• Title/Summary/Keyword: mean-square error

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A Sequential Approach for Estimating the Variance of a Normal Population Using Some Available Prior Information

  • Samawi, Hani M.;Al-Saleh, Mohammad F.
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.433-445
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    • 2002
  • Using some available information about the unknown variance $\sigma$$^2$ of a normal distribution with mean $\mu$, a sequential approach is used to estimate $\sigma$$^2$. Two cases have been considered regarding the mean $\mu$ being known or unknown. The mean square error (MSE) of the new estimators are compared to that of the usual estimator of $\sigma$$^2$, namely, the sample variance based on a sample of size equal to the expected sample size. Simulation results indicates that, the new estimator is more efficient than the usual estimator of $\sigma$$^2$whenever the actual value of $\sigma$$^2$ is not too far from the prior information.

Symbol Timing & Carrier Frequency Offset Estimation Method for UWB MB-OFDM System (UWB MB-OFDM 시스템을 위한 심볼 타이밍 및 반송파 주파수 오프셋 추정 기법)

  • Kim Jung-Ju;Wang Yu-Peng;Chang Kyung-Hi
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.3A
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    • pp.232-239
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    • 2006
  • In this paper, we analyze the preamble model for Wireless PAN(WPAN) in proposed Ultra WideBand(UWB) Multi-Band OFDM(MB-OFDM) system of IEEE 802.15.3a standard. Besides, we propose effective Carrier Frequency Offset and Symbol Timing Offset Estimation algorithm which offers enhanced performance, and analyze its performance using Detection Probability, False Alarm Probability, Missing Probability, Mean Acquisition Time and MSE(Mean Square Error) through simulation in AWGN and UWB channel environments.

Prediction of Blast Vibration in Quarry Using Machine Learning Models (머신러닝 모델을 이용한 석산 개발 발파진동 예측)

  • Jung, Dahee;Choi, Yosoon
    • Tunnel and Underground Space
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    • v.31 no.6
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    • pp.508-519
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    • 2021
  • In this study, a model was developed to predict the peak particle velocity (PPV) that affects people and the surrounding environment during blasting. Four machine learning models using the k-nearest neighbors (kNN), classification and regression tree (CART), support vector regression (SVR), and particle swarm optimization (PSO)-SVR algorithms were developed and compared with each other to predict the PPV. Mt. Yogmang located in Changwon-si, Gyeongsangnam-do was selected as a study area, and 1048 blasting data were acquired to train the machine learning models. The blasting data consisted of hole length, burden, spacing, maximum charge per delay, powder factor, number of holes, ratio of emulsion, monitoring distance and PPV. To evaluate the performance of the trained models, the mean absolute error (MAE), mean square error (MSE), and root mean square error (RMSE) were used. The PSO-SVR model showed superior performance with MAE, MSE and RMSE of 0.0348, 0.0021 and 0.0458, respectively. Finally, a method was proposed to predict the degree of influence on the surrounding environment using the developed machine learning models.

Optimal Grayscale Morphological Filters Under the LMS Criterion (LMS 알고리즘을 이용한 형태학 필터의 최적화 방안에 관한 연구)

  • 이경훈;고성제
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.19 no.6
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    • pp.1095-1106
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    • 1994
  • This paper presents a method for determining optimal grayscale function processing(FP) morphological filters under the least square (LMS) error criterion. The optimal erosion and dilation filters with a grayscale structuring element(GSE) are determined by minimizing the mean square error (MSE) between the desired signal and the filter output. It is shown that convergence of the erosion and dilation filters can be achieved by a proper choice of the step size parameter of the LMS algorithm. In an attempt to determine optimal closing and opening filters, a matrix representation of both opening and closing with a basis matrix is proposed. With this representation, opening and closing are accomplished by a local matrix operation rather than cascade operations. The LMS and back-propagation algorithm are utilzed for obtaining the optimal basis matrix for closing and opening. Some results of optimal morphological filters applied to 2-D images are presented.

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Performance Analysis of Monopulse System Based on Second-Order Taylor Expansion of Two Variables in the Presence of an Additive Noise (부가성 잡음이 존재하는 모노펄스 시스템 성능의 2변수 2차 테일러 전개 기반 분석)

  • Ryu, Kyu-Tae;Ham, Hyeong-Woo;Lee, Joon-Ho
    • Journal of the Korea Convergence Society
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    • v.13 no.1
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    • pp.43-50
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    • 2022
  • In this paper, it is shown how the performance of the monopulse algorithm in additive noise is evaluated. In the previous study, the performance analysis of the amplitude-comparison monopulse algorithm was conducted via the first-order and second-order Taylor expansion of four variables. By defining two new random variables from the four variables, it is shown that computational complexity associated with two random variables is much smaller than that associated with four random variables. Performance in terms of mean square error is analyzed from Monte-Carlo simulation. The scheme proposed in this paper is more efficient than that suggested in the previous study in terms of computational complexity. The expressions derived in this study can be utilized in getting analytic expressions of the mean square errors.

Categorized VSSLMS Algorithm (Categorized 가변 스텝 사이즈 LMS 알고리즘)

  • Kim, Seon-Ho;Chon, Sang-Bae;Lim, Jun-Seok;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.28 no.8
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    • pp.815-821
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    • 2009
  • Information processing in variable and noisy environments is usually accomplished by means of adaptive filters. Among various adaptive algorithms, Least Mean Square (LMS) has become the most popular for its robustness, good tracking capabilities and simplicity, both in terms of computational load and easiness of implementation. In practical application of the LMS algorithm, the most important key parameter is the Step Size. As is well known, if the Step Size is large, the convergence rate of the algorithm will be rapid, but the steady state mean square error (MSE) will increase. On the other hand, if the Step Size is small, the steady state MSE will be small, but the convergence rate will be slow. Many researches have been proposed to alleviate this drawback by using a variable Step Size. In this paper, a new variable Step Size LMS(VSSLMS) called Categorized VSSLMS (CVSSLMS) is proposed. CVSSLMS updates the Step Size by categorizing the current status of the gradient, hence significantly improves the convergence rate. The performance of the proposed algorithm was verified from the view point of convergence rate, Excessive Mean Square Error(EMSE), and complexity through experiments.

A Weighted Block Adaptive Estimation for STBC Single-Carrier System in Frequency-Selective Time-Varying Channels (다중 경로 시변 채널 환경에서 시공간 블록 부호 단일 반송파 시스템을 위한 가중치 블록 적응형 채널 추정 알고리즘)

  • Baek, Jong-Seob;Kwon, Hyuk-Jae;Seo, Jong-Soo
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.3C
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    • pp.338-347
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    • 2007
  • In this paper, a weighted block adaptive channel estimation (WBA-CE) for a space-time block-coded (STBC) single-carrier transmission with a cyclic-prefix is proposed. In operation of the WBA-CE, a STBC matrix-wise block for filter input symbols is first formulated. Applying a weighted a posteriori error vector-based least-square (LS) criterion for this block, the coefficient correction terms of the WBA-CE are then computed. An approximate steady-state excess mean-square error (EMSE) of the WBA-CE for the stationary optimal coefficient is also analyzed. Simulation results show in a time-varying typical urban (TU) channel that the proposed channel estimator provides better bit-error-rate (BER) performances than conventional algorithms such as the NLMS and RLS channel estimators.

A study on the Improved Convergence Characteristic over Weight Updating of Recycling Buffer RLS Algorithm (재순환 버퍼 RLS 알고리즘에서 가중치 갱신을 이용한 개선된 수렴 특성에 관한 연구)

  • 나상동
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.5B
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    • pp.830-841
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    • 2000
  • We extend the sue of the method of least square to develop a recursive algorithm for the design of adaptive transversal filters such that, given the least-square estimate of this vector of the filter at iteration n-1, we may compute the updated estimate of this vector at iteration a upon the arrival of new data. We begin the development of the RLS algorithm by reviewing some basic relations that pertain to the method of least squares. Then, by exploiting a relation in matrix algebra known as the matrix inversion lemma, we develop the RLS algorithm. An important feature of the RLS algorithm is that it utilizes information contained in the input data, extending back to the instant of time when the algorithm is initiated. In this paper, we propose new tap weight updated RLS algorithm in adaptive transversal filter with data-recycling buffer structure. We prove that convergence speed of learning curve of RLS algorithm with data-recycling buffer is faster than it of exiting RL algorithm to mean square error versus iteration number. Also the resulting rate of convergence is typically an order of magnitude faster than the simple LMS algorithm. We show that the number of desired sample is portion to increase to converge the specified value from the three dimension simulation result of mean square error according to the degree of channel amplitude distortion and data-recycle buffer number. This improvement of convergence character in performance, is achieved at the (B+1)times of convergence speed of mean square error increase in data recycle buffer number with new proposed RLS algorithm.

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A Study on Statistical Parameters for the Evaluation of Regional Air Quality Modeling Results - Focused on Fine Dust Modeling - (지역규모 대기질 모델 결과 평가를 위한 통계 검증지표 활용 - 미세먼지 모델링을 중심으로 -)

  • Kim, Cheol-Hee;Lee, Sang-Hyun;Jang, Min;Chun, Sungnam;Kang, Suji;Ko, Kwang-Kun;Lee, Jong-Jae;Lee, Hyo-Jung
    • Journal of Environmental Impact Assessment
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    • v.29 no.4
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    • pp.272-285
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    • 2020
  • We investigated statistical evaluation parameters for 3D meteorological and air quality models and selected several quantitative indicator references, and summarized the reference values of the statistical parameters for domestic air quality modeling researcher. The finally selected 9 statistical parameters are MB (Mean Bias), ME (Mean Error), MNB (Mean Normalized Bias Error), MNE (Mean Absolute Gross Error), RMSE (Root Mean Square Error), IOA (Index of Agreement), R (Correlation Coefficient), FE (Fractional Error), FB (Fractional Bias), and the associated reference values are summarized. The results showed that MB and ME have been widely used in evaluating the meteorological model output, and NMB and NME are most frequently used for air quality model results. In addition, discussed are the presentation diagrams such as Soccer Plot, Taylor diagram, and Q-Q (Quantile-Quantile) diagram. The current results from our study is expected to be effectively used as the statistical evaluation parameters suitable for situation in Korea considering various characteristics such as including the mountainous surface areas.

The Constrained Least Mean Square Error Method (제한 최소 자승오차법)

  • 나희승;박영진
    • Journal of KSNVE
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    • v.4 no.1
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    • pp.59-69
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    • 1994
  • A new LMS algorithm titled constrained LMS' is proposed for problems with constrained structure. The conventional LMS algorithm can not be used because it destroys the constrained structures of the weights or parameters. Proposed method uses error-back propagation, which is popular in training neural networks, for error minimization. The illustrative examplesare shown to demonstrate the applicability of the proposed algorithm.

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