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.

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.

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.

Brain age estimation:premise,promise,and problems

Premise:The com bined effects of modern healthcare practices which prolong lifespan and declining birthrates have created unprecedented changes in age demographics worldwide that are especially pronounced in Japan,South Korea,Europe,and North America.Since old age is the most significant predictor of dementia,global healthcare systems must rise to the challenge of providing care for those with neurodegenerative disorders.

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.

一种改进的M-Estimators基础矩阵鲁棒估计法

针对原M-Estimators算法完全依赖由线性最小二乘法估计得到的矩阵初始值,精度较低稳定性差的缺点,提出了一种改进的M-Estimators算法。通过考虑匹配点与对应极线的距离,计算求得较原M-Estimators算法更加精确的矩阵初始值,再利用此初始值剔除掉原匹配点集中的错误匹配点及坏点,最后运用Torr-M-Estimators法对新的匹配点集进行非线性优化计算,得到了真正的匹配点对,精确恢复了对极几何关系。以大量的模拟数据和真实图像进行了实验,给出了该算法与其他鲁棒性算法的比较结果,实验结果表明,该算法在误匹配以及高斯噪声存在的情况下,提高了基础矩阵的估计精度,并且同时具有很好的鲁棒性。

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.

Statistical condition assessment of existing structures using virtual work error estimator

A statistical damage detection and condition assessment scheme for existing structures is developed. First a virtual work error estimator is defined to express the discrepancy between a real structure and its analytical model, with which a system identification algorithm is derived by using the improved Newton method. In order to investigate its properties in the face of measurement errors, the Monte Carlo method is introduced to simulate the measured data. Based on the identified results, their statistical distributions can be assumed, the status of an existing structure can be statistically evaluated by hypothesis tests. A 5-story, two-bay steel frame is used to carry out numerical simulation studies in detail, and the proposed scheme is proved to be effective.

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） ｜.

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。

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）.

ADMISSIBILITY OF LINEAR ESTIMATORS IN A GROWTH CURVE MODEL SUBJECT TO AN INCOMPLETE ELLIPSOIDAL RESTRICTION

This article considers the admissibility of the linear estimators for the regression coefficients in the growth curve model subject to an incomplete ellipsoidal restriction. The necessary and sufficient conditions for linear estimators to be admissible in classes of the homogeneous and non-homogeneous linear estimators, respectively, are obtained under the quadratic loss function. They are generalizations of some existing results in literature.

Optimal Generalized Biased Estimator in Linear Regression Model

The paper introduces a new biased estimator namely Generalized Optimal Estimator (GOE) in a multiple linear regression when there exists multicollinearity among predictor variables. Stochastic properties of proposed estimator were derived, and the proposed estimator was compared with other existing biased estimators based on sample information in the the Scalar Mean Square Error (SMSE) criterion by using a Monte Carlo simulation study and two numerical illustrations.

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.

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.

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.

Asymptotic Behavior of the Drift Coefficient Estimator of Stochastic Differential Equations Driven by Small Noises

The parametric estimation problem for diffusion processes with small white noise based on continuous time observations is well developed. However,in parametric inference,it is more realistic and interesting to consider asymptotic estimation for diffusion processes based on discrete observations. The least squares method is used to obtain the estimator of the drift parameter for stochastic differential equations( SDEs) driven by general Lévy noises when the process is observed discretely. Its strong consistency and the rate of convergence of the squares estimator are studied under some regularity conditions.

Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models

Quasi-likelihood nonlinear models （QLNM） include generalized linear models as a special case. Under some regularity conditions, the rate of the strong consistency of the maximum quasi-likelihood estimation （MQLE） is obtained in QLNM. In an important case, this rate is O（n-^1/2（loglogn）^1/2）, which is just the rate of LIL of partial sums for i.i.d variables, and thus cannot be improved anymore.

Ratio-Cum-Product Estimator Using Multiple Auxiliary Attributes in Single Phase Sampling

In this paper, we have proposed a class of ratio-cum-product estimator for estimating population mean of study variable for single phase sampling using multi-auxiliary attributes. The expressions for mean square error are derived. An empirical study is given to compare the performance of the estimator with existing estimators. It has been found that the ratio-cum-product estimator using multiple auxiliary attributes is more efficient than mean per unit, product and ratio estimators using one auxiliary attribute, and Product and Ratio estimators using multiple auxiliary attributes in single phase sampling.

THEORETIC RESEARCH ON ROBUSTIFIED LEAST SQUARES ESTIMATOR BASED ON EQUIVALENT VARIANCE-COVARIANCE

Depending on analyzing the abuse of equivalent weights,a set of self-contained theory system on robust estimation based on equivalent variance-covariance is established,which includes ρ function, φ function,equivalent variance-covariance function,influence function and breakdown point.And an example is given to verify that the robust models proposed in this paper are reliable and correct.