The Student-t regression model is a useful extension of the normal model,which can be used for statistical modeling of data sets involving errors with heavy tails and/or outliers and provides robust estimation of mean...The Student-t regression model is a useful extension of the normal model,which can be used for statistical modeling of data sets involving errors with heavy tails and/or outliers and provides robust estimation of means and regression coefficients.In this paper,the varying dispersion Student-t regression model is discussed,in which both the mean and the dispersion depend upon explanatory variables.The problem of interest is simultaneously select significant variables both in mean and dispersion model.A unified procedure which can simultaneously select significant variable is given.With appropriate selection of the tuning parameters,the consistency and the oracle property of the regularized estimators are established.Both the simulation study and two real data examples are used to illustrate the proposed methodologies.展开更多
网络化系统易受到DoS攻击(Denial of Service Attacks)和FDI攻击(False Data Injection Attacks)等多重攻击,破坏了传感器量测数据的完整性和有效性,降低了滤波器的准确性,甚至使得滤波器发散。此外,系统建模误差、数据传输过程的多径...网络化系统易受到DoS攻击(Denial of Service Attacks)和FDI攻击(False Data Injection Attacks)等多重攻击,破坏了传感器量测数据的完整性和有效性,降低了滤波器的准确性,甚至使得滤波器发散。此外,系统建模误差、数据传输过程的多径传播等因素,使得过程噪声和量测噪声不再服从标准的高斯分布,呈现厚尾特性,降低了滤波器的估计性能。本文针对一类噪声服从厚尾分布的网络化非线性系统状态估计问题,考虑到系统面临的DoS攻击和FDI攻击等多重攻击导致滤波器估计性能差等问题,提出了基于学生t分布的抗攻击扩展卡尔曼滤波器。首先,借助学生t分布来近似厚尾噪声的概率分布,引入两个二元随机变量分别表征DoS攻击和FDI攻击,使用最小化估计误差协方差上界的方法,计算最优的滤波器增益矩阵,设计了多重攻击下的学生t扩展卡尔曼滤波器;其次,考虑到数据传输带宽有限,数据传输过程中面临的信道堵塞、信息丢失等问题,引入了事件触发机制,提高通信信道利用率,给出了事件触发机制下的学生t扩展卡尔曼滤波;最后,仿真验证了所提方法的有效性。展开更多
基金supported in part by the National Natural Science Foundation of China under Grant Nos.11171112,11101114,11201190the National Statistical Science Research Major Program of China under Grant No.2011LZ051+4 种基金the 111 Project of China under Grant No.B14019the Doctoral Fund of Ministry of Education of China under Grant No.20130076110004the Natural Science Project of Jiangsu Province Education Department under Grant No.13KJB110024the Natural Science Fund of Nantong University under Grant No.13ZY001the Research Project of Social Science and Humanity Fund of the Ministry of Education under Grant No.14YJC910007
文摘The Student-t regression model is a useful extension of the normal model,which can be used for statistical modeling of data sets involving errors with heavy tails and/or outliers and provides robust estimation of means and regression coefficients.In this paper,the varying dispersion Student-t regression model is discussed,in which both the mean and the dispersion depend upon explanatory variables.The problem of interest is simultaneously select significant variables both in mean and dispersion model.A unified procedure which can simultaneously select significant variable is given.With appropriate selection of the tuning parameters,the consistency and the oracle property of the regularized estimators are established.Both the simulation study and two real data examples are used to illustrate the proposed methodologies.
文摘网络化系统易受到DoS攻击(Denial of Service Attacks)和FDI攻击(False Data Injection Attacks)等多重攻击,破坏了传感器量测数据的完整性和有效性,降低了滤波器的准确性,甚至使得滤波器发散。此外,系统建模误差、数据传输过程的多径传播等因素,使得过程噪声和量测噪声不再服从标准的高斯分布,呈现厚尾特性,降低了滤波器的估计性能。本文针对一类噪声服从厚尾分布的网络化非线性系统状态估计问题,考虑到系统面临的DoS攻击和FDI攻击等多重攻击导致滤波器估计性能差等问题,提出了基于学生t分布的抗攻击扩展卡尔曼滤波器。首先,借助学生t分布来近似厚尾噪声的概率分布,引入两个二元随机变量分别表征DoS攻击和FDI攻击,使用最小化估计误差协方差上界的方法,计算最优的滤波器增益矩阵,设计了多重攻击下的学生t扩展卡尔曼滤波器;其次,考虑到数据传输带宽有限,数据传输过程中面临的信道堵塞、信息丢失等问题,引入了事件触发机制,提高通信信道利用率,给出了事件触发机制下的学生t扩展卡尔曼滤波;最后,仿真验证了所提方法的有效性。