Extended Kalman Filter(EKF)algorithm is widely used in parameter estimation for nonlinear systems.The estimation precision is sensitively dependent on EKF’s initial state covariance matrix and state noise matrix.The ...Extended Kalman Filter(EKF)algorithm is widely used in parameter estimation for nonlinear systems.The estimation precision is sensitively dependent on EKF’s initial state covariance matrix and state noise matrix.The grid optimization method is always used to find proper initial matrix for off-line estimation.However,the grid method has the draw back being time consuming hence,coarse grid followed by a fine grid method is adopted.To further improve efficiency without the loss of estimation accuracy,we propose a genetic algorithm for the coarse grid optimization in this paper.It is recognized that the crossover rate and mutation rate are the main influencing factors for the performance of the genetic algorithm,so sensitivity experiments for these two factors are carried out and a set of genetic algorithm parameters with good adaptability were selected by testing with several gyros’experimental data.Experimental results show that the proposed algorithm has higher efficiency and better estimation accuracy than the traversing grid algorithm.展开更多
This paper derives new and exact closed-form expressions for the average symbol error rate(SER) of square M-ary quadrature amplitude modulation(M-QAM) in wireless communication systems over theα-μfading channels sub...This paper derives new and exact closed-form expressions for the average symbol error rate(SER) of square M-ary quadrature amplitude modulation(M-QAM) in wireless communication systems over theα-μfading channels subject to an additive non-Gaussian noise. The obtained expressions take into account static and mobile wireless receivers. In addition, a closed-form expression for the outage probability in mobile networks is obtained. Please note that all derived expressions in this paper a valid for integer and non-integer values of the fading parameters. Analytical results are presented to study the impact of noise shaping parameter, severity of fading, and mobility on the average SER. Monte-Carlo simulations results are also provided to validate the accuracy of the analytical results.展开更多
This article is concerned with the estimating problem of semiparametric varying- coeffcient partially linear regression models. By combining the local polynomial and least squares procedures Fan and Huang (2005) propo...This article is concerned with the estimating problem of semiparametric varying- coeffcient partially linear regression models. By combining the local polynomial and least squares procedures Fan and Huang (2005) proposed a profile least squares estimator for the parametric component and established its asymptotic normality. We further show that the profile least squares estimator can achieve the law of iterated logarithm. Moreover, we study the estimators of the functions characterizing the non-linear part as well as the error variance. The strong convergence rate and the law of iterated logarithm are derived for them, respectively.展开更多
针对气象变化对自由空间光(Free Space Optical,FSO)通信链路和毫米波射频(Radio Frequency,RF)通信链路可用率的影响问题,采用马尔科夫建模与稳态概率求解计算方法,分析不同天气条件下FSO/RF混合链路的双接收站分集与中断概率性能.基于...针对气象变化对自由空间光(Free Space Optical,FSO)通信链路和毫米波射频(Radio Frequency,RF)通信链路可用率的影响问题,采用马尔科夫建模与稳态概率求解计算方法,分析不同天气条件下FSO/RF混合链路的双接收站分集与中断概率性能.基于FSO链路和RF链路的信道模型,采用有限状态马尔科夫链(Finite State Markov Chain,FSMC)分别对单双站FSO/RF混合链路的切换选择进行建模,推导得出不同参数和天气情况下系统稳态的中断概率表达式.数值计算结果表明,当中断概率达到10^(-6),雨雾天气链路距离为1~7 km时,双站FSO/RF混合链路相比单站可获得4~25 dB的增益.展开更多
In this paper, a multi-hop relay channel model based on unmanned aerial vehicles(UAVs) is established by taking into account of the propagation loss, shadowing, and multi-path fading. Based on the proposed channel mod...In this paper, a multi-hop relay channel model based on unmanned aerial vehicles(UAVs) is established by taking into account of the propagation loss, shadowing, and multi-path fading. Based on the proposed channel model, the cascaded propagation loss of relay link and the cascaded probability density function(PDF) of channel fading are derived. Moreover, the theoretical performance of the UAV-based relay system, i.e., the outage probability, bit error rate(BER), and channel capacity, is also analysed and derived. Simulation results show agreement with theoretical results for the hill, mountain, and sea scenarios, indicating the accuracy of both the simulations and derivations.展开更多
Monetary policies, either actual or perceived, cause changes in monetary interest rates. These changes impact the economy through financial institutions, which react to changes in the monetary rates with changes in th...Monetary policies, either actual or perceived, cause changes in monetary interest rates. These changes impact the economy through financial institutions, which react to changes in the monetary rates with changes in their administered rates, on both deposits and lendings. The dynamics of administered bank interest rates in response to changes in money market rates is essential to examine the impact of monetary policies on the economy. Chong et al. (2006) proposed an error correction model to study such impact, using data previous to the recent financial crisis. In this paper we examine the validity of the model in the recent time period, characterized by very low monetary rates. The current state of close-to-zero monetary rates is of particular relevance, as it has never been studied before. Our main contribution is a novel, more parsimonious, model and a predictive performance assessment methodology, which allows comparing it with the error correction model.展开更多
We study the parameter estimation in a nonlinear regression model with a general error's structure,strong consistency and strong consistency rate of the least squares estimator are obtained.
文摘Extended Kalman Filter(EKF)algorithm is widely used in parameter estimation for nonlinear systems.The estimation precision is sensitively dependent on EKF’s initial state covariance matrix and state noise matrix.The grid optimization method is always used to find proper initial matrix for off-line estimation.However,the grid method has the draw back being time consuming hence,coarse grid followed by a fine grid method is adopted.To further improve efficiency without the loss of estimation accuracy,we propose a genetic algorithm for the coarse grid optimization in this paper.It is recognized that the crossover rate and mutation rate are the main influencing factors for the performance of the genetic algorithm,so sensitivity experiments for these two factors are carried out and a set of genetic algorithm parameters with good adaptability were selected by testing with several gyros’experimental data.Experimental results show that the proposed algorithm has higher efficiency and better estimation accuracy than the traversing grid algorithm.
基金the support of SNCS Research Center and the Deanship of Scientific Research at the University of Tabukfinancial and inkind support for the project no. S-1438-0161
文摘This paper derives new and exact closed-form expressions for the average symbol error rate(SER) of square M-ary quadrature amplitude modulation(M-QAM) in wireless communication systems over theα-μfading channels subject to an additive non-Gaussian noise. The obtained expressions take into account static and mobile wireless receivers. In addition, a closed-form expression for the outage probability in mobile networks is obtained. Please note that all derived expressions in this paper a valid for integer and non-integer values of the fading parameters. Analytical results are presented to study the impact of noise shaping parameter, severity of fading, and mobility on the average SER. Monte-Carlo simulations results are also provided to validate the accuracy of the analytical results.
基金supported by the National Natural Science Funds for Distinguished Young Scholar (70825004)National Natural Science Foundation of China (NSFC) (10731010 and 10628104)+3 种基金the National Basic Research Program (2007CB814902)Creative Research Groups of China (10721101)Leading Academic Discipline Program, the 10th five year plan of 211 Project for Shanghai University of Finance and Economics211 Project for Shanghai University of Financeand Economics (the 3rd phase)
文摘This article is concerned with the estimating problem of semiparametric varying- coeffcient partially linear regression models. By combining the local polynomial and least squares procedures Fan and Huang (2005) proposed a profile least squares estimator for the parametric component and established its asymptotic normality. We further show that the profile least squares estimator can achieve the law of iterated logarithm. Moreover, we study the estimators of the functions characterizing the non-linear part as well as the error variance. The strong convergence rate and the law of iterated logarithm are derived for them, respectively.
文摘针对气象变化对自由空间光(Free Space Optical,FSO)通信链路和毫米波射频(Radio Frequency,RF)通信链路可用率的影响问题,采用马尔科夫建模与稳态概率求解计算方法,分析不同天气条件下FSO/RF混合链路的双接收站分集与中断概率性能.基于FSO链路和RF链路的信道模型,采用有限状态马尔科夫链(Finite State Markov Chain,FSMC)分别对单双站FSO/RF混合链路的切换选择进行建模,推导得出不同参数和天气情况下系统稳态的中断概率表达式.数值计算结果表明,当中断概率达到10^(-6),雨雾天气链路距离为1~7 km时,双站FSO/RF混合链路相比单站可获得4~25 dB的增益.
基金supported by the National Key Scientific Instrument and Equipment Development Project(Grant No.2013YQ200607)China NSF Grants(Grant No.61631020)+2 种基金Aeronautical Science Foundation of China(Grant No.2017ZC52021)Fundamental Research Funds for the Central Universities(Grant No.NJ20160027)Open Foundation for Graduate Innovation of NUAA(Grant No.kfjj20160412 and kfjj20170405)
文摘In this paper, a multi-hop relay channel model based on unmanned aerial vehicles(UAVs) is established by taking into account of the propagation loss, shadowing, and multi-path fading. Based on the proposed channel model, the cascaded propagation loss of relay link and the cascaded probability density function(PDF) of channel fading are derived. Moreover, the theoretical performance of the UAV-based relay system, i.e., the outage probability, bit error rate(BER), and channel capacity, is also analysed and derived. Simulation results show agreement with theoretical results for the hill, mountain, and sea scenarios, indicating the accuracy of both the simulations and derivations.
文摘Monetary policies, either actual or perceived, cause changes in monetary interest rates. These changes impact the economy through financial institutions, which react to changes in the monetary rates with changes in their administered rates, on both deposits and lendings. The dynamics of administered bank interest rates in response to changes in money market rates is essential to examine the impact of monetary policies on the economy. Chong et al. (2006) proposed an error correction model to study such impact, using data previous to the recent financial crisis. In this paper we examine the validity of the model in the recent time period, characterized by very low monetary rates. The current state of close-to-zero monetary rates is of particular relevance, as it has never been studied before. Our main contribution is a novel, more parsimonious, model and a predictive performance assessment methodology, which allows comparing it with the error correction model.
基金This work was supported by the National Natural Science Foundation of China (Grant No. 19971001).
文摘We study the parameter estimation in a nonlinear regression model with a general error's structure,strong consistency and strong consistency rate of the least squares estimator are obtained.
