研究了带未知模型参数和衰减观测率多传感器线性离散随机系统的信息融合估计问题.在模型参数和衰减观测率未知的情形下,应用递推增广最小二乘(Recursive extend least squares,RELS)算法和加权融合估计算法提出了分布式融合未知模型参...研究了带未知模型参数和衰减观测率多传感器线性离散随机系统的信息融合估计问题.在模型参数和衰减观测率未知的情形下,应用递推增广最小二乘(Recursive extend least squares,RELS)算法和加权融合估计算法提出了分布式融合未知模型参数辨识器;应用相关函数对描述衰减观测现象的随机变量的数学期望和方差进行在线辨识.将辨识后的模型参数、数学期望和方差代入到最优分布式融合状态滤波器中,获得了相应的自校正融合状态滤波算法.应用动态误差系统分析(Dynamic error system analysis,DESA)方法证明了算法的收敛性.仿真例子验证了算法的有效性.展开更多
We use the slowness-azimuth station correction( SASC) method to improve the location accuracy of the Wenchuan aftershocks recorded by the Nagqu and Hotan seismic arrays.The results show that the standard deviations of...We use the slowness-azimuth station correction( SASC) method to improve the location accuracy of the Wenchuan aftershocks recorded by the Nagqu and Hotan seismic arrays.The results show that the standard deviations of back-azimuth and slowness errors of Wenchuan aftershocks recorded by the Nagqu array decreased by 32% and 58%respectively after correction. The decrease is 38% and 71% for the Hotan array. After the correction,the location accuracy of all Wenchuan aftershocks recorded by the Nagqu array is improved. For the Hotan array,the accuracy is improved in the slowness estimation for 78% of aftershocks and in back-azimuth estimation for all aftershocks.展开更多
Generalized linear measurement error models, such as Gaussian regression, Poisson regression and logistic regression, are considered. To eliminate the effects of measurement error on parameter estimation, a corrected ...Generalized linear measurement error models, such as Gaussian regression, Poisson regression and logistic regression, are considered. To eliminate the effects of measurement error on parameter estimation, a corrected empirical likelihood method is proposed to make statistical inference for a class of generalized linear measurement error models based on the moment identities of the corrected score function. The asymptotic distribution of the empirical log-likelihood ratio for the regression parameter is proved to be a Chi-squared distribution under some regularity conditions. The corresponding maximum empirical likelihood estimator of the regression parameter π is derived, and the asymptotic normality is shown. Furthermore, we consider the construction of the confidence intervals for one component of the regression parameter by using the partial profile empirical likelihood. Simulation studies are conducted to assess the finite sample performance. A real data set from the ACTG 175 study is used for illustrating the proposed method.展开更多
文摘研究了带未知模型参数和衰减观测率多传感器线性离散随机系统的信息融合估计问题.在模型参数和衰减观测率未知的情形下,应用递推增广最小二乘(Recursive extend least squares,RELS)算法和加权融合估计算法提出了分布式融合未知模型参数辨识器;应用相关函数对描述衰减观测现象的随机变量的数学期望和方差进行在线辨识.将辨识后的模型参数、数学期望和方差代入到最优分布式融合状态滤波器中,获得了相应的自校正融合状态滤波算法.应用动态误差系统分析(Dynamic error system analysis,DESA)方法证明了算法的收敛性.仿真例子验证了算法的有效性.
基金sponsored by the Basic Scientific Research Special Program of Institute of Geophysics,China Earthquake Administration(DQJB08819)
文摘We use the slowness-azimuth station correction( SASC) method to improve the location accuracy of the Wenchuan aftershocks recorded by the Nagqu and Hotan seismic arrays.The results show that the standard deviations of back-azimuth and slowness errors of Wenchuan aftershocks recorded by the Nagqu array decreased by 32% and 58%respectively after correction. The decrease is 38% and 71% for the Hotan array. After the correction,the location accuracy of all Wenchuan aftershocks recorded by the Nagqu array is improved. For the Hotan array,the accuracy is improved in the slowness estimation for 78% of aftershocks and in back-azimuth estimation for all aftershocks.
基金supported by National Natural Science Foundation of China(Grant Nos.11301569,11471029 and 11101014)the Beijing Natural Science Foundation(Grant No.1142002)+2 种基金the Science and Technology Project of Beijing Municipal Education Commission(Grant No.KM201410005010)Hong Kong Research Grant(Grant No.HKBU202711)Hong Kong Baptist University FRG Grants(Grant Nos.FRG2/11-12/110 and FRG1/13-14/018)
文摘Generalized linear measurement error models, such as Gaussian regression, Poisson regression and logistic regression, are considered. To eliminate the effects of measurement error on parameter estimation, a corrected empirical likelihood method is proposed to make statistical inference for a class of generalized linear measurement error models based on the moment identities of the corrected score function. The asymptotic distribution of the empirical log-likelihood ratio for the regression parameter is proved to be a Chi-squared distribution under some regularity conditions. The corresponding maximum empirical likelihood estimator of the regression parameter π is derived, and the asymptotic normality is shown. Furthermore, we consider the construction of the confidence intervals for one component of the regression parameter by using the partial profile empirical likelihood. Simulation studies are conducted to assess the finite sample performance. A real data set from the ACTG 175 study is used for illustrating the proposed method.