• Title/Summary/Keyword: realized covariance

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Asymptotics for realized covariance under market microstructure noise and sampling frequency determination

  • Shin, Dong Wan;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • v.23 no.5
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    • pp.411-421
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    • 2016
  • Large frequency limiting distributions of two errors in realized covariance are investigated under noisy and non-synchronous high frequency sampling situations. The first distribution characterizes increased variance of the realized covariance due to noise for large frequency and the second distribution characterizes decreased variance of the realized covariance due to discretization for large frequency. The distribution of the combined error enables us to determine the sampling frequency which depends on a nuisance parameter. A consistent estimator of the nuisance parameter is proposed.

Additional degree of freedom in phased-MIMO radar signal design using space-time codes

  • Vahdani, Roholah;Bizaki, Hossein Khaleghi;Joshaghani, Mohsen Fallah
    • ETRI Journal
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    • v.43 no.4
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    • pp.640-649
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    • 2021
  • In this paper, an additional degree of freedom in phased multi-input multi-output (phased-MIMO) radar with any arbitrary desired covariance matrix is proposed using space-time codes. By using the proposed method, any desired transmit covariance matrix in MIMO radar (phased-MIMO radars) can be realized by employing fully correlated base waveforms such as phased-array radars and simply extending them to different time slots with predesigned phases and amplitudes. In the proposed method, the transmit covariance matrix depends on the base waveform and space-time codes. For simplicity, a base waveform can be selected arbitrarily (ie, all base waveforms can be fully correlated, similar to phased-array radars). Therefore, any desired covariance matrix can be achieved by using a very simple phased-array structure and space-time code in the transmitter. The main advantage of the proposed scheme is that it does not require diverse uncorrelated waveforms. This considerably reduces transmitter hardware and software complexity and cost. One the receiver side, multiple signals can be analyzed jointly in the time and space domains to improve the signal-to-interference-plus-noise ratio.

A Study on Unified Vector Control of Induction Motor (유도전동기의 통일적 벡터제어에 관한 연구)

  • Kim, Y.D.;Lee, D.C.
    • Journal of Power System Engineering
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    • v.5 no.3
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    • pp.95-103
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    • 2001
  • This study is applied to common induction motor, and vector control is realized by using an indirect type of induction motor which has a simple composition. In this study extended Kalman filter is used from control theoretical viewpoint, and primary resistance and secondary resistance which change according to the temperature of motor are simultaneously estimated. This paper aims to research an indirect vector control in which the secondary resistance obtained from this estimation is consistent with secondary flux. This estimation is made by on-line estimation, but on-line estimation is difficult because extended Kalman filter takes long time in computation time. So off-line estimation was made on the assumption that the variation of temperature in motor is slow temporally.

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Mathematical Algorithms for Two-Dimensional Positioning Based on GPS Pseudorange Technique

  • Ko, Kwang-Soob;Choi, Chang-Mook
    • Journal of information and communication convergence engineering
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    • v.8 no.5
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    • pp.602-607
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    • 2010
  • Recently, one has realized that the threedimensional positioning technique used in GPS can be effectively applied to the modern two-dimensional positioning. Such a technique might has applied to the twodimensional positioning in fields of the mobile communication, eLORAN and the GPS jamming/ electronic warfare system. In the paper, we have studied on algorithms for two-dimensional positioning based on GPS Pseudorange Technique. The main works and results are summarized below. First, the linearized state equation was mathematically derived based on GPS pseudorange technique. Second, the geometry model with respect to triangles formed using unit-vectors were proposed for investigation of land-based radio positioning. Finally, the corresponding mathematical formulations for DOP values and covariance matrix were designed for two-dimensional positioning.

An Analysis of Single PPM Quality Innovation's Status using Covariance Structure Model (공분산구조모델에 의한 싱글 PPM 품질혁신 운동 추진현황 분석)

  • Koo, Il-Seob;Kim, Tae-Sung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.28 no.4
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    • pp.102-108
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    • 2005
  • Single PPM Quality Innovation Movement is originally developed quality program in Korea for supplier's quality level-up since 1995. The quality target is below the 10ppm(parts per million) in outgoing quality and delivered goods plus field claim. Recently 1,053 companies is received Single PPM Quality Certification from government. This quality program is to realized the anticipated results not only duality level's increasing, but also company's confidence, competitiveness. We were able to obtain participations of 75 questionnaire, and derived statistics by means of SPSS/PC version 10.0. In this study, we find the bottleneck factor for promotion and upgrade S-PPM, and suggest a way out of difficulties.

A Study of Domestic Construction Quality Management Factor Analysis using Covariance Structure Model (공분산구조모델을 이용한 건설현장 품질경영 요인 분석)

  • Koo Il Seob;Kim Tae Sung;Lim Nam Gyu
    • Proceedings of the Safety Management and Science Conference
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    • 2005.05a
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    • pp.467-475
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    • 2005
  • This research has been conducted in order to assess the effects on quality management factor of the construction sites. 30 companies abiding by the 'construction industry law' and 32 companies abiding by the 'housing construction promotion law' have been researched in areas of quality-management environment, quality-management understanding, quality-management education on construction field, quality-system and quality-improvement. This construction quality factors are to realized the anticipated results not only quality level's increasing, but also company's confidence, competitiveness. We were able to obtain participations of 62 questionnaire, and derived statistics by means of SPSS/PC version 10.0. In this study, we find the bottleneck factor for promotion and upgrade quality management factor of the construction sites and suggest a way out of difficulties.

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A Study of Domestic Construction Quality Management Factor Analysis - (using Covariance Structure Model) (국내건설현장 품질경영 요인 분석에 관한 연구(공분산구조모델을 이용))

  • Kim Tae Sung;Koo Il Seob;Lim Nam Gyu
    • Journal of the Korea Safety Management & Science
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    • v.7 no.3
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    • pp.29-36
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    • 2005
  • This research has been conducted in order to assess the effects on quality management factor of the construction sites. 30 companies abiding by the 'construction industry law' and 32 companies abiding by the 'housing construction promotion law' have been researched in areas of quality-management environment, quality-management understanding, quality-management education on construction field, quality-system and quality-improvement. This construction quality factors are to realized the anticipated results not only quality level's increasing, but also company's confidence, competitiveness. We were able to obtain participations of 62 questionnaire, and derived statistics by means of SPSS/PC version 10.0. In this study, we find the bottleneck factor for promotion and upgrade quality management factor of the construction sites and suggest a way out of difficulties.

Wind load estimation of super-tall buildings based on response data

  • Zhi, Lun-hai;Chen, Bo;Fang, Ming-xin
    • Structural Engineering and Mechanics
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    • v.56 no.4
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    • pp.625-648
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    • 2015
  • Modern super-tall buildings are more sensitive to strong winds. The evaluation of wind loads for the design of these buildings is of primary importance. A direct monitoring of wind forces acting on super-tall structures is quite difficult to be realized. Indirect measurements interpreted by inverse techniques are therefore favourable since dynamic response measurements are easier to be carried out. To this end, a Kalman filtering based inverse approach is developed in this study so as to estimate the wind loads on super-tall buildings based on limited structural responses. The optimum solution of Kalman filter gain by solving the Riccati equation is used to update the identification accuracy of external loads. The feasibility of the developed estimation method is investigated through the wind tunnel test of a typical super-tall building by using a Synchronous Multi-Pressure Scanning System. The effects of crucial factors such as the type of wind-induced response, the covariance matrix of noise, errors of structural modal parameters and levels of noise involved in the measurements on the wind load estimations are examined through detailed parametric study. The effects of the number of vibration modes on the identification quality are studied and discussed in detail. The made observations indicate that the proposed inverse approach is an effective tool for predicting the wind loads on super-tall buildings.

Estimation of Genetic Gains in Commercial Layer Breeding Population (상업용 난용종계 집단에서의 유전적 개량량 추정에 관한 연구)

  • 오봉국;최연호
    • Korean Journal of Poultry Science
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    • v.17 no.4
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    • pp.243-254
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    • 1990
  • This study was carried out to investigate the effectiveness of the selection for commercial populations of layer chickens subjected to multiple objectives. For that purpose, predicted selection responses obtained from estimated genetic parameters and observed values were compared. Data for two layer pure lines, Line-w(Single Comb White Leghorn) and Line-B (brown layer) which have been maintained at the Mani Breeding Farm were collected from 1980 to 1985 during 5 generations. The annual genetic gains were estimated by the moth of selection index in retrospect on the basis of selection differentials, phenotypic and genetic variance-covariance for the traits considered. SM was found to be shorten by 1.67 days and 1.14 days per generation in Line-W and Line-B. EN300 and EN400 were found to be increased by 4.15 and 5.92 per generation in Line-W and 257 and 3.73 per generation in Line-B. The annual gains realized were found to be significantly different from expected gains predicted on the basis of the annual selection differentials and genetic parameters in later generations, but it could not be concluded that the differences were attributed to genetic effects.

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Studies on the selection in soybean breeding. -II. Additional data on heritability, genotypic correlation and selection index- (대두육종에 있어서의 선발에 관한 실험적연구 -속보 : 유전력ㆍ유전상관, 그리고 선발지수의 재검토-)

  • Kwon-Yawl Chang
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.3
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    • pp.89-98
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    • 1965
  • The experimental studies were intended to clarify the effects of selection, and also aimed at estimating the heritabilities, the genotypic correlations among some agronomic characters, and at calculating the selection index on some selective characters for the selection of desirable lines, under different climatic conditions. Finally practical implications of these studies, especially on the selection index, were discussed. Twenty-two varieties, determinate growing habit type, were selected at random from the 138 soybean varieties cultivated the year before, were grown in a randomized block design with three replicates at Chinju, Korea, under May and June sowing conditions. The method of estimating heritabilities for the eleven agronomic characters-flowering date, maturity date, stem length, branch numbers per plant, stem diameter, plant weight, pod numbers per plant, grain numbers per plant and 100 grain weight, shown in Table 3, was the variance components procedures in a replicated trial for the varieties. The analysis of covariance was used to obtain the genotypic correlations and phenotypic correlations among the eight characters, and the selection indexes for some agronomic characters were calculated by Robinson's method. The results are summarized as follows: Heritabilities : The experiment on the genotype-environment interaction revealed that in almost all of the characters investigated the interaction was too large to be neglected and materially affected the estimates of various genotypic parameters. The variation in heritability due to the change of environments was larger in the characters of low heritability than in those of high heritability. Heritability values of flowering date, fruiting period (days from flowering to maturity), stem length and 100 grain weight were the highest in both environments, those of yield(grain weight) and other characters were showed the lower values(Table 3). These heritability values showed a decreasing trend with the delayed sowing in the experiments. Further, all calculated heritability values were higher than anticipated. This was expected since these values, which were the broad sense heritability, contain the variance due to dominance and epistasisf in addition to the additive genetic variance. Genotypic correlations : Genotypic correlations were slightly higher than the corresponding phenotypic correlations in both environments, but the variation in values due to the change of environment appeared between grain weight and some other characters, especially an increase between grain weight and flowering date, and the total growing period(Table 6). Genotypic correlations between grain weight and other characters indicated that high seed yield was genetically correlated with late flowering, late maturity, and the other five characters namely branch numbers per plant, stem diameter, plant weight, pod numbers per plant and grain numbers per plant, but not with 100 grain weight of soybeans. Pod numbers and grain numbers per plant were more closely correlated with seed yields than with other characters. Selection index : For the comparison and the use of selection indexes in the selection, two kinds of selection indexes were calculated, the former was called selection index A and the later selection index B as shown in Table 7. Selection index A was calculated by the values of grain weight per plant as the character of yield(character Y), but the other, selection index B, was calculated by the values of pod numbers per plant, instead of grain weight per plant, as the character of yield'(character Y'). These results suggest that selection index technique is useful in soybean breeding. In reality, however, as the selection index varies with population and environment, it must be calculated in each population to which selection is applied and in each environment in which the population is located. In spite of the expected usefulness of selection index technique in soybean breeding, unsolved problems such as the expense, time and labor involved in calculating the selection index remain. For these reasons and from these experimental studies, it was recognized that in the breeding of self-fertilized soybean plants the selection for yield should be based on a more simple selection index such as selection index B of these experiments rather than on the complex selection index such as selection index A. Furthermore, it was realized that the selection index for the selection should be calculated on the basis of the data of some 3-4 agronomic characters-maturity date(X$_1$), branch numbers per plant(X$_2$), stem diameter(X$_3$) and pod numbers per plant etc. It must be noted that it should be successful in selection to select for maturity date(X$_1$) which has high heritability, and the selection index should be calculated easily on the basis of the data of branch numbers per plant(X$_2$), stem diameter(X$_3$) and pod numbers per plant, directly after the harvest before drying and threshing. These characters should be very useful agronomic characters in the selection of Korean soybeans, determinate growing habit type, as they could be measured or counted easily thus saving time and expense in the duration from harvest to drying and threshing, and are affected more in soybean yields than the other agronomic characters.

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