• 제목/요약/키워드: covariance function

검색결과 178건 처리시간 0.023초

전자빔 용접에서 SVD을 이용한 온라인 모니터링 (On-line Monitoring Using SVD in a Electron Beam Welding)

    • Journal of Welding and Joining
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    • 제18권1호
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    • pp.97-103
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    • 2000
  • Time series analysis results show the SVD is a candidate of on-line monitoring of welding penetration when the covariance matrix of a full penetration is used as a mapping function. As the reconstructed embedding vectors from the chaotic scalar time series are manipulated by the covariance matrix, the mapped tim series lie on a hyper-ellipsoid which the lengths of semi-axes are the squared eigenvalues of the covariance matrix in the case of full penetration. These visualize by two dimensional stroboscope views. The other cases like partial penetration, are different in the sense of sizes and shapes. Here we test two types of time series; the ion current and the X-ray. The ion current is better than the X-ray as an on-line monitoring signal, because the difference of the eigenvalue spectrum of the ion(between the pull penetration and partial penetration) is bigger than those of the X-ray.

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스마트 안테나에서 최적 공분산 행렬 연구 (A Study on the optimum covariance matrix to smart antenna)

  • 이관형;송우영;주종혁
    • 디지털산업정보학회논문지
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    • 제5권1호
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    • pp.83-88
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    • 2009
  • This paper consider the problem of direction of arrival(DOA) estimation in the presence of multipath propagation. The sensor elements are assumed to be linear and uniformly spaced. Numerous authors have advocated the use of a beamforming preprocessor to facilitate application of high resolution direction finding algorithms The benefits cited include reduced computation, improved performance in environments that include spatially colored noise, and enhanced resolution. Performance benefits typically have been demonstrated via specific example. The purpose of this paper is to provide an analysis of a beamspace version of the MUSIC algorithm applicable to two closely spaced emitters in diverse scenarios. Specifically, the analysis is applicable to uncorrelated far field emitters of any relative power level, confined to a known plane, and observed by an arbitrary array of directional antenna. In this paper, we researched about optimize beam forming to smart antenna system. The covariance matrix obtained using fourth order cumulant function. Simulations illustrate the performance of the techniques.

SOME RESULTS ON CONDITIONALLY UNIFORMLY STRONG MIXING SEQUENCES OF RANDOM VARIABLES

  • Yuan, De-Mei;Hu, Xue-Mei;Tao, Bao
    • 대한수학회지
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    • 제51권3호
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    • pp.609-633
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    • 2014
  • From the ordinary notion of uniformly strong mixing for a sequence of random variables, a new concept called conditionally uniformly strong mixing is proposed and the relation between uniformly strong mixing and conditionally uniformly strong mixing is answered by examples, that is, uniformly strong mixing neither implies nor is implied by conditionally uniformly strong mixing. A couple of equivalent definitions and some of basic properties of conditionally uniformly strong mixing random variables are derived, and several conditional covariance inequalities are obtained. By means of these properties and conditional covariance inequalities, a conditional central limit theorem stated in terms of conditional characteristic functions is established, which is a conditional version of the earlier result under the non-conditional case.

다중 방향성 마스크를 이용한 영역 기반 스테레오 정합 알고리즘 (An area-based stereo matching algorithm using multiple directional masks)

  • 김낙현
    • 전자공학회논문지B
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    • 제33B권2호
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    • pp.77-87
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    • 1996
  • Existing area-based stereo matching algorithms utilize a single rectangular correlation area for computing cross-correlation between corresponding points in stereo images, and compute disparity by finding the peak in the vicinity of depth discontinuity, since, because of inconstnat disparities around discontinuities, the cross-correlation becomes low in such area. Inthis paper, a new area-based matching strategy is proposed exploiting multiple directional correlation masks instead of a single one. The proposed technique computes multiple cross-covariance functions using each oriented mask. Peaks are detected from each covariance function and the disparity is computed by choosing the location with the highest covariance value. Proposed approach can also be applied to compute disparity gradients without obtaining dense depth data. A number of examples are presented using synthetic and natural stereo images.

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신호처리(I)-수학기초.Covariance로서 나타난 한 신호의 특질 (Signal Processing(I)-Mathematical Basis and Characterization of Signals by Covariance Functions)

  • 안수길
    • 대한전자공학회논문지
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    • 제16권6호
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    • pp.1-10
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    • 1979
  • 과학의 발달에 따라 원거리의, 그리고 더욱 접근하기 어려운 곳에서 일어나는 현상을 다루게 됨에 따라 약한 신호까지 취급하기를 원하게 되었다. 편재하고 있는 noise 속에 찾기 어려운 정도의 약한 신호를 다루게 됨에따라 random process를 취급할 줄 알아야 하게 되었고 금래 급격히 발달하고 있는 신호처리기술을 위해서는 이와 관련된 분야가 차지하는 상호위치를 파악하기가 어렵게 되었다. 신호처리의 입장에서 이러한 관련성과 본질의 재파악을 꾀하여 보았다. 이글은 우선 수학과 random 과정 분석의 기초에 한정되겠다.

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이노베이션 상관관계 테스트를 이용한 잡음인식 (Identification of Noise Covariance by using Innovation Correlation Test)

  • 박성욱
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1992년도 하계학술대회 논문집 A
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    • pp.305-307
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    • 1992
  • This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

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A FRAMEWORK TO UNDERSTAND THE ASYMPTOTIC PROPERTIES OF KRIGING AND SPLINES

  • Furrer Eva M.;Nychka Douglas W.
    • Journal of the Korean Statistical Society
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    • 제36권1호
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    • pp.57-76
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    • 2007
  • Kriging is a nonparametric regression method used in geostatistics for estimating curves and surfaces for spatial data. It may come as a surprise that the Kriging estimator, normally derived as the best linear unbiased estimator, is also the solution of a particular variational problem. Thus, Kriging estimators can also be interpreted as generalized smoothing splines where the roughness penalty is determined by the covariance function of a spatial process. We build off the early work by Silverman (1982, 1984) and the analysis by Cox (1983, 1984), Messer (1991), Messer and Goldstein (1993) and others and develop an equivalent kernel interpretation of geostatistical estimators. Given this connection we show how a given covariance function influences the bias and variance of the Kriging estimate as well as the mean squared prediction error. Some specific asymptotic results are given in one dimension for Matern covariances that have as their limit cubic smoothing splines.

Cardiac Vagal Tone as an Index of Autonomic Nervous Function in Healthy Newborn and Premature Infants

  • Lee, Hae-Kyung
    • Child Health Nursing Research
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    • 제15권3호
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    • pp.299-305
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    • 2009
  • Purpose: Multiple studies have documented that high resting levels of cardiac vagal tone suggest higher levels of self-regulation. The aim of this study was to evaluate cardiac vagal tone as an indicator of autonomic nervous function in healthy newborn and premature infants. Methods: This study was conducted using a descriptive comparison design and a convenience sampling strategy. The participants were 72 healthy and 62 premature infants delivered in a university hospital. Continuous heart rate data recordings from the infant's ECG were analyzed and Mxedit software was used to calculate mean heart period and an index of cardiac vagal tone. Results: The healthy infants had significantly higher cardiac vagal tone than the premature infants, when the influence of gestational age was removed using analysis of covariance. However, there were no significant differences in heart rate and heart period between the two groups when the influence of gestational age was removed using analysis of covariance. Conclusion: The results of this study show that cardiac vagal tone may be used as an index for determining infant's autonomic nervous function. Nursing staff in pediatric departments can use cardiac vagal tone with ease, as this index can be calculated in a noninvasive method from the ECG.

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An Elliptical Basis Function Network for Classification of Remote-Sensing Images

  • Luo, Jian-Cheng;Chen, Qiu-Xiao;Zheng, Jiang;Leung, Yee;Ma, Jiang-Hong
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2003년도 Proceedings of ACRS 2003 ISRS
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    • pp.1326-1328
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    • 2003
  • An elliptical basis function (EBF) network is proposed in this study for the classification of remotely sensed images. Though similar in structure, the EBF network differs from the well-known radial basis function (RBF) network by incorporating full covariance matrices and uses the expectation-maximization (EM) algorithm to estimate the basis functions. Since remotely sensed data often take on mixture -density distributions in the feature space, the proposed network not only possesses the advantage of the RBF mechanism but also utilizes the EM algorithm to compute the maximum likelihood estimates of the mean vectors and covariance matrices of a Gaussian mixture distribution in the training phase. Experimental results show that the EM-based EBF network is faster in training, more accurate, and simpler in structure.

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On Testing Fisher's Linear Discriminant Function When Covariance Matrices Are Unequal

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.325-337
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    • 1993
  • This paper propose two test statistics which enable us to proceed the variable selection in Fisher's linear discriminant function for the case of heterogeneous discrimination with equal training sample size. Simultaneous confidence intervals associated with the test are also given. These are exact and approximate results. The latter is based upon an approximation of a linear sum of Wishart distributions with unequal scale matrices. Using simulated sampling experiments, powers of the two tests have been tabulated, and power comparisons have been made between them.

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