• 제목/요약/키워드: random finite set

검색결과 43건 처리시간 0.024초

Time-Matching Poisson Multi-Bernoulli Mixture Filter For Multi-Target Tracking In Sensor Scanning Mode

  • Xingchen Lu;Dahai Jing;Defu Jiang;Ming Liu;Yiyue Gao;Chenyong Tian
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제17권6호
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    • pp.1635-1656
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    • 2023
  • In Bayesian multi-target tracking, the Poisson multi-Bernoulli mixture (PMBM) filter is a state-of-the-art filter based on the methodology of random finite set which is a conjugate prior composed of Poisson point process (PPP) and multi-Bernoulli mixture (MBM). In order to improve the random finite set-based filter utilized in multi-target tracking of sensor scanning, this paper introduces the Poisson multi-Bernoulli mixture filter into time-matching Bayesian filtering framework and derive a tractable and principled method, namely: the time-matching Poisson multi-Bernoulli mixture (TM-PMBM) filter. We also provide the Gaussian mixture implementation of the TM-PMBM filter for linear-Gaussian dynamic and measurement models. Subsequently, we compare the performance of the TM-PMBM filter with other RFS filters based on time-matching method with different birth models under directional continuous scanning and out-of-order discontinuous scanning. The results of simulation demonstrate that the proposed filter not only can effectively reduce the influence of sampling time diversity, but also improve the estimated accuracy of target state along with cardinality.

Joint Optimization of User Set Selection and Transmit Power Allocation for Orthogonal Random Beamforming in Multiuser MIMO Systems

  • Kang, Tae-Sung;Seo, Bangwon
    • ETRI Journal
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    • 제34권6호
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    • pp.879-884
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    • 2012
  • When the number of users is finite, the performance improvement of the orthogonal random beamforming (ORBF) scheme is limited in high signal-to-noise ratio regions. In this paper, to improve the performance of the ORBF scheme, the user set and transmit power allocation are jointly determined to maximize sum rate under the total transmit power constraint. First, the transmit power allocation problem is expressed as a function of a given user set. Based on this expression, the optimal user set with the maximum sum rate is determined. The suboptimal procedure is also presented to reduce the computational complexity, which separates the user set selection procedure and transmit power allocation procedure.

A Study on the Stochastic Finite Element Method for Dynamic Problem of Nonlinear Continuum

  • Wang, Qing;Bae, Dong-Myung
    • Journal of Ship and Ocean Technology
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    • 제12권2호
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    • pp.1-15
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    • 2008
  • The main idea of this paper introduce stochastic structural parameters and random dynamic excitation directly into the dynamic functional variational formulations, and developed the nonlinear dynamic analysis of a stochastic variational principle and the corresponding stochastic finite element method via the weighted residual method and the small parameter perturbation technique. An interpolation method was adopted, which is based on representing the random field in terms of an interpolation rule involving a set of deterministic shape functions. Direct integration Wilson-${\theta}$ Method was adopted to solve finite element equations. Numerical examples are compared with Monte-Carlo simulation method to show that the approaches proposed herein are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.

Eigenvalue analysis of structures with flexible random connections

  • Matheu, E.E.;Suarez, L.E.
    • Structural Engineering and Mechanics
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    • 제4권3호
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    • pp.277-301
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    • 1996
  • A finite element model of a beam element with flexible connections is used to investigate the effect of the randomness in the stiffness values on the modal properties of the structural system. The linear behavior of the connections is described by a set of random fixity factors. The element mass and stiffness matrices are function of these random parameters. The associated eigenvalue problem leads to eigenvalues and eigenvectors which are also random variables. A second order perturbation technique is used for the solution of this random eigenproblem. Closed form expressions for the 1st and 2nd order derivatives of the element matrices with respect to the fixity factors are presented. The mean and the variance of the eigenvalues and vibration modes are obtained in terms of these derivatives. Two numerical examples are presented and the results are validated with those obtained by a Monte-Carlo simulation. It is found that an almost linear statistical relation exists between the eigenproperties and the stiffness of the connections.

RANDOM SAMPLING AND RECONSTRUCTION OF SIGNALS WITH FINITE RATE OF INNOVATION

  • Jiang, Yingchun;Zhao, Junjian
    • 대한수학회보
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    • 제59권2호
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    • pp.285-301
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    • 2022
  • In this paper, we mainly study the random sampling and reconstruction of signals living in the subspace Vp(𝚽, 𝚲) of Lp(ℝd), which is generated by a family of molecules 𝚽 located on a relatively separated subset 𝚲 ⊂ ℝd. The space Vp(𝚽, 𝚲) is used to model signals with finite rate of innovation, such as stream of pulses in GPS applications, cellular radio and ultra wide-band communication. The sampling set is independently and randomly drawn from a general probability distribution over ℝd. Under some proper conditions for the generators 𝚽 = {𝜙λ : λ ∈ 𝚲} and the probability density function 𝜌, we first approximate Vp(𝚽, 𝚲) by a finite dimensional subspace VpN (𝚽, 𝚲) on any bounded domains. Then, we prove that the random sampling stability holds with high probability for all signals in Vp(𝚽, 𝚲) whose energy concentrate on a cube when the sampling size is large enough. Finally, a reconstruction algorithm based on random samples is given for signals in VpN (𝚽, 𝚲).

A Finite Element Model for Bipolar Resistive Random Access Memory

  • Kim, Kwanyong;Lee, Kwangseok;Lee, Keun-Ho;Park, Young-Kwan;Choi, Woo Young
    • JSTS:Journal of Semiconductor Technology and Science
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    • 제14권3호
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    • pp.268-273
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    • 2014
  • The forming, reset and set operation of bipolar resistive random access memory (RRAM) have been predicted by using a finite element (FE) model which includes interface effects. To the best of our knowledge, our bipolar RRAM model is applicable to realistic cell structure optimization because our model is based on the FE method (FEM) unlike precedent models.

Large Deviations for random walks with time stationary random distribution function

  • Hong, Dug-Hun
    • 대한수학회지
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    • 제32권2호
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    • pp.279-287
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    • 1995
  • Let $F$ be a set of distributions on R with the topology of weak convergence, and let $A$ be the $\sigma$-field generated by the open sets. We denote by $F_1^\infty$ the space consisting of all infinite sequence $(F_1, F_2, \cdots), F_n \in F and R_1^\infty$ the space consisting of all infinite sequences $(x_1, x_2, \cdots)$ of real numbers. Take the $\sigma$-field $F_1^\infty$ to be the smallest $\sigma$-field of subsets of $F_1^\infty$ containing all finite-dimensional rectangles and take $B_1^\infty$ to be the Borel $\sigma$-field $R_1^\infty$.

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변분법을 이용한 확률론적 유한요소법에 관한 연구 (A Study on the Stochastic Finite Element Method Based on Variational Approach)

  • 배동명;김경열
    • 수산해양기술연구
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    • 제32권4호
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    • pp.432-446
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    • 1996
  • A stochastic Hamilton variational principle(SHVP) is formulated for dynamic problems of linear continuum. The SHVP allows incorporation of probabilistic distributions into the finite element analysis. The formulation is simplified by transformation of correlated random variables to a set of uncorrelated random variables through a standard eigenproblem. A procedure based on the Fourier analysis and synthesis is presented for eliminating secularities from the perturbation approach. In addition to, a method to analyse stochastic design sensitivity for structural dynamics is present. A combination of the adjoint variable approach and the second order perturbation method is used in the finite element codes. An alternative form of the constraint functional that holds for all times is introduced to consider the time response of dynamic sensitivity. The algorithms developed can readily be adapted to existing deterministic finite element codes. The numerical results for stochastic analysis by proceeding approach of cantilever, 2D-frame and 3D-frame illustrates in this paper.

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Solution of randomly excited stochastic differential equations with stochastic operator using spectral stochastic finite element method (SSFEM)

  • Hussein, A.;El-Tawil, M.;El-Tahan, W.;Mahmoud, A.A.
    • Structural Engineering and Mechanics
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    • 제28권2호
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    • pp.129-152
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    • 2008
  • This paper considers the solution of the stochastic differential equations (SDEs) with random operator and/or random excitation using the spectral SFEM. The random system parameters (involved in the operator) and the random excitations are modeled as second order stochastic processes defined only by their means and covariance functions. All random fields dealt with in this paper are continuous and do not have known explicit forms dependent on the spatial dimension. This fact makes the usage of the finite element (FE) analysis be difficult. Relying on the spectral properties of the covariance function, the Karhunen-Loeve expansion is used to represent these processes to overcome this difficulty. Then, a spectral approximation for the stochastic response (solution) of the SDE is obtained based on the implementation of the concept of generalized inverse defined by the Neumann expansion. This leads to an explicit expression for the solution process as a multivariate polynomial functional of a set of uncorrelated random variables that enables us to compute the statistical moments of the solution vector. To check the validity of this method, two applications are introduced which are, randomly loaded simply supported reinforced concrete beam and reinforced concrete cantilever beam with random bending rigidity. Finally, a more general application, randomly loaded simply supported reinforced concrete beam with random bending rigidity, is presented to illustrate the method.

A Mixed Model for Oredered Response Categories

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • 제15권2호
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    • pp.339-345
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    • 2004
  • This paper deals with a mixed logit model for ordered polytomous data. There are two types of factors affecting the response varable in this paper. One is a fixed factor with finite quantitative levels and the other is a random factor coming from an experimental structure such as a randomized complete block design. It is discussed how to set up the model for analyzing ordered polytomous data and illustrated how to estimate the paramers in the given model.

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