Distributed predefined-time estimator-based affine formation target-enclosing maneuver control for cooperative underactuated quadrotor UAVs with fault-tolerant capabilities

The paper presents a two-layer,disturbance-resistant,and fault-tolerant affine formation maneuver control scheme that accomplishes the surrounding of a dynamic target with multiple underactuated Quadrotor Unmanned Aerial Vehicles(QUAVs).This scheme mainly consists of predefinedtime estimators and fixed-time tracking controllers,with a hybrid Laplacian matrix describing the communication among these QUAVs.At the first layer,we devise predefined time estimators for leading and following QUAVs,enabling accurate estimation of desired information.In the second layer,we initially devise a fixed-time hybrid observer to estimate unknown disturbances and actuator faults.Fixedtime translational tracking controllers are then proposed,and the intermediary control input from these controllers is used to extract the desired attitude and angular velocities for the fixed-time rotational tracking controllers.We employ an exact tracking differentiator to handle variables that are challenging to differentiate directly.The paper includes a demonstration of the control system stability through mathematical proof,as well as the presentation of simulation results and comparative simulations.

Uncertainty and disturbance estimator-based model predictive control for wet flue gas desulphurization system

Wet flue gas desulphurization technology is widely used in the industrial process for its capability of efficient pollution removal.The desulphurization control system,however,is subjected to complex reaction mechanisms and severe disturbances,which make for it difficult to achieve certain practically relevant control goals including emission and economic performances as well as system robustness.To address these challenges,a new robust control scheme based on uncertainty and disturbance estimator(UDE)and model predictive control(MPC)is proposed in this paper.The UDE is used to estimate and dynamically compensate acting disturbances,whereas MPC is deployed for optimal feedback regulation of the resultant dynamics.By viewing the system nonlinearities and unknown dynamics as disturbances,the proposed control framework allows to locally treat the considered nonlinear plant as a linear one.The obtained simulation results confirm that the utilization of UDE makes the tracking error negligibly small,even in the presence of unmodeled dynamics.In the conducted comparison study,the introduced control scheme outperforms both the standard MPC and PID(proportional-integral-derivative)control strategies in terms of transient performance and robustness.Furthermore,the results reveal that a lowpass-filter time constant has a significant effect on the robustness and the convergence range of the tracking error.

NADARAYA-WATSON ESTIMATORS FOR REFLECTED STOCHASTIC PROCESSES

We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed process,are considered.Under certain conditions,we prove the strong consistency and the asymptotic normality of the two estimators.Our method is also suitable for one-sided reflected stochastic differential equations.Simulation results demonstrate that the performance of our estimator is superior to that of the estimator proposed by Cholaquidis et al.(Stat Sin,2021,31:29-51).Several real data sets of the currency exchange rate are used to illustrate our proposed methodology.

Asymptotic normality of error density estimator in stationary and explosive autoregressive models

In this paper,we consider the limit distribution of the error density function estima-tor in the rst-order autoregressive models with negatively associated and positively associated random errors.Under mild regularity assumptions,some asymptotic normality results of the residual density estimator are obtained when the autoregressive models are stationary process and explosive process.In order to illustrate these results,some simulations such as con dence intervals and mean integrated square errors are provided in this paper.It shows that the residual density estimator can replace the density\estimator"which contains errors.

A New Class of Biased Linear Estimators in Deficient-rank Linear Models

In this paper, we define a new class of biased linear estimators of the vector of unknown parameters in the deficient_rank linear model based on the spectral decomposition expression of the best linear minimun bias estimator. Some important properties are discussed. By appropriate choices of bias parameters, we construct many interested and useful biased linear estimators, which are the extension of ordinary biased linear estimators in the full_rank linear model to the deficient_rank linear model. At last, we give a numerical example in geodetic adjustment.

Estimator of Scale Parameter in a Subclass of the Exponential Family under Symmetric Entropy Loss

In this paper we investigate the estimator for the rth power of the scale parameter in a class of exponential family under symmetric entropy loss L（θ, δ） = v（θ/δ ＋ δ/θ - 2）. An exact form of the minimum risk equivariant estimator under symmetric entropy loss is given, and the minimaxity of the minimum risk equivariant estimator is proved. The results with regard to admissibility and inadmissibility of a class of linear estimators of the form cT（X） ＋ d are given, where T（X） Gamma（v, θ）.

Generalized Class of Mean Estimators with Known Measures for Outliers Treatment

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.

Robustness of Minimum Norm Quadratic Unbiased Estimator of Variance Under the General Linear Model

Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are derived. Further, when the Gauss? Markov estimators and the ordinary least squares estimator are identical, a relative simply equivalent condition is obtained. At last, this condition is applied to an interesting example.

A KERNEL ESTIMATOR OF A DENSITY FUNCTION IN MULTIVARIATE CASE FROM RANDOMLY CENSORED DATA

A kernel density estimator is proposed when tile data are subject to censorship in multivariate case. The asymptotic normality, strong convergence and asymptotic optimal bandwidth which minimize the mean square error of the estimator are studied.

Separate-Type Estimators for Estimating Population Ratio in Post-Stratified Sampling Using Variable Transformation

The study proposes, along the line of [1], six separate-type estimators for estimating the population ratio of two variables in post-stratified sampling, using variable transformation. Properties of the proposed estimators were obtained up to first order approximations, both for achieved sample configurations (conditional argument) and over repeated samples of fixed size n (unconditional argument). Efficiency conditions, under which the proposed separate-type estimators would perform better than the associated customary separate-type estimators in terms of having smaller mean squared errors, were obtained. Furthermore, conditions under which some of the proposed separate-type estimators would perform better than other proposed separate-type estimators were also obtained. The optimum estimators among the proposed separate-type estimators were obtained and an empirical illustration confirmed the theoretical results.

A Geometric Approach to Conditioning and the Search for Minimum Variance Unbiased Estimators

Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that this technique resides in the structure of an inner product space. The technique uses conditioning of an unbiased estimator on a sufficient statistic. This procedure is founded upon the conditional variance formula, which leads to an inner product space and a geometric interpretation. The example clearly illustrates the dependence on the sampling methodology. These advantages show the power and centrality of this process.

Robust Estimators for Poisson Regression

The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation study to assess the performance of a suggested estimator compared to the maximum likelihood estimator and some robust methods. The result shows that, in general, all robust methods in this paper perform better than the classical maximum likelihood estimators when the model contains outliers. The proposed estimators showed the best performance compared to other robust estimators.

An Analysis of Two-Dimensional Image Data Using a Grouping Estimator

Machine learning methods, one type of methods used in artificial intelligence, are now widely used to analyze two-dimensional (2D) images in various fields. In these analyses, estimating the boundary between two regions is basic but important. If the model contains stochastic factors such as random observation errors, determining the boundary is not easy. When the probability distributions are mis-specified, ordinal methods such as probit and logit maximum likelihood estimators (MLE) have large biases. The grouping estimator is a semiparametric estimator based on the grouping of data that does not require specific probability distributions. For 2D images, the grouping is simple. Monte Carlo experiments show that the grouping estimator clearly improves the probit MLE in many cases. The grouping estimator essentially makes the resolution density lower, and the present findings imply that methods using low-resolution image analyses might not be the proper ones in high-density image analyses. It is necessary to combine and compare the results of high- and low-resolution image analyses. The grouping estimator may provide theoretical justifications for such analysis.

On the Restricted Almost Unbiased Ridge Estimator in Logistic Regression

In this article, the restricted almost unbiased ridge logistic estimator (RAURLE) is proposed to estimate the parameter in a logistic regression model with exact linear re-strictions when there exists multicollinearity among explanatory variables. The performance of the proposed estimator over the maximum likelihood estimator (MLE), ridge logistic estimator (RLE), almost unbiased ridge logistic estimator (AURLE), and restricted maximum likelihood estimator (RMLE) with respect to different ridge parameters is investigated through a simulation study in terms of scalar mean square error.

MODERATE DEVIATIONS AND LARGEDE VIATIONS FOR A TEST OF SYMMETRY BASED ON KERNEL DENSITY ESTIMATOR

Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove moderate deviations and large deviations for the statistic sup ｜fn（x） - fn（-x） ｜.

EXACT MAXIMUM LIKELIHOOD ESTIMATOR FOR DRIFT FRACTIONAL BROWNIAN MOTION AT DISCRETE OBSERVATION

This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.

基于Zipf Estimator的Deep Web最佳查询词选择

Deep Web的查询中,关键词的选择是一个关键问题。文中针对查询Deep Web中的文本数据库,对查询词的选择作出一些研究。将Zipf Estimator应用于根据查询词的频率选择词条的方法中,提出了用部分文档中的查询词的排序来得出整个文档集中查询词的排序的方法。将Zipf Estimator运用于查询词的选择,减少查询词选择时的运算量,以较少的查询次数得到较多的查询结果。测试结果证明了Zipf Estimator运用于查询词的选择可有效提高查询Deep Web中的文本数据库的效率。

LEAST SQUARES ESTIMATOR FOR PATH-DEPENDENT MCKEAN-VLASOV SDES VIA DISCRETE-TIME OBSERVATIONS

In this article, we are interested in least squares estimator for a class of pathdependent McKean-Vlasov stochastic differential equations (SDEs). More precisely, we investigate the consistency and asymptotic distribution of the least squares estimator for the unknown parameters involved by establishing an appropriate contrast function. Comparing to the existing results in the literature, the innovations of this article lie in three aspects:(i) We adopt a tamed Euler-Maruyama algorithm to establish the contrast function under the monotone condition, under which the Euler-Maruyama scheme no longer works;(ii) We take the advantage of linear interpolation with respect to the discrete-time observations to approximate the functional solution;(iii) Our model is more applicable and practice as we are dealing with SDEs with irregular coefficients (for example, Holder continuous) and pathdistribution dependent.

Adaptive coherence estimator based on the Krylov subspace technique for airborne radar

A novel adaptive detector for airborne radar space-time adaptive detection （STAD） in partially homogeneous environments is proposed. The novel detector combines the numerically stable Krylov subspace technique and diagonal loading technique, and it uses the framework of the adaptive coherence estimator （ACE）. It can effectively detect a target with low sample support. Compared with its natural competitors, the novel detector has higher proba- bility of detection （PD）, especially when the number of the training data is low. Moreover, it is shown to be practically constant false alarm rate （CFAR）.

ESTIMATORS AND SOME BEHAVIORS FORA PARTIALLY LINEAR MODEL WITH CENSORED DATA

This paper considers the local linear regression estimators for partially linear model with censored data. Which have some nice large-sample behaviors and are easy to implement. By many simulation runs, the author also found that the estimators show remarkable in the small sample case yet.