• 제목/요약/키워드: generalized likelihood ratio

검색결과 67건 처리시간 0.021초

일원배열 가산자료에서의 처리효과 비교 (Analysis of counts in the one-way layout)

  • 이선호
    • 응용통계연구
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    • 제10권1호
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    • pp.105-119
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    • 1997
  • 일원배열형태의 가산 자료집합에서 각 군의 평균을 이용하여 처리효과를 비교할 수 있다. Barnwal과 Paul(1988)은 각 군의 산포모수가 같다는 가정 아래에서 처리에 따른 차이를 검정하는 우도검정통계량과 $C(\alpha)$ 통계량을 유도하였는데 본 연구에서는 이러한 가정이 만족되지 않아도 검정할 수 있도록 통계량을 일반화하였다. 또한 음이항분포 대신 Efron(1986)의 이중지수계 포아송 모형을 도입하여 새로운 통계량을 제시하였다. 모의실험을 통해 이중지수계 포아송 모형으로부터 유도된 $C(\alpha)$ 통계량이 어느 경우에나 적합함을 밝혔다.

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Improved Single-Tone Frequency Estimation by Averaging and Weighted Linear Prediction

  • So, Hing Cheung;Liu, Hongqing
    • ETRI Journal
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    • 제33권1호
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    • pp.27-31
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    • 2011
  • This paper addresses estimating the frequency of a cisoid in the presence of white Gaussian noise, which has numerous applications in communications, radar, sonar, and instrumentation and measurement. Due to the nonlinear nature of the frequency estimation problem, there is threshold effect, that is, large error estimates or outliers will occur at sufficiently low signal-to-noise ratio (SNR) conditions. Utilizing the ideas of averaging to increase SNR and weighted linear prediction, an optimal frequency estimator with smaller threshold SNR is developed. Computer simulations are included to compare its mean square error performance with that of the maximum likelihood (ML) estimator, improved weighted phase averager, generalized weighted linear predictor, and single weighted sample correlator as well as Cramer-Rao lower bound. In particular, with smaller computational requirement, the proposed estimator can achieve the same threshold and estimation performance of the ML method.

Quantitative Comparison of Probabilistic Multi-source Spatial Data Integration Models for Landslide Hazard Assessment

  • Park No-Wook;Chi Kwang-Hoon;Chung Chang-Jo F.;Kwon Byung-Doo
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2004년도 Proceedings of ISRS 2004
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    • pp.622-625
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    • 2004
  • This paper presents multi-source spatial data integration models based on probability theory for landslide hazard assessment. Four probabilistic models such as empirical likelihood ratio estimation, logistic regression, generalized additive and predictive discriminant models are proposed and applied. The models proposed here are theoretically based on statistical relationships between landslide occurrences and input spatial data sets. Those models especially have the advantage of direct use of continuous data without any information loss. A case study from the Gangneung area, Korea was carried out to quantitatively assess those four models and to discuss operational issues.

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GLR approach to failure diagnosis in a linear system with decentralized estimators

  • Kumamaru, Kousuke;Sagara, Setsuo;Sakae, Kouzou
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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    • pp.1055-1058
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    • 1988
  • A systematic way of failure diagnosis in a linear system with decentralized estimators is developed. The generalized likelihood ratio (G.L.R) approach to failure detection and identification is used for designing a diagnosis system in each subsystem based on the innovation analysis. For the simplicity of the theoretical formulation, a design scheme of failure diagnosis is developed for the system decomposed into two subsystems. To demonstrate the effectiveness of our approach, several simulation studies have been carried out on a third-order linear system which is constructed of a second-order damped oscillator and a first-order lag.

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관성센서의 이중 고장을 고려한 고장 검출 및 분리 (FDI considering Two Faults of Inertial Sensors)

  • 김광훈;박찬국;이장규
    • 제어로봇시스템학회논문지
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    • 제10권1호
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    • pp.1-9
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    • 2004
  • Inertial navigation system with hardware redundancy must use FDI(Fault Detection and Isolation) method to remove the influence of faulty sensors. Until now, several FDI methods such as PSA(Parity Space Approach), GLT(Generalized Likelihood ratio Test) and OPT(Optimal Parity vector Test) method are generally used. However, because these FDI methods only consider the situation that the system has one faulty sensor, these methods cannot be directly adapted for the system with two faulty sensors. To solve this problem, in this paper, PSA method is analyzed and based on this result, new FDI method called EPSA is proposed to consider a detection and an isolation of two faulty sensors in inertial navigation system.

출력편차의 통계학적 신호처리를 통한 태양광 발전 시스템의 고장 위치 진단 기술 (Fault Location Diagnosis Technique of Photovoltaic Power Systems through Statistic Signal Process of its Output Power Deviation)

  • 조현철
    • 전기학회논문지
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    • 제63권11호
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    • pp.1545-1550
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    • 2014
  • Fault detection and diagnosis (FDD) of photovoltaic (PV) power systems is one of significant techniques for reducing economic loss due to abnormality occurred in PV modules. This paper presents a new FDD method against PV power systems by using statistical comparison. This comparative approach includes deviation signals between the outputs of two neighboring PV modules. We first define a binary hypothesis testing under such deviation and make use of a generalized likelihood ratio testing (GLRT) theory to derive its FDD algorithm. Additionally, a recursive computational mechanism for our proposed FDD algorithm is presented for improving a computational effectiveness in practice. We carry out a real-time experiment to test reliability of the proposed FDD algorithm by utilizing a lab based PV test-bed system.

바이어스 분리 칼만필터를 이용한 속도보정 SDINS의 측정오차 추정 (Measurement of error estimation for velocity-aided SDINS using separate-bias Kalman filter)

  • 전창배;유준
    • 제어로봇시스템학회논문지
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    • 제4권1호
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    • pp.56-61
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    • 1998
  • The velocity measurement error in the velocity-aided SDINS on the maneuvering vehicle is unavoidable and degrades the performance of the SDINS. The characteristics of the velocity measurement error can be modeled as a random bias. This paper proposes a new method for estimating the velocity measurement error in the SDINS. The generalized likelihood ratio test is used for detecting the error and a modified separate-bias Kalman filter in the feedback configuration is suggested for estimating the magnitude of the velocity measurement error.

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비정규 시계열 자료의 회귀모형 연구 (Generalized Linear Model with Time Series Data)

  • 최윤하;이성임;이상열
    • 응용통계연구
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    • 제16권2호
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    • pp.365-376
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    • 2003
  • 본 연구에서는 비정규 시계열 자료에 관한 다양한 회귀모형을 고찰하고, 이들 모형의 선택 기준에 관하여 연구해 보았다. 모형 선택의 기준으로는 AIC (Akaike information criterion), BIC (Baysian information criterion) 그리고 우도비 검정을 확장 적용하였다. 또한, 실제의 Polio 자료분석을 통해 이를 적용해보았다.

주변동질성검정법을 이용한 종속된 두 일치도의 비교 (Comparison of Two Dependent Agreements Using Test of Marginal Homogeneity)

  • 오명식
    • Communications for Statistical Applications and Methods
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    • 제15권4호
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    • pp.605-614
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    • 2008
  • 종속된 두 개의 일치도를 비교하는 간단한 검정법을 제시하였다. Oh (2008)에 의해 연구된 우도비 검정은 순위 제약하의 검정기법을 사용함으로서 통계량의 계산이나 유의확률을 구하기가 까다롭다. 본 논문에서는 기존의 주변동질성(marginal Homogeneity)에 관한 검정법 즉 Bhapkar 혹은 Stuart-Maxwell 검정을 이용할 수 있는 검정법을 제시하였다. 제시된 검정법을 2008년 세계피겨스케이팅선수권대회의 여자싱글부분의 심판자료를 분석하였다.

통계적 기법을 이용한 화자변화 검출 실험 (A Speaker Change Detection Experiment that Uses a Statistical Method)

  • 이경록;김진영
    • 음성과학
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    • 제8권4호
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    • pp.59-72
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    • 2001
  • In this paper, we experimented with speaker change detection that uses a statistical method for NOD (News On Demand) service. A specified speaker's change can find out content of each data in speech if analysed because it means change of data contents in news data. Speaker change detection acts as preprocessor that divide input speech by speaker. This is an important preprocessor phase for speaker tracking. We detected speaker change using GLR(generalized likelihood ratio) distance base division and BIC (Bayesian information criterion) base division among matrix method. An experiment verified speaker change point using BIC base division after divide by speaker unit using GLR distance base method first. In the experimental result, FAR (False Alarm Rate) was 63.29 in high noise environment and FAR was 54.28 in low noise environment in MDR (Missed Detection Rate) 15% neighborhood.

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