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
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 ...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.展开更多
This paper considers the asymptotic efficiency of the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic disturbances. The MLE under the normality assumption (BC MLE) is a con...This paper considers the asymptotic efficiency of the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic disturbances. The MLE under the normality assumption (BC MLE) is a consistent and asymptotically efficient estimator if the “small ” condition is satisfied and the number of parameters is finite. However, the BC MLE cannot be asymptotically efficient and its rate of convergence is slower than ordinal order when the number of parameters goes to infinity. Anew consistent estimator of order is proposed. One important implication of this study is that estimation methods should be carefully chosen when the model contains many parameters in actual empirical studies.展开更多
This paper studies a maximum likelihood estimator(MLE) of the parameter for a continuous one-parameter exponential family under ranked set sampling(RSS). The authors first find the optimal RSS according to the charact...This paper studies a maximum likelihood estimator(MLE) of the parameter for a continuous one-parameter exponential family under ranked set sampling(RSS). The authors first find the optimal RSS according to the character of the family, viz, arrange the RSS based on quasi complete and sufficient statistic of independent and identically distributed(iid) samples. Then under this RSS, some sufficient conditions for the existence and uniqueness of the MLE, which are easily used in practice,are obtained. Using these conditions, the existence and uniqueness of the MLEs of the parameters for some usual distributions in this family are proved. Numerical simulations for these distributions fully support the result from the above two step optimizations of the sampling and the estimation method.展开更多
Bounds for the bracketing entropy of the classes of bounded k-monotone functions on [0,A] are obtained under both the Hellinger distance and the Lp(Q) distance,where 1 p < ∞ and Q is a probability measure on [0,A]...Bounds for the bracketing entropy of the classes of bounded k-monotone functions on [0,A] are obtained under both the Hellinger distance and the Lp(Q) distance,where 1 p < ∞ and Q is a probability measure on [0,A].The result is then applied to obtain the rate of convergence of the maximum likelihood estimator of a k-monotone density.展开更多
Cost effective sampling design is a problem of major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.In the current paper,a modifica...Cost effective sampling design is a problem of major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.In the current paper,a modification of ranked set sampling(RSS)called moving extremes RSS(MERSS)is considered for the estimation of the location parameter for location family.A maximum likelihood estimator(MLE)of the location parameter for this family is studied and its properties are obtained.We prove that the MLE is an equivariant estimator under location transformation.In order to give more insight into the performance of MERSS with respect to(w.r.t.)simple random sampling(SRS),the asymptotic efficiency of the MLE using MERSS w.r.t.that using SRS is computed for some usual location distributions.The relative results show that the MLE using MERSS can be real competitors to the MLE using SRS.展开更多
Consider a single server queueing model which is observed over a continuous time interval(0,T],where T is determined by a suitable stopping rule.Let θ be the unknown parameter for the arrival process and θT be the m...Consider a single server queueing model which is observed over a continuous time interval(0,T],where T is determined by a suitable stopping rule.Let θ be the unknown parameter for the arrival process and θT be the maximum likelihood estimator of θ.The main goal of this paper is to obtain a moderate deviation result of the maximum likelihood estimator for the single server queueing model under certain regular conditions.展开更多
Right randomly censored data with incomplete infor-mation are frequently met in practice.Although much study about right randomly censored data has been seen in the proportional hazards model,relatively little is know...Right randomly censored data with incomplete infor-mation are frequently met in practice.Although much study about right randomly censored data has been seen in the proportional hazards model,relatively little is known about the inference of regression parameters for right randomly censored data with in-complete information in such model.In particular,theoretical properties of the maximum likelihood estimator of the regression parameters have not been proven yet in that model.In this paper,we show the consistency and asymptotic normality of the maxi-mum likelihood estimator of unknown regression parameters.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
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
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 st...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.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
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
In this article, we consider a lifetime distribution, the Weibull-Logarithmic distri- bution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood i...In this article, we consider a lifetime distribution, the Weibull-Logarithmic distri- bution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood inference using EM algorithm. Asymptotic properties of the MLEs are obtained and extensive simulations are conducted to assess the performance of parameter estimation. A numerical example is used to illustrate the application.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
In this paper a method of aerodynamic parameter identification of vehicle, the maximum likelihood method, is introduced. The aerodynamic model of vehicle is identified and the basic equations using maximum likelihood ...In this paper a method of aerodynamic parameter identification of vehicle, the maximum likelihood method, is introduced. The aerodynamic model of vehicle is identified and the basic equations using maximum likelihood method are established. After that, the simulation data is identified to verify the correctness of the mathematic model and identification method. Last, the practical flight data is identified and analyzed.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
As a widely used reconstruction algorithm in quantum state tomography, maximum likelihood estimation tends to assign a rank-deficient matrix, which decreases estimation accuracy for certain quantum states. Fortunately...As a widely used reconstruction algorithm in quantum state tomography, maximum likelihood estimation tends to assign a rank-deficient matrix, which decreases estimation accuracy for certain quantum states. Fortunately, hedged maximum likelihood estimation (HMLE) [Phys. Rev. Lett. 105 (2010)200504] was proposed to avoid this problem. Here we study more details about this proposal in the two-qubit case and further improve its performance. We ameliorate the HMLE method by updating the hedging function based on the purity of the estimated state. Both performances of HMLE and ameliorated HMLE are demonstrated by numerical simulation and experimental implementation on the Werner states of polarization-entangled photons.展开更多
A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith’s discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method...A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith’s discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method by effectively making use of the information from the prior distribution and that from the discovery sequence according to posterior probabilities. All statistical inferences about the parameters of the model and total resources can be quantified by drawing samples directly from the joint posterior distribution. In addition, statistical errors of the samples can be easily assessed and the convergence properties can be monitored during the sampling. Because the information contained in a discovery sequence is not enough to estimate all parameters, especially the number of fields, geologically justified prior information is crucial to the estimation. The Bayesian approach allows the analyst to specify his subjective estimates of the required parameters and his degree of uncertainty about the estimates in a clearly identified fashion throughout the analysis. As an example, this approach is applied to the same data of the North Sea on which Smith demonstrated his maximum likelihood method. For this case, the Bayesian approach has really improved the overly pessimistic results and downward bias of the maximum likelihood procedure.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
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 the National Science Foundations (DMS0504783 DMS0604207)National Science Fund for Distinguished Young Scholars of China (70825005)
文摘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.
文摘This paper considers the asymptotic efficiency of the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic disturbances. The MLE under the normality assumption (BC MLE) is a consistent and asymptotically efficient estimator if the “small ” condition is satisfied and the number of parameters is finite. However, the BC MLE cannot be asymptotically efficient and its rate of convergence is slower than ordinal order when the number of parameters goes to infinity. Anew consistent estimator of order is proposed. One important implication of this study is that estimation methods should be carefully chosen when the model contains many parameters in actual empirical studies.
基金supported by the National Science Foundation of China under Grant Nos.11571133 and11461027the Fundamental Research Funds for the Central Universities under Grant No.20205001515
文摘This paper studies a maximum likelihood estimator(MLE) of the parameter for a continuous one-parameter exponential family under ranked set sampling(RSS). The authors first find the optimal RSS according to the character of the family, viz, arrange the RSS based on quasi complete and sufficient statistic of independent and identically distributed(iid) samples. Then under this RSS, some sufficient conditions for the existence and uniqueness of the MLE, which are easily used in practice,are obtained. Using these conditions, the existence and uniqueness of the MLEs of the parameters for some usual distributions in this family are proved. Numerical simulations for these distributions fully support the result from the above two step optimizations of the sampling and the estimation method.
基金supported by National Science Foundation of USA (Grant No.DMS-0405855,DMS-0804587)
文摘Bounds for the bracketing entropy of the classes of bounded k-monotone functions on [0,A] are obtained under both the Hellinger distance and the Lp(Q) distance,where 1 p < ∞ and Q is a probability measure on [0,A].The result is then applied to obtain the rate of convergence of the maximum likelihood estimator of a k-monotone density.
基金supported by the National Natural Science Foundation of China(No.11901236)the Scientific Research Fund of Hunan Provincial Science and Technology Department(No.2019JJ50479)+2 种基金the Scientific Research Fund of Hunan Provincial Education Department(No.18B322)the Young Core Teacher Foundation of Hunan Province(No.202043)the Fundamental Research Fund of Xiangxi Autonomous Prefecture(No.2018SF5026)。
文摘Cost effective sampling design is a problem of major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.In the current paper,a modification of ranked set sampling(RSS)called moving extremes RSS(MERSS)is considered for the estimation of the location parameter for location family.A maximum likelihood estimator(MLE)of the location parameter for this family is studied and its properties are obtained.We prove that the MLE is an equivariant estimator under location transformation.In order to give more insight into the performance of MERSS with respect to(w.r.t.)simple random sampling(SRS),the asymptotic efficiency of the MLE using MERSS w.r.t.that using SRS is computed for some usual location distributions.The relative results show that the MLE using MERSS can be real competitors to the MLE using SRS.
文摘Consider a single server queueing model which is observed over a continuous time interval(0,T],where T is determined by a suitable stopping rule.Let θ be the unknown parameter for the arrival process and θT be the maximum likelihood estimator of θ.The main goal of this paper is to obtain a moderate deviation result of the maximum likelihood estimator for the single server queueing model under certain regular conditions.
基金Supported by the National Natural Science Foundation of China (10771163)
文摘Right randomly censored data with incomplete infor-mation are frequently met in practice.Although much study about right randomly censored data has been seen in the proportional hazards model,relatively little is known about the inference of regression parameters for right randomly censored data with in-complete information in such model.In particular,theoretical properties of the maximum likelihood estimator of the regression parameters have not been proven yet in that model.In this paper,we show the consistency and asymptotic normality of the maxi-mum likelihood estimator of unknown regression parameters.
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.
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 program for the Fundamental Research Funds for the Central Universities(2014RC042,2015JBM109)
文摘In this article, we consider a lifetime distribution, the Weibull-Logarithmic distri- bution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood inference using EM algorithm. Asymptotic properties of the MLEs are obtained and extensive simulations are conducted to assess the performance of parameter estimation. A numerical example is used to illustrate the application.
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In this paper a method of aerodynamic parameter identification of vehicle, the maximum likelihood method, is introduced. The aerodynamic model of vehicle is identified and the basic equations using maximum likelihood method are established. After that, the simulation data is identified to verify the correctness of the mathematic model and identification method. Last, the practical flight data is identified and analyzed.
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Supported by the National Natural Science Foundation of China under Grant Nos 11574291,61108009 and 61222504
文摘As a widely used reconstruction algorithm in quantum state tomography, maximum likelihood estimation tends to assign a rank-deficient matrix, which decreases estimation accuracy for certain quantum states. Fortunately, hedged maximum likelihood estimation (HMLE) [Phys. Rev. Lett. 105 (2010)200504] was proposed to avoid this problem. Here we study more details about this proposal in the two-qubit case and further improve its performance. We ameliorate the HMLE method by updating the hedging function based on the purity of the estimated state. Both performances of HMLE and ameliorated HMLE are demonstrated by numerical simulation and experimental implementation on the Werner states of polarization-entangled photons.
文摘A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith’s discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method by effectively making use of the information from the prior distribution and that from the discovery sequence according to posterior probabilities. All statistical inferences about the parameters of the model and total resources can be quantified by drawing samples directly from the joint posterior distribution. In addition, statistical errors of the samples can be easily assessed and the convergence properties can be monitored during the sampling. Because the information contained in a discovery sequence is not enough to estimate all parameters, especially the number of fields, geologically justified prior information is crucial to the estimation. The Bayesian approach allows the analyst to specify his subjective estimates of the required parameters and his degree of uncertainty about the estimates in a clearly identified fashion throughout the analysis. As an example, this approach is applied to the same data of the North Sea on which Smith demonstrated his maximum likelihood method. For this case, the Bayesian approach has really improved the overly pessimistic results and downward bias of the maximum likelihood procedure.
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.