44 to 1616 among the compression techniques of H.264/AVC contributes much to high compression efficiency. Generally, in the case of small motion vector or low complexity about P slice is decided $P16{\times}16$ mode encoding method. But according to circumstances, macroblock is decided $P16{\times}16$ mode despite large motion vector. If the motion vector variance is more than threshold and final select mode is $P16{\times}16$ mode, it is switched to $P8{\times}8$ mode, so this paper shows that the storage capacity is reduced. The results of experiment show that the proposed algorithm increases the compression efficiency of the H.264/AVC algorithm to 0.4%, even reducing the time and without increasing complexity.

• Journal of the Korea Institute of Information and Communication Engineering
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• 제14권2호
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• pp.277-286
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• 2010

In this paper amplitude and phase distortion of the received signal through a fading channel results in a severe performance degradation of the communication system, Therefore we consider the variance of the maximum a posteriori phase estimate of sinusoidal signal by the Cramer-Rao bound in wireless fading channel. To find the Cramer-Rao lower bound for the variance of the phase, We use the derived probability density function(pdf) of the phase in Nakagami fading channel. We analyze the error performance of modulation signals using order statistics on generalized combining reception and find adequate diversity branch number.

• The Journal of Korean Institute of Communications and Information Sciences
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• 제30권4A호
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• pp.250-258
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• 2005

An initial carrier frequency offset estimation algorithm is proposed for a multi-user frequency bowing orthogonal frequency division modulation-frequency division multiple access (FH-OFDMA) system with a single preamble symbol. To mitigate the effect of the frequency offset, every mobile station needs to accurately and rapidly acquire synchronization. The proposed algorithm uses only one preamble symbol in which two kinds of subcarriers are designed for coarse and fine frequency offset estimation. The non-data aided estimation using the energy spectrum is exploited for fine offset estimation, and maximum likelihood estimation using correlation for coarse offset estimation. By combining the two estimation results, an accurate frequency offset can be estimated with a single symbol. Through simulations, the performance of the proposed algorithm is evaluated by comparing estimation error variance with a conventional method.

• IEIE Transactions on Smart Processing and Computing
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• 제3권5호
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• pp.271-274
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• 2014

Bayesian based Multi-Frame Super-Resolution (MF-SR) has been used as a popular and effective SR model. On the other hand, the texture region is not reconstructed sufficiently because it works on the spatial domain. In this study, the MF-SR method was extended to operate on the frequency domain to improve HF information as much as possible. For this, a spatially weighted bilateral total variation model was proposed as a regularization term for a Bayesian estimation. The experimental results showed that the proposed method can recover the texture region more realistically with reduced noise, compared to conventional methods.

• Journal of the Korean Data and Information Science Society
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• 제21권1호
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• pp.155-162
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• 2010

In this paper we propose a doubly penalized kernel method which estimates both the mean function and the variance function simultaneously by kernel machines for heteroscedastic autoregressive data. We also present the model selection method which employs the cross validation techniques for choosing the hyper-parameters which aect the performance of proposed method. Simulated examples are provided to indicate the usefulness of proposed method for the estimation of mean and variance functions.