Generalized Likelihood Ratio Tests for Varying-Coefficient Models with Censored Data

In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.

两机一洞尾水调压室阻抗损失系数模型试验研究

水电站引水发电系统中调压室的阻抗损失系数是影响机组过渡过程计算结果的重要因素,目前阻抗损失系数一般在行业规范推荐的范围内进行取值,往往与试验值有所偏差,不利于调压室体型的优化设计。通过采用大比尺的调压室水工模型,对两机一洞型式的水电站阻抗式尾水调压室进行大流量条件下的水力学试验,研究不同水流流态和分流比对调压室阻抗损失系数的影响,分析控制工况下调压室的流入和流出阻抗损失系数,给出了调压室阻抗损失系数与分流比的拟合公式和关系曲线。研究结果填补了两机一洞型式的水电站尾水调压室阻抗损失系数试验的空白,可为此类调压室的水力计算分析提供依据。

子空间干扰加高斯杂波背景下基于GLRT的斜对称方向检测器设计

文章研究了背景为子空间干扰加高斯杂波的距离扩展目标方向检测问题。杂波是均值为零协方差矩阵未知但具有斜对称特性的高斯杂波,目标与干扰分别通过具备斜对称特性的目标子空间和干扰子空间描述。针对方向检测问题,利用上述斜对称性,根据广义似然比检验(Generalized Likeli-hood Ratio Test,GLRT)准则的一步与两步设计方法,设计了基于GLRT的一步法与两步法的距离扩展目标方向检测器。通过理论推导证明了这2种检测器相对于未知杂波协方差矩阵都具有恒虚警率。对比相同背景下已有检测器,特别是在辅助数据有限的场景下,文章提出的2个检测器表现出了优越的检测性能。

Hypothesis testing analysis and unknown parameter estimation of GPS signal detection

Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying the model of GPS signal in white Gaussian noise,It is proved that the test statistic follows central or noncentral F distribution,It is also pointed out that the test statistic is nearly identical to central or noncentral chi-squared distribution because the processing samples are large enough to be considered as infinite in GPS acquisition problem.It is also proved that the probability of false alarm,the probability of detection and the threshold are affected largely when the hypothesis testing refers to the full pseudorandom noise(PRN) code phase and Doppler frequency search space cells instead of each individual cell.The performance of the test statistic is also given with combining the noncoherent integration.

The Latest Progress in Varying-coefficient Models

Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.

Testing Linearity of Nonparametric Component in Partially Linear Model

In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear method, and then estimate the parameters by the two stage method. The test statistic under the null hypothesis is calculated, and it is shown to be asymptotically normal.

Testing Equality of Nonparametric Functions in Two Partially Linear Models

We propose the test statistic to check whether the nonpararnetric functions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis.

基于线性模型广义似然比检验的突发信号检测方法

针对突发信号检测问题,分别建立了实信号检测和复信号检测的二元假设检验模型,基于线性模型广义似然比检验构建了检验统计量,得出了两种假设条件下检验统计量的概率分布函数,并根据检验统计量的概率分布函数推导出了检测器性能的解析表达式。用仿真的方法对推导结果进行了验证,仿真结果和理论结果完全一致。

基于平方根分解的干扰加噪声背景下距离扩展目标子空间检测器

研究了子空间干扰加未知噪声背景下的距离扩展目标检测问题.将目标和干扰均建模为已知子空间内具有未知坐标的信号,且目标信号子空间包含在干扰信号子空间内.利用一组包含干扰和噪声的辅助数据估计干扰协方差矩阵,采用平方根分解方法变换干扰矩阵结构,进而求解干扰坐标协方差矩阵、噪声功率和目标信号坐标的最大似然估计,基于一步法设计策略建立广义似然比检验检测器.理论分析表明,所提出的检测器对干扰加噪声的协方差矩阵具有恒虚警率特性.仿真分析表明,在与目标信号相关的干扰加未知噪声背景下,所提出的距离扩展目标子空间检测器的检测性能优于已有对比检测器,且能有效抑制不同功率的子空间干扰信号.

Fiducial generalized p-values for testing zero-variance components in linear mixed-effects models

Linear mixed-effects models are widely used in analysis of longitudinal data. However, testing for zero-variance components of random effects has not been well-resolved in statistical literature, although some likelihood-based procedures have been proposed and studied. In this article, we propose a generalized p-value based method in coupling with fiducial inference to tackle this problem. The proposed method is also applied to test linearity of the nonparametric functions in additive models. We provide theoretical justifications and develop an implementation algorithm for the proposed method. We evaluate its finite-sample performance and compare it with that of the restricted likelihood ratio test via simulation experiments. We illustrate the proposed approach using an application from a nutritional study.

Efficient Centralized Cooperative Spectrum Sensing Techniques for Cognitive Networks

Wireless Communication is a system for communicating information from one point to other,without utilizing any connections like wire,cable,or other physical medium.Cognitive Radio(CR)based systems and networks are a revolutionary new perception in wireless communications.Spectrum sensing is a vital task of CR to avert destructive intrusion with licensed primary or main users and discover the accessible spectrum for the efficient utilization of the spectrum.Centralized Cooperative Spectrum Sensing(CSS)is a kind of spectrum sensing.Most of the test metrics designed till now for sensing the spectrum is produced by using the Sample Covariance Matrix(SCM)of the received signal.Some of the methods that use the SCM for the process of detection are Pietra-Ricci Index Detector(PRIDe),Hadamard Ratio(HR)detector,Gini Index Detector(GID),etc.This paper presents the simulation and comparative perfor-mance analysis of PRIDe with various other detectors like GID,HR,Arithmetic to Geometric Mean(AGM),Volume-based Detector number 1(VD1),Maximum-to-Minimum Eigenvalue Detection(MMED),and Generalized Likelihood Ratio Test(GLRT)using the MATLAB software.The PRIDe provides better performance in the presence of variations in the power of the signal and the noise power with less computational complexity.

磁浮列车双冗余加速度传感器故障检测研究

磁浮列车双冗余加速度传感器外置于电磁铁之上,运行时受振动、电磁干扰、温湿度变化等因素影响,测量特性不稳定,体现为动态的测量噪声。现阶段工程中常采用测试对比法检测冗余传感器,动态噪声下易出现虚警漏警的问题,检测准确率低,因此提出了基于自适应多点广义似然比检验的传感器故障检测方法。采用多点判决形式,增强对离群点的鲁棒性,同时引入滑动窗方差估计,递推估计奇偶向量的方差,调整判决函数,实现对动态噪声的自适应。经小比例悬浮试验台验证,相比同类传统方法,算法在静态噪声实验中检测准确率提高15%,在动态噪声实验中检测准确率提高13%,且显著改善了虚警漏警抑制能力,对动态噪声具有良好的鲁棒性。

Generalized fiducial methods for testing quantitative trait locus effects in genetic backcross studies

In this paper,we propose generalized fiducial methods and construct four generalized p-values to test the existence of quantitative trait locus effects under phenotype distributions from a location-scale family.Compared with the likelihood ratio test based on simulation studies,our methods perform better at controlling type I errors while retaining comparable power in cases with small or moderate sample sizes.The four generalized fiducial methods support varied sce-narios:two of them are more aggressive and powerful,whereas the other two appear more conservative and robust.A real data example involving mouse blood pressure is used to illustrate our proposed methods.

疏浚淤泥流动固化处理与流动性试验研究

疏浚淤泥由于含水率高、强度低、渗透性低等特性,在工程上难以直接利用而往往作废弃处理,造成了资源的浪费和土地的占用。针对我国疏浚施工的特点,基于传统固化方法,提出了将高含水率疏浚淤泥进行流动固化处理,并进行了流动性试验研究。结果表明,固化淤泥拌合物的流动值与初始含水率及固化材料掺量之间均具有良好的线性关系,初始含水率2.5wL是能否进行流动固化处理的临界值。基于影响流动性的两个重要因素,即初始含水率和固化材料掺量,提出了广义水灰比的概念,建立了流动值的预测方法,并对预测公式进行了验证。

单脉冲雷达主波束内多目标的检测方法

基于单脉冲雷达跟踪目标过程中受到多目标干扰这一背景,根据主波束内多目标都会持续一段时间这一特点,提出了一种新的检测方法,即广义似然比检验(GLRT)与序列寄存器相结合的检测方法.依据经典概率论知识对新检测方法的检测性能进行了理论分析.分析结果和实验仿真结果表明,与GLRT方法相比,新方法对多目标具有更高的检测概率.

建筑PVC膜材双轴正交拉伸循环试验

通过对PVC膜材进行7种应力比下的双轴正交拉伸循环试验,经纬向应力比值分别为0∶1,1∶5,1∶2,1∶1,2∶1,5∶1和1∶0,对膜材在双轴拉伸作用下的拉伸特性进行了研究.试验表明,经过3次循环作用后,膜材的力学试验性能更接近工程实际情况,且材料具有非线性和正交各向异性.在循环荷载作用下,初次循环后残余应变较大.随着循环次数的增加(一般3次后),残余应变趋于常数,滞回曲线形状趋于稳定.采用双轴拉伸试验方法测定了PVC膜材的广义泊松比,验证了广义泊松比的非线性特征.试验证明,当经纬向应力比C≥1时,经向应变为正值;当C≥0.5时,广义泊松比变为负值;当应力比C为1∶0或0∶1时,双轴变成单轴试验,广义泊松比测定变成常规泊松比试验.理论和试验均证明当C=1时,膜材的经向和纬向同时具有最大的弹性模量.

基于偏最小二乘回归的挖掘机液压系统故障诊断

为了提高挖掘机液压系统的可靠性水平,提出了一种针对挖掘机液压系统的偏最小二乘回归(PLSR)故障诊断方法,其原理是:首先使用非线性迭代偏最小二乘(NIPALS)算法分析系统正常状态下的样本,选择累积方差最大的PLS成分数目,建立输出变量关于输入变量间的PLSR辨识模型;然后,将系统故障状态下的样本代入PLSR辨识模型,运用广义似然比(GLR)检验对模型残差进行假设检验,判断系统的故障状态。实验结果表明,采用基于PLSR的故障诊断方法能准确地诊断出所有系统故障,能有效地应用于挖掘机液压系统的故障诊断。

复杂空间背景下的弱小目标检测方法

空间环境弱小目标检测是光学成像制导的关键技术之一。当目标与探测器相距较远时,获取的光学图像中目标呈现为无纹理结构特征的弱小点光源。由于各种噪声的干扰,很难把目标与噪声区分开来。介绍了一种基于广义似然比检验的弱小目标检测方法。首先,对空间环境和目标灰度分布特性进行分析,把空间成像目标灰度变化建模为一种强度值围绕固定值发生正弦的变化过程。采用行列均值相减法进行背景抑制,校正探测器响应的非线性,提高图像信噪比。对经过能量累积后图像进行广义似然比判决,从噪声中检测出弱小目标,分析了检测性能,验证模型的合理性。实验证明该算法能够有效检测出空间背景下的弱小目标。

局部均匀背景中距离扩展目标的GLRT检测器及性能分析

在复合高斯杂波满足局部均匀的背景下,对均匀杂波分组模型进行推广,建立了广义杂波分组模型.进一步,利用广义似然比检验(GLRT)原理,提出了距离扩展目标的基于广义杂波分组的GLRT检测器(GCC-GLRT),并推导了检测器虚警概率与检测门限关系的表达式.GCC-GLRT有效地解决了基于均匀杂波分组的GLRT检测器(CCGLRT)在非均匀杂波分组背景下不具备CFAR特性的问题.仿真结果还表明,对于稀疏散射点目标,在合适的杂波分组情况下,GCC-GLRT能有效克服采用NSDD-GLRT检测器出现的"坍塌损失",改善检测器的检测性能.

均匀和部分均匀杂波中子空间目标的斜对称自适应检测方法

在雷达目标的自适应检测领域,当参考单元数不足时,充分挖掘协方差矩阵的结构信息是有效提高检测性能的途径之一。为此,针对多维子空间目标的检测问题,该文在协方差矩阵关于次对角线具有斜对称结构的约束下,分别基于一步和两步广义似然比(GLRT),推导了均匀和部分均匀杂波中的斜对称自适应检测器。由于检测器在设计阶段利用了协方差矩阵的结构信息,仿真结果表明,与已有检测器相比,在参考单元数不足时,斜对称自适应检测器可明显改善检测性能。此外,分别从协方差估计方法的影响、目标子空间维数的影响、目标子空间失配性能以及目标起伏的影响4个方面对检测性能进行了仿真分析。