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利用Monte-Carlo方法模拟比较动态平行数据模型参数的估计方法——最小二乘与工具变量估计方法
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作者 任燕燕 《经济数学》 2004年第1期49-55,共7页
总结了动态平行数据模型的固定效应与随机效应模型的最小二乘估计 (OLS)与工具变量估计(Tool)方法 .并利用 Monte-
关键词 动态平行数据模型 最小乘估计(OLS)方法 工具变量估计(Tool)方法 Monte-Carlo模拟
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逆变器供电的电动机驱动系统对称谐波分量估计
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作者 崔博文 《集美大学学报(自然科学版)》 CAS 2020年第3期208-213,共6页
针对逆变器供电的电动机驱动系统信号处理中存在的复参数估计问题,研究复参数最小二乘估计算法,提出一种加权遗忘因子的复参数最小二乘估计方法(WFCRLS)。利用对称分量理论,对驱动系统信号进行分析,获得由多阶正序对称谐波分量构成的驱... 针对逆变器供电的电动机驱动系统信号处理中存在的复参数估计问题,研究复参数最小二乘估计算法,提出一种加权遗忘因子的复参数最小二乘估计方法(WFCRLS)。利用对称分量理论,对驱动系统信号进行分析,获得由多阶正序对称谐波分量构成的驱动系统信号数学模型,利用WFCRLS,实现了驱动系统输出信号的谱估计。通过与加窗快速傅里叶变换谱分析结果对比,证明本文方法谱估计结果的有效性。 展开更多
关键词 复参数估计 最小二乘估计方法 电动机驱动系统 对称谐波分量估计
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Estimation of mass transfer coefficient in ozone absorption by linear least square fitting and Simplex search methods 被引量:1
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作者 海景 张刚 程江 《Journal of Central South University》 SCIE EI CAS 2012年第12期3396-3399,共4页
For physical ozone absorption without reaction,two parametric estimation methods,i.e.the common linear least square fitting and non-linear Simplex search methods,were applied,respectively,to determine the ozone mass t... For physical ozone absorption without reaction,two parametric estimation methods,i.e.the common linear least square fitting and non-linear Simplex search methods,were applied,respectively,to determine the ozone mass transfer coefficient during absorption and both methods give almost the same mass transfer coefficient.While for chemical absorption with ozone decomposition reaction,the common linear least square fitting method is not applicable for the evaluation of ozone mass transfer coefficient due to the difficulty of model linearization for describing ozone concentration dissolved in water.The nonlinear Simplex method obtains the mass transfer coefficient by minimizing the sum of the differences between the simulated and experimental ozone concentration during the whole absorption process,without the limitation of linear relationship between the dissolved ozone concentration and absorption time during the initial stage of absorption.Comparison of the ozone concentration profiles between the simulation and experimental data demonstrates that Simplex method may determine ozone mass transfer coefficient during absorption in an accurate and high efficiency way with wide applicability. 展开更多
关键词 linear least square fitting Simplex search method ozone absorption mass transfer coefficient
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Polynomial Root Finding on Frequency Estimation with Sub-Nyquist Temporal Sampling
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作者 石海杰 桂志国 张权 《Journal of Measurement Science and Instrumentation》 CAS 2011年第4期349-352,共4页
This paper addresses an algebraic approach for wideband frequency estimation with sub-Nyquist temporal sampling. Firstly, an algorithm based on double polynomial root finding procedure to estimate aliasing frequencies... This paper addresses an algebraic approach for wideband frequency estimation with sub-Nyquist temporal sampling. Firstly, an algorithm based on double polynomial root finding procedure to estimate aliasing frequencies and joint aliasing frequencies-time delay phases in multi-signal situation is presentcd. Since the sum of time delay phases determined from the least squares estimation shows the characteristics of the corre- sponding parameters pairs, then the pairmatching method is conducted by combining it with estimated parameters mentioned above. Although the proposed method is computationally simpler than the conventional schemes, simulation results show that it can approach optimum estimation performance. 展开更多
关键词 wideband frequency estimation sub-nyquist sampling polynomial root finding pair matching
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Parameter Estimation with Constraints Based on Variational Method
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作者 施闻明 《Journal of Marine Science and Application》 2010年第1期105-108,共4页
The accuracy of parameter estimation is critical when digitally modeling a ship. A parameter estimation method with constraints was developed, based on the variational method. Performance functions and constraint equa... The accuracy of parameter estimation is critical when digitally modeling a ship. A parameter estimation method with constraints was developed, based on the variational method. Performance functions and constraint equations in the variational method are constructed by analyzing input and output equations of the system. The problem of parameter estimation was transformed into a problem of least squares estimation. The parameter estimation equation was analyzed in order to get an optimized estimation of parameters based on the Lagrange multiplication operator. Simulation results showed that this method is better than the traditional least squares estimation, producing a higher precision when identifying parameters. It has very important practical value in areas of application such as system identification and parameter estimation. 展开更多
关键词 least squares estimation parameter estimation variational method CONSTRAINT
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基于RMAV_p原则逐步挑选自变量
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作者 梁飞豹 薛美玉 许伟河 《福州大学学报(自然科学版)》 CAS CSCD 2002年第4期419-421,434,共4页
提出一种 RMAVp 原则来挑选自变量子集 ,并通过与RMSp 原则和逐步回归的比较 ,说明RMAVp
关键词 RMAVp原则 自变量 RMSp原则 逐步回归 回归分析 变量选择 最小二乘估计方法
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