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
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
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
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
The parameter estimation problem for an economic model called Constantinides-Ingersoll model is investigated based on discrete observations. Euler-Maruyama scheme and iterative method are applied to getting the joint ...The parameter estimation problem for an economic model called Constantinides-Ingersoll model is investigated based on discrete observations. Euler-Maruyama scheme and iterative method are applied to getting the joint conditional probability density function. The maximum likelihood technique is employed for obtaining the parameter estimators and the explicit expressions of the estimation error are given. The strong consistency properties of the estimators are proved by using the law of large numbers for martingales and the strong law of large numbers. The asymptotic normality of the estimation error for the diffusion parameter is obtained with the help of the strong law of large numbers and central-limit theorem. The simulation for the absolute error between estimators and true values is given and the hypothesis testing is made to verify the effectiveness of the estimators.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
The authors consider the problem of estimating the ordered means of two normal distributions with unknown ordered variances. The authors discuss the estimation of two ordered means, individually, in terms of stochasti...The authors consider the problem of estimating the ordered means of two normal distributions with unknown ordered variances. The authors discuss the estimation of two ordered means, individually, in terms of stochastic domination and MSE （mean squared error）. The authors show that in estimating the mean with larger variance, the usual estimator under order restriction on means can be improved upon. However, in estimating the mean with smaller variance, the usual estimator can＇t be improved upon even under MSE. The authors also discuss simultaneous estimation problem of two ordered means when unknown variances are ordered.展开更多
Efficient iterative unsupervised machine learning involving probabilistic clustering analysis with the expectation-maximization(EM)clustering algorithm is applied to categorize reservoir facies by exploiting latent an...Efficient iterative unsupervised machine learning involving probabilistic clustering analysis with the expectation-maximization(EM)clustering algorithm is applied to categorize reservoir facies by exploiting latent and observable well-log variables from a clastic reservoir in the Majnoon oilfield,southern Iraq.The observable well-log variables consist of conventional open-hole,well-log data and the computer-processed interpretation of gamma rays,bulk density,neutron porosity,compressional sonic,deep resistivity,shale volume,total porosity,and water saturation,from three wells located in the Nahr Umr reservoir.The latent variables include shale volume and water saturation.The EM algorithm efficiently characterizes electrofacies through iterative machine learning to identify the local maximum likelihood estimates(MLE)of the observable and latent variables in the studied dataset.The optimized EM model developed successfully predicts the core-derived facies classification in two of the studied wells.The EM model clusters the data into three distinctive reservoir electrofacies(F1,F2,and F3).F1 represents a gas-bearing electrofacies with low shale volume(Vsh)and water saturation(Sw)and high porosity and permeability values identifying it as an attractive reservoir target.The results of the EM model are validated using nuclear magnetic resonance(NMR)data from the third studied well for which no cores were recovered.The NMR results confirm the effectiveness and accuracy of the EM model in predicting electrofacies.The utilization of the EM algorithm for electrofacies classification/cluster analysis is innovative.Specifically,the clusters it establishes are less rigidly constrained than those derived from the more commonly used K-means clustering method.The EM methodology developed generates dependable electrofacies estimates in the studied reservoir intervals where core samples are not available.Therefore,once calibrated with core data in some wells,the model is suitable for application to other wells that lack core data.展开更多
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).
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.
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National Nature Science Foundation of China(No.60974030)the Chinese Universities Scientific Fund(No.CUSF-DH-D-2014059)
文摘The parameter estimation problem for an economic model called Constantinides-Ingersoll model is investigated based on discrete observations. Euler-Maruyama scheme and iterative method are applied to getting the joint conditional probability density function. The maximum likelihood technique is employed for obtaining the parameter estimators and the explicit expressions of the estimation error are given. The strong consistency properties of the estimators are proved by using the law of large numbers for martingales and the strong law of large numbers. The asymptotic normality of the estimation error for the diffusion parameter is obtained with the help of the strong law of large numbers and central-limit theorem. The simulation for the absolute error between estimators and true values is given and the hypothesis testing is made to verify the effectiveness of the estimators.
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.
文摘The authors consider the problem of estimating the ordered means of two normal distributions with unknown ordered variances. The authors discuss the estimation of two ordered means, individually, in terms of stochastic domination and MSE （mean squared error）. The authors show that in estimating the mean with larger variance, the usual estimator under order restriction on means can be improved upon. However, in estimating the mean with smaller variance, the usual estimator can＇t be improved upon even under MSE. The authors also discuss simultaneous estimation problem of two ordered means when unknown variances are ordered.
文摘Efficient iterative unsupervised machine learning involving probabilistic clustering analysis with the expectation-maximization(EM)clustering algorithm is applied to categorize reservoir facies by exploiting latent and observable well-log variables from a clastic reservoir in the Majnoon oilfield,southern Iraq.The observable well-log variables consist of conventional open-hole,well-log data and the computer-processed interpretation of gamma rays,bulk density,neutron porosity,compressional sonic,deep resistivity,shale volume,total porosity,and water saturation,from three wells located in the Nahr Umr reservoir.The latent variables include shale volume and water saturation.The EM algorithm efficiently characterizes electrofacies through iterative machine learning to identify the local maximum likelihood estimates(MLE)of the observable and latent variables in the studied dataset.The optimized EM model developed successfully predicts the core-derived facies classification in two of the studied wells.The EM model clusters the data into three distinctive reservoir electrofacies(F1,F2,and F3).F1 represents a gas-bearing electrofacies with low shale volume(Vsh)and water saturation(Sw)and high porosity and permeability values identifying it as an attractive reservoir target.The results of the EM model are validated using nuclear magnetic resonance(NMR)data from the third studied well for which no cores were recovered.The NMR results confirm the effectiveness and accuracy of the EM model in predicting electrofacies.The utilization of the EM algorithm for electrofacies classification/cluster analysis is innovative.Specifically,the clusters it establishes are less rigidly constrained than those derived from the more commonly used K-means clustering method.The EM methodology developed generates dependable electrofacies estimates in the studied reservoir intervals where core samples are not available.Therefore,once calibrated with core data in some wells,the model is suitable for application to other wells that lack core data.
