• Title/Summary/Keyword: convergence estimation

Search Result 1,115, Processing Time 0.023 seconds

ESTIMATION OF THE SINGULAR COEFFICIENT IN THE STEADY STATE DIFFUSION EQUATION

  • Cho, Chung-Ki
    • Journal of applied mathematics & informatics
    • /
    • v.10 no.1_2
    • /
    • pp.309-323
    • /
    • 2002
  • This paper studies the parameter estimation problem for a steady state flow in an inhomogeneous medium. Our approximation scheme could be used when the diffusion coefficient is singular. The function space parameter estimation convergence(FSPEC) is considered and numerical simulations are performed.

EMPIRICAL BAYES ESTIMATION OF THE TRUNCATION PARAMETER WITH ASYMMETRIC LOSS FUNCTION USING NA SAMPLES

  • Shi, Yimin;Shi, Xiaolin;Gao, Shesheng
    • Journal of applied mathematics & informatics
    • /
    • v.14 no.1_2
    • /
    • pp.305-317
    • /
    • 2004
  • We construct the empirical Bayes (EB)estimation of the parameter in two-side truncated distribution families with asymmetric Linex loss using negatively associated (NA) samples. The asymptotical optimality and convergence rate of the EB estimation is obtained. We will show that the convergence rate can be arbitrarily close to $O(n^{-q}),\;q\;=\;{\lambda}s(\delta\;-\;2)/\delta(s\;+\;2)$.

Kernel Density Estimation in the L$^{\infty}$ Norm under Dependence

  • Kim, Tae-Yoon
    • Journal of the Korean Statistical Society
    • /
    • v.27 no.2
    • /
    • pp.153-163
    • /
    • 1998
  • We investigate density estimation problem in the L$^{\infty}$ norm and show that the iii optimal minimax rates are achieved for smooth classes of weakly dependent stationary sequences. Our results are then applied to give uniform convergence rates for various problems including the Gibbs sampler.

  • PDF

An SAD-Based Selective Bi-prediction Method for Fast Motion Estimation in High Efficiency Video Coding

  • Kim, Jongho;Jun, DongSan;Jeong, Seyoon;Cho, Sukhee;Choi, Jin Soo;Kim, Jinwoong;Ahn, Chieteuk
    • ETRI Journal
    • /
    • v.34 no.5
    • /
    • pp.753-758
    • /
    • 2012
  • As the next-generation video coding standard, High Efficiency Video Coding (HEVC) has adopted advanced coding tools despite the increase in computational complexity. In this paper, we propose a selective bi-prediction method to reduce the encoding complexity of HEVC. The proposed method evaluates the statistical property of the sum of absolute differences in the motion estimation process and determines whether bi-prediction is performed. A performance comparison of the complexity reduction is provided to show the effectiveness of the proposed method compared to the HEVC test model version 4.0. On average, 50% of the bi-prediction time can be reduced by the proposed method, while maintaining a negligible bit increment and a minimal loss of image quality.

Geometric Analysis of Convergence of FXLMS Algorithm (FXLMS 알고리즘 수렴성의 기하학적 해석)

  • Kang Min Sig
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.54 no.1
    • /
    • pp.40-47
    • /
    • 2005
  • This paper concerns on Filtered-x least mean square (FXLMS) algorithm for adaptive estimation of feedforward control parameters. The conditions for convergence in ensemble mean of the FXLMS algorithm are derived and the directional convergence properties are discussed from a new geometric vector analysis. The convergence and its directionality are verified along with some computer simulations.

A Study for Efficient EM Algorithms for Estimation of the Proportion of a Mixed Distribution (분포 혼합비율의 모수추정을 위한 효율적인 알고리즘에 관한 연구)

  • 황강진;박경탁;유희경
    • Journal of Korean Society for Quality Management
    • /
    • v.30 no.4
    • /
    • pp.68-77
    • /
    • 2002
  • EM algorithm has good convergence rate for numerical procedures which converges on very small step. In the case of proportion estimation in a mixed distribution which has very big incomplete data or of update of new data continuously, however, EM algorithm highly depends on a initial value with slow convergence ratio. There have been many studies to improve the convergence rate of EM algorithm in estimating the proportion parameter of a mixed data. Among them, dynamic EM algorithm by Hurray Jorgensen and Titterington algorithm by D. M. Titterington are proven to have better convergence rate than the standard EM algorithm, when a new data is continuously updated. In this paper we suggest dynamic EM algorithm and Titterington algorithm for the estimation of a mixed Poisson distribution and compare them in terms of convergence rate by using a simulation method.

NONPARAMETRIC ESTIMATION OF THE VARIANCE FUNCTION WITH A CHANGE POINT

  • Kang Kee-Hoon;Huh Jib
    • Journal of the Korean Statistical Society
    • /
    • v.35 no.1
    • /
    • pp.1-23
    • /
    • 2006
  • In this paper we consider an estimation of the discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of the change point in the variance function and then construct an estimator of the entire variance function. We examine the rates of convergence of these estimators and give results for their asymptotics. Numerical work reveals that using the proposed change point analysis in the variance function estimation is quite effective.

Identification of Geotechnical Paramters Using Relative Convergence Measurements (상대변위를 이용한 지반정수 인식)

  • Choi, Sang-Hyun;Cho, Kook-Hwan
    • Proceedings of the KSR Conference
    • /
    • 2005.11a
    • /
    • pp.418-423
    • /
    • 2005
  • In designing underground structure such as tunnels, estimating geotechnical characteristics of the ground is one of the most important and difficult tasks. In this paper, a methodology that can identify geotechnical parameters using only field-measured relative convergence displacements is presented. By using only relative convergence measurement data, inevitable errors in absolute convergence estimation can be avoided and in turn the parameter estimation process can be simplified. The methodology utilizes sensitivity relationship between static displacement measurements and geotechnical parameters. The feasibility and applicability of the proposed methodology is verified via a 3-d numerical example of a tunnel structure.

  • PDF

Virtual Subcarrier-Based Adaptive Channel Estimation Scheme of IEEE 802.11p-Based WAVE Communication System

  • Song, Mihwa;Kang, Seong-In;Lee, Won-Woo
    • Journal of information and communication convergence engineering
    • /
    • v.18 no.2
    • /
    • pp.88-93
    • /
    • 2020
  • The IEEE 802.11p-based wireless access in vehicular environments (WAVE) [1] communication is a method used exclusively for wireless communication on the road. This technique enables information sharing not only among moving vehicles but also between vehicles and infrastructure [2]. As part of WAVE communication, data is transmitted to and from vehicles in motion; in this case, it is difficult to determine the channel accurately in an outdoor environment owing to the Doppler shift [3]. This paper proposes a new channel estimation scheme for enhancing the reception performance of the IEEE 802.11p-based WAVE system. The proposed technique obtains the initial channel value by estimating the least square in the time domain by inserting a pilot signal for channel estimation into the IEEE 802.11p virtual subcarrier. Subsequently, a least mean square algorithm is applied to the initial channel value to update the estimated channel value. The simulation results obtained using the proposed channel estimation technique confirm its remarkable efficiency.

A Study on the Desired Target Signal Estimation using MUSIC and LCMV Beamforming Algorithm in Wireless Coherent Channel

  • Lee, Kwan Hyeong
    • International journal of advanced smart convergence
    • /
    • v.9 no.1
    • /
    • pp.177-184
    • /
    • 2020
  • In this paper, we studied to direction of arrival (DoA) estimation to use DoA and optimum weight algorithms in coherent interference channels. The DoA algorithm have been considerable attention in signal processing with coherent signals and a limited number of snapshots in a noise and an interference environment. This paper is a proposed method for the desired signal estimation using MUSIC algorithm and adaptive beamforming to compare classical subspace techniques. Also, the proposed method is combined the updated weight value with LCMV beamforming algorithm in adaptive antenna array system for direction of arrival estimation of desired signal. The proposed algorithm can be used with combination to MUSIC algorithm, linearly constrained minimum variance beamforming (LCMV) and the weight value method to accurately desired signal estimation. Through simulation, we compare the proposed method with classical direction of in order to desired signals estimation. We show that the propose method has achieved good resolution performance better that classical direction arrival estimation algorithm. The simulation results show the effectiveness of the proposed method.