Mobile Speed Estimation Using Diversity Combining in Fading Channels

Size: px
Start display at page:

Download "Mobile Speed Estimation Using Diversity Combining in Fading Channels"

Transcription

1 Moble Speed Estmaton Usng Dversty Combnng n Fadng Channels Hong Zhang and Al Abd Dept of Elec and Comp Eng New Jersey Insttute of echnology Newar NJ 7 USA Emals: hz7@njtedu alabd@njtedu Abstract In ths paper we consder the problem of moble speed estmaton usng two common dversty schemes: selecton combnng (SC and maxmal rato combnng ( We derve three new estmators whch rely on the nphase zero crossng rate nphase rate of maxma and the nstantaneous frequency zero crossng rate of the output of SC We also propose two estmators whch wor based on the level crossng rates of the envelopes at the output of SC and he performances of all these estmators are nvestgated n realstc nosy envronments wth dfferent nd of scatterngs and dfferent number of dversty branches Our smulaton results have revealed that a two-branch envelope level crossng rate estmator provdes a performance gan In terms of the mplementaton complexty the SC-based estmator s superor to as t does not need channel estmaton I INRODUCION Accurate estmaton of the moble speed or the maxmum Doppler frequency s of mportance n wreless moble applcatons whch requre the nowledge of the rate of channel varatons ypcally these applcatons nclude handoff adaptve modulaton equalzaton power control etc [] Dversty combnng technques are often used n fadng channels and selecton combnng (SC s one of the smplest dversty methods whereas maxmal rato combnng ( s the optmal one [] However to the best of our nowledge applcaton of dversty technques to speed estmaton has not been addressed so far In ths paper we derve several new speed estmators n SC and systems n closed forms and compare the performance va Monte Carlo smulatons he organzaton of ths paper s as follows he sgnal model s dscussed n Secton II whereas fve dversty-based estmators are derved n Secton III Secton IV presents the performance comparson through extensve Monte Carlo and Secton V concludes the paper II HE SIGNA MODE Consder a nosy Raylegh frequency-flat fadng channel wth an -branch combner hen the receved lowpass complex envelope at the -th branch s z( t h( t + n( t ( where the zero-mean complex Gaussan processes h ( t and n ( t represent the channel gan (assumng a plot has been transmtted and the bandlmted addtve nose of bandwth B Hz respectvely In the Cartesan coordnates we have z( t x( t + y( t ( where j and x ( t and y ( t are nphase and quadrature components respectvely Usng the polar representaton we obtan z( t r( texp[ jθ ( t] (3 where r ( t and θ( t are the envelope and phase of z( t defned by r( t x ( t + y ( t tan θ( t y(/ t x( t ( he autocorrelaton functon of h ( t s defned by * Ch ( τ E[ h( ( ] t h t + τ We also need the n-th spectral moment of h ( t bn n gven by [3] fd n n b ( f S ( f df (5 n fd h n whch Sh ( f s the power spectral densty of h ( t Obvously b can also be wrtten n terms of C ( τ n dc ( τ (6 n h n n n jdτ τ b he results derved n the followng secton hold for a large class of correlaton functons whose power spectra are even symmetrc wth respect to the center frequency When dong the smulatons n Secton IV we use ths flexble emprcally-verfed correlaton [] whch s a natural extenson of Clar s model (also nown as Jae s model I( κ fdτ + jκcos( α fdτ Ch ( τ b (7 I( κ where α [ s the mean drecton of the angle-of-arrval (AOA κ controls the wdth of the AOA I ( s the zero-order modfed Bessel functon of the frst nd v λ vf c c s the maxmum Doppler frequency n Hz v s the moble speed λ s the wavelength f c denotes the carrer frequency and c s the speed of lght et zt ( xt ( yt ( rt ( and θ ( t denote the complex envelope nphase part quadrature part envelope and phase at the output of the SC respectvely hen based on the defnton of an -branch SC we have ξ( t ξ( t r( t r( t (8 where ξ( t {( zt xt ( yt ( rt ( θ(} t ξ ( t { z ( t x ( t y ( t r( t θ (} t whch corresponds to the -th branch On the other hand the envelope of the output of an can be wrtten as / r ( t r ( t (9 h III DIVERSIY BASED ESIMAORS he advantage of SC s that t does not requre channel estmate whereas mplementaton of needs perfect estmate/tracng of the channel In the followng secton we derve four SC-based estmators and one -based estmator Bascally one can thn of two classes of speed estmaton methods: crossng-based and covarance-based technques [5] In ths paper we concentrate on the former category Gven a statonary real random process ( t defne N ( th as the number of tmes that the process crosses the threshold level th n the postve (or negatve gong drecton over the tme nterval Also let M ( denote the

2 number of maxma of the process ( t over the tme nterval Based on [6] the expected values of N ( th and M ( can be calculated accordng to EN [ ( ] f ( d ( th th EM [ ( ] f ( d ( where f ( s the jont PDF of ( t and ( t f ( s the jont PDF of ( t and ( t and dot denotes dfferentaton wth respect to t In order to calculate the average crossng rates of nterest n dversty combners usng the above equatons we assume ndependent and dentcally dstrbuted (d branches When branches are not d one needs to use another approach [7] In what follows we frst provde closed form expressons for three crossng rates n SC dversty systems: nphase zero crossng rate ( E[ Nx( ]/ nphase rate of maxma ( E[ Mx( ]/ and the nstantaneous frequency zero crossng rate (FZCR E[ N ( ]/ hese results are beleved to be new We also θ consder the average envelope level crossng rate (ECR n SC and gven n [8] and [9] respectvely Based on these fve crossng rates we propose fve new dversty-based speed estmators hey are derved under the no nose assumpton wth sotropc scatterng e Ch ( τ b ( J fdτ where J ( s the Bessel functon of the frst nd he effect of nose and nonsotropc scatterng wll be dscussed n Secton IV o smplfy the notaton estmators are gven for f D whch s proportonal to the moble speed v A Estmator wth SC he covarance matrx of the three dmensonal Gaussan random vector V [ ] x y x at the -th branch s [3] b A b ( b where b and b do not depend on snce we have d branches Clearly the PDF ofv can be wrtten as x + y x f ( x y x exp{ ( + } (3 V 3/ / ( bb b b Another random vector of nterest s W [ ] rxx whose PDF can be determned from the PDF ofv n (3 as f ( x y x V f ( r x x W ( J ( x y x where J ( x y x y / x + y s the Jacoban [6] of the transformaton V W Based on ( we then obtan the PDF of W r r x f ( r x x exp{ ( + } (5 W 3/ / ( bb b r x b Accordng to (3 n the Appendx the jont PDF of xt ( and xt ( at the output of the -branch SC can be shown to be fxx ( x x 3/ / ( bb (6 ( r ( + r x exp{ } dr x r x b b whch fnally smplfes to ( + f xx ( xx exp{ x} b + b x exp{ } b b (7 It s nterestng to note that the nphase component of the SC complex envelope and ts dervatve at tme nstant t are ndependent Also the dstrbuton of xt ( does not depend on and stll s Gaussan By substtutng (7 nto ( we obtan the average zero crossng rate of the SC nphase component EN [ x( ] b ( b (8 + On the other hand based on (6 one gets the followng spectral moments for the Clar s model Ch( τ bj ( fdτ b bf D b 6 bf D (9 hs reduces (8 to [ ( ] ENx ( fd ( + Consequently we ntroduce the estmator as Nx( fd ( ( + When ( reduces to the well-nown zero crossng speed estmator [] B Estmator wth SC Smlar to the estmator we defne two random vectors V [ ] x x y x and W [ ] r x x θ he covarance matrx of Gaussan vector V s [3] b b b b A ( b b hen the PDF of V can be wrtten as f ( x x y x V / ( det( A (3 exp{ V AV } where det( s the determnant he Jacoban of the transformaton V W s J ( x x y x x + y r So we obtan the PDF ofw as r f ( r x x θ exp{ W / ( det( A det( A ( bbbr bb x + bbx + bbx ( 3 +bb rx cosθ b r sn θ } Based on (3 n the Appendx the jont PDF of xt ( and xt ( at the output of the -branch SC can be expressed as fxx ( x x ( (5 f ( r x x θexp( r dθdr W b After substtutng (5 nto ( usng (9 fnally we obtan the average rate of maxma of the SC nphase component EM [ ( ] x fd (

3 + / 3/ ( ( F cos θ (6 dθ 3 cos θ where F ( s the hypergeometrc functon [] Now we ntroduce the estmator as ( ( fd Mx + (7 / 3/ ( ( F cos θ dθ 3 cos θ For (7 reduces to the estmator proposed n [5] C FZCR Estmator wth SC We defne the random vector WFZCR [ r θ θ θ] whose PDF s gven by [] 3 r f ( r θ θ θ WFZCR / ( ( bbb + bb θ (8 b b r θ exp r + r θ + b b B+ bb θ where B bb b As before by substtutng (8 nto (3 we obtan the jont PDF of θ ( t and θ ( t at the output of the -branch SC f ( θθ ( θθ (9 f ( r θ θ θexp( r dθdr WFZCR b After substtutng (9 nto ( and some lengthy calculatons we obtan the average zero crossng rate of the SC nstantaneous frequency EN [ ( ] θ b b (3 b b whch nterestngly does not depend on Usng (9 (3 smplfes to EN [ ( ] θ f (3 D hs leads us to the FZCR estmator N ( θ fdfzcr (3 he above equaton agrees wth the non-dversty estmator dscussed n [] D ECR Estmators wth SC and Wthout loss of generalty let E[ h ( t ] he envelope average level crossng rate of SC dversty s nown to be [8] EN [ ( ] r ( + fd ( e (33 and of course the correspondng estmator s Nr ( fdecr (3 ( + ( e On the other hand n [9] the envelope average level crossng rate of dversty s derved as EN [ ( ] r fd (35 eγ( where Γ( s the gamma functon [] herefore the assocated estmator s eγ( N ( r f DECR (36 Although (33 and (35 have been derved prevously ther performance as speed estmators however has not been studed so far to the best of our nowledge IV PERFORMANCE ANAYSIS Snce the combned output sgnals of dversty systems are not Gaussan any more t s very dffcult to do analytc performance analyss such as those carred out n [5] herefore n ths secton we rely on Monte Carlo smulaton to compare the estmaton error of fve technques: two nphase-based estmators n ( and (7 one phase-based estmator n (3 and two envelope-based n (3 and (36 he estmaton error s defned by E[( fd fd ] Var[ fd] + ( E[ fd] fd (37 where the frst term s the varance and the second stands for the bas All the fve estmators are derved for sotropc scatterng n nosefree envronments and obvously under such condtons are unbased e E[ f D] fd In the sequel we wll loo at the effect of nonsotropc scatterng and Gaussan nose as well to study the effect of dversty combnng n more realstc envronments In each smulaton we generate ndependent realzatons of zero-mean complex Gaussan processes usng the spectral method [3] wth N complex samples per realzaton over second he spectral method s also used for generatng the complex Gaussan bandlmted nose wth a flat power spectrum over the fxed recever bandwdth of B Hz assumng that the largest possble Doppler frequency f D s Hz When applcable the sgnal-noserato (SNR at each branch s db and each branch experences the same nonsotropc scatterng wth κ α 8 deg observed n feld trals [] A Estmator wth SC he estmaton error for the estmator n ( for three dfferent cases nose-free sotropc scatterng sotropc scatterng wth nose and nose-free nonsotropc scatterng are shown n Fg versus It s demonstrated that the estmator wthout SC dversty has the best performance n all stuatons B Estmator wth SC In ths case Fg shows that we do not get any performance mprovement va SC dversty n the three dfferent propagaton envronments when usng the estmator C FZCR Estmator wth SC From Fg 3 one can see that the FZCR estmator does not gan any enhancement from the SC dversty n all three cases we mentoned above 3

4 D ECR Estmators wth SC and Fg llustrates that both the -based and SC-based ECR estmators provde the best performance wth However the SC-based estmator s preferred as t does not need any channel estmate he mprovement offered by a two-branch estmator does not seem to be sgnfcant o tae full advantage of multple observatons n a dversty recever apparently one needs to loo at more complex technques such as the maxmum lelhood estmators whch we are currently nvestgatng V CONCUSION In ths paper we have nvestgated the possblty of moble speed estmaton n cellular systems usng dversty combnng technques Several new estmators are derved for selecton combnng and maxmal rato combnng dversty methods he mpact of nose and nonsotropc scatterng are extensvely nvestgated as well as the number of dversty branches We have observed that two-branch dversty combners provde performance enhancement o acheve hgher estmaton accuracy one needs to use more complex methods whch we are worng on APPENDIX DERIVAION OF HE JOIN PDF OF ξ ( t AND ξ ( t Accordng to (8 the SC dversty system produces the sgnal ξ ( t and ts dervatve ξ ( t such that ξ( t ξ( t ξ( t ξ( t r( t r( t (38 whch means the output at tme nstant t s the output of the branch wth the largest nstantaneous envelope Of course could change as t changes We defne the event E { r max({ r } } wth the probablty P( E Based on the total probablty theorem [6] the jont dstrbuton functon of ξ ( t and ξ ( t can be obtaned as ξξ F ( ξ ξ F ( ξ ξ E P( E P( ξ < ξ ξ < ξ E (39 ξξ where F ( ξξ E P( ξ < ξξ < ξ E ξξ Wth d branches (39 smplfes to F ( ξξ P( ξ < ξξ < ξ E ξξ ( he jont PDF of ξ ( t and ξ ( t s then gven by f ( ξξ f ( r Fr ( r dr ξξ ξξ r ξ ( ξ where Fr ( represents the envelope dstrbuton functon of the frst branch In Raylegh fadng channel we have [] Fr ( r exp( r b ( herefore ( reduces to f ( ξξ ( f ( r ξξ exp( r dr ξξ rξ (3 ξ b [] G Stuber Prncples of Moble Communcaton nd ed Boston MA: Kluwer [3] A Abd On the Second Dervatve of a Gaussan Process Envelope IEEE rans Inform heory vol 8 pp 6-3 [] A Abd J A Barger and M Kaveh A parametrc model for the dstrbuton of the angle of arrval and the assocated correlaton functon and power spectrum at the moble staton IEEE rans Vehc echnol vol 5 pp 5-3 [5] A Abd H Zhang and C epedelenloglu Speed Estmaton echnques n Cellular Systems: Unfed Performance Analyss n Proc IEEE Vehc echnol Conf Orlando F 3 [6] A Papouls Probablty Random Varables and Stochastc Processes 3rd ed Sngapore: McGraw-Hll 99 [7] A Abd and M Kaveh evel crossng rate n terms of the characterstc functon: A new approach for calculatng the fadng rate n dversty systems IEEE rans Commun vol 5 pp 397- [8] X Dong and N C Beauleu Average evel Crossng Rate and Average Fade Duraton of Selecton Dversty IEEE Comm ett vol 5 No pp [9] Y C Ko A Abd M S Aloun and M Kaveh A general framewor for the calculaton of the average outage duraton of dversty systems over generalzed fadng channels IEEE rans Vehc echnol vol 5 pp [] I S Gradshteyn and I M Ryzh able of Integrals Seres and Products 5th ed A Jeffery Ed San Dego CA: Academc 99 [] SORce Statstcal propertes of a sne wave plus nose Bell Syst ech J vol 7 pp [] G Azem B Senadj and B Boashash Moble unt velocty estmaton n mcro-cellular systems usng the ZCR of the nstantaneous frequency of the receved sgnal n Proc IEEE Int Symp Sgnal Processng Applcatons Pars 3 pp 89 9 [3] K Acolatse and A Abd Effcent smulaton of space-tme correlated MIMO moble fadng channels n Proc IEEE Vehc echnol Conf Orlando F 3 REFERENCES [] A Abd K Wlls H A Barger M S Aloun and M Kaveh Comparson of the level crossng rate and average fade duraton of Raylegh Rce and Naagam fadng models wth moble channel data n Proc IEEE Vehc echnol Conf Boston MA pp

5 3 so so 3 so estmator wth SC dversty 6 FZCR estmator wth SC dversty so so 3 so nose nose 3 nose 5 5 nose nose 3 nose nonso nonso 3 nonso 5 nonso nonso 3 nonso (Hz (Hz Fg Estmaton error (n Hz of estmator wth SC dversty versus the maxmum Doppler frequency for sotropc sotropc wth nose and nonsotropc scatterng Fg 3 Estmaton error (n Hz of FZCR estmator wth SC dversty versus the maxmum Doppler frequency for sotropc sotropc wth nose and nonsotropc scatterng 3 so so 3 so estmator wth SC dversty 6 so SC so so 3 SC so 3 so ECR estmators wth SC and dversty nose nose 3 nose 5 3 nose SC nose nose 3 SC nose 3 nose nonso nonso 3 nonso 6 nonso SC nonso nonso 3 SC nonso 3 nonso (Hz (Hz Fg Estmaton error (n Hz of estmator wth SC dversty versus the maxmum Doppler frequency for sotropc sotropc wth nose and nonsotropc scatterng Fg Estmaton error (n Hz of ECR estmators wth SC and dversty versus the maxmum Doppler frequency for sotropc sotropc wth nose and nonsotropc scatterng 5

TLCOM 612 Advanced Telecommunications Engineering II

TLCOM 612 Advanced Telecommunications Engineering II TLCOM 62 Advanced Telecommuncatons Engneerng II Wnter 2 Outlne Presentatons The moble rado sgnal envronment Combned fadng effects and nose Delay spread and Coherence bandwdth Doppler Shft Fast vs. Slow

More information

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4)

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4) I. Classcal Assumptons Econ7 Appled Econometrcs Topc 3: Classcal Model (Studenmund, Chapter 4) We have defned OLS and studed some algebrac propertes of OLS. In ths topc we wll study statstcal propertes

More information

Correlation Analysis of Instantaneous Mutual Information in 2 2 MIMO Systems

Correlation Analysis of Instantaneous Mutual Information in 2 2 MIMO Systems Correlaton Analyss of Instantaneous Mutual Informaton n MIMO Systems Shuangquan Wang, Al Abd Center for Wreless Communcatons Sgnal Processng Research Department of Electrcal Computer Engneerng New Jersey

More information

CLOSED-FORM CHARACTERIZATION OF THE CHANNEL CAPACITY OF MULTI-BRANCH MAXIMAL RATIO COMBINING OVER CORRELATED NAKAGAMI FADING CHANNELS

CLOSED-FORM CHARACTERIZATION OF THE CHANNEL CAPACITY OF MULTI-BRANCH MAXIMAL RATIO COMBINING OVER CORRELATED NAKAGAMI FADING CHANNELS CLOSED-FORM CHARACTERIZATION OF THE CHANNEL CAPACITY OF MULTI-BRANCH MAXIMAL RATIO COMBINING OVER CORRELATED NAKAGAMI FADING CHANNELS Yawgeng A. Cha and Karl Yng-Ta Hang Department of Commncaton Engneerng,

More information

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity Week3, Chapter 4 Moton n Two Dmensons Lecture Quz A partcle confned to moton along the x axs moves wth constant acceleraton from x =.0 m to x = 8.0 m durng a 1-s tme nterval. The velocty of the partcle

More information

On the Average Crossing Rates in Selection Diversity

On the Average Crossing Rates in Selection Diversity PREPARED FOR IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS (ST REVISION) On the Average Crossing Rates in Selection Diversity Hong Zhang, Student Member, IEEE, and Ali Abdi, Member, IEEE Abstract This letter

More information

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models Computaton of Hgher Order Moments from Two Multnomal Overdsperson Lkelhood Models BY J. T. NEWCOMER, N. K. NEERCHAL Department of Mathematcs and Statstcs, Unversty of Maryland, Baltmore County, Baltmore,

More information

Signal space Review on vector space Linear independence Metric space and norm Inner product

Signal space Review on vector space Linear independence Metric space and norm Inner product Sgnal space.... Revew on vector space.... Lnear ndependence... 3.3 Metrc space and norm... 4.4 Inner product... 5.5 Orthonormal bass... 7.6 Waveform communcaton system... 9.7 Some examples... 6 Sgnal space

More information

Composite Hypotheses testing

Composite Hypotheses testing Composte ypotheses testng In many hypothess testng problems there are many possble dstrbutons that can occur under each of the hypotheses. The output of the source s a set of parameters (ponts n a parameter

More information

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U) Econ 413 Exam 13 H ANSWERS Settet er nndelt 9 deloppgaver, A,B,C, som alle anbefales å telle lkt for å gøre det ltt lettere å stå. Svar er gtt . Unfortunately, there s a prntng error n the hnt of

More information

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA 4 Analyss of Varance (ANOVA) 5 ANOVA 51 Introducton ANOVA ANOVA s a way to estmate and test the means of multple populatons We wll start wth one-way ANOVA If the populatons ncluded n the study are selected

More information

ECE559VV Project Report

ECE559VV Project Report ECE559VV Project Report (Supplementary Notes Loc Xuan Bu I. MAX SUM-RATE SCHEDULING: THE UPLINK CASE We have seen (n the presentaton that, for downlnk (broadcast channels, the strategy maxmzng the sum-rate

More information

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal Inner Product Defnton 1 () A Eucldean space s a fnte-dmensonal vector space over the reals R, wth an nner product,. Defnton 2 (Inner Product) An nner product, on a real vector space X s a symmetrc, blnear,

More information

Uncertainty in measurements of power and energy on power networks

Uncertainty in measurements of power and energy on power networks Uncertanty n measurements of power and energy on power networks E. Manov, N. Kolev Department of Measurement and Instrumentaton, Techncal Unversty Sofa, bul. Klment Ohrdsk No8, bl., 000 Sofa, Bulgara Tel./fax:

More information

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X Statstcs 1: Probablty Theory II 37 3 EPECTATION OF SEVERAL RANDOM VARIABLES As n Probablty Theory I, the nterest n most stuatons les not on the actual dstrbuton of a random vector, but rather on a number

More information

Chapter 6. Wideband channels. Slides for Wireless Communications Edfors, Molisch, Tufvesson

Chapter 6. Wideband channels. Slides for Wireless Communications Edfors, Molisch, Tufvesson Chapter 6 Wdeband channels 128 Delay (tme) dsperson A smple case Transmtted mpulse h h a a a 1 1 2 2 3 3 Receved sgnal (channel mpulse response) 1 a 1 2 a 2 a 3 3 129 Delay (tme) dsperson One reflecton/path,

More information

Multi-dimensional Central Limit Theorem

Multi-dimensional Central Limit Theorem Mult-dmensonal Central Lmt heorem Outlne ( ( ( t as ( + ( + + ( ( ( Consder a sequence of ndependent random proceses t, t, dentcal to some ( t. Assume t = 0. Defne the sum process t t t t = ( t = (; t

More information

2E Pattern Recognition Solutions to Introduction to Pattern Recognition, Chapter 2: Bayesian pattern classification

2E Pattern Recognition Solutions to Introduction to Pattern Recognition, Chapter 2: Bayesian pattern classification E395 - Pattern Recognton Solutons to Introducton to Pattern Recognton, Chapter : Bayesan pattern classfcaton Preface Ths document s a soluton manual for selected exercses from Introducton to Pattern Recognton

More information

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur Module 3 LOSSY IMAGE COMPRESSION SYSTEMS Verson ECE IIT, Kharagpur Lesson 6 Theory of Quantzaton Verson ECE IIT, Kharagpur Instructonal Objectves At the end of ths lesson, the students should be able to:

More information

UNIVERSITY OF TORONTO Faculty of Arts and Science. December 2005 Examinations STA437H1F/STA1005HF. Duration - 3 hours

UNIVERSITY OF TORONTO Faculty of Arts and Science. December 2005 Examinations STA437H1F/STA1005HF. Duration - 3 hours UNIVERSITY OF TORONTO Faculty of Arts and Scence December 005 Examnatons STA47HF/STA005HF Duraton - hours AIDS ALLOWED: (to be suppled by the student) Non-programmable calculator One handwrtten 8.5'' x

More information

Outage Probability of Macrodiversity Reception in the Presence of Fading and Weibull Co- Channel Interference

Outage Probability of Macrodiversity Reception in the Presence of Fading and Weibull Co- Channel Interference ISSN 33-365 (Prnt, ISSN 848-6339 (Onlne https://do.org/.7559/tv-67847 Orgnal scentfc paper Outage Probablty of Macrodversty Recepton n the Presence of Fadng and Webull Co- Channel Interference Mloš PERIĆ,

More information

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction ECONOMICS 5* -- NOTE (Summary) ECON 5* -- NOTE The Multple Classcal Lnear Regresson Model (CLRM): Specfcaton and Assumptons. Introducton CLRM stands for the Classcal Lnear Regresson Model. The CLRM s also

More information

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family IOSR Journal of Mathematcs IOSR-JM) ISSN: 2278-5728. Volume 3, Issue 3 Sep-Oct. 202), PP 44-48 www.osrjournals.org Usng T.O.M to Estmate Parameter of dstrbutons that have not Sngle Exponental Famly Jubran

More information

Mathematical Preparations

Mathematical Preparations 1 Introducton Mathematcal Preparatons The theory of relatvty was developed to explan experments whch studed the propagaton of electromagnetc radaton n movng coordnate systems. Wthn expermental error the

More information

Notes on Frequency Estimation in Data Streams

Notes on Frequency Estimation in Data Streams Notes on Frequency Estmaton n Data Streams In (one of) the data streamng model(s), the data s a sequence of arrvals a 1, a 2,..., a m of the form a j = (, v) where s the dentty of the tem and belongs to

More information

x = , so that calculated

x = , so that calculated Stat 4, secton Sngle Factor ANOVA notes by Tm Plachowsk n chapter 8 we conducted hypothess tests n whch we compared a sngle sample s mean or proporton to some hypotheszed value Chapter 9 expanded ths to

More information

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1 Random varables Measure of central tendences and varablty (means and varances) Jont densty functons and ndependence Measures of assocaton (covarance and correlaton) Interestng result Condtonal dstrbutons

More information

Multi-dimensional Central Limit Argument

Multi-dimensional Central Limit Argument Mult-dmensonal Central Lmt Argument Outlne t as Consder d random proceses t, t,. Defne the sum process t t t t () t (); t () t are d to (), t () t 0 () t tme () t () t t t As, ( t) becomes a Gaussan random

More information

RELIABILITY ASSESSMENT

RELIABILITY ASSESSMENT CHAPTER Rsk Analyss n Engneerng and Economcs RELIABILITY ASSESSMENT A. J. Clark School of Engneerng Department of Cvl and Envronmental Engneerng 4a CHAPMAN HALL/CRC Rsk Analyss for Engneerng Department

More information

Chapter 7 Channel Capacity and Coding

Chapter 7 Channel Capacity and Coding Chapter 7 Channel Capacty and Codng Contents 7. Channel models and channel capacty 7.. Channel models Bnary symmetrc channel Dscrete memoryless channels Dscrete-nput, contnuous-output channel Waveform

More information

Average Decision Threshold of CA CFAR and excision CFAR Detectors in the Presence of Strong Pulse Jamming 1

Average Decision Threshold of CA CFAR and excision CFAR Detectors in the Presence of Strong Pulse Jamming 1 Average Decson hreshold of CA CFAR and excson CFAR Detectors n the Presence of Strong Pulse Jammng Ivan G. Garvanov and Chrsto A. Kabachev Insttute of Informaton echnologes Bulgaran Academy of Scences

More information

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM An elastc wave s a deformaton of the body that travels throughout the body n all drectons. We can examne the deformaton over a perod of tme by fxng our look

More information

An Application of Fuzzy Hypotheses Testing in Radar Detection

An Application of Fuzzy Hypotheses Testing in Radar Detection Proceedngs of the th WSES Internatonal Conference on FUZZY SYSEMS n pplcaton of Fuy Hypotheses estng n Radar Detecton.K.ELSHERIF, F.M.BBDY, G.M.BDELHMID Department of Mathematcs Mltary echncal Collage

More information

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1 P. Guterrez Physcs 5153 Classcal Mechancs D Alembert s Prncple and The Lagrangan 1 Introducton The prncple of vrtual work provdes a method of solvng problems of statc equlbrum wthout havng to consder the

More information

Chapter 5 Multilevel Models

Chapter 5 Multilevel Models Chapter 5 Multlevel Models 5.1 Cross-sectonal multlevel models 5.1.1 Two-level models 5.1.2 Multple level models 5.1.3 Multple level modelng n other felds 5.2 Longtudnal multlevel models 5.2.1 Two-level

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Experment-I MODULE VII LECTURE - 3 ANALYSIS OF COVARIANCE Dr Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur Any scentfc experment s performed

More information

Tracking with Kalman Filter

Tracking with Kalman Filter Trackng wth Kalman Flter Scott T. Acton Vrgna Image and Vdeo Analyss (VIVA), Charles L. Brown Department of Electrcal and Computer Engneerng Department of Bomedcal Engneerng Unversty of Vrgna, Charlottesvlle,

More information

Maximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit. 1. General Formulation of Binary Dependent Variables Models

Maximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit. 1. General Formulation of Binary Dependent Variables Models ECO 452 -- OE 4: Probt and Logt Models ECO 452 -- OE 4 Maxmum Lkelhood Estmaton of Bnary Dependent Varables Models: Probt and Logt hs note demonstrates how to formulate bnary dependent varables models

More information

Color Rendering Uncertainty

Color Rendering Uncertainty Australan Journal of Basc and Appled Scences 4(10): 4601-4608 010 ISSN 1991-8178 Color Renderng Uncertanty 1 A.el Bally M.M. El-Ganany 3 A. Al-amel 1 Physcs Department Photometry department- NIS Abstract:

More information

A Comparative Study for Estimation Parameters in Panel Data Model

A Comparative Study for Estimation Parameters in Panel Data Model A Comparatve Study for Estmaton Parameters n Panel Data Model Ahmed H. Youssef and Mohamed R. Abonazel hs paper examnes the panel data models when the regresson coeffcents are fxed random and mxed and

More information

Linear Approximation with Regularization and Moving Least Squares

Linear Approximation with Regularization and Moving Least Squares Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...

More information

CHAPTER 14 GENERAL PERTURBATION THEORY

CHAPTER 14 GENERAL PERTURBATION THEORY CHAPTER 4 GENERAL PERTURBATION THEORY 4 Introducton A partcle n orbt around a pont mass or a sphercally symmetrc mass dstrbuton s movng n a gravtatonal potental of the form GM / r In ths potental t moves

More information

CHAPTER 4 SPEECH ENHANCEMENT USING MULTI-BAND WIENER FILTER. In real environmental conditions the speech signal may be

CHAPTER 4 SPEECH ENHANCEMENT USING MULTI-BAND WIENER FILTER. In real environmental conditions the speech signal may be 55 CHAPTER 4 SPEECH ENHANCEMENT USING MULTI-BAND WIENER FILTER 4.1 Introducton In real envronmental condtons the speech sgnal may be supermposed by the envronmental nterference. In general, the spectrum

More information

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010 Parametrc fractonal mputaton for mssng data analyss Jae Kwang Km Survey Workng Group Semnar March 29, 2010 1 Outlne Introducton Proposed method Fractonal mputaton Approxmaton Varance estmaton Multple mputaton

More information

Chapter 7 Channel Capacity and Coding

Chapter 7 Channel Capacity and Coding Wreless Informaton Transmsson System Lab. Chapter 7 Channel Capacty and Codng Insttute of Communcatons Engneerng atonal Sun Yat-sen Unversty Contents 7. Channel models and channel capacty 7.. Channel models

More information

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS Avalable onlne at http://sck.org J. Math. Comput. Sc. 3 (3), No., 6-3 ISSN: 97-537 COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

More information

Error Probability for M Signals

Error Probability for M Signals Chapter 3 rror Probablty for M Sgnals In ths chapter we dscuss the error probablty n decdng whch of M sgnals was transmtted over an arbtrary channel. We assume the sgnals are represented by a set of orthonormal

More information

x i1 =1 for all i (the constant ).

x i1 =1 for all i (the constant ). Chapter 5 The Multple Regresson Model Consder an economc model where the dependent varable s a functon of K explanatory varables. The economc model has the form: y = f ( x,x,..., ) xk Approxmate ths by

More information

The Geometry of Logit and Probit

The Geometry of Logit and Probit The Geometry of Logt and Probt Ths short note s meant as a supplement to Chapters and 3 of Spatal Models of Parlamentary Votng and the notaton and reference to fgures n the text below s to those two chapters.

More information

EEE 241: Linear Systems

EEE 241: Linear Systems EEE : Lnear Systems Summary #: Backpropagaton BACKPROPAGATION The perceptron rule as well as the Wdrow Hoff learnng were desgned to tran sngle layer networks. They suffer from the same dsadvantage: they

More information

A Hybrid Variational Iteration Method for Blasius Equation

A Hybrid Variational Iteration Method for Blasius Equation Avalable at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 1932-9466 Vol. 10, Issue 1 (June 2015), pp. 223-229 Applcatons and Appled Mathematcs: An Internatonal Journal (AAM) A Hybrd Varatonal Iteraton Method

More information

Stanford University CS359G: Graph Partitioning and Expanders Handout 4 Luca Trevisan January 13, 2011

Stanford University CS359G: Graph Partitioning and Expanders Handout 4 Luca Trevisan January 13, 2011 Stanford Unversty CS359G: Graph Parttonng and Expanders Handout 4 Luca Trevsan January 3, 0 Lecture 4 In whch we prove the dffcult drecton of Cheeger s nequalty. As n the past lectures, consder an undrected

More information

EFFECTS OF MULTIPATH ANGULAR SPREAD ON THE SPATIAL CROss -correlation OF RECEIVED VOLTAGE ENVELOPES

EFFECTS OF MULTIPATH ANGULAR SPREAD ON THE SPATIAL CROss -correlation OF RECEIVED VOLTAGE ENVELOPES IEEE Vehcular Technology Conference, Houston,TX, May 16-19, 1999 pp.996-1 EFFECTS OF MULTIPATH ANGULAR SPREAD ON THE SPATIAL CROss -correlation OF RECEIVED VOLTAGE ENVELOPES Gregory D. Durgn and Theodore

More information

On an Extension of Stochastic Approximation EM Algorithm for Incomplete Data Problems. Vahid Tadayon 1

On an Extension of Stochastic Approximation EM Algorithm for Incomplete Data Problems. Vahid Tadayon 1 On an Extenson of Stochastc Approxmaton EM Algorthm for Incomplete Data Problems Vahd Tadayon Abstract: The Stochastc Approxmaton EM (SAEM algorthm, a varant stochastc approxmaton of EM, s a versatle tool

More information

Topic 23 - Randomized Complete Block Designs (RCBD)

Topic 23 - Randomized Complete Block Designs (RCBD) Topc 3 ANOVA (III) 3-1 Topc 3 - Randomzed Complete Block Desgns (RCBD) Defn: A Randomzed Complete Block Desgn s a varant of the completely randomzed desgn (CRD) that we recently learned. In ths desgn,

More information

Supplementary material: Margin based PU Learning. Matrix Concentration Inequalities

Supplementary material: Margin based PU Learning. Matrix Concentration Inequalities Supplementary materal: Margn based PU Learnng We gve the complete proofs of Theorem and n Secton We frst ntroduce the well-known concentraton nequalty, so the covarance estmator can be bounded Then we

More information

P R. Lecture 4. Theory and Applications of Pattern Recognition. Dept. of Electrical and Computer Engineering /

P R. Lecture 4. Theory and Applications of Pattern Recognition. Dept. of Electrical and Computer Engineering / Theory and Applcatons of Pattern Recognton 003, Rob Polkar, Rowan Unversty, Glassboro, NJ Lecture 4 Bayes Classfcaton Rule Dept. of Electrcal and Computer Engneerng 0909.40.0 / 0909.504.04 Theory & Applcatons

More information

Fall 2012 Analysis of Experimental Measurements B. Eisenstein/rev. S. Errede

Fall 2012 Analysis of Experimental Measurements B. Eisenstein/rev. S. Errede Fall 0 Analyss of Expermental easurements B. Esensten/rev. S. Errede We now reformulate the lnear Least Squares ethod n more general terms, sutable for (eventually extendng to the non-lnear case, and also

More information

Lecture Notes on Linear Regression

Lecture Notes on Linear Regression Lecture Notes on Lnear Regresson Feng L fl@sdueducn Shandong Unversty, Chna Lnear Regresson Problem In regresson problem, we am at predct a contnuous target value gven an nput feature vector We assume

More information

Asymptotic Properties of the Jarque-Bera Test for Normality in General Autoregressions with a Deterministic Term

Asymptotic Properties of the Jarque-Bera Test for Normality in General Autoregressions with a Deterministic Term Asymptotc Propertes of the Jarque-Bera est for Normalty n General Autoregressons wth a Determnstc erm Carlos Caceres Nuffeld College, Unversty of Oxford May 2006 Abstract he am of ths paper s to analyse

More information

Lecture 10 Support Vector Machines II

Lecture 10 Support Vector Machines II Lecture 10 Support Vector Machnes II 22 February 2016 Taylor B. Arnold Yale Statstcs STAT 365/665 1/28 Notes: Problem 3 s posted and due ths upcomng Frday There was an early bug n the fake-test data; fxed

More information

LINEAR REGRESSION ANALYSIS. MODULE VIII Lecture Indicator Variables

LINEAR REGRESSION ANALYSIS. MODULE VIII Lecture Indicator Variables LINEAR REGRESSION ANALYSIS MODULE VIII Lecture - 7 Indcator Varables Dr. Shalabh Department of Maematcs and Statstcs Indan Insttute of Technology Kanpur Indcator varables versus quanttatve explanatory

More information

We are IntechOpen, the world s leading publisher of Open Access books Built by scientists, for scientists. International authors and editors

We are IntechOpen, the world s leading publisher of Open Access books Built by scientists, for scientists. International authors and editors We are IntechOpen, the world s leadng publsher of Open Access boos Bult by scentsts, for scentsts 4,000 116,000 10M Open access boos avalable Internatonal authors and edtors Downloads Our authors are among

More information

Consider the following passband digital communication system model. c t. modulator. t r a n s m i t t e r. signal decoder.

Consider the following passband digital communication system model. c t. modulator. t r a n s m i t t e r. signal decoder. PASSBAND DIGITAL MODULATION TECHNIQUES Consder the followng passband dgtal communcaton system model. cos( ω + φ ) c t message source m sgnal encoder s modulator s () t communcaton xt () channel t r a n

More information

APPROXIMATE PRICES OF BASKET AND ASIAN OPTIONS DUPONT OLIVIER. Premia 14

APPROXIMATE PRICES OF BASKET AND ASIAN OPTIONS DUPONT OLIVIER. Premia 14 APPROXIMAE PRICES OF BASKE AND ASIAN OPIONS DUPON OLIVIER Prema 14 Contents Introducton 1 1. Framewor 1 1.1. Baset optons 1.. Asan optons. Computng the prce 3. Lower bound 3.1. Closed formula for the prce

More information

Pulse Coded Modulation

Pulse Coded Modulation Pulse Coded Modulaton PCM (Pulse Coded Modulaton) s a voce codng technque defned by the ITU-T G.711 standard and t s used n dgtal telephony to encode the voce sgnal. The frst step n the analog to dgtal

More information

Transfer Functions. Convenient representation of a linear, dynamic model. A transfer function (TF) relates one input and one output: ( ) system

Transfer Functions. Convenient representation of a linear, dynamic model. A transfer function (TF) relates one input and one output: ( ) system Transfer Functons Convenent representaton of a lnear, dynamc model. A transfer functon (TF) relates one nput and one output: x t X s y t system Y s The followng termnology s used: x y nput output forcng

More information

Probability Theory. The nth coefficient of the Taylor series of f(k), expanded around k = 0, gives the nth moment of x as ( ik) n n!

Probability Theory. The nth coefficient of the Taylor series of f(k), expanded around k = 0, gives the nth moment of x as ( ik) n n! 8333: Statstcal Mechancs I Problem Set # 3 Solutons Fall 3 Characterstc Functons: Probablty Theory The characterstc functon s defned by fk ep k = ep kpd The nth coeffcent of the Taylor seres of fk epanded

More information

Physics 5153 Classical Mechanics. Principle of Virtual Work-1

Physics 5153 Classical Mechanics. Principle of Virtual Work-1 P. Guterrez 1 Introducton Physcs 5153 Classcal Mechancs Prncple of Vrtual Work The frst varatonal prncple we encounter n mechancs s the prncple of vrtual work. It establshes the equlbrum condton of a mechancal

More information

The optimal delay of the second test is therefore approximately 210 hours earlier than =2.

The optimal delay of the second test is therefore approximately 210 hours earlier than =2. THE IEC 61508 FORMULAS 223 The optmal delay of the second test s therefore approxmately 210 hours earler than =2. 8.4 The IEC 61508 Formulas IEC 61508-6 provdes approxmaton formulas for the PF for smple

More information

Limited Dependent Variables

Limited Dependent Variables Lmted Dependent Varables. What f the left-hand sde varable s not a contnuous thng spread from mnus nfnty to plus nfnty? That s, gven a model = f (, β, ε, where a. s bounded below at zero, such as wages

More information

Markov Chain Monte Carlo Lecture 6

Markov Chain Monte Carlo Lecture 6 where (x 1,..., x N ) X N, N s called the populaton sze, f(x) f (x) for at least one {1, 2,..., N}, and those dfferent from f(x) are called the tral dstrbutons n terms of mportance samplng. Dfferent ways

More information

Differentiating Gaussian Processes

Differentiating Gaussian Processes Dfferentatng Gaussan Processes Andrew McHutchon Aprl 17, 013 1 Frst Order Dervatve of the Posteror Mean The posteror mean of a GP s gven by, f = x, X KX, X 1 y x, X α 1 Only the x, X term depends on the

More information

COGNITIVE RADIO NETWORKS BASED ON OPPORTUNISTIC BEAMFORMING WITH QUANTIZED FEEDBACK

COGNITIVE RADIO NETWORKS BASED ON OPPORTUNISTIC BEAMFORMING WITH QUANTIZED FEEDBACK COGNITIVE RADIO NETWORKS BASED ON OPPORTUNISTIC BEAMFORMING WITH QUANTIZED FEEDBACK Ayman MASSAOUDI, Noura SELLAMI 2, Mohamed SIALA MEDIATRON Lab., Sup Com Unversty of Carthage 283 El Ghazala Arana, Tunsa

More information

Lecture 3: Probability Distributions

Lecture 3: Probability Distributions Lecture 3: Probablty Dstrbutons Random Varables Let us begn by defnng a sample space as a set of outcomes from an experment. We denote ths by S. A random varable s a functon whch maps outcomes nto the

More information

ISSN: ISO 9001:2008 Certified International Journal of Engineering and Innovative Technology (IJEIT) Volume 3, Issue 1, July 2013

ISSN: ISO 9001:2008 Certified International Journal of Engineering and Innovative Technology (IJEIT) Volume 3, Issue 1, July 2013 ISSN: 2277-375 Constructon of Trend Free Run Orders for Orthogonal rrays Usng Codes bstract: Sometmes when the expermental runs are carred out n a tme order sequence, the response can depend on the run

More information

Chat eld, C. and A.J.Collins, Introduction to multivariate analysis. Chapman & Hall, 1980

Chat eld, C. and A.J.Collins, Introduction to multivariate analysis. Chapman & Hall, 1980 MT07: Multvarate Statstcal Methods Mke Tso: emal mke.tso@manchester.ac.uk Webpage for notes: http://www.maths.manchester.ac.uk/~mkt/new_teachng.htm. Introducton to multvarate data. Books Chat eld, C. and

More information

Foundations of Arithmetic

Foundations of Arithmetic Foundatons of Arthmetc Notaton We shall denote the sum and product of numbers n the usual notaton as a 2 + a 2 + a 3 + + a = a, a 1 a 2 a 3 a = a The notaton a b means a dvdes b,.e. ac = b where c s an

More information

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE Analytcal soluton s usually not possble when exctaton vares arbtrarly wth tme or f the system s nonlnear. Such problems can be solved by numercal tmesteppng

More information

Pressure Measurements Laboratory

Pressure Measurements Laboratory Lab # Pressure Measurements Laboratory Objectves:. To get hands-on experences on how to make pressure (surface pressure, statc pressure and total pressure nsde flow) measurements usng conventonal pressuremeasurng

More information

Primer on High-Order Moment Estimators

Primer on High-Order Moment Estimators Prmer on Hgh-Order Moment Estmators Ton M. Whted July 2007 The Errors-n-Varables Model We wll start wth the classcal EIV for one msmeasured regressor. The general case s n Erckson and Whted Econometrc

More information

Salmon: Lectures on partial differential equations. Consider the general linear, second-order PDE in the form. ,x 2

Salmon: Lectures on partial differential equations. Consider the general linear, second-order PDE in the form. ,x 2 Salmon: Lectures on partal dfferental equatons 5. Classfcaton of second-order equatons There are general methods for classfyng hgher-order partal dfferental equatons. One s very general (applyng even to

More information

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity LINEAR REGRESSION ANALYSIS MODULE IX Lecture - 30 Multcollnearty Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur 2 Remedes for multcollnearty Varous technques have

More information

Chapter 13: Multiple Regression

Chapter 13: Multiple Regression Chapter 13: Multple Regresson 13.1 Developng the multple-regresson Model The general model can be descrbed as: It smplfes for two ndependent varables: The sample ft parameter b 0, b 1, and b are used to

More information

The Expectation-Maximization Algorithm

The Expectation-Maximization Algorithm The Expectaton-Maxmaton Algorthm Charles Elan elan@cs.ucsd.edu November 16, 2007 Ths chapter explans the EM algorthm at multple levels of generalty. Secton 1 gves the standard hgh-level verson of the algorthm.

More information

C/CS/Phy191 Problem Set 3 Solutions Out: Oct 1, 2008., where ( 00. ), so the overall state of the system is ) ( ( ( ( 00 ± 11 ), Φ ± = 1

C/CS/Phy191 Problem Set 3 Solutions Out: Oct 1, 2008., where ( 00. ), so the overall state of the system is ) ( ( ( ( 00 ± 11 ), Φ ± = 1 C/CS/Phy9 Problem Set 3 Solutons Out: Oct, 8 Suppose you have two qubts n some arbtrary entangled state ψ You apply the teleportaton protocol to each of the qubts separately What s the resultng state obtaned

More information

Feb 14: Spatial analysis of data fields

Feb 14: Spatial analysis of data fields Feb 4: Spatal analyss of data felds Mappng rregularly sampled data onto a regular grd Many analyss technques for geophyscal data requre the data be located at regular ntervals n space and/or tme. hs s

More information

Monte Carlo Simulation and Generation of Random Numbers

Monte Carlo Simulation and Generation of Random Numbers S-7.333 Postgraduate Course n Radocommuncatons Sprng 000 Monte Carlo Smulaton and Generaton of Random umbers Dmtr Foursov Dmtr.Foursov@noka.com Contents. Introducton. Prncple of Monte Carlo Smulaton 3.

More information

Statistics Chapter 4

Statistics Chapter 4 Statstcs Chapter 4 "There are three knds of les: les, damned les, and statstcs." Benjamn Dsrael, 1895 (Brtsh statesman) Gaussan Dstrbuton, 4-1 If a measurement s repeated many tmes a statstcal treatment

More information

Statistical pattern recognition

Statistical pattern recognition Statstcal pattern recognton Bayes theorem Problem: decdng f a patent has a partcular condton based on a partcular test However, the test s mperfect Someone wth the condton may go undetected (false negatve

More information

Maximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit. 1. General Formulation of Binary Dependent Variables Models

Maximum Likelihood Estimation of Binary Dependent Variables Models: Probit and Logit. 1. General Formulation of Binary Dependent Variables Models ECO 452 -- OE 4: Probt and Logt Models ECO 452 -- OE 4 Mamum Lkelhood Estmaton of Bnary Dependent Varables Models: Probt and Logt hs note demonstrates how to formulate bnary dependent varables models for

More information

Chapter 12 Analysis of Covariance

Chapter 12 Analysis of Covariance Chapter Analyss of Covarance Any scentfc experment s performed to know somethng that s unknown about a group of treatments and to test certan hypothess about the correspondng treatment effect When varablty

More information

/ n ) are compared. The logic is: if the two

/ n ) are compared. The logic is: if the two STAT C141, Sprng 2005 Lecture 13 Two sample tests One sample tests: examples of goodness of ft tests, where we are testng whether our data supports predctons. Two sample tests: called as tests of ndependence

More information

Statistical Evaluation of WATFLOOD

Statistical Evaluation of WATFLOOD tatstcal Evaluaton of WATFLD By: Angela MacLean, Dept. of Cvl & Envronmental Engneerng, Unversty of Waterloo, n. ctober, 005 The statstcs program assocated wth WATFLD uses spl.csv fle that s produced wth

More information

System in Weibull Distribution

System in Weibull Distribution Internatonal Matheatcal Foru 4 9 no. 9 94-95 Relablty Equvalence Factors of a Seres-Parallel Syste n Webull Dstrbuton M. A. El-Dacese Matheatcs Departent Faculty of Scence Tanta Unversty Tanta Egypt eldacese@yahoo.co

More information

Appendix B: Resampling Algorithms

Appendix B: Resampling Algorithms 407 Appendx B: Resamplng Algorthms A common problem of all partcle flters s the degeneracy of weghts, whch conssts of the unbounded ncrease of the varance of the mportance weghts ω [ ] of the partcles

More information

However, since P is a symmetric idempotent matrix, of P are either 0 or 1 [Eigen-values

However, since P is a symmetric idempotent matrix, of P are either 0 or 1 [Eigen-values Fall 007 Soluton to Mdterm Examnaton STAT 7 Dr. Goel. [0 ponts] For the general lnear model = X + ε, wth uncorrelated errors havng mean zero and varance σ, suppose that the desgn matrx X s not necessarly

More information

MIMO Systems and Channel Capacity

MIMO Systems and Channel Capacity MIMO Systems and Channel Capacty Consder a MIMO system wth m Tx and n Rx antennas. x y = Hx ξ Tx H Rx The power constrant: the total Tx power s x = P t. Component-wse representaton of the system model,

More information

Inductance Calculation for Conductors of Arbitrary Shape

Inductance Calculation for Conductors of Arbitrary Shape CRYO/02/028 Aprl 5, 2002 Inductance Calculaton for Conductors of Arbtrary Shape L. Bottura Dstrbuton: Internal Summary In ths note we descrbe a method for the numercal calculaton of nductances among conductors

More information

BIO Lab 2: TWO-LEVEL NORMAL MODELS with school children popularity data

BIO Lab 2: TWO-LEVEL NORMAL MODELS with school children popularity data Lab : TWO-LEVEL NORMAL MODELS wth school chldren popularty data Purpose: Introduce basc two-level models for normally dstrbuted responses usng STATA. In partcular, we dscuss Random ntercept models wthout

More information