This paper considers the asymptotic efficiency of the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic disturbances. The MLE under the normality assumption (BC MLE) is a con...This paper considers the asymptotic efficiency of the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic disturbances. The MLE under the normality assumption (BC MLE) is a consistent and asymptotically efficient estimator if the “small ” condition is satisfied and the number of parameters is finite. However, the BC MLE cannot be asymptotically efficient and its rate of convergence is slower than ordinal order when the number of parameters goes to infinity. Anew consistent estimator of order is proposed. One important implication of this study is that estimation methods should be carefully chosen when the model contains many parameters in actual empirical studies.展开更多
To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. ...To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. By simplifying the objective function of maximum likelihood estimation, the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window. Since it avoids the correlation matrix computation, the algorithm significantly reduces the storage requirement and the computation complexity. Simulations show that it is a fast convergent algorithm, and can perform well in low signal to noise ratio (SNR).展开更多
Maximum likelihood estimation(MLE)is an effective method for localizing radioactive sources in a given area.However,it requires an exhaustive search for parameter estimation,which is time-consuming.In this study,heuri...Maximum likelihood estimation(MLE)is an effective method for localizing radioactive sources in a given area.However,it requires an exhaustive search for parameter estimation,which is time-consuming.In this study,heuristic techniques were employed to search for radiation source parameters that provide the maximum likelihood by using a network of sensors.Hence,the time consumption of MLE would be effectively reduced.First,the radiation source was detected using the k-sigma method.Subsequently,the MLE was applied for parameter estimation using the readings and positions of the detectors that have detected the radiation source.A comparative study was performed in which the estimation accuracy and time consump-tion of the MLE were evaluated for traditional methods and heuristic techniques.The traditional MLE was performed via a grid search method using fixed and multiple resolutions.Additionally,four commonly used heuristic algorithms were applied:the firefly algorithm(FFA),particle swarm optimization(PSO),ant colony optimization(ACO),and artificial bee colony(ABC).The experiment was conducted using real data collected by the Low Scatter Irradiator facility at the Savannah River National Laboratory as part of the Intelligent Radiation Sensing System program.The comparative study showed that the estimation time was 3.27 s using fixed resolution MLE and 0.59 s using multi-resolution MLE.The time consumption for the heuristic-based MLE was 0.75,0.03,0.02,and 0.059 s for FFA,PSO,ACO,and ABC,respectively.The location estimation error was approximately 0.4 m using either the grid search-based MLE or the heuristic-based MLE.Hence,heuristic-based MLE can provide comparable estimation accuracy through a less time-consuming process than traditional MLE.展开更多
As a widely used reconstruction algorithm in quantum state tomography, maximum likelihood estimation tends to assign a rank-deficient matrix, which decreases estimation accuracy for certain quantum states. Fortunately...As a widely used reconstruction algorithm in quantum state tomography, maximum likelihood estimation tends to assign a rank-deficient matrix, which decreases estimation accuracy for certain quantum states. Fortunately, hedged maximum likelihood estimation (HMLE) [Phys. Rev. Lett. 105 (2010)200504] was proposed to avoid this problem. Here we study more details about this proposal in the two-qubit case and further improve its performance. We ameliorate the HMLE method by updating the hedging function based on the purity of the estimated state. Both performances of HMLE and ameliorated HMLE are demonstrated by numerical simulation and experimental implementation on the Werner states of polarization-entangled photons.展开更多
This paper presents a closed-form robust phase correlation based algorithm for performing image registration to subpixel accuracy.The subpixel translational shift information is directly obtained from the phase of the...This paper presents a closed-form robust phase correlation based algorithm for performing image registration to subpixel accuracy.The subpixel translational shift information is directly obtained from the phase of the normalized cross power spectrum by using Maximum Likelihood Estimation(MLE).The proposed algorithm also has slighter time complexity.Experimental results show that the proposed algorithm yields superior registration precision on the Cramér-Rao Bound(CRB) in the presence of aliasing and noise.展开更多
Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. Th...Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.展开更多
Based on the analysis of decision-directed (DD) channel estimation by using training symbols, a novel DD channel estimation method is proposed for orthogonal frequency division multiplexing (OFDM) system. The prop...Based on the analysis of decision-directed (DD) channel estimation by using training symbols, a novel DD channel estimation method is proposed for orthogonal frequency division multiplexing (OFDM) system. The proposed algorithm takes the impact of decision error into account, and calculates the impact to next symbol duration channel state information. Analysis shows that the error propagation can be effectively restrained and the channel variation is tracked well. Simulation results demonstrate that both the signal error rate (SER) and the normalized mean square error (NMSE) performance of the proposed method are better than the traditional DD (DD+ LS) and the maximum likelihood estimate (DD+ MLE) method.展开更多
In Direct-Sequence Code Division Multiple Access(DS-CDMA) mobile communi-cation systems, it is very important to obtain accurate estimation of the channel parameters,especially that of the propagation delay. But the n...In Direct-Sequence Code Division Multiple Access(DS-CDMA) mobile communi-cation systems, it is very important to obtain accurate estimation of the channel parameters,especially that of the propagation delay. But the near-far problem may make the estimationcomplicated and can degrade the estimation performance significantly. In this paper, an efficientMaximum Likelihood (ML) method is presented for channel parameter estimation of multi-rateDS-CDMA systems in slow fading multipath channels in a near-far scenario. The algorithmextended the ML approach to multi-rate DS-CDMA systems, and proposes decomposing a multi-dimensional optimization problem into a series of one-dimensional optimization and has improvedcomputational efficiency. Theoretical analysis and numerical examples show that the estimatorproposed is effective and near-far resistant.展开更多
The decoupled coherent Maximum Likelihood (ML) detection algorithm presented in this letter can sharply reduce the complexity of the receiver as well as provide better error performance under the precondition that cha...The decoupled coherent Maximum Likelihood (ML) detection algorithm presented in this letter can sharply reduce the complexity of the receiver as well as provide better error performance under the precondition that channel should be estimated first. Considering the bandwidth inefficiency of Frequency Shift Keying (FSK), the acquisition of channel state information through training sequences will further decrease the transmission efficiency. This letter presents a blind channel estimation algorithm based on noise subspace theory which can acquire channel information without any training symbols. The simulation shows that the algorithm brings about fewer channel estimation errors while the frequency efficiency can be increased.展开更多
The demand for high-data-rate underwater acoustic communications(UACs)in marine development is increasing;however,severe multipaths make demodulation a challenge.The decision feedback equalizer(DFE)is one of the most ...The demand for high-data-rate underwater acoustic communications(UACs)in marine development is increasing;however,severe multipaths make demodulation a challenge.The decision feedback equalizer(DFE)is one of the most popular equalizers in UAC;however,it is not the optimal algorithm.Although maximum likelihood sequence estimation(MLSE)is the optimal algorithm,its complexity increases exponentially with the number of channel taps,making it challenging to apply to UAC.Therefore,this paper proposes a complexity-reduced MLSE to improve the bit error rate(BER)performance in multipath channels.In the proposed algorithm,the original channel is first shortened using a channel-shortening method,and several dominant channel taps are selected for MLSE.Subsequently,sphere decoding(SD)is performed in the following MLSE.Iterations are applied to eliminate inter-symbol interference caused by weak channel taps.The simulation and sea experiment demonstrate the superiority of the proposed algorithm.The simulation results show that channel shortening combined with SD can drastically reduce computational complexity,and iterative SD performs better than DFE based on recursive least squares(RLS-DFE),DFE based on improved proportionate normalized least mean squares(IPNLMS-DFE),and channel estimation-based DFE(CE-DFE).Moreover,the sea experimental results at Zhairuoshan Island in Zhoushan show that the proposed receiver scheme has improved BER performance over RLSDFE,IPNLMS-DFE,and CE-DFE.Compared with the RLS-DFE,the BER,after five iterations,is reduced from 0.0076 to 0.0037 in the 8–12 k Hz band and from 0.1516 to 0.1145 in the 13–17 k Hz band at a distance of 2000 m.Thus,the proposed algorithm makes it possible to apply MLSE in UAC in practical scenarios.展开更多
文摘This paper considers the asymptotic efficiency of the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic disturbances. The MLE under the normality assumption (BC MLE) is a consistent and asymptotically efficient estimator if the “small ” condition is satisfied and the number of parameters is finite. However, the BC MLE cannot be asymptotically efficient and its rate of convergence is slower than ordinal order when the number of parameters goes to infinity. Anew consistent estimator of order is proposed. One important implication of this study is that estimation methods should be carefully chosen when the model contains many parameters in actual empirical studies.
基金supported by Joint Foundation of and China Academy of Engineering Physical (10676006)
文摘To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. By simplifying the objective function of maximum likelihood estimation, the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window. Since it avoids the correlation matrix computation, the algorithm significantly reduces the storage requirement and the computation complexity. Simulations show that it is a fast convergent algorithm, and can perform well in low signal to noise ratio (SNR).
文摘Maximum likelihood estimation(MLE)is an effective method for localizing radioactive sources in a given area.However,it requires an exhaustive search for parameter estimation,which is time-consuming.In this study,heuristic techniques were employed to search for radiation source parameters that provide the maximum likelihood by using a network of sensors.Hence,the time consumption of MLE would be effectively reduced.First,the radiation source was detected using the k-sigma method.Subsequently,the MLE was applied for parameter estimation using the readings and positions of the detectors that have detected the radiation source.A comparative study was performed in which the estimation accuracy and time consump-tion of the MLE were evaluated for traditional methods and heuristic techniques.The traditional MLE was performed via a grid search method using fixed and multiple resolutions.Additionally,four commonly used heuristic algorithms were applied:the firefly algorithm(FFA),particle swarm optimization(PSO),ant colony optimization(ACO),and artificial bee colony(ABC).The experiment was conducted using real data collected by the Low Scatter Irradiator facility at the Savannah River National Laboratory as part of the Intelligent Radiation Sensing System program.The comparative study showed that the estimation time was 3.27 s using fixed resolution MLE and 0.59 s using multi-resolution MLE.The time consumption for the heuristic-based MLE was 0.75,0.03,0.02,and 0.059 s for FFA,PSO,ACO,and ABC,respectively.The location estimation error was approximately 0.4 m using either the grid search-based MLE or the heuristic-based MLE.Hence,heuristic-based MLE can provide comparable estimation accuracy through a less time-consuming process than traditional MLE.
基金Supported by the National Natural Science Foundation of China under Grant Nos 11574291,61108009 and 61222504
文摘As a widely used reconstruction algorithm in quantum state tomography, maximum likelihood estimation tends to assign a rank-deficient matrix, which decreases estimation accuracy for certain quantum states. Fortunately, hedged maximum likelihood estimation (HMLE) [Phys. Rev. Lett. 105 (2010)200504] was proposed to avoid this problem. Here we study more details about this proposal in the two-qubit case and further improve its performance. We ameliorate the HMLE method by updating the hedging function based on the purity of the estimated state. Both performances of HMLE and ameliorated HMLE are demonstrated by numerical simulation and experimental implementation on the Werner states of polarization-entangled photons.
文摘This paper presents a closed-form robust phase correlation based algorithm for performing image registration to subpixel accuracy.The subpixel translational shift information is directly obtained from the phase of the normalized cross power spectrum by using Maximum Likelihood Estimation(MLE).The proposed algorithm also has slighter time complexity.Experimental results show that the proposed algorithm yields superior registration precision on the Cramér-Rao Bound(CRB) in the presence of aliasing and noise.
基金National CNC Special Project,China(No.2010ZX04001-032)the Youth Science and Technology Foundation of Gansu Province,China(No.145RJYA307)
文摘Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.
基金Sponsored by the National "863" Program Project (2007AA01Z293)
文摘Based on the analysis of decision-directed (DD) channel estimation by using training symbols, a novel DD channel estimation method is proposed for orthogonal frequency division multiplexing (OFDM) system. The proposed algorithm takes the impact of decision error into account, and calculates the impact to next symbol duration channel state information. Analysis shows that the error propagation can be effectively restrained and the channel variation is tracked well. Simulation results demonstrate that both the signal error rate (SER) and the normalized mean square error (NMSE) performance of the proposed method are better than the traditional DD (DD+ LS) and the maximum likelihood estimate (DD+ MLE) method.
基金the National Natural Science Foundation of China under Grant 60102005
文摘In Direct-Sequence Code Division Multiple Access(DS-CDMA) mobile communi-cation systems, it is very important to obtain accurate estimation of the channel parameters,especially that of the propagation delay. But the near-far problem may make the estimationcomplicated and can degrade the estimation performance significantly. In this paper, an efficientMaximum Likelihood (ML) method is presented for channel parameter estimation of multi-rateDS-CDMA systems in slow fading multipath channels in a near-far scenario. The algorithmextended the ML approach to multi-rate DS-CDMA systems, and proposes decomposing a multi-dimensional optimization problem into a series of one-dimensional optimization and has improvedcomputational efficiency. Theoretical analysis and numerical examples show that the estimatorproposed is effective and near-far resistant.
文摘The decoupled coherent Maximum Likelihood (ML) detection algorithm presented in this letter can sharply reduce the complexity of the receiver as well as provide better error performance under the precondition that channel should be estimated first. Considering the bandwidth inefficiency of Frequency Shift Keying (FSK), the acquisition of channel state information through training sequences will further decrease the transmission efficiency. This letter presents a blind channel estimation algorithm based on noise subspace theory which can acquire channel information without any training symbols. The simulation shows that the algorithm brings about fewer channel estimation errors while the frequency efficiency can be increased.
基金Supported by the National Natural Science Foundation of China under Grant Nos. 62101489, 62171405 and 62225114.
文摘The demand for high-data-rate underwater acoustic communications(UACs)in marine development is increasing;however,severe multipaths make demodulation a challenge.The decision feedback equalizer(DFE)is one of the most popular equalizers in UAC;however,it is not the optimal algorithm.Although maximum likelihood sequence estimation(MLSE)is the optimal algorithm,its complexity increases exponentially with the number of channel taps,making it challenging to apply to UAC.Therefore,this paper proposes a complexity-reduced MLSE to improve the bit error rate(BER)performance in multipath channels.In the proposed algorithm,the original channel is first shortened using a channel-shortening method,and several dominant channel taps are selected for MLSE.Subsequently,sphere decoding(SD)is performed in the following MLSE.Iterations are applied to eliminate inter-symbol interference caused by weak channel taps.The simulation and sea experiment demonstrate the superiority of the proposed algorithm.The simulation results show that channel shortening combined with SD can drastically reduce computational complexity,and iterative SD performs better than DFE based on recursive least squares(RLS-DFE),DFE based on improved proportionate normalized least mean squares(IPNLMS-DFE),and channel estimation-based DFE(CE-DFE).Moreover,the sea experimental results at Zhairuoshan Island in Zhoushan show that the proposed receiver scheme has improved BER performance over RLSDFE,IPNLMS-DFE,and CE-DFE.Compared with the RLS-DFE,the BER,after five iterations,is reduced from 0.0076 to 0.0037 in the 8–12 k Hz band and from 0.1516 to 0.1145 in the 13–17 k Hz band at a distance of 2000 m.Thus,the proposed algorithm makes it possible to apply MLSE in UAC in practical scenarios.