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Low Complexity Minimum Mean Square Error Channel Estimation for Adaptive Coding and Modulation Systems 被引量:2
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作者 GUO Shuxia SONG Yang +1 位作者 GAO Ying HAN Qianjin 《China Communications》 SCIE CSCD 2014年第1期126-137,共12页
Performance of the Adaptive Coding and Modulation(ACM) strongly depends on the retrieved Channel State Information(CSI),which can be obtained using the channel estimation techniques relying on pilot symbol transmissio... Performance of the Adaptive Coding and Modulation(ACM) strongly depends on the retrieved Channel State Information(CSI),which can be obtained using the channel estimation techniques relying on pilot symbol transmission.Earlier analysis of methods of pilot-aided channel estimation for ACM systems were relatively little.In this paper,we investigate the performance of CSI prediction using the Minimum Mean Square Error(MMSE)channel estimator for an ACM system.To solve the two problems of MMSE:high computational operations and oversimplified assumption,we then propose the Low-Complexity schemes(LC-MMSE and Recursion LC-MMSE(R-LC-MMSE)).Computational complexity and Mean Square Error(MSE) are presented to evaluate the efficiency of the proposed algorithm.Both analysis and numerical results show that LC-MMSE performs close to the wellknown MMSE estimator with much lower complexity and R-LC-MMSE improves the application of MMSE estimation to specific circumstances. 展开更多
关键词 adaptive coding and modulation channel estimation minimum mean square error low-complexity minimum mean square error
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Demodulation method combining virtual reference interferometry and minimum mean square error for fiber-optic Fabry–Perot sensors 被引量:1
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作者 桂新旺 Michael Anthony Galle +4 位作者 钱黎 梁伟龙 周次明 欧艺文 范典 《Chinese Optics Letters》 SCIE EI CAS CSCD 2018年第1期30-33,共4页
We propose a cavity length demodulation method that combines virtual reference interferometry(VRI) and minimum mean square error(MMSE) algorithm for fiber-optic Fabry–Perot(F-P) sensors. In contrast to the conv... We propose a cavity length demodulation method that combines virtual reference interferometry(VRI) and minimum mean square error(MMSE) algorithm for fiber-optic Fabry–Perot(F-P) sensors. In contrast to the conventional demodulating method that uses fast Fourier transform(FFT) for cavity length estimation,our method employs the VRI technique to obtain a raw cavity length, which is further refined by the MMSE algorithm. As an experimental demonstration, a fiber-optic F-P sensor based on a sapphire wafer is fabricated for temperature sensing. The VRI-MMSE method is employed to interrogate cavity lengths of the sensor under different temperatures ranging from 28°C to 1000°C. It eliminates the "mode jumping" problem in the FFT-MMSE method and obtains a precision of 4.8 nm, corresponding to a temperature resolution of 2.0°C over a range of 1000°C. The experimental results reveal that the proposed method provides a promising, high precision alternative for demodulating fiber-optic F-P sensors. 展开更多
关键词 VRI Demodulation method combining virtual reference interferometry and minimum mean square error for fiber-optic Fabry Perot sensors
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Revisiting Akaike’s Final Prediction Error and the Generalized Cross Validation Criteria in Regression from the Same Perspective: From Least Squares to Ridge Regression and Smoothing Splines
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作者 Jean Raphael Ndzinga Mvondo Eugène-Patrice Ndong Nguéma 《Open Journal of Statistics》 2023年第5期694-716,共23页
In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived ... In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived from two quite different perspectives. Here, settling on the most commonly accepted definition of the MSPE as the expectation of the squared prediction error loss, we provide theoretical expressions for it, valid for any linear model (LM) fitter, be it under random or non random designs. Specializing these MSPE expressions for each of them, we are able to derive closed formulas of the MSPE for some of the most popular LM fitters: Ordinary Least Squares (OLS), with or without a full column rank design matrix;Ordinary and Generalized Ridge regression, the latter embedding smoothing splines fitting. For each of these LM fitters, we then deduce a computable estimate of the MSPE which turns out to coincide with Akaike’s FPE. Using a slight variation, we similarly get a class of MSPE estimates coinciding with the classical GCV formula for those same LM fitters. 展开更多
关键词 Linear Model mean squared Prediction error Final Prediction error Generalized Cross Validation Least squares Ridge Regression
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融合IMR-WGAN的时序数据修复方法 被引量:1
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作者 孟祥福 马荣国 《小型微型计算机系统》 CSCD 北大核心 2024年第3期641-650,共10页
工业数据由于技术故障和人为因素通常导致数据异常,现有基于约束的方法因约束阈值设置的过于宽松或严格会导致修复错误,基于统计的方法因平滑修复机制导致对时间步长较远的异常值修复准确度较低.针对上述问题,提出了基于奖励机制的最小... 工业数据由于技术故障和人为因素通常导致数据异常,现有基于约束的方法因约束阈值设置的过于宽松或严格会导致修复错误,基于统计的方法因平滑修复机制导致对时间步长较远的异常值修复准确度较低.针对上述问题,提出了基于奖励机制的最小迭代修复和改进WGAN混合模型的时序数据修复方法.首先,在预处理阶段,保留异常数据,进行信息标注等处理,从而充分挖掘异常值与真实值之间的特征约束.其次,在噪声模块提出了近邻参数裁剪规则,用于修正最小迭代修复公式生成的噪声向量.将其传递至模拟分布模块的生成器中,同时设计了一个动态时间注意力网络层,用于提取时序特征权重并与门控循环单元串联组合捕捉不同步长的特征依赖,并引入递归多步预测原理共同提升模型的表达能力;在判别器中设计了Abnormal and Truth奖励机制和Weighted Mean Square Error损失函数共同反向优化生成器修复数据的细节和质量.最后,在公开数据集和真实数据集上的实验结果表明,该方法的修复准确度与模型稳定性显著优于现有方法. 展开更多
关键词 数据修复 改进Wasserstein生成对抗网络 Abnormal and Truth奖励机制 动态时间注意力机制 Weighted mean square error损失函数
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Efficient Mean Estimation in Log-normal Linear Models with First-order Correlated Errors
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作者 Zhang Song Wang De-hui 《Communications in Mathematical Research》 CSCD 2013年第3期271-279,共9页
In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original... In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error (MM) and the asymptotic bias (MB), respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better. 展开更多
关键词 log-normal first-order correlated maximum likelihood two-stage estimation mean squared error
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A Novel Fractional Dengue Transmission Model in the Presence of Wolbachia Using Stochastic Based Artificial Neural Network
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作者 Zeshan Faiz Iftikhar Ahmed +1 位作者 Dumitru Baleanu Shumaila Javeed 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第5期1217-1238,共22页
The purpose of this research work is to investigate the numerical solutions of the fractional dengue transmission model(FDTM)in the presence of Wolbachia using the stochastic-based Levenberg-Marquardt neural network(L... The purpose of this research work is to investigate the numerical solutions of the fractional dengue transmission model(FDTM)in the presence of Wolbachia using the stochastic-based Levenberg-Marquardt neural network(LM-NN)technique.The fractional dengue transmission model(FDTM)consists of 12 compartments.The human population is divided into four compartments;susceptible humans(S_(h)),exposed humans(E_(h)),infectious humans(I_(h)),and recovered humans(R_(h)).Wolbachia-infected and Wolbachia-uninfected mosquito population is also divided into four compartments:aquatic(eggs,larvae,pupae),susceptible,exposed,and infectious.We investigated three different cases of vertical transmission probability(η),namely when Wolbachia-free mosquitoes persist only(η=0.6),when both types of mosquitoes persist(η=0.8),and when Wolbachia-carrying mosquitoes persist only(η=1).The objective of this study is to investigate the effectiveness of Wolbachia in reducing dengue and presenting the numerical results by using the stochastic structure LM-NN approach with 10 hidden layers of neurons for three different cases of the fractional order derivatives(α=0.4,0.6,0.8).LM-NN approach includes a training,validation,and testing procedure to minimize the mean square error(MSE)values using the reference dataset(obtained by solving the model using the Adams-Bashforth-Moulton method(ABM).The distribution of data is 80% data for training,10% for validation,and,10% for testing purpose)results.A comprehensive investigation is accessible to observe the competence,precision,capacity,and efficiency of the suggested LM-NN approach by executing the MSE,state transitions findings,and regression analysis.The effectiveness of the LM-NN approach for solving the FDTM is demonstrated by the overlap of the findings with trustworthy measures,which achieves a precision of up to 10^(-4). 展开更多
关键词 WOLBACHIA DENGUE neural network vertical transmission mean square error LEVENBERG-MARQUARDT
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Performance Analysis of ZF and RZF in Low-Resolution ADC/DAC Massive MIMO Systems
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作者 Talha Younas Shen Jin +4 位作者 Muluneh Mekonnen Gao Mingliang Saqib Saleem Sohaib Tahir Mahrukh Liaqat 《China Communications》 SCIE CSCD 2024年第8期115-126,共12页
Large number of antennas and higher bandwidth usage in massive multiple-input-multipleoutput(MIMO)systems create immense burden on receiver in terms of higher power consumption.The power consumption at the receiver ra... Large number of antennas and higher bandwidth usage in massive multiple-input-multipleoutput(MIMO)systems create immense burden on receiver in terms of higher power consumption.The power consumption at the receiver radio frequency(RF)circuits can be significantly reduced by the application of analog-to-digital converter(ADC)of low resolution.In this paper we investigate bandwidth efficiency(BE)of massive MIMO with perfect channel state information(CSI)by applying low resolution ADCs with Rician fadings.We start our analysis by deriving the additive quantization noise model,which helps to understand the effects of ADC resolution on BE by keeping the power constraint at the receiver in radar.We also investigate deeply the effects of using higher bit rates and the number of BS antennas on bandwidth efficiency(BE)of the system.We emphasize that good bandwidth efficiency can be achieved by even using low resolution ADC by using regularized zero-forcing(RZF)combining algorithm.We also provide a generic analysis of energy efficiency(EE)with different options of bits by calculating the energy efficiencies(EE)using the achievable rates.We emphasize that satisfactory BE can be achieved by even using low-resolution ADC/DAC in massive MIMO. 展开更多
关键词 low-bit analog-digital converter massive(multiple-input-multiple-output)MIMO minimum mean square error(MMSE) regularized zero forcing zero forcing
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Low-complexity signal detection for massive MIMO systems via trace iterative method
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作者 IMRAN A.Khoso ZHANG Xiaofei +2 位作者 ABDUL Hayee Shaikh IHSAN A.Khoso ZAHEER Ahmed Dayo 《Journal of Systems Engineering and Electronics》 SCIE CSCD 2024年第3期549-557,共9页
Linear minimum mean square error(MMSE)detection has been shown to achieve near-optimal performance for massive multiple-input multiple-output(MIMO)systems but inevitably involves complicated matrix inversion,which ent... Linear minimum mean square error(MMSE)detection has been shown to achieve near-optimal performance for massive multiple-input multiple-output(MIMO)systems but inevitably involves complicated matrix inversion,which entails high complexity.To avoid the exact matrix inversion,a considerable number of implicit and explicit approximate matrix inversion based detection methods is proposed.By combining the advantages of both the explicit and the implicit matrix inversion,this paper introduces a new low-complexity signal detection algorithm.Firstly,the relationship between implicit and explicit techniques is analyzed.Then,an enhanced Newton iteration method is introduced to realize an approximate MMSE detection for massive MIMO uplink systems.The proposed improved Newton iteration significantly reduces the complexity of conventional Newton iteration.However,its complexity is still high for higher iterations.Thus,it is applied only for first two iterations.For subsequent iterations,we propose a novel trace iterative method(TIM)based low-complexity algorithm,which has significantly lower complexity than higher Newton iterations.Convergence guarantees of the proposed detector are also provided.Numerical simulations verify that the proposed detector exhibits significant performance enhancement over recently reported iterative detectors and achieves close-to-MMSE performance while retaining the low-complexity advantage for systems with hundreds of antennas. 展开更多
关键词 signal detection LOW-COMPLEXITY linear minimum mean square error(MMSE) massive multiple-input multiple-output(MIMO) trace iterative method(TIM)
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Adaptive Linear Filtering Design with Minimum Symbol Error Probability Criterion 被引量:2
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作者 Sheng Chen 《International Journal of Automation and computing》 EI 2006年第3期291-303,共13页
Adaptive digital filtering has traditionally been developed based on the minimum mean square error (MMSE) criterion and has found ever-increasing applications in communications. This paper presents an alternative ad... Adaptive digital filtering has traditionally been developed based on the minimum mean square error (MMSE) criterion and has found ever-increasing applications in communications. This paper presents an alternative adaptive filtering design based on the minimum symbol error rate (MSER) criterion for communication applications. It is shown that the MSER filtering is smarter, as it exploits the non-Gaussian distribution of filter output effectively. Consequently, it provides significant performance gain in terms of smaller symbol error over the MMSE approach. Adopting Parzen window or kernel density estimation for a probability density function, a block-data gradient adaptive MSER algorithm is derived. A stochastic gradient adaptive MSER algorithm, referred to as the least symbol error rate, is further developed for sample-by-sample adaptive implementation of the MSER filtering. Two applications, involving single-user channel equalization and beamforming assisted receiver, are included to demonstrate the effectiveness and generality of the proposed adaptive MSER filtering approach. 展开更多
关键词 Adaptive filtering mean square error probability density function non-Gaussian distribution Parzen window estimate symbol error rate stochastic gradient algorithm.
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Using self-location to calibrate the errors of observer positions for source localization 被引量:2
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作者 Wanchun Li Wanyi Zhang Liping Li 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2014年第2期194-202,共9页
The uncertainty of observers' positions can lead to significantly degrading in source localization accuracy. This pa-per proposes a method of using self-location for calibrating the positions of observer stations in ... The uncertainty of observers' positions can lead to significantly degrading in source localization accuracy. This pa-per proposes a method of using self-location for calibrating the positions of observer stations in source localization to reduce the errors of the observer positions and improve the accuracy of the source localization. The relative distance measurements of the two coordinative observers are used for the linear minimum mean square error (LMMSE) estimator. The results of computer si-mulations prove the feasibility and effectiveness of the proposed method. With the general estimation errors of observers' positions, the MSE of the source localization with self-location calibration, which is significantly lower than that without self-location calibra-tion, is approximating to the Cramer-Rao lower bound (CRLB). 展开更多
关键词 self-location errors of the observer positions linearminimum mean square error (LMMSE) estimator accuracy of thesource localization Cramer-Rao lower bound (CRLB).
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Comparative Analysis of Machine Learning Models for Stock Price Prediction: Leveraging LSTM for Real-Time Forecasting
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作者 Bijay Gautam Sanif Kandel +1 位作者 Manoj Shrestha Shrawan Thakur 《Journal of Computer and Communications》 2024年第8期52-80,共29页
The research focuses on improving predictive accuracy in the financial sector through the exploration of machine learning algorithms for stock price prediction. The research follows an organized process combining Agil... The research focuses on improving predictive accuracy in the financial sector through the exploration of machine learning algorithms for stock price prediction. The research follows an organized process combining Agile Scrum and the Obtain, Scrub, Explore, Model, and iNterpret (OSEMN) methodology. Six machine learning models, namely Linear Forecast, Naive Forecast, Simple Moving Average with weekly window (SMA 5), Simple Moving Average with monthly window (SMA 20), Autoregressive Integrated Moving Average (ARIMA), and Long Short-Term Memory (LSTM), are compared and evaluated through Mean Absolute Error (MAE), with the LSTM model performing the best, showcasing its potential for practical financial applications. A Django web application “Predict It” is developed to implement the LSTM model. Ethical concerns related to predictive modeling in finance are addressed. Data quality, algorithm choice, feature engineering, and preprocessing techniques are emphasized for better model performance. The research acknowledges limitations and suggests future research directions, aiming to equip investors and financial professionals with reliable predictive models for dynamic markets. 展开更多
关键词 Stock Price Prediction Machine Learning LSTM ARIMA mean squared error
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A Novel Approach for Developing a Linear Regression Model within Logistic Cluster Using Scikit-Learn
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作者 Nwosu Ambrose Gilbert I. O. Aimufua Choji Davou Nyap 《Journal of Data Analysis and Information Processing》 2024年第3期348-369,共22页
Due to the rapid development of logistic industry, transportation cost is also increasing, and finding trends in transportation activities will impact positively in investment in transportation infrastructure. There i... Due to the rapid development of logistic industry, transportation cost is also increasing, and finding trends in transportation activities will impact positively in investment in transportation infrastructure. There is limited literature and data-driven analysis about trends in transportation mode. This thesis delves into the operational challenges of vehicle performance management within logistics clusters, a critical aspect of efficient supply chain operations. It aims to address the issues faced by logistics organizations in optimizing their vehicle fleets’ performance, essential for seamless logistics operations. The study’s core design involves the development of a predictive logistics model based on regression, focused on forecasting, and evaluating vehicle performance in logistics clusters. It encompasses a comprehensive literature review, research methodology, data sources, variables, feature engineering, and model training and evaluation and F-test analysis was done to identify and verify the relationships between attributes and the target variable. The findings highlight the model’s efficacy, with a low mean squared error (MSE) value of 3.42, indicating its accuracy in predicting performance metrics. The high R-squared (R2) score of 0.921 emphasizes its ability to capture relationships between input characteristics and performance metrics. The model’s training and testing accuracy further attest to its reliability and generalization capabilities. In interpretation, this research underscores the practical significance of the findings. The regression-based model provides a practical solution for the logistics industry, enabling informed decisions regarding resource allocation, maintenance planning, and delivery route optimization. This contributes to enhanced overall logistics performance and customer service. By addressing performance gaps and embracing modern logistics technologies, the study supports the ongoing evolution of vehicle performance management in logistics clusters, fostering increased competitiveness and sustainability in the logistics sector. 展开更多
关键词 mean squared error R2 Score F-TEST MSE
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LOW COMPLEXITY LMMSE TURBO EQUALIZATION FOR COMBINED ERROR CONTROL CODED AND LINEARLY PRECODED OFDM
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作者 Qu Daiming Zhu Guangxi 《Journal of Electronics(China)》 2006年第1期1-6,共6页
The turbo equalization approach is studied for Orthogonal Frequency Division Multiplexing (OFDM) system with combined error control coding and linear precoding. While previous literatures employed linear precodcr of... The turbo equalization approach is studied for Orthogonal Frequency Division Multiplexing (OFDM) system with combined error control coding and linear precoding. While previous literatures employed linear precodcr of small size for complexity reasons, this paper proposes to use a linear precoder of size larger than or equal to the maximum length of the equivalent discrete-time channel in order to achieve full frequency diversity and reduce complexities of the error control coder/decoder. Also a low complexity Linear Minimum Mean Square Error (LMMSE) turbo equalizer is derived for the receiver. Through simulation and performance analysis, it is shown that the performance of the proposed scheme over frequency selective fading channel reaches the matched filter bound; compared with the same coded OFDM without linear precoding, the proposed scheme shows an Signal-to-Noise Ratio (SNR) improvement of at least 6dB at a bit error rate of 10 6 over a multipath channel with exponential power delay profile. Convergence behavior of the proposed scheme with turbo equalization using various type of linear precoder/transformer, various interleaver size and error control coder of various constraint length is also investigated. 展开更多
关键词 Orthogonal Frequency Division Multiplexing (OFDM) Linear precoding Turbo equalization Linear Minimum mean square error (LMMSE)
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Performance of cumulant-based rank reduction estimator in presence of unexpected modeling errors
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作者 王鼎 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第3期992-1001,共10页
Compared with the rank reduction estimator(RARE) based on second-order statistics(called SOS-RARE), the RARE based on fourth-order cumulants(referred to as FOC-RARE) can handle more sources and restrain the negative i... Compared with the rank reduction estimator(RARE) based on second-order statistics(called SOS-RARE), the RARE based on fourth-order cumulants(referred to as FOC-RARE) can handle more sources and restrain the negative impacts of the Gaussian colored noise. However, the unexpected modeling errors appearing in practice are known to significantly degrade the performance of the RARE. Therefore, the direction-of-arrival(DOA) estimation performance of the FOC-RARE is quantitatively derived. The explicit expression for direction-finding(DF) error is derived via the first-order perturbation analysis, and then the theoretical formula for the mean square error(MSE) is given. Simulation results demonstrate the validation of the theoretical analysis and reveal that the FOC-RARE is more robust to the unexpected modeling errors than the SOS-RARE. 展开更多
关键词 fourth-order cumulants(FOC) rank reduction estimator(RARE) modeling error mean square error(MSE)
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Modification of Intensive Care Unit Data Using Analytical Hierarchy Process and Fuzzy C-Means Model
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作者 Mohd Saifullah Rusiman Efendi Nasibov +1 位作者 Kavikumar Jacob Robiah Adnan 《Journal of Mathematics and System Science》 2012年第7期399-403,共5页
This paper proposes a proper methodology in data modification by using AHP (analytical hierarchy process) technique and FCM (fuzzy c-mean) model in the ICU (intensive care unit). The binary data were created fro... This paper proposes a proper methodology in data modification by using AHP (analytical hierarchy process) technique and FCM (fuzzy c-mean) model in the ICU (intensive care unit). The binary data were created from continuous data using FCM model, while the continuous data were constructed from binary data using AHP technique. The models used in this study are FCRM (fuzzy c-regression model). A case study in scale of health at the ICU ward using the AI-IP, FCM model and FCRM models was conducted. There are six independent variables in this study. There are four cases which are considered as the result of using AHP technique and FCM model against independent data. After comparing the four cases, it was found that case 4 appeared to be the best model, because it has the lowest MSE (mean square error) value. The original data have the MSE value of 97.33, while the data in case 4 have the MSE value of 82.75. This means that the use of AHP technique can reduce the MSE value, while the use of FCM model can not reduce the MSE value. In other words, it can be proved that the AHP technique can increase the accuracy of prediction in modeling scale of health which is associated with the mortality rate in the ICU. 展开更多
关键词 Analytical hierarchy process fuzzy c-means model fuzzy c-regression models mean square error.
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Generalized Class of Mean Estimators with Known Measures for Outliers Treatment
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作者 Ibrahim M.Almanjahie Amer Ibrahim Al-Omari +1 位作者 Emmanuel J.Ekpenyong Mir Subzar 《Computer Systems Science & Engineering》 SCIE EI 2021年第7期1-15,共15页
In estimation theory,the researchers have put their efforts to develop some estimators of population mean which may give more precise results when adopting ordinary least squares(OLS)method or robust regression techni... In estimation theory,the researchers have put their efforts to develop some estimators of population mean which may give more precise results when adopting ordinary least squares(OLS)method or robust regression techniques for estimating regression coefficients.But when the correlation is negative and the outliers are presented,the results can be distorted and the OLS-type estimators may give misleading estimates or highly biased estimates.Hence,this paper mainly focuses on such issues through the use of non-conventional measures of dispersion and a robust estimation method.Precisely,we have proposed generalized estimators by using the ancillary information of non-conventional measures of dispersion(Gini’s mean difference,Downton’s method and probabilityweighted moment)using ordinary least squares and then finally adopting the Huber M-estimation technique on the suggested estimators.The proposed estimators are investigated in the presence of outliers in both situations of negative and positive correlation between study and auxiliary variables.Theoretical comparisons and real data application are provided to show the strength of the proposed generalized estimators.It is found that the proposed generalized Huber-M-type estimators are more efficient than the suggested generalized estimators under the OLS estimation method considered in this study.The new proposed estimators will be useful in the future for data analysis and making decisions. 展开更多
关键词 Product estimators ratio estimators regression estimators ordinary least square Huber M mean squared error EFFICIENCY
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THE INEFFICIENCY OF THE LEAST SQUARES ESTIMATOR AND ITS BOUND
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作者 杨虎 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 1990年第11期1087-1093,共7页
It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this... It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this paper we propose a new inefficiency of the least squares estimator with the measure of generalized variance and obtain its bound. 展开更多
关键词 inefficiency relative efficiency mean squared error generalized variance matrix derivative best linear unbased estimator
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A Novel Adaptive Kalman Filter Based on Credibility Measure 被引量:3
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作者 Quanbo Ge Xiaoming Hu +2 位作者 Yunyu Li Hongli He Zihao Song 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第1期103-120,共18页
It is quite often that the theoretic model used in the Kalman filtering may not be sufficiently accurate for practical applications,due to the fact that the covariances of noises are not exactly known.Our previous wor... It is quite often that the theoretic model used in the Kalman filtering may not be sufficiently accurate for practical applications,due to the fact that the covariances of noises are not exactly known.Our previous work reveals that in such scenario the filter calculated mean square errors(FMSE)and the true mean square errors(TMSE)become inconsistent,while FMSE and TMSE are consistent in the Kalman filter with accurate models.This can lead to low credibility of state estimation regardless of using Kalman filters or adaptive Kalman filters.Obviously,it is important to study the inconsistency issue since it is vital to understand the quantitative influence induced by the inaccurate models.Aiming at this,the concept of credibility is adopted to discuss the inconsistency problem in this paper.In order to formulate the degree of the credibility,a trust factor is constructed based on the FMSE and the TMSE.However,the trust factor can not be directly computed since the TMSE cannot be found for practical applications.Based on the definition of trust factor,the estimation of the trust factor is successfully modified to online estimation of the TMSE.More importantly,a necessary and sufficient condition is found,which turns out to be the basis for better design of Kalman filters with high performance.Accordingly,beyond trust factor estimation with Sage-Husa technique(TFE-SHT),three novel trust factor estimation methods,which are directly numerical solving method(TFE-DNS),the particle swarm optimization method(PSO)and expectation maximization-particle swarm optimization method(EM-PSO)are proposed.The analysis and simulation results both show that the proposed TFE-DNS is better than the TFE-SHT for the case of single unknown noise covariance.Meanwhile,the proposed EMPSO performs completely better than the EM and PSO on the estimation of the credibility degree and state when both noise covariances should be estimated online. 展开更多
关键词 CREDIBILITY expectation maximization-particle swarm optimization method(EM-PSO) filter calculated mean square errors(MSE) inaccurate models Kalman filter Sage-Husa true MSE(TMSE)
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A Modified Regression Estimator for Single Phase Sampling in the Presence of Observational Errors
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作者 Nujayma M. A. Salim Christopher O. Onyango 《Open Journal of Statistics》 2022年第2期175-187,共13页
In this paper, a regression method of estimation has been used to derive the mean estimate of the survey variable using simple random sampling without replacement in the presence of observational errors. Two covariate... In this paper, a regression method of estimation has been used to derive the mean estimate of the survey variable using simple random sampling without replacement in the presence of observational errors. Two covariates were used and a case where the observational errors were in both the survey variable and the covariates was considered. The inclusion of observational errors was due to the fact that data collected through surveys are often not free from errors that occur during observation. These errors can occur due to over-reporting, under-reporting, memory failure by the respondents or use of imprecise tools of data collection. The expression of mean squared error (MSE) based on the obtained estimator has been derived to the first degree of approximation. The results of a simulation study show that the derived modified regression mean estimator under observational errors is more efficient than the mean per unit estimator and some other existing estimators. The proposed estimator can therefore be used in estimating a finite population mean, while considering observational errors that may occur during a study. 展开更多
关键词 ESTIMATE Regression COVARIATES Single Phase Sampling Observational errors mean squared error
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An Efficient Class of Estimators for the Finite Population Mean in Ranked Set Sampling
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作者 Lakhkar Khan Javid Shabbir 《Open Journal of Statistics》 2016年第3期426-435,共10页
In this paper, we propose a class of estimators for estimating the finite population mean of the study variable under Ranked Set Sampling (RSS) when population mean of the auxiliary variable is known. The bias and Mea... In this paper, we propose a class of estimators for estimating the finite population mean of the study variable under Ranked Set Sampling (RSS) when population mean of the auxiliary variable is known. The bias and Mean Squared Error (MSE) of the proposed class of estimators are obtained to first degree of approximation. It is identified that the proposed class of estimators is more efficient as compared to [1] estimator and several other estimators. A simulation study is carried out to judge the performances of the estimators. 展开更多
关键词 Ranked Set Sampling Auxiliary Variable BIAS mean squared error Relative Efficiency
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