Asymptotic Normality of Pseudo-LS Estimator of Error Variance in Partly Linear Autoregressive Models

Consider the model Yt = βYt-1＋g（Yt-2）＋εt for 3 〈 t 〈 T. Hereg is anunknown function, β is an unknown parameter, εt are i.i.d, random errors with mean 0 andvariance σ2 and the fourth moment α4, and α4 are independent of Y8 for all t ≥ 3 and s = 1, 2.Pseudo-LS estimators σ, σ2T α4τ and D2T of σ^2,α4 and Var（ε2↑3） are respectively constructedbased on piecewise polynomial approximator of g. The weak consistency of α4T and D2T are proved. The asymptotic normality of σ2T is given, i.e., √T（σ2T -σ^2）/DT converges indistribution to N（0, 1）. The result can be used to establish large sample interval estimatesof σ^2 or to make large sample tests for σ^2.

Superiority of empirical Bayes estimation of error variance in linear model

In this paper, the Bayes estimator of the error variance is derived in a linear regression model, and the parametric empirical Bayes estimator （PEBE） is constructed. The superiority of the PEBE over the least squares estimator （LSE） is investigated under the mean square error （MSE） criterion. Finally, some simulation results for the PEBE are obtained.

Quantum Codes Do Not Increase Fidelity against Isotropic Errors

In this article, we study the ability of error-correcting quantum codes to increase the fidelity of quantum states throughout a quantum computation. We analyze arbitrary quantum codes that encode all qubits involved in the computation, and we study the evolution of n-qubit fidelity from the end of one application of the correcting circuit to the end of the next application. We assume that the correcting circuit does not introduce new errors, that it does not increase the execution time (i.e. its application takes zero seconds) and that quantum errors are isotropic. We show that the quantum code increases the fidelity of the states perturbed by quantum errors but that this improvement is not enough to justify the use of quantum codes. Namely, we prove that, taking into account that the time interval between the application of the two corrections is multiplied (at least) by the number of qubits n (due to the coding), the best option is not to use quantum codes, since the fidelity of the uncoded state over a time interval n times smaller is greater than that of the state resulting from the quantum code correction.

STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS

This article is concerned with the estimating problem of semiparametric varyingcoefficient partially linear regression models. By combining the local polynomial and least squares procedures Fan and Huang （2005） proposed a profile least squares estimator for the parametric component and established its asymptotic normality. We further show that the profile least squares estimator can achieve the law of iterated logarithm. Moreover, we study the estimators of the functions characterizing the non-linear part as well as the error variance. The strong convergence rate and the law of iterated logarithm are derived for them, respectively.

Additive predictions of aboveground stand biomass in commercial logs and harvest residues for rotation age Pinus radiata plantations in New South Wales,Australia

Two systems of additive equations were developed to predict aboveground stand level biomass in log products and harvest residue from routinely measured or predicted stand variables for Pinus radiata plantations in New South Wales,Australia.These plantations were managed under three thinning regimes or stand types before clear-felling at rotation age by cut-to-length harvesters to produce sawlogs and pulpwood.The residue material following a clear-fell operation mainly consisted of stumps,branches and treetops,short off-cut and waste sections due to stem deformity,defects,damage and breakage.One system of equations did not include dummy variables for stand types in the model specification and was intended for more general use in plantations where stand density management regimes were not the same as the stand types in our study.The other system that incorporated dummy variables was for stand type-specific applications.Both systems of equations were estimated using 61 plot-based estimates of biomass in commercial logs and residue components that were derived from systems of equations developed in situ for predicting the product and residue biomass of individual trees.To cater for all practical applications,two sets of parameters were estimated for each system of equations for predicting component and total aboveground stand biomass in fresh and dry weight respectively.The two sets of parameters for the system of equations without dummy variables were jointly estimated to improve statistical efficiency in parameter estimation.The predictive performances of the two systems of equations were benchmarked through a leave-one-plot-out cross validation procedure.They were generally superior to the performance of an alternative two-stage approach that combined an additive system for major components with an allocative system for sub-components.As using forest harvest residue biomass for bioenergy has increasingly become an integrated part of forestry,reliable estimates of product and residue biomass will assist harvest and management planning for clear-fell operations that integrate cut-to-length log production with residue harvesting.

Data Assimilation Method Based on the Constraints of Confidence Region

The ensemble Kalman filter （EnKF） is a distinguished data assimilation method that is widely used and studied in various fields including methodology and oceanography. However, due to the limited sample size or imprecise dynamics model, it is usually easy for the forecast error variance to be underestimated, which further leads to the phenomenon of filter divergence. Additionally, the assimilation results of the initial stage are poor if the initial condition settings differ greatly from the true initial state. To address these problems, the variance inflation procedure is usually adopted. In this paper, we propose a new method based on the constraints of a confidence region constructed by the observations, called EnCR, to estimate the inflation parameter of the forecast error variance of the EnKF method. In the new method, the state estimate is more robust to both the inaccurate forecast models and initial condition settings. The new method is compared with other adaptive data assimilation methods in the Lorenz-63 and Lorenz-96 models under various model parameter settings. The simulation results show that the new method performs better than the competing methods.

ModiΡed pseudo-noise code regeneration method

A modiΡed pseudo-noise（PN） code regeneration method is proposed to improve the clock tracking accuracy without impairing the code acquisition time performance.Thus,the method can meet the requirement of high accuracy ranging measurements in short time periods demanded by radio-science missions.The tracking error variance is derived by linear analysis.For some existing PN codes,which can be acquired rapidly,the tracking error variance performance of the proposed method is about 2.6 dB better than that of the JPL scheme（originally proposed by Jet Propulsion Laboratory）,and about 1.5 dB better than that of the traditional double loop scheme.

THE INEFFICIENCY OF THE LEAST SQUARES ESTIMATOR AND ITS BOUND

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.

Measurement Sensitivity and Estimation Error in Distribution System State Estimation using Augmented Complex Kalman Filter

Distribution state estimation(DSE)is an essential part of an active distribution network with high level of distributed energy resources.The challenges of accurate DSE with limited measurement data is a well-known problem.In practice,the operation and usability of DSE depend on not only the estimation accuracy but also the ability to predict error variance.This paper investigates the application of error covariance in DSE by using the augmented complex Kalman filter(ACKF).The Kalman filter method inherently provides state error covariance prediction.It can be utilized to accurately infer the error covariance of other parameters and provide a method to determine optimal measurement locations based on the sensitivity of error covariance to measurement noise covariance.This paper also proposes a generalized formulation of ACKF to allow scalar measurements to be incorporated into the complex-valued estimator.The proposed method is simulated by using modified IEEE 34-bus and IEEE 123-bus test feeders,and randomly generates the load data of complex-valued Wiener process.The ACKF method is compared with an equivalent formulation using the traditional weighted least squares(WLS)method and iterated extended Kalman filter(IEKF)method,which shows improved accuracy and computation performance.

Iterative Weighted Semiparametric Least Squares Estimation in Repeated Measurement Partially Linear Regression Models

Consider a repeated measurement partially linear regression model with anunknown vector parameter β_1, an unknown function g(·), and unknown heteroscedastic errorvariances. In order to improve the semiparametric generalized least squares estimator (SGLSE) of ,we propose an iterative weighted semiparametric least squares estimator (IWSLSE) and show that itimproves upon the SGLSE in terms of asymptotic covariance matrix. An adaptive procedure is given todetermine the number of iterations. We also show that when the number of replicates is less than orequal to two, the IWSLSE can not improve upon the SGLSE. These results are generalizations of thosein [2] to the case of semiparametric regressions.

Improved pilot data aided feed forward based on maximum likelihood for carrier phase jitter recovery in coherent optical orthogonal frequency division multiplexing

Pilot data aided feed forward （PAFF） carrier recovery is essential for phase noise tracking in coherent optical receivers. This paper describes a new PAFF system based on new pilot arrangement and maximum likelihood （ML） to estimate the phase jitter in coherent receiver- induced by local oscillator＇s lasers and sampling clock errors. Square M-ary quadrature amplitude modulation （M-QAM） （4, 16, 64, and 256） schemes were used. A detailed mathematical description of the method was presented. The system performance was evaluated through numerical simulations and compared to those with noisefree receiver （ideal receiver） and feed forward without ML. The simulation results show that PAFF performs near the expected ideal phase recovery. Results clearly suggest that ML significantly improves the tolerance of phase error variance. From bit error rate （BER） sensibility evaluation, it was clearly observed that the new estimation method performs better with a 4-QAM （or quadrature phase shift keying （QPSK）） format compared to three others square QAM schemes. Analog to digital converter （ADC） resolution effect on the system performance was analyzed in terms of Q-factor. Finite resolution effect on 4-QAM is negligible while it negatively affects the system performance when M increases.

Convergence analysis of self-tuning Riccati equation for systems with correlation noises

For linear discrete time-invariant stochastic system with correlated noises,and with unknown state transition matrix and unknown noise statistics,substituting the online consistent estimators of the state transition matrix and noise statistics into steady-state optimal Riccati equation,a new self-tuning Riccati equation is presented.A dynamic variance error system analysis(DVESA)method is presented,which transforms the convergence problem of self-tuning Riccati equation into the stability problem of a time-varying Lyapunov equation.Two decision criterions of the stability for the Lyapunov equation are presented.Using the DVESA method and Kalman filtering stability theory,it proves that with probability 1,the solution of self-tuning Riccati equation converges to the solution of the steady-state optimal Riccati equation or time-varying optimal Riccati equation.The proposed method can be applied to design a new selftuning information fusion Kalman filter and will provide the theoretical basis for solving the convergence problem of self-tuning filters.A numerical simulation example shows the effectiveness of the proposed method.