• Title/Summary/Keyword: higher-order statistics

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A New Formula to Predict the Exact Detection Probability of a Generalized Order Statistics CFAR Detector for a Correlated Rayleigh Target

  • Kim, Chang-Joo
    • ETRI Journal
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    • v.16 no.2
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    • pp.15-25
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    • 1994
  • In this paper we present a new formula which can predict the exact detection probability of a generalized order statistics (GOS) constant false alarm rate (DFAR) detector for a partially correlated Rayleigh target model (0 < $ \rho$< 1) in a closed form, where $\rho$ is the correlation coefficient between returned pulses. By simply substituting a set of specific coefficient into the derived formula, one can obtain the detection probability of any kind of CFAR detector. Detectors may include the order statistics CFAR detector, the censored mean level detector, and the trimmed mean CFAR detector, but are not necessarily restricted to them. The numerical result for the first order Markov correlation model as applied to some of the detectors shows that as $\rho$ increases from zero to one, higher signal-to-noise ratio is required to achieve the same detection probability.

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Analysis on the Interactions of Harmonics in Exhaust Pipes of Automotive Engines

  • Lee, Min-Ho;Lee, Joon-Seo;Cha, Kyung-Ok
    • Journal of Mechanical Science and Technology
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    • v.17 no.12
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    • pp.1867-1875
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    • 2003
  • In exhaust pipes of automotive engines, the pulsating pressure waves are composed of fundamental frequency and high order harmonics. The nonlinearities in the exhaust pipe is caused by their interactions. The error between prediction and measurement is induced by the nonlinearities. We can not explain this phenomenon using linear acoustics theory. So power spectrum, which is used in linear theory, is not useful. This paper is concerned with the development of useful engineering techniques to detect and analyze nonlinearity in exhaust pipe of automotive engines. The study of higher order statistics has been dominated by work on the bispectrum. The bispectrum can be viewed as a decomposition of the third moment (skewness) of a signal over frequency and as such is blind to symmetric nonlinearities. The phenomenon of quadratic phase coupling (QPC) can be analyzed by the bicoherence function. Finally the application of these techniques to data from actual exhaust pipe systems is performed.

Blind Neural Equalizer using Higher-Order Statistics

  • Lee, Jung-Sik
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.2 no.3
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    • pp.174-178
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    • 2002
  • This paper discusses a blind equalization technique for FIR channel system, that might be minimum phase or not, in digital communication. The proposed techniques consist of two parts. One is to estimate the original channel coefficients based on fourth-order cumulants of the channel output, the other is to employ RBF neural network to model an inverse system fur the original channel. Here, the estimated channel is used as a reference system to train the RBF. The proposed RBF equalizer provides fast and easy teaming, due to the structural efficiency and excellent recognition-capability of R3F neural network. Throughout the simulation studies, it was found that the proposed blind RBF equalizer performed favorably better than the blind MLP equalizer, while requiring the relatively smaller computation steps in tranining.

On Bounds for Moments of Unimodal Distributions

  • Sharma, R.;Bhandaria, R.
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.201-212
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    • 2014
  • We provide a simple basic method to find bounds for higher order moments of unimodal distributions in terms of lower order moments when the random variable takes value in a given finite real interval. The bounds for moments in terms of the geometric mean of the distribution are also derived. Both continuous and discrete cases are considered. The bounds for the ratio and difference of moments are obtained. The special cases provide refinements of several well-known inequalities, such as Kantorovich inequality and Krasnosel'skii and Krein inequality.

Blind Source Separation via Principal Component Analysis

  • Choi, Seung-Jin
    • Journal of KIEE
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    • v.11 no.1
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    • pp.1-7
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    • 2001
  • Various methods for blind source separation (BSS) are based on independent component analysis (ICA) which can be viewed as a nonlinear extension of principal component analysis (PCA). Most existing ICA methods require certain nonlinear functions (which leads to higher-order statistics) depending on the probability distributions of sources, whereas PCA is a linear learning method based on second-order statistics. In this paper we show that the PCA can be applied to the task of BBS, provided that source are spatially uncorrelated but temporally correlated. Since the resulting method is based on only second-order statistics, it avoids the nonlinear function and is able to separate mixtures of several colored Gaussian sources, in contrast to the conventional ICA methods.

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A NOTE ON SOME HIGHER ORDER CUMULANTS IN k PARAMETER NATURAL EXPONENTIAL FAMILY

  • KIM, HYUN CHUL
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.3 no.2
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    • pp.157-160
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    • 1999
  • We show the cumulants of a minimal sufficient statistics in k parameter natural exponential family by parameter function and partial parameter function. We nd the cumulants have some merits of central moments and general cumulants both. The first three cumulants are the central moments themselves and the fourth cumulant has the form related with kurtosis.

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Second-order statistics of natural frequencies of smart laminated composite plates with random material properties

  • Singh, B.N.;Umrao, Atul;Shukla, K.K.;Vyas, N.
    • Smart Structures and Systems
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    • v.4 no.1
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    • pp.19-34
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    • 2008
  • Nowadays developments in the field of laminated composite structures with piezoelectric have attracted significant attention of researchers due to their wide range of applications in engineering such as sensors, actuators, vibration suppression, shape control, noise attenuation and precision positioning. Due to large number of parameters associated with its manufacturing and fabrication, composite structures with piezoelectric display a considerable amount of uncertainty in their material properties. The present work investigates the effect of the uncertainty on the free vibration response of piezoelectric laminated composite plate. The lamina material properties have been modeled as independent random variables for accurate prediction of the system behavior. System equations have been derived using higher order shear deformation theory. A finite element method in conjunction with Monte Carlo simulation is employed to obtain the secondorder statistics of the natural frequencies. Typical results are presented for all edges simply supported piezoelectric laminated composite plates to show the influence of scattering in material properties on the second order statistics of the natural frequencies. The results have been compared with those available in literature.

RADIAL OSCILLATION OF LINEAR DIFFERENTIAL EQUATION

  • Wu, Zhaojun
    • Bulletin of the Korean Mathematical Society
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    • v.49 no.5
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    • pp.911-921
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    • 2012
  • In this paper, the radial oscillation of the solutions of higher order homogeneous linear differential equation $$f^{(k)}+A_{n-2}(z)f^{(k-2)}+{\cdots}+A_1(z)f^{\prime}+A_0(z)f=0$$ with transcendental entire function coefficients is studied. Results are obtained to extend some results in [Z. Wu and D. Sun, Angular distribution of solutions of higher order linear differential equations, J. Korean Math. Soc. 44 (2007), no. 6, 1329-1338].

On Weak Convergence of Some Rescaled Transition Probabilities of a Higher Order Stationary Markov Chain

  • Yun, Seok-Hoon
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.313-336
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    • 1996
  • In this paper we consider weak convergence of some rescaled transi-tion probabilities of a real-valued, k-th order (k $\geq$ 1) stationary Markov chain. Under the assumption that the joint distribution of K + 1 consecutive variables belongs to the domain of attraction of a multivariate extreme value distribution, the paper gives a sufficient condition for the weak convergence and characterizes the limiting distribution via the multivariate extreme value distribution.

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OPTIMALITY CRITERIA AND DUALITY FOR MULTIOBJECTIVE VARIATIONAL PROBLEMS INVOLVING HIGHER ORDER DERIVATIVES

  • Husain, I.;Ahmed, A.;Rumana, G. Mattoo
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.123-137
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    • 2009
  • A multiobjective variational problem involving higher order derivatives is considered and Fritz-John and Karush-Kuhn-Tucker type optimality conditions for this problem are derived. As an application of Karush-Kuhn-Tucker optimality conditions, Wolfe type dual to this variational problem is constructed and various duality results are validated under generalized invexity. Some special cases are mentioned and it is also pointed out that our results can be considered as a dynamic generalization of the already existing results in nonlinear programming.

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