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345 个结果
  • 简介:Thispaperpresentsanoveltimedelayestimation(TDE)methodusingtheconceptofentropy.Therelativedelayisestimatedbyminimizingtheestimatedjointentropyofmultiplesensoroutputsignals.Whenestimatingtheentropy,theinformationaboutthepriordistributionofthesourcesignalisnotrequired.Instead,theParzenwindowestimatorisemployedtoestimatethedensityfunctionofthesourcesignalfrommultiplesensoroutputsignals.Meanwhile,basedontheParzenwindowestimator,theRenyi’squadraticentropy(RQE)isincorporatedtoeffectivelyandefficientlyestimatethehigh-dimensionaljointentropyofthemultichanneloutputs.Furthermore,amodifiedformofthejointentropyforembeddinginformationaboutreverberation(multipathreflections)forspeechsignalsisintroducedtoenhancetheestimator’srobustnessagainstreverberation.

  • 标签: 时延估计 熵估计 PARZEN窗 输出信号 多声道输出 联合熵
  • 简介:地震小浪评价是地震数据处理和解释的重要部分,谁的正确直接与deconvolution和倒置的结果有关。小浪评价基于高顺序的系列是一个重要新方法。然而,高顺序的系列经常有阶段包装纸问题,它导致小浪阶段光谱偏差并且从而影响混合阶段小浪评价。解决这个问题,我们建议一个新阶段光谱方法基于在bispectral领域的保角的印射。方法避免由缩小Fourier阶段光谱的范围消除在原来的阶段包影响的bispectral阶段包问题的阶段光谱评价。方法基于保角的印射组成最少平方的小浪阶段光谱评价它与最少平方的小浪振幅光谱评价被用于混合阶段小浪评价。理论模型和实际地震数据验证这个方法的有效性。我们也扩大到trispectral小浪阶段光谱评价的在bispectral小浪阶段光谱评价的保角的印射的想法。

  • 标签: 地震子波估计 保角变换 应用 双频 地震波 地震资料处理
  • 简介:Inthispaper,anewtimingoffsetestimationmethodforOrthogonalFrequencyDivisionMultiplexing(OFDM)systemsarepresented.Uponthereceiptofjustonetrainingsequence,thispresenceofasignalandthestartoftheframecanbedetected.TheperformancesofthetimingestimatorinadditivewhiteGaussiannoiseandthemobilemultipathchannelareevaluatedbysimulation.TheresultsdeliveredbythisalgorithmarecomparedwiththosedeliveredbySchmidlandCox.

  • 标签: 正交频分复用 OFDM 时间校正 符号间干扰 移动多路信道
  • 简介:一个全球运动评价方法在这份报纸基于柔韧的统计被介绍。由使用追踪的特征点而不是整个图象象素估计参数,这进程加快。为了推进,加快这个过程并且避免数字不稳定性,对这个问题的变质药描述被给,并且这个问题的答案的三种类型被比较。由使用二个步过程,评估者的坚韧性也被改进。自动起始的价值选择是这个方法的一个优点。建议途径被一套例子说明,它以高速度显示出好结果。CLC数字TN911.73

  • 标签: 运动估计 鲁棒性 鲁棒统计学 轨迹特征点
  • 简介:TheMTD(mixturetransitiondistribution)modelbasedonWeibulldistribution(WMTDmodel)isproposedinthispaper,whichisaimedatitsparameterestimation.AnEMalgorithmforestimationisgivenandshowntoworkwellbysomesimulations.Andbootstrapmethodisusedtoobtainconfidenceregionsfortheparameters.Finally,theresultsofarealexample-predictingstockprices-showthattheWMTDmodelproposedisabletocapturethefeaturesofthedatafromthick-taileddistributionbetterthanGMTD(mixturetransitiondistribution)model.

  • 标签: 估计模型 威布尔分布 参数估计 EM算法 引导方法 股票价格
  • 简介:Handlingindustrialpowdersleadstodustemissions.Theseemissionstendtogeneratehumandiseasesorcauseotherenvironmentaleffects.Amultitudeofapparatushasbeendevelopedtoestimatethisdustinessbehaviourofpowders.Twoofthesewell-knownmethodsarepresentedandcomparedwitheachother.Athirdrecentlydevelopedmethodisalsointroduced.

  • 标签: 颗粒特征 污染度 大气环境 健康危害
  • 简介:Bargraphsareconvenientforshowingcomparisonsamongitems.Thebarsmaybeeitherhorizontalorvertical,andtheyareusedtoshowtheamountsofdifferentitems.Figure1isanexampleofatypicalbargraph.ThegraphshowstheaveragesalespriceofexistinghomesintheNortheastUnitedStatesforthreeyears——1970,1980,and1997.

  • 标签:
  • 简介:这篇论文与ε~N为线性回归模型y=Xβ+ε的参数β考虑实验Bayes(EB)评价问题(0,σ2我)给定的β。把标准和均方差矩阵(MSEM)标准基于皮特曼亲密(PC),我们在平常的最不方形的评估者(OLSE)上证明EB评估者的优势。

  • 标签: 线性衰退 BAYES估计 PC标准 MSEM标准 误差矩阵
  • 简介:本文首次给出了非线性随机效应模型参数估计弱相合性的必要条件,并证明了在一定正则条件下估计的强相合性和渐近正态性,推广了BreslowandCalyton(1993),LeandNelder(1996)的结果.

  • 标签: 固定效应 随机效应 边缘似然
  • 简介:Inthispaper,admissibilityandinadmissibilityresultsofsimultaneousestimationoflossesofmultivariatenormalmeanestimatorsaregiven.Admissibleestimatorsforlossesofusualestimatorsofmultivariategammaparameters,multivariatebinomialparametersandPoissonparametersareobtainedrespectively.

  • 标签: LOSS ESTIMATOR generalized Bayes ESTIMATOR quadratic
  • 简介:Researchonjumpregressionfunc(?)onshasnotbeenadequateyetAccordingtotheinformationaboutthenumberofjumps,theirpositionsandjumpmagnitudes,jumpregressionfunctionscanbeclassifiedintoeighttypes.Thispaperdealsespeciallywiththesecondjumpregressionfunction.Firstofall,aconceptoftrimmedsplineestimateisproposedandwithitanL~2-consistentestimateofthesmoothingpartofthejumpregressionfunctionisobtained.ThisalongwiththeL~2-consistentestimateofjumpmagnitudeconstitutesanestimateofthesecondjumpregressionfunction.Thispaperdiscussesalsothecasethatthejumppositionshavesomeindeterminacy.Anewcriterionissuggestedanditsuniquesolutionderived.Intheend,afewnumericalresultsaregiven.

  • 标签: JUMP regression function trimmed SPLINE ESTIMATE
  • 简介:阶段差别方法(PDM)为到达(DOA)的方向被介绍narrowband来源的评价。它由测量估计DOA在兴趣频率箱的传感器产量系列的阶段范围相互。PDM的山峰宽度和变化被介绍。只要他们用至少一频率箱被分开,PDM能仔细与不同、未知的中心频率区分spaced来源。模拟结果证明PDM比常规beamforming的有一个更好的决定。

  • 标签: DOA估计 差分法 测量频率 PDM 方向估计 相位差法
  • 简介:Basedonuniformcirculararrayanditselementoutputsignaldelaydelayanovelmethodforestimationofspatialfrequency,azimuthandelevationispresented.Withoutanyspectralpeaksearchandparameterspairing,theresultingmethodis(?)resolutionandsmallvariance,eveninshortdatalength.Computersimulation(?)effectivenessofthismethod.

  • 标签: Circular ARRAY FREQUENCY AZIMUTH ELEVATION
  • 简介:Inthisnoteweshowthatforagivencontrollablepair(A,B)andanyλ>0,againmatrixKcanbechosensothatthetransitionmatrixe(A+BK)tofthesystemx=(A+BK)xdecaysattheexponentialratee-λtandtheovershootofthetransitionmatrixcanbeboundedbyMλLforsomeconstantsMandLthatareindependentofλ.Asaconsequence,foranyh>0,againmatrixKcanbechosensothatthemagnitudeofthetransitionmatrixe(A+BK)tcanbereducedby-1/2-(orbyanygivenportion)over[0,h].Aninterestingapplicafonoftheresultisinthestabilizationofswitchedlinearsystemswithanygivenswitchingrate(see[1]).

  • 标签: 线性系统 极性布置 跃迁矩阵 压扁引理
  • 简介:分发评价是很重要的以便基于这分布为参数或它的函数做统计推理。例如,在这个工作,我们与非光滑的辅助信息建议某变量的分发的一个评估者这个变量的对称的分布。一种变光滑的技术被采用处理非可辨的功能。因此,分布能基于弄平的辅助信息被估计。分发评估者的Asymptotic性质被导出并且分析。没有这些辅助信息,分发评估者基于我们的方法被发现比相应评估者显著地有效。一些模拟研究被进行说明建议评估者的有限样品表演。

  • 标签: 分布估计 辅助信息 平滑 统计推断 分布参数 对称分布
  • 简介:Inapplications,thetraditionalestimationproceduregenerallybeginswithmodelselection.Onceaspecificmodelisselected,subsequentestimationisconductedundertheselectedmodelwithoutconsiderationoftheuncertaintyfromtheselectionprocess.Thisoftenleadstotheunderreportingofvariabilityandtoooptimisticconfidencesets.Modelaveragingestimationisanalternativetothisprocedure,whichincorporatesmodeluncertaintyintotheestimationprocess.Inrecentyears,therehasbeenarisinginterestinmodelaveragingfromthefrequentistperspective,andsomeimportantprogresseshavebeenmade.Inthispaper,thetheoryandmethodsonfrequentistmodelaveragingestimationaresurveyed.Somefutureresearchtopicsarealsodiscussed.

  • 标签: 估计模型 T模型 平均 展望 不确定性 模型选择
  • 简介:AnewDirectionOfArrival(DOA)estimationalgorithmforwidebandsourcesbasedonUniformCircularArray(UCA)ispresentedviaanalyzingwidebandperformanceofthegeneralESPRIT.ThealgorithmeffectivelyimprovesthewidebandperformanceofESPRITbasedontheinterpolationprincipiumandUCA-ESPRIT.Thesimulatedresultsbycomputerdemonstrateitsefficiency.

  • 标签: 多频率播放 UCA 方向指示 估计算法 插值原理 信号模型
  • 简介:Inordertogiveacompleteandaccuratedescriptionaboutthesensitivityofefficientportfoliostochangesinassets'expectedreturns,variancesandcovariances,thejointeffectofestimationerrorsinmeans,variancesandcovariancesontheefficientportfolio'sweightsisinvestigatedinthispaper.Itisprovedthattheefficientportfolio'scompositionisaLipschitzcontinuous,differentiablemappingoftheseparametersundersuitableconditions.Thechangerateoftheefficientportfolio'sweightswithrespecttovariationsaboutriskreturnestimationsisderivedbyestimatingtheLipschitzconstant.Ourgeneralquantitativeresultsshowthattheefficientportfolio''sweightsarenormallynotsosensitivetoestimationerrorsaboutmeansandvariances.Moreover,wepointoutthoseextremecaseswhichmightcausestabilityproblemsandhowtoavoidtheminpractice.Preliminarynumericalresultsarealsoprovidedasanillustrationtoourtheoreticalresults.

  • 标签: 估计误差 敏感性 均方差模型 有效证券组合 LIPSCHITZ连续