In order to obtain the life information of the vacuum fluorescent display (VFD) in a short time, a model of constant stress accelerated life tests (CSALT) is established with its filament temperature increased, an...In order to obtain the life information of the vacuum fluorescent display (VFD) in a short time, a model of constant stress accelerated life tests (CSALT) is established with its filament temperature increased, and four constant stress tests are conducted. The Weibull function is applied to describe the life distribution of the VFD, and the maximum likelihood estimation (MLE) and its iterative flow chart are used to calculate the shape parameters and the scale parameters. Furthermore, the accelerated life equation is determined by the least square method, the Kolmogorov-Smirnov test is performed to verify whether the VFD life meets the Weibull distribution or not, and selfdeveloped software is employed to predict the average life and the reliable life. Statistical data analysis results demonstrate that the test plans are feasible and versatile, that the VFD life follows the Weibull distribution, and that the VFD accelerated model satisfies the linear Arrhenius equation. The proposed method and the estimated life information of the VFD can provide some significant guideline to its manufacturers and customers.展开更多
By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of ...By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.展开更多
This paper presents a closed-form robust phase correlation based algorithm for performing image registration to subpixel accuracy.The subpixel translational shift information is directly obtained from the phase of the...This paper presents a closed-form robust phase correlation based algorithm for performing image registration to subpixel accuracy.The subpixel translational shift information is directly obtained from the phase of the normalized cross power spectrum by using Maximum Likelihood Estimation(MLE).The proposed algorithm also has slighter time complexity.Experimental results show that the proposed algorithm yields superior registration precision on the Cramér-Rao Bound(CRB) in the presence of aliasing and noise.展开更多
Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. Th...Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.展开更多
The performance degradation of an orthogonal frequency division multiplexing (OFDM) systems due to clock synchronization error is analyzed and a pilot-aided maximum likelihood (ML) estimating method is proposed to cor...The performance degradation of an orthogonal frequency division multiplexing (OFDM) systems due to clock synchronization error is analyzed and a pilot-aided maximum likelihood (ML) estimating method is proposed to correct it. The proposed algorithm enables clock synchronization error estimation from a pilot whose duration is only two symbol periods. The study shows that this method is simple and exact. The clock synchronization error can be corrected almost entirely.展开更多
The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communic...The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communication fields.The joint polarization and direction-of-arrival(DOA)estimation based on the conformal array and the theoretical analysis of its parameter estimation performance are the key factors to promote the engineering application of the conformal array.To solve these problems,this paper establishes the wave field signal model of the conformal array.Then,for the case of a single target,the cost function of the maximum likelihood(ML)estimator is rewritten with Rayleigh quotient from a problem of maximizing the ratio of quadratic forms into those of minimizing quadratic forms.On this basis,rapid parameter estimation is achieved with the idea of manifold separation technology(MST).Compared with the modified variable projection(MVP)algorithm,it reduces the computational complexity and improves the parameter estimation performance.Meanwhile,the MST is used to solve the partial derivative of the steering vector.Then,the theoretical performance of ML,the multiple signal classification(MUSIC)estimator and Cramer-Rao bound(CRB)based on the conformal array are derived respectively,which provides theoretical foundation for the engineering application of the conformal array.Finally,the simulation experiment verifies the effectiveness of the proposed method.展开更多
To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. ...To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. By simplifying the objective function of maximum likelihood estimation, the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window. Since it avoids the correlation matrix computation, the algorithm significantly reduces the storage requirement and the computation complexity. Simulations show that it is a fast convergent algorithm, and can perform well in low signal to noise ratio (SNR).展开更多
Target tracking using wireless sensor networks requires efficient collaboration among sensors to tradeoff between energy consumption and tracking accuracy. This paper presents a collaborative target tracking approach ...Target tracking using wireless sensor networks requires efficient collaboration among sensors to tradeoff between energy consumption and tracking accuracy. This paper presents a collaborative target tracking approach in wire- less sensor networks using the combination of maximum likelihood estimation and the Kalman filter. The cluster leader converts the received nonlinear distance measurements into linear observation model and approximates the covariance of the converted measurement noise using maximum likelihood estimation, then applies Kalman filter to recursively update the target state estimate using the converted measurements. Finally, a measure based on the Fisher information matrix of maximum likelihood estimation is used by the leader to select the most informative sensors as a new tracking cluster for further tracking. The advantages of the proposed collaborative tracking approach are demonstrated via simulation results.展开更多
Maximum likelihood estimation(MLE)is an effective method for localizing radioactive sources in a given area.However,it requires an exhaustive search for parameter estimation,which is time-consuming.In this study,heuri...Maximum likelihood estimation(MLE)is an effective method for localizing radioactive sources in a given area.However,it requires an exhaustive search for parameter estimation,which is time-consuming.In this study,heuristic techniques were employed to search for radiation source parameters that provide the maximum likelihood by using a network of sensors.Hence,the time consumption of MLE would be effectively reduced.First,the radiation source was detected using the k-sigma method.Subsequently,the MLE was applied for parameter estimation using the readings and positions of the detectors that have detected the radiation source.A comparative study was performed in which the estimation accuracy and time consump-tion of the MLE were evaluated for traditional methods and heuristic techniques.The traditional MLE was performed via a grid search method using fixed and multiple resolutions.Additionally,four commonly used heuristic algorithms were applied:the firefly algorithm(FFA),particle swarm optimization(PSO),ant colony optimization(ACO),and artificial bee colony(ABC).The experiment was conducted using real data collected by the Low Scatter Irradiator facility at the Savannah River National Laboratory as part of the Intelligent Radiation Sensing System program.The comparative study showed that the estimation time was 3.27 s using fixed resolution MLE and 0.59 s using multi-resolution MLE.The time consumption for the heuristic-based MLE was 0.75,0.03,0.02,and 0.059 s for FFA,PSO,ACO,and ABC,respectively.The location estimation error was approximately 0.4 m using either the grid search-based MLE or the heuristic-based MLE.Hence,heuristic-based MLE can provide comparable estimation accuracy through a less time-consuming process than traditional MLE.展开更多
Traditional frame synchronization methods for underwater acoustic communication(UWAC) merely depend on correlation coefficient when synchronization signal detection is concerned and,hence,false triggering and missed s...Traditional frame synchronization methods for underwater acoustic communication(UWAC) merely depend on correlation coefficient when synchronization signal detection is concerned and,hence,false triggering and missed synchronization can hardly be avoided in complex UWAC channels.In order to solve this problem,firstly,we analyze the effects of interference from noise,multipath and Doppler on frame synchronization;then we propose a new frame synchronization scheme based on parameter estimation.By exploiting the parameter estimation technique,we detect the synchronization signal according to the estimated parameters,thus the false triggering rate and missed synchronization rate can be reduced.We also simplify the maximum likelihood estimation to reduce computational cost.Simulation results indicate that this new scheme outperforms the traditional method in terms of delay resolution and correlation coefficient.Both static and mobile communication experimental results show that the correlation coefficient of the new scheme is higher than that of the traditional one.Moreover,the detection ability of the receiver is improved,which helps to avoid false triggering and missed synchronization.展开更多
To break through the limitations of traditional discriminators used in vector tracking loops, this paper presents an iterative maximum likelihood estimation(IMLE) method for extracting navigation state errors from mul...To break through the limitations of traditional discriminators used in vector tracking loops, this paper presents an iterative maximum likelihood estimation(IMLE) method for extracting navigation state errors from multi-satellite signals. The IMLE method takes into account both computational cost and estimation accuracy. The associated gradient vector and Hessian matrix of the MLE cost function are derived. The characteristics of the proposed joint discriminator are analyzed based on the properties of the MLE cost function,gradient vector, and Hessian matrix. The effectiveness of IMLE is verified by Monte Carlo simulation.展开更多
Scenario generations for renewable energy sources and loads play an important role in the stable operation and risk assessment of integrated energy systems.This paper proposes a deep generative network based method to...Scenario generations for renewable energy sources and loads play an important role in the stable operation and risk assessment of integrated energy systems.This paper proposes a deep generative network based method to model time-series curves,e.g.,power generation curves and load curves,of renewable energy sources and loads based on implicit maximum likelihood estimations(IMLEs),which can generate realistic scenarios with similar patterns as real ones.After training the model,any number of new scenarios can be obtained by simply inputting Gaussian noises into the data generator of IMLEs.The proposed approach does not require any model assumptions or prior knowledge of the form in the likelihood function being made during the training process,which leads to stronger applicability than explicit density model based methods.The extensive experiments show that the IMLEs accurately capture the complex shapes,frequency-domain characteristics,probability distributions,and correlations of renewable energy sources and loads.Moreover,the proposed approach can be easily generalized to scenario generation tasks of various renewable energy sources and loads by fine-tuning parameters and structures.展开更多
This article proposes a method for fitting models subject to a convex and log-convex constraint on the probability vector of a product multinomial (binomial) distribution. We present an iterative algorithm for findi...This article proposes a method for fitting models subject to a convex and log-convex constraint on the probability vector of a product multinomial (binomial) distribution. We present an iterative algorithm for finding the restricted maximum likelihood estimates (MLEs) of the probability vector and show that the algorithm converges to the true solution. Some examples are discussed to illustrate the method.展开更多
A method has been developed in this paper to gain effective speckle reduction in medical ultrasound images. To exploit full knowledge of the speckle distribution, here maximum likelihood was used to estimate speckle p...A method has been developed in this paper to gain effective speckle reduction in medical ultrasound images. To exploit full knowledge of the speckle distribution, here maximum likelihood was used to estimate speckle parameters corresponding to its statistical mode. Then the results were incorporated into the nonlinear anisotropic diffusion to achieve adaptive speckle reduction. Verified with simulated and ultrasound images, we show that this algorithm is capable of enhancing features of clinical interest and reduces speckle noise more efficiently than just applying classical filters. To avoid edge contribution, changes of contrast-to-noise ratio of different regions are also compared to investigate the performance of this approach.展开更多
Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In mos...Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In most cases mutual independence among the variables is assumed, however this fails to take into accounts the correlation between the outcomes of interests. A special bivariate form of the multivariate Lagrange family of distribution, names Generalized Bivariate Poisson Distribution, is considered in this paper. Objectives: We estimate the model parameters using the method of maximum likelihood and show that the model fits the count variables representing components of metabolic syndrome in spousal pairs. We use the likelihood local score to test the significance of the correlation between the counts. We also construct confidence interval on the ratio of the two correlated Poisson means. Methods: Based on a random sample of pairs of count data, we show that the score test of independence is locally most powerful. We also provide a formula for sample size estimation for given level of significance and given power. The confidence intervals on the ratio of correlated Poisson means are constructed using the delta method, the Fieller’s theorem, and the nonparametric bootstrap. We illustrate the methodologies on metabolic syndrome data collected from 4000 spousal pairs. Results: The bivariate Poisson model fitted the metabolic syndrome data quite satisfactorily. Moreover, the three methods of confidence interval estimation were almost identical, meaning that they have the same interval width.展开更多
A diagnostic procedure based on maximum likelihood estimation, to study the convergence of the Markov chain produced by Gibbs sampler, is presented. The unbiasedness, consistent and asymptotic normality are considered...A diagnostic procedure based on maximum likelihood estimation, to study the convergence of the Markov chain produced by Gibbs sampler, is presented. The unbiasedness, consistent and asymptotic normality are considered for the estimation of the parameters produced by the procedure. An example is provided to illustrate the procedure, and the numerical result is consistent with the theoretical one.展开更多
The environment of the wireless communication system in the coal mine has unique characteristics: great noise, strong multiple path interference, and the wireless communication of orthogonal frequency division multip...The environment of the wireless communication system in the coal mine has unique characteristics: great noise, strong multiple path interference, and the wireless communication of orthogonal frequency division multiplexing (OFDM) in underground coal mine is sensitive to the frequency selection of multiple path fading channel, whose decoding is separated from the traditional channel estimation algorithm. In order to increase its accuracy and reliability, a new iterating channel estimation algorithm combining the logarithm likelihood ratio (LLR) decode iterate based on the maximum likelihood estimation (ML) is proposed in this paper, which estimates iteration channel in combination with LLR decode. Without estimating the channel noise power, it exchanges the information between the ML channel estimation and the LLR decode using the feedback information of LLR decode. The decoding speed is very quick, and the satisfied result will be obtained by iterating in some time. The simulation results of the shortwave broadband channel in the coal mine show that the error rate of the system is basically convergent after the iteration in two times.展开更多
For two normal populations with unknown means μi and variances σi2 > 0, i = 1,2, assume that there is a semi-order restriction between ratios of means and standard deviations and sample numbers of two normal popu...For two normal populations with unknown means μi and variances σi2 > 0, i = 1,2, assume that there is a semi-order restriction between ratios of means and standard deviations and sample numbers of two normal populations are different. A procedure of obtaining the maximum likelihood estimators of μi’s and σi’s under the semi-order restrictions is proposed. For i = 3 case, some connected results and simulations are given.展开更多
A blind adaptive scheme is proposed for joint maximum likelihood (ML) channel estimation and data detection of singleinput multiple-output (SIMO) systems. The joint ML optimisation over channel and data is decompo...A blind adaptive scheme is proposed for joint maximum likelihood (ML) channel estimation and data detection of singleinput multiple-output (SIMO) systems. The joint ML optimisation over channel and data is decomposed into an iterative optimisation loop. An efficient global optimisation algorithm called the repeated weighted boosting search is employed at the upper level to optimally identify the unknown SIMO channel model, and the Viterbi algorithm is used at the lower level to produce the maximum likelihood sequence estimation of the unknown data sequence. A simulation example is used to demonstrate the effectiveness of this joint ML optimisation scheme for blind adaptive SIMO systems.展开更多
基金Undergraduate Education High land Construction Project of Shanghaithe Key Course Construction of Shanghai Education Committee (No.20075302)the Key Technology R&D Program of Shanghai Municipality (No.08160510600)
文摘In order to obtain the life information of the vacuum fluorescent display (VFD) in a short time, a model of constant stress accelerated life tests (CSALT) is established with its filament temperature increased, and four constant stress tests are conducted. The Weibull function is applied to describe the life distribution of the VFD, and the maximum likelihood estimation (MLE) and its iterative flow chart are used to calculate the shape parameters and the scale parameters. Furthermore, the accelerated life equation is determined by the least square method, the Kolmogorov-Smirnov test is performed to verify whether the VFD life meets the Weibull distribution or not, and selfdeveloped software is employed to predict the average life and the reliable life. Statistical data analysis results demonstrate that the test plans are feasible and versatile, that the VFD life follows the Weibull distribution, and that the VFD accelerated model satisfies the linear Arrhenius equation. The proposed method and the estimated life information of the VFD can provide some significant guideline to its manufacturers and customers.
文摘By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.
文摘This paper presents a closed-form robust phase correlation based algorithm for performing image registration to subpixel accuracy.The subpixel translational shift information is directly obtained from the phase of the normalized cross power spectrum by using Maximum Likelihood Estimation(MLE).The proposed algorithm also has slighter time complexity.Experimental results show that the proposed algorithm yields superior registration precision on the Cramér-Rao Bound(CRB) in the presence of aliasing and noise.
基金National CNC Special Project,China(No.2010ZX04001-032)the Youth Science and Technology Foundation of Gansu Province,China(No.145RJYA307)
文摘Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.
文摘The performance degradation of an orthogonal frequency division multiplexing (OFDM) systems due to clock synchronization error is analyzed and a pilot-aided maximum likelihood (ML) estimating method is proposed to correct it. The proposed algorithm enables clock synchronization error estimation from a pilot whose duration is only two symbol periods. The study shows that this method is simple and exact. The clock synchronization error can be corrected almost entirely.
基金the National Natural Science Foundation of China(62071144,61971159,61871149).
文摘The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communication fields.The joint polarization and direction-of-arrival(DOA)estimation based on the conformal array and the theoretical analysis of its parameter estimation performance are the key factors to promote the engineering application of the conformal array.To solve these problems,this paper establishes the wave field signal model of the conformal array.Then,for the case of a single target,the cost function of the maximum likelihood(ML)estimator is rewritten with Rayleigh quotient from a problem of maximizing the ratio of quadratic forms into those of minimizing quadratic forms.On this basis,rapid parameter estimation is achieved with the idea of manifold separation technology(MST).Compared with the modified variable projection(MVP)algorithm,it reduces the computational complexity and improves the parameter estimation performance.Meanwhile,the MST is used to solve the partial derivative of the steering vector.Then,the theoretical performance of ML,the multiple signal classification(MUSIC)estimator and Cramer-Rao bound(CRB)based on the conformal array are derived respectively,which provides theoretical foundation for the engineering application of the conformal array.Finally,the simulation experiment verifies the effectiveness of the proposed method.
基金supported by Joint Foundation of and China Academy of Engineering Physical (10676006)
文摘To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. By simplifying the objective function of maximum likelihood estimation, the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window. Since it avoids the correlation matrix computation, the algorithm significantly reduces the storage requirement and the computation complexity. Simulations show that it is a fast convergent algorithm, and can perform well in low signal to noise ratio (SNR).
基金supported by the National Natural Science Foundation for Distinguished Young Scholars of China (No. 60825304)the National Basic Research Development Program of China (973 Program) (No. 2009cb320600)the Open Project of State Key Laboratory of Industrial Control Technology (ICT1006)
文摘Target tracking using wireless sensor networks requires efficient collaboration among sensors to tradeoff between energy consumption and tracking accuracy. This paper presents a collaborative target tracking approach in wire- less sensor networks using the combination of maximum likelihood estimation and the Kalman filter. The cluster leader converts the received nonlinear distance measurements into linear observation model and approximates the covariance of the converted measurement noise using maximum likelihood estimation, then applies Kalman filter to recursively update the target state estimate using the converted measurements. Finally, a measure based on the Fisher information matrix of maximum likelihood estimation is used by the leader to select the most informative sensors as a new tracking cluster for further tracking. The advantages of the proposed collaborative tracking approach are demonstrated via simulation results.
文摘Maximum likelihood estimation(MLE)is an effective method for localizing radioactive sources in a given area.However,it requires an exhaustive search for parameter estimation,which is time-consuming.In this study,heuristic techniques were employed to search for radiation source parameters that provide the maximum likelihood by using a network of sensors.Hence,the time consumption of MLE would be effectively reduced.First,the radiation source was detected using the k-sigma method.Subsequently,the MLE was applied for parameter estimation using the readings and positions of the detectors that have detected the radiation source.A comparative study was performed in which the estimation accuracy and time consump-tion of the MLE were evaluated for traditional methods and heuristic techniques.The traditional MLE was performed via a grid search method using fixed and multiple resolutions.Additionally,four commonly used heuristic algorithms were applied:the firefly algorithm(FFA),particle swarm optimization(PSO),ant colony optimization(ACO),and artificial bee colony(ABC).The experiment was conducted using real data collected by the Low Scatter Irradiator facility at the Savannah River National Laboratory as part of the Intelligent Radiation Sensing System program.The comparative study showed that the estimation time was 3.27 s using fixed resolution MLE and 0.59 s using multi-resolution MLE.The time consumption for the heuristic-based MLE was 0.75,0.03,0.02,and 0.059 s for FFA,PSO,ACO,and ABC,respectively.The location estimation error was approximately 0.4 m using either the grid search-based MLE or the heuristic-based MLE.Hence,heuristic-based MLE can provide comparable estimation accuracy through a less time-consuming process than traditional MLE.
基金supported by the National Natural Science Foundation of China(61431020)
文摘Traditional frame synchronization methods for underwater acoustic communication(UWAC) merely depend on correlation coefficient when synchronization signal detection is concerned and,hence,false triggering and missed synchronization can hardly be avoided in complex UWAC channels.In order to solve this problem,firstly,we analyze the effects of interference from noise,multipath and Doppler on frame synchronization;then we propose a new frame synchronization scheme based on parameter estimation.By exploiting the parameter estimation technique,we detect the synchronization signal according to the estimated parameters,thus the false triggering rate and missed synchronization rate can be reduced.We also simplify the maximum likelihood estimation to reduce computational cost.Simulation results indicate that this new scheme outperforms the traditional method in terms of delay resolution and correlation coefficient.Both static and mobile communication experimental results show that the correlation coefficient of the new scheme is higher than that of the traditional one.Moreover,the detection ability of the receiver is improved,which helps to avoid false triggering and missed synchronization.
基金supported by National High Technology Research and Development Program of China(863)(Grant No.2013AA1548)
文摘To break through the limitations of traditional discriminators used in vector tracking loops, this paper presents an iterative maximum likelihood estimation(IMLE) method for extracting navigation state errors from multi-satellite signals. The IMLE method takes into account both computational cost and estimation accuracy. The associated gradient vector and Hessian matrix of the MLE cost function are derived. The characteristics of the proposed joint discriminator are analyzed based on the properties of the MLE cost function,gradient vector, and Hessian matrix. The effectiveness of IMLE is verified by Monte Carlo simulation.
文摘Scenario generations for renewable energy sources and loads play an important role in the stable operation and risk assessment of integrated energy systems.This paper proposes a deep generative network based method to model time-series curves,e.g.,power generation curves and load curves,of renewable energy sources and loads based on implicit maximum likelihood estimations(IMLEs),which can generate realistic scenarios with similar patterns as real ones.After training the model,any number of new scenarios can be obtained by simply inputting Gaussian noises into the data generator of IMLEs.The proposed approach does not require any model assumptions or prior knowledge of the form in the likelihood function being made during the training process,which leads to stronger applicability than explicit density model based methods.The extensive experiments show that the IMLEs accurately capture the complex shapes,frequency-domain characteristics,probability distributions,and correlations of renewable energy sources and loads.Moreover,the proposed approach can be easily generalized to scenario generation tasks of various renewable energy sources and loads by fine-tuning parameters and structures.
基金Supported by the National Natural Science Foundation of China(No.11071008)Scientific Foundations of Beijing Jiaotong University(No.2012JBM105)
文摘This article proposes a method for fitting models subject to a convex and log-convex constraint on the probability vector of a product multinomial (binomial) distribution. We present an iterative algorithm for finding the restricted maximum likelihood estimates (MLEs) of the probability vector and show that the algorithm converges to the true solution. Some examples are discussed to illustrate the method.
基金This research was supported by National Natural Science Foundation of China under Grant N0.39970209.
文摘A method has been developed in this paper to gain effective speckle reduction in medical ultrasound images. To exploit full knowledge of the speckle distribution, here maximum likelihood was used to estimate speckle parameters corresponding to its statistical mode. Then the results were incorporated into the nonlinear anisotropic diffusion to achieve adaptive speckle reduction. Verified with simulated and ultrasound images, we show that this algorithm is capable of enhancing features of clinical interest and reduces speckle noise more efficiently than just applying classical filters. To avoid edge contribution, changes of contrast-to-noise ratio of different regions are also compared to investigate the performance of this approach.
文摘Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In most cases mutual independence among the variables is assumed, however this fails to take into accounts the correlation between the outcomes of interests. A special bivariate form of the multivariate Lagrange family of distribution, names Generalized Bivariate Poisson Distribution, is considered in this paper. Objectives: We estimate the model parameters using the method of maximum likelihood and show that the model fits the count variables representing components of metabolic syndrome in spousal pairs. We use the likelihood local score to test the significance of the correlation between the counts. We also construct confidence interval on the ratio of the two correlated Poisson means. Methods: Based on a random sample of pairs of count data, we show that the score test of independence is locally most powerful. We also provide a formula for sample size estimation for given level of significance and given power. The confidence intervals on the ratio of correlated Poisson means are constructed using the delta method, the Fieller’s theorem, and the nonparametric bootstrap. We illustrate the methodologies on metabolic syndrome data collected from 4000 spousal pairs. Results: The bivariate Poisson model fitted the metabolic syndrome data quite satisfactorily. Moreover, the three methods of confidence interval estimation were almost identical, meaning that they have the same interval width.
文摘A diagnostic procedure based on maximum likelihood estimation, to study the convergence of the Markov chain produced by Gibbs sampler, is presented. The unbiasedness, consistent and asymptotic normality are considered for the estimation of the parameters produced by the procedure. An example is provided to illustrate the procedure, and the numerical result is consistent with the theoretical one.
文摘The environment of the wireless communication system in the coal mine has unique characteristics: great noise, strong multiple path interference, and the wireless communication of orthogonal frequency division multiplexing (OFDM) in underground coal mine is sensitive to the frequency selection of multiple path fading channel, whose decoding is separated from the traditional channel estimation algorithm. In order to increase its accuracy and reliability, a new iterating channel estimation algorithm combining the logarithm likelihood ratio (LLR) decode iterate based on the maximum likelihood estimation (ML) is proposed in this paper, which estimates iteration channel in combination with LLR decode. Without estimating the channel noise power, it exchanges the information between the ML channel estimation and the LLR decode using the feedback information of LLR decode. The decoding speed is very quick, and the satisfied result will be obtained by iterating in some time. The simulation results of the shortwave broadband channel in the coal mine show that the error rate of the system is basically convergent after the iteration in two times.
基金the National Natural Science Foundation of China (No.10431010)the Science Foundation of the Educational Department of Liaoning Province (No. 20060409)
文摘For two normal populations with unknown means μi and variances σi2 > 0, i = 1,2, assume that there is a semi-order restriction between ratios of means and standard deviations and sample numbers of two normal populations are different. A procedure of obtaining the maximum likelihood estimators of μi’s and σi’s under the semi-order restrictions is proposed. For i = 3 case, some connected results and simulations are given.
文摘A blind adaptive scheme is proposed for joint maximum likelihood (ML) channel estimation and data detection of singleinput multiple-output (SIMO) systems. The joint ML optimisation over channel and data is decomposed into an iterative optimisation loop. An efficient global optimisation algorithm called the repeated weighted boosting search is employed at the upper level to optimally identify the unknown SIMO channel model, and the Viterbi algorithm is used at the lower level to produce the maximum likelihood sequence estimation of the unknown data sequence. A simulation example is used to demonstrate the effectiveness of this joint ML optimisation scheme for blind adaptive SIMO systems.