• Title/Summary/Keyword: estimation of probability density function

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A Study on the Evaluation of Linear Cumulative Damage Factor of Membrane Type LNG Tank by use of Probability Density Function (확률밀도함수를 이용한 멤브레인방식 LNG탱크의 선형누적손상도 평가에 관한 연구)

  • 김종호
    • Journal of Advanced Marine Engineering and Technology
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    • v.28 no.6
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    • pp.993-999
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    • 2004
  • The estimation of fatigue life at the design stage of membrane type LNG tank is very important in order to arrive at feasible and cost effective solutions considering the total lifetime of the tank. In this study, the practical procedure of fatigue life prediction by use of cumulative damage factors based on Miner-Palmgren hypothesis and probability density function has been shown with the corner region of Gaz Transport Membrane type LNG tank being used as an example. In particular the parameters of Weibull distribution that determine the stress spectrum are discussed. The main results obtained from this study are as follows: 1. The recommended value for the shape parameter of Weibull distribution for the LNG tank is 1.1 in case of using the direct calculation method proposed in this study. 2. The calculated fatigue life is influenced by the shape parameter of Weibull distribution and stress block. The safe fatigue design can be achieved by using higher value of shape parameter and the stress blocks divided into more stress blocks.

A Modulation and Channel State Estimation Algorithm Using the Received Signal Analysis in the Blind Channel (블라인드 채널에서 수신 신호 분석 기법을 사용한 변조 및 채널 상태 추정 알고리즘)

  • Cho, Minhwan;Nam, Haewoon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.11
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    • pp.1406-1409
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    • 2016
  • In this paper, we propose the heuristic signal grouping algorithm to estimate channel state value over full blind communication situation which means that there is no information about the modulation scheme and the channel state information between the transmitter and the receiver. Hereafter, using the constellation rotation method and the probability density function(pdf) the modulation scheme is determined to perform automatic modulation classification(AMC). Furthermore, the modulation type and a channel state value estimation capability is evaluated by comparing the proposed scheme with other conventional techniques from the simulation results in terms of the symbol error rate(SER) and the root mean square error (RMSE).

Modeling Quantization Error using Laplacian Probability Density function (Laplacian 분포 함수를 이용한 양자화 잡음 모델링)

  • 최지은;이병욱
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.26 no.11A
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    • pp.1957-1962
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    • 2001
  • Image and video compression requires quantization error model of DCT coefficients for post processing, restoration or transcoding. Once DCT coefficients are quantized, it is impossible to recover the original distribution. We assume that the original probability density function (pdf) is the Laplacian function. We calculate the variance of the quantized variable, and estimate the variance of the DCT coefficients. We can confirm that the proposed method enhances the accuracy of the quantization error estimation.

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ECG Denoising by Modeling Wavelet Sub-Band Coefficients using Kernel Density Estimation

  • Ardhapurkar, Shubhada;Manthalkar, Ramchandra;Gajre, Suhas
    • Journal of Information Processing Systems
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    • v.8 no.4
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    • pp.669-684
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    • 2012
  • Discrete wavelet transforms are extensively preferred in biomedical signal processing for denoising, feature extraction, and compression. This paper presents a new denoising method based on the modeling of discrete wavelet coefficients of ECG in selected sub-bands with Kernel density estimation. The modeling provides a statistical distribution of information and noise. A Gaussian kernel with bounded support is used for modeling sub-band coefficients and thresholds and is estimated by placing a sliding window on a normalized cumulative density function. We evaluated this approach on offline noisy ECG records from the Cardiovascular Research Centre of the University of Glasgow and on records from the MIT-BIH Arrythmia database. Results show that our proposed technique has a more reliable physical basis and provides improvement in the Signal-to-Noise Ratio (SNR) and Percentage RMS Difference (PRD). The morphological information of ECG signals is found to be unaffected after employing denoising. This is quantified by calculating the mean square error between the feature vectors of original and denoised signal. MSE values are less than 0.05 for most of the cases.

Estimation of sewer deterioration by Weibull distribution function (와이블 분포함수를 이용한 하수관로 노후도 추정)

  • Kang, Byongjun;Yoo, Soonyu;Park, Kyoohong
    • Journal of Korean Society of Water and Wastewater
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    • v.34 no.4
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    • pp.251-258
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    • 2020
  • Sewer deterioration models are needed to forecast the remaining life expectancy of sewer networks by assessing their conditions. In this study, the serious defect (or condition state 3) occurrence probability, at which sewer rehabilitation program should be implemented, was evaluated using four probability distribution functions such as normal, lognormal, exponential, and Weibull distribution. A sample of 252 km of CCTV-inspected sewer pipe data in city Z was collected in the first place. Then the effective data (284 sewer sections of 8.15 km) with reliable information were extracted and classified into 3 groups considering the sub-catchment area, sewer material, and sewer pipe size. Anderson-Darling test was conducted to select the most fitted probability distribution of sewer defect occurrence as Weibull distribution. The shape parameters (β) and scale parameters (η) of Weibull distribution were estimated from the data set of 3 classified groups, including standard errors, 95% confidence intervals, and log-likelihood values. The plot of probability density function and cumulative distribution function were obtained using the estimated parameter values, which could be used to indicate the quantitative level of risk on occurrence of CS3. It was estimated that sewer data group 1, group 2, and group 3 has CS3 occurrence probability exceeding 50% at 13th-year, 11th-year, and 16th-year after the installation, respectively. For every data groups, the time exceeding the CS3 occurrence probability of 90% was also predicted to be 27th- to 30th-year after the installation.

A Comparison on the Differential Entropy

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.705-712
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    • 2005
  • Entropy is the basic concept of information theory. It is well defined for random varibles with known probability density function(pdf). For given data with unknown pdf, entropy should be estimated. Usually, estimation of entropy is based on the approximations. In this paper, we consider a kernel based approximation and compare it to the cumulant approximation method for several distributions. Monte carlo simulation for various sample size is conducted.

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Dual-Hop Amplify-and-Forward Multi-Relay Maximum Ratio Transmission

  • Erdogan, Eylem;Gucluoglu, Tansal
    • Journal of Communications and Networks
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    • v.18 no.1
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    • pp.19-26
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    • 2016
  • In this paper, the performance of dual-hop multi-relay maximum ratio transmission (MRT) over Rayleigh flat fading channels is studied with both conventional (all relays participate the transmission) and opportunistic (best relay is selected to maximize the received signal-to-noise ratio (SNR)) relaying. Performance analysis starts with the derivation of the probability density function, cumulative distribution function and moment generating function of the SNR. Then, both approximate and asymptotic expressions of symbol error rate (SER) and outage probability are derived for arbitrary numbers of antennas and relays. With the help of asymptotic SER and outage probability, diversity and array gains are obtained. In addition, impact of imperfect channel estimations is investigated and optimum power allocation factors for source and relay are calculated. Our analytical findings are validated by numerical examples which indicate that multi-relay MRT can be a low complexity and reliable option in cooperative networks.

Local Influence in Quadratic Discriminant Analysis

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.43-52
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    • 1999
  • The local influence method is adapted to quadratic discriminant analysis for the identification of influential observations affecting the estimation of probability density function probabilities and log odds. The method allows a simultaneous perturbation on all observations so that it can identify multiple influential observations. The proposed method is applied to a real data set and satisfactory result is obtained.

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Approximated Outage Probability for ADF Relay Systems with Burst MPSK and MQAM Symbol Transmission

  • Ko, Kyunbyoung;Lim, Sungmook
    • International Journal of Contents
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    • v.11 no.1
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    • pp.7-14
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    • 2015
  • In this paper, we derive the outage probability for M-ary phase shifting keying (MPSK) and M-ary quadrature amplitude modulation (MQAM) burst transmission (BT) of adaptive decode-and-forward (ADF) cooperative relay systems over quasi-static Rayleigh fading channels. Within a burst, there are pilot symbols and data symbols. Pilot symbols are used for channel estimation schemes and each relay node's transmission mode selection schemes. At first, we focus on ADF relay systems in which the probability density function (PDF) is derived on the basis of error events at relay nodes corresponding to channel estimation errors. Next, the average outage probability is derived as an approximate expression for an arbitrary link signal-to-noise ratio (SNR) for different modulation orders. Its accuracy is demonstrated by comparison with simulation results. Further, it is confirmed that BT-ADF relay systems with pilot symbol based channel estimation schemes enables to select correctly decoded relay nodes without additional signaling between relay nodes and the destination node, and it is verified that the ideal performance is achieved with small SNR loss.

Test for Distribution Change of Dependent Errors (종속 오차에 대한 분포 변화 검정법)

  • Na, Seong-Ryong
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.587-594
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    • 2009
  • In this paper the change point problem of the error terms in linear regression models is considered. Since fixed or stochastic independent variables and weakly dependent errors are assumed, usual multiple regression models and time series models including ARMA are covered. We use the estimates of probability density function based on residuals in order to test the distribution change of the unobserved errors. Under some mild conditions, the test using the residuals is proved to have the same limiting distribution as the test based on true errors.