Nonlinear Bayesian Estimation： From Kalman Filtering to a Broader Horizon

This article presents an up-to-date tutorial review of nonlinear Bayesian estimation. State estimation for nonlinear systems has been a challenge encountered in a wide range of engineering fields, attracting decades of research effort. To date,one of the most promising and popular approaches is to view and address the problem from a Bayesian probabilistic perspective,which enables estimation of the unknown state variables by tracking their probabilistic distribution or statistics(e.g., mean and covariance) conditioned on a system's measurement data.This article offers a systematic introduction to the Bayesian state estimation framework and reviews various Kalman filtering(KF)techniques, progressively from the standard KF for linear systems to extended KF, unscented KF and ensemble KF for nonlinear systems. It also overviews other prominent or emerging Bayesian estimation methods including Gaussian filtering, Gaussian-sum filtering, particle filtering and moving horizon estimation and extends the discussion of state estimation to more complicated problems such as simultaneous state and parameter/input estimation.

Single channel signal component separation using Bayesian estimation

A Bayesian estimation method to separate multicomponent signals with single channel observation is presented in this paper. By using the basis function projection, the component separation becomes a problem of limited parameter estimation. Then, a Bayesian model for estimating parameters is set up. The reversible jump MCMC （Monte Carlo Markov Chain） algorithmis adopted to perform the Bayesian computation. The method can jointly estimate the parameters of each component and the component number. Simulation results demonstrate that the method has low SNR threshold and better performance.

E-Bayesian estimation for competing risk model under progressively hybrid censoring

This paper considers the Bayesian and expected Bayesian（E-Bayesian） estimations of the parameter and reliability function for competing risk model from Gompertz distribution under Type-I progressively hybrid censoring scheme（PHCS）. The estimations are obtained based on Gamma conjugate prior for the parameter under squared error（SE） and Linex loss functions. The simulation results are provided for the comparison purpose and one data set is analyzed.

Bayesian Estimation for the Order of INAR(q)Model

In this paper, we consider the problem of determining the order ofINAR（Q） model on the basis of the Bayesian estimation theory. The Bayesian es-timator for the order is given with respect to a squared-error loss function. The consistency of the estimator is discussed. The results of a simulation study for the estimation method are presented.

Speech Signal Detection Based on Bayesian Estimation by Observing Air-Conducted Speech under Existence of Surrounding Noise with the Aid of Bone-Conducted Speech

In order to apply speech recognition systems to actual circumstances such as inspection and maintenance operations in industrial factories to recording and reporting routines at construction sites, etc. where hand-writing is difficult, some countermeasure methods for surrounding noise are indispensable. In this study, a signal detection method to remove the noise for actual speech signals is proposed by using Bayesian estimation with the aid of bone-conducted speech. More specifically, by introducing Bayes’ theorem based on the observation of air-conducted speech contaminated by surrounding background noise, a new type of algorithm for noise removal is theoretically derived. In the proposed speech detection method, bone-conducted speech is utilized in order to obtain precise estimation for speech signals. The effectiveness of the proposed method is experimentally confirmed by applying it to air- and bone-conducted speeches measured in real environment under the existence of surrounding background noise.

Dynamic Bayesian estimation of displacement parameters of continuous curve box based on Novozhilov theory

The finite strip controlling equation of pinned curve box was deduced on basis of Novozhilov theory and with flexibility method, and the problem of continuous curve box was resolved. Dynamic Bayesian error function of displacement parameters of continuous curve box was found. The corresponding formulas of dynamic Bayesian expectation and variance were derived. After the method of solving the automatic search of step length was put forward, the optimization estimation computing formulas were also obtained by adapting conjugate gradient method. Then the steps of dynamic Bayesian estimation were given in detail. Through analysis of a Classic example, the criterion of judging the precision of the known information is gained as well as some other important conclusions about dynamic Bayesian stochastic estimation of displacement parameters of continuous curve box.

Bayesian estimation for nonlinear stochastic hybrid systems with state dependent transitions

The Bayesian approach is considered as the most general formulation of the state estimation for dynamic systems. However, most of the existing Bayesian estimators of stochastic hybrid systems only focus on the Markov jump system, few liter- ature is related to the estimation problem of nonlinear stochastic hybrid systems with state dependent transitions. According to this problem, a new methodology which relaxes quite a restrictive as- sumption that the mode transition process must satisfy Markov properties is proposed. In this method, a general approach is presented to model the state dependent transitions, the state and output spaces are discreted into cell space which handles the nonlinearities and computationally intensive problem offline. Then maximum a posterior estimation is obtained by using the Bayesian theory. The efficacy of the estimator is illustrated by a simulated example .

Weibull-Bayesian Estimation Based on Maximum Ranked Set Sampling with Unequal Samples

A modification of ranked set sampling (RSS) called maximum ranked set sampling with unequal sample (MRSSU) is considered for the Bayesian estimation of scale parameter α of the Weibull distribution. Under this method, we use Linex loss function, conjugate and Jeffreys prior distributions to derive the Bayesian estimate of α. In order to measure the efficiency of the obtained Bayesian estimates with respect to the Bayesian estimates of simple random sampling (SRS), we compute the bias, mean squared error (MSE) and asymptotic relative efficiency of the obtained Bayesian estimates using simulation. It is shown that the proposed estimates are found to be more efficient than the corresponding one based on SRS.

A Noise Suppression Method for Speech Signal by Jointly Using Bayesian Estimation and Fuzzy Theory

Speech recognition systems have been applied to inspection and maintenance operations in industrial factories to recording and reporting routines at construction sites, etc. where hand-writing is difficult. In these actual circumstances, some countermeasure methods for surrounding noise are indispensable. In this study, a new method to remove the noise for actual speech signal was proposed by using Bayesian estimation with the aid of bone-conducted speech and fuzzy theory. More specifically, by introducing Bayes’ theorem based on the observation of air-conducted speech contaminated by surrounding background noise, a new type of algorithm for noise removal was theoretically derived. In the proposed noise suppression method, bone-conducted speech signal with the reduced high-frequency components was regarded as fuzzy observation data, and a stochastic model for the bone-conducted speech was derived by applying the probability measure of fuzzy events. The proposed method was applied to speech signals measured in real environment with low SNR, and better results were obtained than an algorithm based on observation of only air-conducted speech.

Bayesian Estimation and Model Selection for the Spatiotemporal Autoregressive Model with Autoregressive Conditional Heteroscedasticity Errors

The spatial and spatiotemporal autoregressive conditional heteroscedasticity(STARCH) models receive increasing attention. In this paper, we introduce a spatiotemporal autoregressive(STAR) model with STARCH errors, which can capture the spatiotemporal dependence in mean and variance simultaneously. The Bayesian estimation and model selection are considered for our model. By Monte Carlo simulations, it is shown that the Bayesian estimator performs better than the corresponding maximum-likelihood estimator, and the Bayesian model selection can select out the true model in most times. Finally, two empirical examples are given to illustrate the superiority of our models in fitting those data.

Stochastic Volatility Modeling based on Doubly Truncated Cauchy Distribution and Bayesian Estimation for Chinese Stock Market

In order to measure the uncertainty of financial asset returns in the stock market, this paper presents a new model, called SV-dt C model, a stochastic volatility(SV) model assuming that the stock return has a doubly truncated Cauchy distribution, which takes into account the high peak and fat tail of the empirical distribution simultaneously. Under the Bayesian framework, a prior and posterior analysis for the parameters is made and Markov Chain Monte Carlo(MCMC) is used for computing the posterior estimates of the model parameters and forecasting in the empirical application of Shanghai Stock Exchange Composite Index(SSECI) with respect to the proposed SV-dt C model and two classic SV-N(SV model with Normal distribution)and SV-T(SV model with Student-t distribution) models. The empirical analysis shows that the proposed SV-dt C model has better performance by model checking, including independence test(Projection correlation test), Kolmogorov-Smirnov test(K-S test) and Q-Q plot. Additionally, deviance information criterion(DIC) also shows that the proposed model has a significant improvement in model fit over the others.

A fault segment location method for distribution networks based on spiking neural P systems and Bayesian estimation

With the increasing scale of distribution networks and the mass access of distributed generation,traditional central-ized fault location methods can no longer meet the performance requirements of speed and high accuracy.There-fore,this paper proposes a fault segment location method based on spiking neural P systems and Bayesian estimation for distribution networks with distributed generation.First,the distribution network system topology is decoupled into single-branch networks.A spiking neural P system with excitatory and inhibitory synapses is then proposed to model the suspected faulty segment,and its matrix reasoning algorithm is executed to obtain a preliminary set of location results.Finally,the Bayesian estimation and contradiction principle are applied to verify and correct the ini-tial results to obtain the final location results.Simulation results based on the IEEE 33-node system validate the feasi-bility and effectiveness of the proposed method.

Hierarchical Bayesian Estimation of the Products Reliability Based on Zero-Failure Data

With the development of science and technology, the products reliability is higher and higher. So for high reliability products, zero\|failure data situation appears often in the time ended reliability tests. In this paper, the hierarchical Bayesian estimation of the products reliability is given under the conditions of the Binomial distribution with zero\|failure data and the prior distribution of the reliability being quasi\|Beta distribution. The authors also give a practical calculating example using the theory.

Target threat estimation based on discrete dynamic Bayesian networks with small samples

The accuracy of target threat estimation has a great impact on command decision-making.The Bayesian network,as an effective way to deal with the problem of uncertainty,can be used to track the change of the target threat level.Unfortunately,the traditional discrete dynamic Bayesian network(DDBN)has the problems of poor parameter learning and poor reasoning accuracy in a small sample environment with partial prior information missing.Considering the finiteness and discreteness of DDBN parameters,a fuzzy k-nearest neighbor(KNN)algorithm based on correlation of feature quantities(CF-FKNN)is proposed for DDBN parameter learning.Firstly,the correlation between feature quantities is calculated,and then the KNN algorithm with fuzzy weight is introduced to fill the missing data.On this basis,a reasonable DDBN structure is constructed by using expert experience to complete DDBN parameter learning and reasoning.Simulation results show that the CF-FKNN algorithm can accurately fill in the data when the samples are seriously missing,and improve the effect of DDBN parameter learning in the case of serious sample missing.With the proposed method,the final target threat assessment results are reasonable,which meets the needs of engineering applications.

Exponentiated Generalized Inverse Flexible Weibull Distribution:Bayesian and Non-Bayesian Estimation Under Complete and TypeⅡCensored Samples with Applications

In this paper,a new 4-parameter exponentiated generalized inverse flexible Weibull distribution is proposed.Some of its statistical properties are studied.The aim of this paper is to estimate the model parameters via several approaches,namely,maximum likelihood,maximum product spacing and Bayesian.According to Bayesian approach,several techniques are used to get the Bayesian estimators,namely,standard error function,Linex loss function and entropy loss function.The estimation herein is based on complete and censored samples.Markov Chain Monte Carlo simulation is used to discuss the behavior of the estimators for each approach.Finally,two real data sets are analyzed to obtain the flexibility of the proposed model.

Three-dimensional color photon counting microscopy using Bayesian estimation with adaptive priori information

In this Letter, we propose a novel three-dimeusional （3D） color microscopy for microorganisms under photon- starved conditions using photon counting integral imaging and Bayesian estimation with adaptive priori infor- mation. In photon counting integral imaging, 3D images can be visualized using maximum likelihood estimation （MLE）. However, since MLE does not consider a priori information of objects, the visual quality of 3D images may not be accurate. In addition, the only grayscale image can be reconstructed. Therefore, to enhance the visual quality of 3D images, we propose photon counting microscopy using maximum a posteriori with adaptive priori information. In addition, we consider a wavelength of each basic color channel to reconstruct 3D color images. To verify our proposed method, we carry out optical experiments.

Performance of Bayesian Propensity Score Adjustment for Estimating Causal Effects in Small Clinical Trials

Propensity score (PS) adjustment can control confounding effects and reduce bias when estimating treatment effects in non-randomized trials or observational studies. PS methods are becoming increasingly used to estimate causal effects, including when the sample size is small compared to the number of confounders. With numerous confounders, quasi-complete separation can easily occur in logistic regression used for estimating the PS, but this has not been addressed. We focused on a Bayesian PS method to address the limitations of quasi-complete separation faced by small trials. Bayesian methods are useful because they estimate the PS and causal effects simultaneously while considering the uncertainty of the PS by modelling it as a latent variable. In this study, we conducted simulations to evaluate the performance of Bayesian simultaneous PS estimation by considering the specification of prior distributions for model comparison. We propose a method to improve predictive performance with discrete outcomes in small trials. We found that the specification of prior distributions assigned to logistic regression coefficients was more important in the second step than in the first step, even when there was a quasi-complete separation in the first step. Assigning Cauchy (0, 2.5) to coefficients improved the predictive performance for estimating causal effects and improving the balancing properties of the confounder.

Research on aiming methods for small sample size shooting tests of two-dimensional trajectory correction fuse

The longitudinal dispersion of the projectile in shooting tests of two-dimensional trajectory corrections fused with fixed canards is extremely large that it sometimes exceeds the correction ability of the correction fuse actuator.The impact point easily deviates from the target,and thus the correction result cannot be readily evaluated.However,the cost of shooting tests is considerably high to conduct many tests for data collection.To address this issue,this study proposes an aiming method for shooting tests based on small sample size.The proposed method uses the Bootstrap method to expand the test data;repeatedly iterates and corrects the position of the simulated theoretical impact points through an improved compatibility test method;and dynamically adjusts the weight of the prior distribution of simulation results based on Kullback-Leibler divergence,which to some extent avoids the real data being"submerged"by the simulation data and achieves the fusion Bayesian estimation of the dispersion center.The experimental results show that when the simulation accuracy is sufficiently high,the proposed method yields a smaller mean-square deviation in estimating the dispersion center and higher shooting accuracy than those of the three comparison methods,which is more conducive to reflecting the effect of the control algorithm and facilitating test personnel to iterate their proposed structures and algorithms.;in addition,this study provides a knowledge base for further comprehensive studies in the future.

Modified unscented particle filter for nonlinear Bayesian tracking

A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks （such as, particle impoverishment and numerical sensitivity in calculating the prior） of the conventional unscented particle filter （UPF） confronted in practice. Specifically, a different derivation of the importance weight is presented in detail. The proposed method can avoid the calculation of the prior and reduce the effects of the impoverishment problem caused by sampling from the proposal distribution, Simulations have been performed using two illustrative examples and results have been provided to demonstrate the validity of the modified UPF as well as its improved performance over the conventional one.

Bayesian seismic multi-scale inversion in complex Laplace mixed domains

Seismic inversion performed in the time or frequency domain cannot always recover the long-wavelength background of subsurface parameters due to the lack of low-frequency seismic records. Since the low-frequency response becomes much richer in the Laplace mixed domains, one novel Bayesian impedance inversion approach in the complex Laplace mixed domains is established in this study to solve the model dependency problem. The derivation of a Laplace mixed-domain formula of the Robinson convolution is the first step in our work. With this formula, the Laplace seismic spectrum, the wavelet spectrum and time-domain reflectivity are joined together. Next, to improve inversion stability, the object inversion function accompanied by the initial constraint of the linear increment model is launched under a Bayesian framework. The likelihood function and prior probability distribution can be combined together by Bayesian formula to calculate the posterior probability distribution of subsurface parameters. By achieving the optimal solution corresponding to maximum posterior probability distribution, the low-frequency background of subsurface parameters can be obtained successfully. Then, with the regularization constraint of estimated low frequency in the Laplace mixed domains, multi-scale Bayesian inversion inthe pure frequency domain is exploited to obtain the absolute model parameters. The effectiveness, anti-noise capability and lateral continuity of Laplace mixed-domain inversion are illustrated by synthetic tests. Furthermore,one field case in the east of China is discussed carefully with different input frequency components and different inversion algorithms. This provides adequate proof to illustrate the reliability improvement in low-frequency estimation and resolution enhancement of subsurface parameters, in comparison with conventional Bayesian inversion in the frequency domain.