191 resultados para Generalized Likelihood Ratio
Resumo:
This paper considers the problem of spectrum sensing, i.e., the detection of whether or not a primary user is transmitting data by a cognitive radio. The Bayesian framework is adopted, with the performance measure being the probability of detection error. A decentralized setup, where N sensors use M observations each to arrive at individual decisions that are combined at a fusion center to form the overall decision is considered. The unknown fading channel between the primary sensor and the cognitive radios makes the individual decision rule computationally complex, hence, a generalized likelihood ratio test (GLRT)-based approach is adopted. Analysis of the probabilities of false alarm and miss detection of the proposed method reveals that the error exponent with respect to M is zero. Also, the fusion of N individual decisions offers a diversity advantage, similar to diversity reception in communication systems, and a tight bound on the error exponent is presented. Through an analysis in the low power regime, the number of observations needed as a function of received power, to achieve a given probability of error is determined. Monte-Carlo simulations confirm the accuracy of the analysis.
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This paper presents the formulation and performance analysis of four techniques for detection of a narrowband acoustic source in a shallow range-independent ocean using an acoustic vector sensor (AVS) array. The array signal vector is not known due to the unknown location of the source. Hence all detectors are based on a generalized likelihood ratio test (GLRT) which involves estimation of the array signal vector. One non-parametric and three parametric (model-based) signal estimators are presented. It is shown that there is a strong correlation between the detector performance and the mean-square signal estimation error. Theoretical expressions for probability of false alarm and probability of detection are derived for all the detectors, and the theoretical predictions are compared with simulation results. It is shown that the detection performance of an AVS array with a certain number of sensors is equal to or slightly better than that of a conventional acoustic pressure sensor array with thrice as many sensors.
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Often the soil hydraulic parameters are obtained by the inversion of measured data (e.g. soil moisture, pressure head, and cumulative infiltration, etc.). However, the inverse problem in unsaturated zone is ill-posed due to various reasons, and hence the parameters become non-unique. The presence of multiple soil layers brings the additional complexities in the inverse modelling. The generalized likelihood uncertainty estimate (GLUE) is a useful approach to estimate the parameters and their uncertainty when dealing with soil moisture dynamics which is a highly non-linear problem. Because the estimated parameters depend on the modelling scale, inverse modelling carried out on laboratory data and field data may provide independent estimates. The objective of this paper is to compare the parameters and their uncertainty estimated through experiments in the laboratory and in the field and to assess which of the soil hydraulic parameters are independent of the experiment. The first two layers in the field site are characterized by Loamy sand and Loamy. The mean soil moisture and pressure head at three depths are measured with an interval of half hour for a period of 1 week using the evaporation method for the laboratory experiment, whereas soil moisture at three different depths (60, 110, and 200 cm) is measured with an interval of 1 h for 2 years for the field experiment. A one-dimensional soil moisture model on the basis of the finite difference method was used. The calibration and validation are approximately for 1 year each. The model performance was found to be good with root mean square error (RMSE) varying from 2 to 4 cm(3) cm(-3). It is found from the two experiments that mean and uncertainty in the saturated soil moisture (theta(s)) and shape parameter (n) of van Genuchten equations are similar for both the soil types. Copyright (C) 2010 John Wiley & Sons, Ltd.
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Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.
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Low density parity-check (LDPC) codes are a class of linear block codes that are decoded by running belief propagation (BP) algorithm or log-likelihood ratio belief propagation (LLR-BP) over the factor graph of the code. One of the disadvantages of LDPC codes is the onset of an error floor at high values of signal to noise ratio caused by trapping sets. In this paper, we propose a two stage decoder to deal with different types of trapping sets. Oscillating trapping sets are taken care by the first stage of the decoder and the elementary trapping sets are handled by the second stage of the decoder. Simulation results on the regular PEG (504,252,3,6) code and the irregular PEG (1024,518,15,8) code shows that the proposed two stage decoder performs significantly better than the standard decoder.
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This paper considers the problem of weak signal detection in the presence of navigation data bits for Global Navigation Satellite System (GNSS) receivers. Typically, a set of partial coherent integration outputs are non-coherently accumulated to combat the effects of model uncertainties such as the presence of navigation data-bits and/or frequency uncertainty, resulting in a sub-optimal test statistic. In this work, the test-statistic for weak signal detection is derived in the presence of navigation data-bits from the likelihood ratio. It is highlighted that averaging the likelihood ratio based test-statistic over the prior distributions of the unknown data bits and the carrier phase uncertainty leads to the conventional Post Detection Integration (PDI) technique for detection. To improve the performance in the presence of model uncertainties, a novel cyclostationarity based sub-optimal PDI technique is proposed. The test statistic is analytically characterized, and shown to be robust to the presence of navigation data-bits, frequency, phase and noise uncertainties. Monte Carlo simulation results illustrate the validity of the theoretical results and the superior performance offered by the proposed detector in the presence of model uncertainties.
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Selection of relevant features is an open problem in Brain-computer interfacing (BCI) research. Sometimes, features extracted from brain signals are high dimensional which in turn affects the accuracy of the classifier. Selection of the most relevant features improves the performance of the classifier and reduces the computational cost of the system. In this study, we have used a combination of Bacterial Foraging Optimization and Learning Automata to determine the best subset of features from a given motor imagery electroencephalography (EEG) based BCI dataset. Here, we have employed Discrete Wavelet Transform to obtain a high dimensional feature set and classified it by Distance Likelihood Ratio Test. Our proposed feature selector produced an accuracy of 80.291% in 216 seconds.
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Speech enhancement in stationary noise is addressed using the ideal channel selection framework. In order to estimate the binary mask, we propose to classify each time-frequency (T-F) bin of the noisy signal as speech or noise using Discriminative Random Fields (DRF). The DRF function contains two terms - an enhancement function and a smoothing term. On each T-F bin, we propose to use an enhancement function based on likelihood ratio test for speech presence, while Ising model is used as smoothing function for spectro-temporal continuity in the estimated binary mask. The effect of the smoothing function over successive iterations is found to reduce musical noise as opposed to using only enhancement function. The binary mask is inferred from the noisy signal using Iterated Conditional Modes (ICM) algorithm. Sentences from NOIZEUS corpus are evaluated from 0 dB to 15 dB Signal to Noise Ratio (SNR) in 4 kinds of additive noise settings: additive white Gaussian noise, car noise, street noise and pink noise. The reconstructed speech using the proposed technique is evaluated in terms of average segmental SNR, Perceptual Evaluation of Speech Quality (PESQ) and Mean opinion Score (MOS).
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For highly compressible normally consolidated saturated soil the compression index, Cc, is not constant over the entire pressure range. However, the ratio of the compression index and the initial specific volume, generally known as the compression ratio, appears to be constant. Thus settlement seems to depend on Cc/(1 + e) rather than Cc alone. Using the theoretical zero air voids line and the generalized compressibility equation for normally consolidated saturated soils, a generalized and simple equation for compression has been derived in the form: C'c = 0.003wL.
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The properties of the generalized survival probability, that is, the probability of not crossing an arbitrary location R during relaxation, have been investigated experimentally (via scanning tunneling microscope observations) and numerically. The results confirm that the generalized survival probability decays exponentially with a time constant tau(s)(R). The distance dependence of the time constant is shown to be tau(s)(R)=tau(s0)exp[-R/w(T)], where w(2)(T) is the material-dependent mean-squared width of the step fluctuations. The result reveals the dependence on the physical parameters of the system inherent in the prior prediction of the time constant scaling with R/L-alpha, with L the system size and alpha the roughness exponent. The survival behavior is also analyzed using a contrasting concept, the generalized inside survival S-in(t,R), which involves fluctuations to an arbitrary location R further from the average. Numerical simulations of the inside survival probability also show an exponential time dependence, and the extracted time constant empirically shows (R/w)(lambda) behavior, with lambda varying over 0.6 to 0.8 as the sampling conditions are changed. The experimental data show similar behavior, and can be well fit with lambda=1.0 for T=300 K, and 0.5
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Analytical expressions are found for the coupled wavenumbers in an infinite fluid-filled cylindrical shell using the asymptotic methods. These expressions are valid for any general circumferential order (n).The shallow shell theory (which is more accurate at higher frequencies)is used to model the cylinder. Initially, the in vacua shell is dealt with and asymptotic expressions are derived for the shell wavenumbers in the high-and the low-frequency regimes. Next, the fluid-filled shell is considered. Defining a relevant fluid-loading parameter p, we find solutions for the limiting cases of small and large p. Wherever relevant, a frequency scaling parameter along with some ingenuity is used to arrive at an elegant asymptotic expression. In all cases.Poisson's ratio v is used as an expansion variable. The asymptotic results are compared with numerical solutions of the dispersion equation and the dispersion relation obtained by using the more general Donnell-Mushtari shell theory (in vacuo and fluid-filled). A good match is obtained. Hence, the contribution of this work lies in the extension of the existing literature to include arbitrary circumferential orders(n). (C) 2010 Elsevier Ltd. All rights reserved.
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Analytical expressions are found for the wavenumbers and resonance frequencies in flexible, orthotropic shells using the asymptotic methods. These expressions are valid for arbitrary circumferential orders n. The Donnell-Mushtari shell theory is used to model the dynamics of the cylindrical shell. Initially, an in vacuo cylindrical isotropic shell is considered and expressions for all the wavenumbers (bending, near-field bending, longitudinal and torsional) are found. Subsequently, defining a suitable orthotropy parameter epsilon, the problem of wave propagation in an orthotropic shell is posed as a perturbation on the corresponding problem for an isotropic shell. Asymptotic expressions for the wavenumbers in the in vacuo orthotropic shell are then obtained by treating epsilon as an expansion parameter. In both cases (isotropy and orthotropy), a frequency-scaling parameter (eta) and Poisson's ratio (nu) are used to find elegant expansions in the different frequency regimes. The asymptotic expansions are compared with numerical solutions in each of the cases and the match is found to be good. The main contribution of this work lies in the extension of the existing literature by developing closed-form expressions for wavenumbers with arbitrary circumferential orders n in the case of both, isotropic and orthotropic shells. Finally, we present natural frequency expressions in finite shells (isotropic and orthotropic) for the axisymmetric mode and compare them with numerical and ANSYS results. Here also, the comparison is found to be good. (C) 2011 Elsevier Ltd. All rights reserved.
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The Generalized Distributive Law (GDL) is a message passing algorithm which can efficiently solve a certain class of computational problems, and includes as special cases the Viterbi's algorithm, the BCJR algorithm, the Fast-Fourier Transform, Turbo and LDPC decoding algorithms. In this paper GDL based maximum-likelihood (ML) decoding of Space-Time Block Codes (STBCs) is introduced and a sufficient condition for an STBC to admit low GDL decoding complexity is given. Fast-decoding and multigroup decoding are the two algorithms used in the literature to ML decode STBCs with low complexity. An algorithm which exploits the advantages of both these two is called Conditional ML (CML) decoding. It is shown in this paper that the GDL decoding complexity of any STBC is upper bounded by its CML decoding complexity, and that there exist codes for which the GDL complexity is strictly less than the CML complexity. Explicit examples of two such families of STBCs is given in this paper. Thus the CML is in general suboptimal in reducing the ML decoding complexity of a code, and one should design codes with low GDL complexity rather than low CML complexity.
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The generalizations of the Onsager model for the radial boundary layer and the Carrier-Maslen model for the end-cap axial boundary layer in a high-speed rotating cylinder are formulated for studying the secondary gas flow due to wall heating and due to insertion of mass, momentum and energy into the cylinder. The generalizations have wider applicability than the original Onsager and Carrier-Maslen models, because they are not restricted to the limit A >> 1, though they are restricted to the limit R e >> 1 and a high-aspect-ratio cylinder whose length/diameter ratio is large. Here, the stratification parameter A = root m Omega(2)R(2)/2k(B)T). This parameter A is the ratio of the peripheral speed, Omega R, to the most probable molecular speed, root 2k(B)T/m, the Reynolds number Re = rho w Omega R(2)/mu, where m is the molecular mass, Omega and R are the rotational speed and radius of the cylinder, k(B) is the Boltzmann constant, T is the gas temperature, rho(w) is the gas density at wall, and mu is the gas viscosity. In the case of wall forcing, analytical solutions are obtained for the sixth-order generalized Onsager equations for the master potential, and for the fourth-order generalized Carrier-Maslen equation for the velocity potential. For the case of mass/momentum/energy insertion into the flow, the separation-of-variables procedure is used, and the appropriate homogeneous boundary conditions are specified so that the linear operators in the axial and radial directions are self-adjoint. The discrete eigenvalues and eigenfunctions of the linear operators (sixth-order and second-order in the radial and axial directions for the Onsager equation, and fourth-order and second-order in the axial and radial directions for the Carrier-Maslen equation) are determined. These solutions are compared with direct simulation Monte Carlo (DSMC) simulations. The comparison reveals that the boundary conditions in the simulations and analysis have to be matched with care. The commonly used `diffuse reflection' boundary conditions at solid walls in DSMC simulations result in a non-zero slip velocity as well as a `temperature slip' (gas temperature at the wall is different from wall temperature). These have to be incorporated in the analysis in order to make quantitative predictions. In the case of mass/momentum/energy sources within the flow, it is necessary to ensure that the homogeneous boundary conditions are accurately satisfied in the simulations. When these precautions are taken, there is excellent agreement between analysis and simulations, to within 10 %, even when the stratification parameter is as low as 0.707, the Reynolds number is as low as 100 and the aspect ratio (length/diameter) of the cylinder is as low as 2, and the secondary flow velocity is as high as 0.2 times the maximum base flow velocity. The predictions of the generalized models are also significantly better than those of the original Onsager and Carrier-Maslen models, which are restricted to thin boundary layers in the limit of high stratification parameter.
Resumo:
We address the problem of speech enhancement using a risk- estimation approach. In particular, we propose the use the Stein’s unbiased risk estimator (SURE) for solving the problem. The need for a suitable finite-sample risk estimator arises because the actual risks invariably depend on the unknown ground truth. We consider the popular mean-squared error (MSE) criterion first, and then compare it against the perceptually-motivated Itakura-Saito (IS) distortion, by deriving unbiased estimators of the corresponding risks. We use a generalized SURE (GSURE) development, recently proposed by Eldar for MSE. We consider dependent observation models from the exponential family with an additive noise model,and derive an unbiased estimator for the risk corresponding to the IS distortion, which is non-quadratic. This serves to address the speech enhancement problem in a more general setting. Experimental results illustrate that the IS metric is efficient in suppressing musical noise, which affects the MSE-enhanced speech. However, in terms of global signal-to-noise ratio (SNR), the minimum MSE solution gives better results.