Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4428

Search results for: estimation algorithm

4428 Simulation of 3-D Direction-of-Arrival Estimation Using MUSIC Algorithm

Authors: Duckyong Kim, Jong Kang Park, Jong Tae Kim

Abstract:

DOA (Direction of Arrival) estimation is an important method in array signal processing and has a wide range of applications such as direction finding, beam forming, and so on. In this paper, we briefly introduce the MUSIC (Multiple Signal Classification) Algorithm, one of DOA estimation methods for analyzing several targets. Then we apply the MUSIC algorithm to the two-dimensional antenna array to analyze DOA estimation in 3D space through MATLAB simulation. We also analyze the design factors that can affect the accuracy of DOA estimation through simulation, and proceed with further consideration on how to apply the system.

Keywords: DOA estimation, MUSIC algorithm, spatial spectrum, array signal processing

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4427 Considering the Reliability of Measurements Issue in Distributed Adaptive Estimation Algorithms

Authors: Wael M. Bazzi, Amir Rastegarnia, Azam Khalili

Abstract:

In this paper we consider the issue of reliability of measurements in distributed adaptive estimation problem. To this aim, we assume a sensor network with different observation noise variance among the sensors and propose new estimation method based on incremental distributed least mean-square (IDLMS) algorithm. The proposed method contains two phases: I) Estimation of each sensors observation noise variance, and II) Estimation of the desired parameter using the estimated observation variances. To deal with the reliability of measurements, in the second phase of the proposed algorithm, the step-size parameter is adjusted for each sensor according to its observation noise variance. As our simulation results show, the proposed algorithm considerably improves the performance of the IDLMS algorithm in the same condition.

Keywords: adaptive filter, distributed estimation, sensor network, IDLMS algorithm

Procedia PDF Downloads 550
4426 An Algorithm to Compute the State Estimation of a Bilinear Dynamical Systems

Authors: Abdullah Eqal Al Mazrooei

Abstract:

In this paper, we introduce a mathematical algorithm which is used for estimating the states in the bilinear systems. This algorithm uses a special linearization of the second-order term by using the best available information about the state of the system. This technique makes our algorithm generalizes the well-known Kalman estimators. The system which is used here is of the bilinear class, the evolution of this model is linear-bilinear in the state of the system. Our algorithm can be used with linear and bilinear systems. We also here introduced a real application for the new algorithm to prove the feasibility and the efficiency for it.

Keywords: estimation algorithm, bilinear systems, Kakman filter, second order linearization

Procedia PDF Downloads 368
4425 Parameter Estimation of Induction Motors by PSO Algorithm

Authors: A. Mohammadi, S. Asghari, M. Aien, M. Rashidinejad

Abstract:

After emergent of alternative current networks and their popularity, asynchronous motors became more widespread than other kinds of industrial motors. In order to control and run these motors efficiently, an accurate estimation of motor parameters is needed. There are different methods to obtain these parameters such as rotor locked test, no load test, DC test, analytical methods, and so on. The most common drawback of these methods is their inaccuracy in estimation of some motor parameters. In order to remove this concern, a novel method for parameter estimation of induction motors using particle swarm optimization (PSO) algorithm is proposed. In the proposed method, transient state of motor is used for parameter estimation. Comparison of the simulation results purtuined to the PSO algorithm with other available methods justifies the effectiveness of the proposed method.

Keywords: induction motor, motor parameter estimation, PSO algorithm, analytical method

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4424 An Enhanced Floor Estimation Algorithm for Indoor Wireless Localization Systems Using Confidence Interval Approach

Authors: Kriangkrai Maneerat, Chutima Prommak

Abstract:

Indoor wireless localization systems have played an important role to enhance context-aware services. Determining the position of mobile objects in complex indoor environments, such as those in multi-floor buildings, is very challenging problems. This paper presents an effective floor estimation algorithm, which can accurately determine the floor where mobile objects located. The proposed algorithm is based on the confidence interval of the summation of online Received Signal Strength (RSS) obtained from the IEEE 802.15.4 Wireless Sensor Networks (WSN). We compare the performance of the proposed algorithm with those of other floor estimation algorithms in literature by conducting a real implementation of WSN in our facility. The experimental results and analysis showed that the proposed floor estimation algorithm outperformed the other algorithms and provided highest percentage of floor accuracy up to 100% with 95-percent confidence interval.

Keywords: floor estimation algorithm, floor determination, multi-floor building, indoor wireless systems

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4423 Orthogonal Regression for Nonparametric Estimation of Errors-In-Variables Models

Authors: Anastasiia Yu. Timofeeva

Abstract:

Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: grade point average, orthogonal regression, penalized regression spline, locally weighted regression

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4422 Multi-Subpopulation Genetic Algorithm with Estimation of Distribution Algorithm for Textile Batch Dyeing Scheduling Problem

Authors: Nhat-To Huynh, Chen-Fu Chien

Abstract:

Textile batch dyeing scheduling problem is complicated which includes batch formation, batch assignment on machines, batch sequencing with sequence-dependent setup time. Most manufacturers schedule their orders manually that are time consuming and inefficient. More power methods are needed to improve the solution. Motivated by the real needs, this study aims to propose approaches in which genetic algorithm is developed with multi-subpopulation and hybridised with estimation of distribution algorithm to solve the constructed problem for minimising the makespan. A heuristic algorithm is designed and embedded into the proposed algorithms to improve the ability to get out of the local optima. In addition, an empirical study is conducted in a textile company in Taiwan to validate the proposed approaches. The results have showed that proposed approaches are more efficient than simulated annealing algorithm.

Keywords: estimation of distribution algorithm, genetic algorithm, multi-subpopulation, scheduling, textile dyeing

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4421 An Approach to Noise Variance Estimation in Very Low Signal-to-Noise Ratio Stochastic Signals

Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

Abstract:

This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: noise, signal-to-noise ratio, stochastic signals, variance estimation

Procedia PDF Downloads 299
4420 Real Time Video Based Smoke Detection Using Double Optical Flow Estimation

Authors: Anton Stadler, Thorsten Ike

Abstract:

In this paper, we present a video based smoke detection algorithm based on TVL1 optical flow estimation. The main part of the algorithm is an accumulating system for motion angles and upward motion speed of the flow field. We optimized the usage of TVL1 flow estimation for the detection of smoke with very low smoke density. Therefore, we use adapted flow parameters and estimate the flow field on difference images. We show in theory and in evaluation that this improves the performance of smoke detection significantly. We evaluate the smoke algorithm using videos with different smoke densities and different backgrounds. We show that smoke detection is very reliable in varying scenarios. Further we verify that our algorithm is very robust towards crowded scenes disturbance videos.

Keywords: low density, optical flow, upward smoke motion, video based smoke detection

Procedia PDF Downloads 263
4419 Efficient Motion Estimation by Fast Three Step Search Algorithm

Authors: S. M. Kulkarni, D. S. Bormane, S. L. Nalbalwar

Abstract:

The rapid development in the technology have dramatic impact on the medical health care field. Medical data base obtained with latest machines like CT Machine, MRI scanner requires large amount of memory storage and also it requires large bandwidth for transmission of data in telemedicine applications. Thus, there is need for video compression. As the database of medical images contain number of frames (slices), hence while coding of these images there is need of motion estimation. Motion estimation finds out movement of objects in an image sequence and gets motion vectors which represents estimated motion of object in the frame. In order to reduce temporal redundancy between successive frames of video sequence, motion compensation is preformed. In this paper three step search (TSS) block matching algorithm is implemented on different types of video sequences. It is shown that three step search algorithm produces better quality performance and less computational time compared with exhaustive full search algorithm.

Keywords: block matching, exhaustive search motion estimation, three step search, video compression

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4418 Monte Carlo Methods and Statistical Inference of Multitype Branching Processes

Authors: Ana Staneva, Vessela Stoimenova

Abstract:

A parametric estimation of the MBP with Power Series offspring distribution family is considered in this paper. The MLE for the parameters is obtained in the case when the observable data are incomplete and consist only with the generation sizes of the family tree of MBP. The parameter estimation is calculated by using the Monte Carlo EM algorithm. The estimation for the posterior distribution and for the offspring distribution parameters are calculated by using the Bayesian approach and the Gibbs sampler. The article proposes various examples with bivariate branching processes together with computational results, simulation and an implementation using R.

Keywords: Bayesian, branching processes, EM algorithm, Gibbs sampler, Monte Carlo methods, statistical estimation

Procedia PDF Downloads 317
4417 A Novel Search Pattern for Motion Estimation in High Efficiency Video Coding

Authors: Phong Nguyen, Phap Nguyen, Thang Nguyen

Abstract:

High Efficiency Video Coding (HEVC) or H.265 Standard fulfills the demand of high resolution video storage and transmission since it achieves high compression ratio. However, it requires a huge amount of calculation. Since Motion Estimation (ME) block composes about 80 % of calculation load of HEVC, there are a lot of researches to reduce the computation cost. In this paper, we propose a new algorithm to lower the number of Motion Estimation’s searching points. The number of computing points in search pattern is down from 77 for Diamond Pattern and 81 for Square Pattern to only 31. Meanwhile, the Peak Signal to Noise Ratio (PSNR) and bit rate are almost equal to those of conventional patterns. The motion estimation time of new algorithm reduces by at 68.23%, 65.83%compared to the recommended search pattern of diamond pattern, square pattern, respectively.

Keywords: motion estimation, wide diamond, search pattern, H.265, test zone search, HM software

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4416 A Mixing Matrix Estimation Algorithm for Speech Signals under the Under-Determined Blind Source Separation Model

Authors: Jing Wu, Wei Lv, Yibing Li, Yuanfan You

Abstract:

The separation of speech signals has become a research hotspot in the field of signal processing in recent years. It has many applications and influences in teleconferencing, hearing aids, speech recognition of machines and so on. The sounds received are usually noisy. The issue of identifying the sounds of interest and obtaining clear sounds in such an environment becomes a problem worth exploring, that is, the problem of blind source separation. This paper focuses on the under-determined blind source separation (UBSS). Sparse component analysis is generally used for the problem of under-determined blind source separation. The method is mainly divided into two parts. Firstly, the clustering algorithm is used to estimate the mixing matrix according to the observed signals. Then the signal is separated based on the known mixing matrix. In this paper, the problem of mixing matrix estimation is studied. This paper proposes an improved algorithm to estimate the mixing matrix for speech signals in the UBSS model. The traditional potential algorithm is not accurate for the mixing matrix estimation, especially for low signal-to noise ratio (SNR).In response to this problem, this paper considers the idea of an improved potential function method to estimate the mixing matrix. The algorithm not only avoids the inuence of insufficient prior information in traditional clustering algorithm, but also improves the estimation accuracy of mixing matrix. This paper takes the mixing of four speech signals into two channels as an example. The results of simulations show that the approach in this paper not only improves the accuracy of estimation, but also applies to any mixing matrix.

Keywords: DBSCAN, potential function, speech signal, the UBSS model

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4415 Off-Line Parameter Estimation for the Induction Motor Drive System

Authors: Han-Woong Ahn, In-Gun Kim, Hyun-Seok Hong, Dong-Woo Kang, Ju Lee

Abstract:

It is important to accurately identify machine parameters for direct vector control. To obtain the parameter values, traditional methods can be used such as no-load and rotor locked tests. However, there are many differences between values obtained from the traditional tests and actual values. In addition, there are drawbacks that additional equipment and cost are required for the experiment. Therefore, it is hard to temporary operation to estimate induction motor parameters. Therefore, this paper deals with the estimation algorithm of induction motor parameters without a motor operation and the measurement from additional equipment such as sensors and dynamometer. The validity and usefulness of the estimation algorithm considering inverter nonlinearity is verified by comparing the conventional method with the proposed method.

Keywords: induction motor, parameter, off-line estimation, inverter nonlinearity

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4414 Sentiment Classification of Documents

Authors: Swarnadip Ghosh

Abstract:

Sentiment Analysis is the process of detecting the contextual polarity of text. In other words, it determines whether a piece of writing is positive, negative or neutral.Sentiment analysis of documents holds great importance in today's world, when numerous information is stored in databases and in the world wide web. An efficient algorithm to illicit such information, would be beneficial for social, economic as well as medical purposes. In this project, we have developed an algorithm to classify a document into positive or negative. Using our algorithm, we obtained a feature set from the data, and classified the documents based on this feature set. It is important to note that, in the classification, we have not used the independence assumption, which is considered by many procedures like the Naive Bayes. This makes the algorithm more general in scope. Moreover, because of the sparsity and high dimensionality of such data, we did not use empirical distribution for estimation, but developed a method by finding degree of close clustering of the data points. We have applied our algorithm on a movie review data set obtained from IMDb and obtained satisfactory results.

Keywords: sentiment, Run's Test, cross validation, higher dimensional pmf estimation

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4413 Adaptive Multipath Mitigation Acquisition Approach for Global Positioning System Software Receivers

Authors: Animut Meseret Simachew

Abstract:

Parallel Code Phase Search Acquisition (PCSA) Algorithm has been considered as a promising method in GPS software receivers for detection and estimation of the accurate correlation peak between the received Global Positioning System (GPS) signal and locally generated replicas. GPS signal acquisition in highly dense multipath environments is the main research challenge. In this work, we proposed a robust variable step-size (RVSS) PCSA algorithm based on fast frequency transform (FFT) filtering technique to mitigate short time delay multipath signals. Simulation results reveal the effectiveness of the proposed algorithm over the conventional PCSA algorithm. The proposed RVSS-PCSA algorithm equalizes the received carrier wiped-off signal with locally generated C/A code.

Keywords: adaptive PCSA, detection and estimation, GPS signal acquisition, GPS software receiver

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4412 Presentation of a Mix Algorithm for Estimating the Battery State of Charge Using Kalman Filter and Neural Networks

Authors: Amin Sedighfar, M. R. Moniri

Abstract:

Determination of state of charge (SOC) in today’s world becomes an increasingly important issue in all the applications that include a battery. In fact, estimation of the SOC is a fundamental need for the battery, which is the most important energy storage in Hybrid Electric Vehicles (HEVs), smart grid systems, drones, UPS and so on. Regarding those applications, the SOC estimation algorithm is expected to be precise and easy to implement. This paper presents an online method for the estimation of the SOC of Valve-Regulated Lead Acid (VRLA) batteries. The proposed method uses the well-known Kalman Filter (KF), and Neural Networks (NNs) and all of the simulations have been done with MATLAB software. The NN is trained offline using the data collected from the battery discharging process. A generic cell model is used, and the underlying dynamic behavior of the model has used two capacitors (bulk and surface) and three resistors (terminal, surface, and end), where the SOC determined from the voltage represents the bulk capacitor. The aim of this work is to compare the performance of conventional integration-based SOC estimation methods with a mixed algorithm. Moreover, by containing the effect of temperature, the final result becomes more accurate. 

Keywords: Kalman filter, neural networks, state-of-charge, VRLA battery

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4411 DOA Estimation Using Golden Section Search

Authors: Niharika Verma, Sandeep Santosh

Abstract:

DOA technique is a localization technique used in the communication field. Various algorithms have been developed for direction of arrival estimation like MUSIC, ROOT MUSIC, etc. These algorithms depend on various parameters like antenna array elements, number of snapshots and various others. Basically the MUSIC spectrum is evaluated and peaks obtained are considered as the angle of arrivals. The angles evaluated using this process depends on the scanning interval chosen. The accuracy of the results obtained depends on the coarseness of the interval chosen. In this paper, golden section search is applied to the MUSIC algorithm and therefore, more accurate results are achieved. Initially the coarse DOA estimations is done using the MUSIC algorithm in the range -90 to 90 degree at the interval of 10 degree. After the peaks obtained then fine DOA estimation is done using golden section search. Also, the partitioning method is applied to estimate the number of signals incident on the antenna array. Dependency of the algorithm on the number of snapshots is also being explained. Hence, the accurate results are being determined using this algorithm.

Keywords: Direction of Arrival (DOA), golden section search, MUSIC, number of snapshots

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4410 Multi Tier Data Collection and Estimation, Utilizing Queue Model in Wireless Sensor Networks

Authors: Amirhossein Mohajerzadeh, Abolghasem Mohajerzadeh

Abstract:

In this paper, target parameter is estimated with desirable precision in hierarchical wireless sensor networks (WSN) while the proposed algorithm also tries to prolong network lifetime as much as possible, using efficient data collecting algorithm. Target parameter distribution function is considered unknown. Sensor nodes sense the environment and send the data to the base station called fusion center (FC) using hierarchical data collecting algorithm. FC builds underlying phenomena based on collected data. Considering the aggregation level, x, the goal is providing the essential infrastructure to find the best value for aggregation level in order to prolong network lifetime as much as possible, while desirable accuracy is guaranteed (required sample size is fully depended on desirable precision). First, the sample size calculation algorithm is discussed, second, the average queue length based on M/M[x]/1/K queue model is determined and it is used for energy consumption calculation. Nodes can decrease transmission cost by aggregating incoming data. Furthermore, the performance of the new algorithm is evaluated in terms of lifetime and estimation accuracy.

Keywords: aggregation, estimation, queuing, wireless sensor network

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4409 Light-Weight Network for Real-Time Pose Estimation

Authors: Jianghao Hu, Hongyu Wang

Abstract:

The effective and efficient human pose estimation algorithm is an important task for real-time human pose estimation on mobile devices. This paper proposes a light-weight human key points detection algorithm, Light-Weight Network for Real-Time Pose Estimation (LWPE). LWPE uses light-weight backbone network and depthwise separable convolutions to reduce parameters and lower latency. LWPE uses the feature pyramid network (FPN) to fuse the high-resolution, semantically weak features with the low-resolution, semantically strong features. In the meantime, with multi-scale prediction, the predicted result by the low-resolution feature map is stacked to the adjacent higher-resolution feature map to intermediately monitor the network and continuously refine the results. At the last step, the key point coordinates predicted in the highest-resolution are used as the final output of the network. For the key-points that are difficult to predict, LWPE adopts the online hard key points mining strategy to focus on the key points that hard predicting. The proposed algorithm achieves excellent performance in the single-person dataset selected in the AI (artificial intelligence) challenge dataset. The algorithm maintains high-precision performance even though the model only contains 3.9M parameters, and it can run at 225 frames per second (FPS) on the generic graphics processing unit (GPU).

Keywords: depthwise separable convolutions, feature pyramid network, human pose estimation, light-weight backbone

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4408 Optimization Modeling of the Hybrid Antenna Array for the DoA Estimation

Authors: Somayeh Komeylian

Abstract:

The direction of arrival (DoA) estimation is the crucial aspect of the radar technologies for detecting and dividing several signal sources. In this scenario, the antenna array output modeling involves numerous parameters including noise samples, signal waveform, signal directions, signal number, and signal to noise ratio (SNR), and thereby the methods of the DoA estimation rely heavily on the generalization characteristic for establishing a large number of the training data sets. Hence, we have analogously represented the two different optimization models of the DoA estimation; (1) the implementation of the decision directed acyclic graph (DDAG) for the multiclass least-squares support vector machine (LS-SVM), and (2) the optimization method of the deep neural network (DNN) radial basis function (RBF). We have rigorously verified that the LS-SVM DDAG algorithm is capable of accurately classifying DoAs for the three classes. However, the accuracy and robustness of the DoA estimation are still highly sensitive to technological imperfections of the antenna arrays such as non-ideal array design and manufacture, array implementation, mutual coupling effect, and background radiation and thereby the method may fail in representing high precision for the DoA estimation. Therefore, this work has a further contribution on developing the DNN-RBF model for the DoA estimation for overcoming the limitations of the non-parametric and data-driven methods in terms of array imperfection and generalization. The numerical results of implementing the DNN-RBF model have confirmed the better performance of the DoA estimation compared with the LS-SVM algorithm. Consequently, we have analogously evaluated the performance of utilizing the two aforementioned optimization methods for the DoA estimation using the concept of the mean squared error (MSE).

Keywords: DoA estimation, Adaptive antenna array, Deep Neural Network, LS-SVM optimization model, Radial basis function, and MSE

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4407 Mobile Platform’s Attitude Determination Based on Smoothed GPS Code Data and Carrier-Phase Measurements

Authors: Mohamed Ramdani, Hassen Abdellaoui, Abdenour Boudrassen

Abstract:

Mobile platform’s attitude estimation approaches mainly based on combined positioning techniques and developed algorithms; which aim to reach a fast and accurate solution. In this work, we describe the design and the implementation of an attitude determination (AD) process, using only measurements from GPS sensors. The major issue is based on smoothed GPS code data using Hatch filter and raw carrier-phase measurements integrated into attitude algorithm based on vectors measurement using least squares (LSQ) estimation method. GPS dataset from a static experiment is used to investigate the effectiveness of the presented approach and consequently to check the accuracy of the attitude estimation algorithm. Attitude results from GPS multi-antenna over short baselines are introduced and analyzed. The 3D accuracy of estimated attitude parameters using smoothed measurements is over 0.27°.

Keywords: attitude determination, GPS code data smoothing, hatch filter, carrier-phase measurements, least-squares attitude estimation

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4406 Automatic Censoring in K-Distribution for Multiple Targets Situations

Authors: Naime Boudemagh, Zoheir Hammoudi

Abstract:

The parameters estimation of the K-distribution is an essential part in radar detection. In fact, presence of interfering targets in reference cells causes a decrease in detection performances. In such situation, the estimate of the shape and the scale parameters are far from the actual values. In the order to avoid interfering targets, we propose an Automatic Censoring (AC) algorithm of radar interfering targets in K-distribution. The censoring technique used in this work offers a good discrimination between homogeneous and non-homogeneous environments. The homogeneous population is then used to estimate the unknown parameters by the classical Method of Moment (MOM). The AC algorithm does not need any prior information about the clutter parameters nor does it require both the number and the position of interfering targets. The accuracy of the estimation parameters obtained by this algorithm are validated and compared to various actual values of the shape parameter, using Monte Carlo simulations, this latter show that the probability of censing in multiple target situations are in good agreement.

Keywords: parameters estimation, method of moments, automatic censoring, K distribution

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4405 Parameter Estimation for the Mixture of Generalized Gamma Model

Authors: Wikanda Phaphan

Abstract:

Mixture generalized gamma distribution is a combination of two distributions: generalized gamma distribution and length biased generalized gamma distribution. These two distributions were presented by Suksaengrakcharoen and Bodhisuwan in 2014. The findings showed that probability density function (pdf) had fairly complexities, so it made problems in estimating parameters. The problem occurred in parameter estimation was that we were unable to calculate estimators in the form of critical expression. Thus, we will use numerical estimation to find the estimators. In this study, we presented a new method of the parameter estimation by using the expectation – maximization algorithm (EM), the conjugate gradient method, and the quasi-Newton method. The data was generated by acceptance-rejection method which is used for estimating α, β, λ and p. λ is the scale parameter, p is the weight parameter, α and β are the shape parameters. We will use Monte Carlo technique to find the estimator's performance. Determining the size of sample equals 10, 30, 100; the simulations were repeated 20 times in each case. We evaluated the effectiveness of the estimators which was introduced by considering values of the mean squared errors and the bias. The findings revealed that the EM-algorithm had proximity to the actual values determined. Also, the maximum likelihood estimators via the conjugate gradient and the quasi-Newton method are less precision than the maximum likelihood estimators via the EM-algorithm.

Keywords: conjugate gradient method, quasi-Newton method, EM-algorithm, generalized gamma distribution, length biased generalized gamma distribution, maximum likelihood method

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4404 Improved Multi-Channel Separation Algorithm for Satellite-Based Automatic Identification System Signals Based on Artificial Bee Colony and Adaptive Moment Estimation

Authors: Peng Li, Luan Wang, Haifeng Fei, Renhong Xie, Yibin Rui, Shanhong Guo

Abstract:

The applications of satellite-based automatic identification system (S-AIS) pave the road for wide-range maritime traffic monitoring and management. But the coverage of satellite’s view includes multiple AIS self-organizing networks, which leads to the collision of AIS signals from different cells. The contribution of this work is to propose an improved multi-channel blind source separation algorithm based on Artificial Bee Colony (ABC) and advanced stochastic optimization to perform separation of the mixed AIS signals. The proposed approach adopts modified ABC algorithm to get an optimized initial separating matrix, which can expedite the initialization bias correction, and utilizes the Adaptive Moment Estimation (Adam) to update the separating matrix by adjusting the learning rate for each parameter dynamically. Simulation results show that the algorithm can speed up convergence and lead to better performance in separation accuracy.

Keywords: satellite-based automatic identification system, blind source separation, artificial bee colony, adaptive moment estimation

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4403 Maximum Likelihood Estimation Methods on a Two-Parameter Rayleigh Distribution under Progressive Type-Ii Censoring

Authors: Daniel Fundi Murithi

Abstract:

Data from economic, social, clinical, and industrial studies are in some way incomplete or incorrect due to censoring. Such data may have adverse effects if used in the estimation problem. We propose the use of Maximum Likelihood Estimation (MLE) under a progressive type-II censoring scheme to remedy this problem. In particular, maximum likelihood estimates (MLEs) for the location (µ) and scale (λ) parameters of two Parameter Rayleigh distribution are realized under a progressive type-II censoring scheme using the Expectation-Maximization (EM) and the Newton-Raphson (NR) algorithms. These algorithms are used comparatively because they iteratively produce satisfactory results in the estimation problem. The progressively type-II censoring scheme is used because it allows the removal of test units before the termination of the experiment. Approximate asymptotic variances and confidence intervals for the location and scale parameters are derived/constructed. The efficiency of EM and the NR algorithms is compared given root mean squared error (RMSE), bias, and the coverage rate. The simulation study showed that in most sets of simulation cases, the estimates obtained using the Expectation-maximization algorithm had small biases, small variances, narrower/small confidence intervals width, and small root of mean squared error compared to those generated via the Newton-Raphson (NR) algorithm. Further, the analysis of a real-life data set (data from simple experimental trials) showed that the Expectation-Maximization (EM) algorithm performs better compared to Newton-Raphson (NR) algorithm in all simulation cases under the progressive type-II censoring scheme.

Keywords: expectation-maximization algorithm, maximum likelihood estimation, Newton-Raphson method, two-parameter Rayleigh distribution, progressive type-II censoring

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4402 Analysis of Financial Time Series by Using Ornstein-Uhlenbeck Type Models

Authors: Md Al Masum Bhuiyan, Maria C. Mariani, Osei K. Tweneboah

Abstract:

In the present work, we develop a technique for estimating the volatility of financial time series by using stochastic differential equation. Taking the daily closing prices from developed and emergent stock markets as the basis, we argue that the incorporation of stochastic volatility into the time-varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. While using the technique, we see the long-memory behavior of data sets and one-step-ahead-predicted log-volatility with ±2 standard errors despite the variation of the observed noise from a Normal mixture distribution, because the financial data studied is not fully Gaussian. Also, the Ornstein-Uhlenbeck process followed in this work simulates well the financial time series, which aligns our estimation algorithm with large data sets due to the fact that this algorithm has good convergence properties.

Keywords: financial time series, maximum likelihood estimation, Ornstein-Uhlenbeck type models, stochastic volatility model

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4401 Estimation of Fuel Cost Function Characteristics Using Cuckoo Search

Authors: M. R. Al-Rashidi, K. M. El-Naggar, M. F. Al-Hajri

Abstract:

The fuel cost function describes the electric power generation-cost relationship in thermal plants, hence, it sheds light on economical aspects of power industry. Different models have been proposed to describe this relationship with the quadratic function model being the most popular one. Parameters of second order fuel cost function are estimated in this paper using cuckoo search algorithm. It is a new population based meta-heuristic optimization technique that has been used in this study primarily as an accurate estimation tool. Its main features are flexibility, simplicity, and effectiveness when compared to other estimation techniques. The parameter estimation problem is formulated as an optimization one with the goal being minimizing the error associated with the estimated parameters. A case study is considered in this paper to illustrate cuckoo search promising potential as a valuable estimation and optimization technique.

Keywords: cuckoo search, parameters estimation, fuel cost function, economic dispatch

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4400 Evaluation of Dual Polarization Rainfall Estimation Algorithm Applicability in Korea: A Case Study on Biseulsan Radar

Authors: Chulsang Yoo, Gildo Kim

Abstract:

Dual polarization radar provides comprehensive information about rainfall by measuring multiple parameters. In Korea, for the rainfall estimation, JPOLE and CSU-HIDRO algorithms are generally used. This study evaluated the local applicability of JPOLE and CSU-HIDRO algorithms in Korea by using the observed rainfall data collected on August, 2014 by the Biseulsan dual polarization radar data and KMA AWS. A total of 11,372 pairs of radar-ground rain rate data were classified according to thresholds of synthetic algorithms into suitable and unsuitable data. Then, evaluation criteria were derived by comparing radar rain rate and ground rain rate, respectively, for entire, suitable, unsuitable data. The results are as follows: (1) The radar rain rate equation including KDP, was found better in the rainfall estimation than the other equations for both JPOLE and CSU-HIDRO algorithms. The thresholds were found to be adequately applied for both algorithms including specific differential phase. (2) The radar rain rate equation including horizontal reflectivity and differential reflectivity were found poor compared to the others. The result was not improved even when only the suitable data were applied. Acknowledgments: This work was supported by the Basic Science Research Program through the National Research Foundation of Korea, funded by the Ministry of Education (NRF-2013R1A1A2011012).

Keywords: CSU-HIDRO algorithm, dual polarization radar, JPOLE algorithm, radar rainfall estimation algorithm

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4399 Dual-Channel Multi-Band Spectral Subtraction Algorithm Dedicated to a Bilateral Cochlear Implant

Authors: Fathi Kallel, Ahmed Ben Hamida, Christian Berger-Vachon

Abstract:

In this paper, a Speech Enhancement Algorithm based on Multi-Band Spectral Subtraction (MBSS) principle is evaluated for Bilateral Cochlear Implant (BCI) users. Specifically, dual-channel noise power spectral estimation algorithm using Power Spectral Densities (PSD) and Cross Power Spectral Densities (CPSD) of the observed signals is studied. The enhanced speech signal is obtained using Dual-Channel Multi-Band Spectral Subtraction ‘DC-MBSS’ algorithm. For performance evaluation, objective speech assessment test relying on Perceptual Evaluation of Speech Quality (PESQ) score is performed to fix the optimal number of frequency bands needed in DC-MBSS algorithm. In order to evaluate the speech intelligibility, subjective listening tests are assessed with 3 deafened BCI patients. Experimental results obtained using French Lafon database corrupted by an additive babble noise at different Signal-to-Noise Ratios (SNR) showed that DC-MBSS algorithm improves speech understanding for single and multiple interfering noise sources.

Keywords: speech enhancement, spectral substracion, noise estimation, cochlear impalnt

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