Assessments of Some Simultaneous Equation Estimation Techniques with Normally and Uniformly Distributed Exogenous Variables

In each equation of simultaneous Equation model, the exogenous variables need to satisfy all the basic assumptions of linear regression model and be non-negative especially in econometric studies. This study examines the performances of the Ordinary Least Square (OLS), Two Stage Least Square (2SLS), Three Stage Least Square (3SLS) and Full Information Maximum Likelihood (FIML) Estimators of simultaneous equation model with both normally and uniformly distributed exogenous variables under different identification status of simultaneous equation model when there is no correlation of any form in the model. Four structural equation models were formed such that the first and third are exact identified while the second and fourth are over identified equations. Monte Carlo experiments conducted 5000 times at different levels of sample size (n = 10, 20, 30, 50, 100, 250 and 500) were used as criteria to compare the estimators. Result shows that OLS estimator is best in the exact identified equation except with normally distributed exogenous variables when . At these instances, 2SLS estimator is best. In over identified equations, the 2SLS estimator is best except with normally distributed exogenous variables when the sample size is small and large, and;and with uniformly distributed exogenous variables when n is very large, , the best estimator is either OLS or FIML or 3SLS.

Stochastic Optimal Estimation with Fuzzy Random Variables and Fuzzy Kalman Filtering

By constructing a mcan-square performance index in the case of fuzzy random variable, the optimal estimation theorem for unknown fuzzy state using the fuzzy observation data are given. The state and output of linear discrete-time dynamic fuzzy system with Gaussian noise are Gaussian fuzzy random variable sequences. An approach to fuzzy Kalman filtering is discussed. Fuzzy Kalman filtering contains two parts： a real-valued non-random recurrence equation and the standard Kalman filtering.

Estimation Method of State-of-Charge For Lithium-ion Battery Used in Hybrid Electric Vehicles Based on Variable Structure Extended Kalman Filter

Since the main power source of hybrid electric vehicle（HEV） is supplied by the power battery,the predicted performance of power battery,especially the state-of-charge（SOC） estimation has attracted great attention in the area of HEV.However,the value of SOC estimation could not be greatly precise so that the running performance of HEV is greatly affected.A variable structure extended kalman filter（VSEKF）-based estimation method,which could be used to analyze the SOC of lithium-ion battery in the fixed driving condition,is presented.First,the general lower-order battery equivalent circuit model（GLM）,which includes column accumulation model,open circuit voltage model and the SOC output model,is established,and the off-line and online model parameters are calculated with hybrid pulse power characteristics（HPPC） test data.Next,a VSEKF estimation method of SOC,which integrates the ampere-hour（Ah） integration method and the extended Kalman filter（EKF） method,is executed with different adaptive weighting coefficients,which are determined according to the different values of open-circuit voltage obtained in the corresponding charging or discharging processes.According to the experimental analysis,the faster convergence speed and more accurate simulating results could be obtained using the VSEKF method in the running performance of HEV.The error rate of SOC estimation with the VSEKF method is focused in the range of 5% to 10% comparing with the range of 20% to 30% using the EKF method and the Ah integration method.In Summary,the accuracy of the SOC estimation in the lithium-ion battery cell and the pack of lithium-ion battery system,which is obtained utilizing the VSEKF method has been significantly improved comparing with the Ah integration method and the EKF method.The VSEKF method utilizing in the SOC estimation in the lithium-ion pack of HEV can be widely used in practical driving conditions.

A New Regression Type Estimator with Two Auxiliary Variables for Single-Phase Sampling

In this paper, we have proposed an estimator of finite population mean using a new regression type estimator with two auxiliary variables for single-phase sampling and investigated its finite sample properties. An empirical study has been carried out to compare the performance of the proposed estimator with the existing estimators that utilize auxiliary variables for finite population mean. It has been found that the new regression type estimator with two auxiliary variables for to be more efficient than mean per unit, ratio and product estimator and exponential ratio and exponential product estimators and exponential ratio-product estimator.

Fast Approaches for Sub-pixel Precision Variable Block Size Motion Estimation

The new features of H. 264 video coding standard make the motion estimation module much more time consuming than before. Especially, the motion search is required for each of the 4 modes for inter prediction. In order to reduce the computational complexity, we analyze the statistics of results of motion estimation, such as the continuity of best modes of blocks in successive frames and the chance to give up a sub-partition mode （smaller than 16 × 16） after integer-pixel motion estimation, from which we suggest to make mode prediction based on the motion information of the previous frame and skip sub-pixel motion estimation in subpartition mode selectively. According to the experimental result, the proposed algorithm can save 75 % of the computational time with a slight degradation （0.03 dB） on PSNR compared with the pseudocode of fast search motion estimation in JM12.2.

Effect of Correlation Level on the Use of Auxiliary Variable in Double Sampling for Regression Estimation

While an auxiliary information in double sampling increases the precision of an estimate and solves the problem of bias caused by non-response in sample survey, the question is that, does the level of correlation between the auxiliary information x and the study variable y ease in the accomplishment of the objectives of using double sampling? In this research, investigation was conducted through empirical study to ascertain the importance of correlation level between the auxiliary variable and the study variable to maximally accomplish the importance of auxiliary variable(s) in double sampling. Based on the Statistics criteria employed, which are minimum variance, coefficient of variation and relative efficiency, it was established that the higher the correlation level between the study and auxiliary variable(s) is, the better the estimator is.

Estimation of Population Ratio in Post-Stratified Sampling Using Variable Transformation

Extending the work carried out by [1], this paper proposes six combined-type estimators of population ratio of two variables in post-stratified sampling scheme, using variable transformation. Properties of the proposed estimators were obtained up to first order approximations,(on–1), both for achieved sample configurations (conditional argument) and over repeated samples of fixed size n (unconditional argument). Efficiency conditions were obtained. Under these conditions the proposed combined-type estimators would perform better than the associated customary combined-type estimator. Furthermore, optimum estimators among the proposed combined-type estimators were obtained both under the conditional and unconditional arguments. An empirical work confirmed the theoretical results.

Mixture Regression-Cum-Ratio Estimator Using Multi-Auxiliary Variables and Attributes in Single-Phase Sampling

In this paper, we have proposed a class of mixture regression-cum-ratio estimator for estimating population mean by using information on multiple auxiliary variables and attributes simultaneously in single-phase sampling and analyzed the properties of the estimator. An empirical was carried out to compare the performance of the proposed estimator with the existing estimators of finite population mean using simulated population. It was found that the mixture regression-cum-ratio estimator was more efficient than ratio and regression estimators using one auxiliary variable and attribute, ratio and regression estimators using multiple auxiliary variables and attributes and regression-cum-ratio estimators using multiple auxiliary variables and attributes in single-phase sampling for finite population.

Mixture Regression Estimators Using Multi-Auxiliary Variables and Attributes in Two-Phase Sampling

In this paper, we have developed estimators of finite population mean using Mixture Regression estimators using multi-auxiliary variables and attributes in two-phase sampling and investigated its finite sample properties in full, partial and no information cases. An empirical study using natural data is given to compare the performance of the proposed estimators with the existing estimators that utilizes either auxiliary variables or attributes or both for finite population mean. The Mixture Regression estimators in full information case using multiple auxiliary variables and attributes are more efficient than mean per unit, Regression estimator using one auxiliary variable or attribute, Regression estimator using multiple auxiliary variable or attributes and Mixture Regression estimators in both partial and no information case in two-phase sampling. A Mixture Regression estimator in partial information case is more efficient than Mixture Regression estimators in no information case.

Mixture Ratio Estimators Using Multi-Auxiliary Variables and Attributes for Two-Phase Sampling

In this paper, we have proposed three classes of mixture ratio estimators for estimating population mean by using information on auxiliary variables and attributes simultaneously in two-phase sampling under full, partial and no information cases and analyzed the properties of the estimators. A simulated study was carried out to compare the performance of the proposed estimators with the existing estimators of finite population mean. It has been found that the mixture ratio estimator in full information case using multiple auxiliary variables and attributes is more efficient than mean per unit, ratio estimator using one auxiliary variable and one attribute, ratio estimator using multiple auxiliary variable and multiple auxiliary attributes and mixture ratio estimators in both partial and no information case in two-phase sampling. A mixture ratio estimator in partial information case is more efficient than mixture ratio estimators in no information case.

Estimation of Population Variance Using the Coefficient of Kurtosis and Median of an Auxiliary Variable under Simple Random Sampling

In this study we have proposed a modified ratio type estimator for population variance of the study variable y under simple random sampling without replacement making use of coefficient of kurtosis and median of an auxiliary variable x. The estimator’s properties have been derived up to first order of Taylor’s series expansion. The efficiency conditions derived theoretically under which the proposed estimator performs better than existing estimators. Empirical studies have been done using real populations to demonstrate the performance of the developed estimator in comparison with the existing estimators. The proposed estimator as illustrated by the empirical studies performs better than the existing estimators under some specified conditions i.e. it has the smallest Mean Squared Error and the highest Percentage Relative Efficiency. The developed estimator therefore is suitable to be applied to situations in which the variable of interest has a positive correlation with the auxiliary variable.

Estimation of Hazard Function for Censoring Random Variable by Using Wavelet Decomposition and Evaluation of MISE, AMSE with Simulation

Wavelet analysis is one of the mostly new methods of pure and applied mathematics science. In this paper, we use the wavelet method to estimate the hazard function for censoring random variable. We consider the convergence ratio of given estimator. Also we present the simulation in order to test purpose estimator by calculating the mean integrated squared error (MISE) and average mean squared error (AMSE).

A Regression Type Estimator with Two Auxiliary Variables for Two-Phase Sampling

This paper is an extension of Hanif, Hamad and Shahbaz estimator [1] for two-phase sampling. The aim of this paper is to develop a regression type estimator with two auxiliary variables for two-phase sampling when we don’t have any type of information about auxiliary variables at population level. To avoid multi-collinearity, it is assumed that both auxiliary variables have minimum correlation. Mean square error and bias of proposed estimator in two-phase sampling is derived. Mean square error of proposed estimator shows an improvement over other well known estimators under the same case.

Generalized Ratio-Cum-Product Estimators for Two-Phase Sampling Using Multi-Auxiliary Variables

In this paper, we have proposed estimators of finite population mean using generalized Ratio- cum-product estimator for two-Phase sampling using multi-auxiliary variables under full, partial and no information cases and investigated their finite sample properties. An empirical study is given to compare the performance of the proposed estimators with the existing estimators that utilize auxiliary variable(s) for finite population mean. It has been found that the generalized Ra-tio-cum-product estimator in full information case using multiple auxiliary variables is more efficient than mean per unit, ratio and product estimator using one auxiliary variable, ratio and product estimator using multiple auxiliary variable and ratio-cum-product estimators in both partial and no information case in two phase sampling. A generalized Ratio-cum-product estimator in partial information case is more efficient than Generalized Ratio-cum-product estimator in No information case.

General Classes of Variance Estimators in Simple Random Sampling Using Multi-auxiliary Variables

Srivastava and Jhajj [ 1 6] proposed a class of estimators for estimating population variance using multi auxiliary variables in simple random sampling and they utilized the means and variances of auxiliary variables. In this paper, we adapted this class and motivated by Searle [13], and we suggested more generalized class of estimators for estimating the population variance in simple random sampling. The expressions for the mean square error of proposed class have been derived in general form. Besides obtaining the minimized MSE of the proposed and adapted class, it is shown that the adapted classis the special case of the proposed class. Moreover, these theoretical findings are supported by an empirical study of original data.

基于Input Estimation的VSIMM机动目标跟踪

IMM算法的跟踪性能很大程度上取决于模型集的选择。提出了基于Input Estimation的自适应改变模型集的变结构多模型算法IE_VSIMM。对IMM算法输出的状态估计及其误差协方差进行准Kalman滤波,由Input Estimation算法得到的加速度增量估计,可检测目标机动和生成新的模型集。修正过程则由IMM算法在新模型集上对状态估计及其误差协方差进行更正。仿真结果表明IE_VSIMM算法的跟踪性能更好。

Coupled dynamic model of state estimation for hypersonic glide vehicle

Aiming at handling complicated maneuvers or other unpredicted emergencies for hypersonic glide vehicle tracking,three coupled dynamic models of state estimation based on the priori information between guidance variables and aerodynamics are presented. Firstly, the aerodynamic acceleration acting on the target is analyzed to reveal the essence of the target’s motion.Then three coupled structures for modeling aerodynamic parameters are developed by different ideas: the spiral model with a harmonic oscillator, the bank model with trigonometric functions of the bank angle and the guide model with the changing rule of guidance variables. Meanwhile, the comparison discussion is concluded to show the novelty and advantage of these models.Finally, a performance assessment in different simulation cases is presented and detailed analysis is revealed. The results show that the proposed models perform excellent properties. Moreover, the guide model produces the best tracking performance and the bank model shows the second; however, the spiral model does not outperform the maneuvering reentry vehicle(MaRV) model markedly.

Improved estimation of rotor position for sensorless control of a PMSM based on a sliding mode observer

This work proposes a new strategy to improve the rotor position estimation of a permanent magnet synchronous motor(PMSM) over wide speed range. Rotor position estimation of a PMSM is performed by using sliding mode observer(SMO). An adaptive observer gain was designed based on Lyapunov function and applied to solve the chattering problem caused by the discontinuous function of the SMO in the wide speed range. The cascade low-pass filter(LPF) with variable cut-off frequency was proposed to reduce the chattering problem and to attenuate the filtering capability of the SMO. In addition, the phase shift caused by the filter was counterbalanced by applying the variable phase delay compensation for the whole speed area. High accuracy estimation result of the rotor position was obtained in the experiment by applying the proposed estimation strategy.

Detecting Changes in Hydro-Climatic Variables during the Last Four Decades (1975-2014) on Downstream Kaduna River Catchment, Nigeria

This study aimed to detect trends in the long-term hydro-climatic series using non-parametric methods. The annual and seasonal linear trends of rainfall, temperature, runoff, water level and evaporation were analysed for stations in downstream Kaduna River Basin during 1975-2014. The non-parametric Mann-Kendall and Sen’s estimator of slope procedures were adopted to identify if there exists an increasing or decreasing trend with their statistical significance at 95% level of confidence. The datasets were checked to account for auto-correlation prior to determining trends using Mann-Kendall test. The existence of abrupt changes was detected by means of Cumulative Sum Charts and Bootstrapping analysis. The results of study indicated increasing trends for seasonal and annual temperature and runoff series. Water level and evaporation revealed statistically decreasing trends both on annual and seasonal periods. However, for the period 1975 to 2014 no significant distinctive trend was observed for rainfall at the investigated stations. Change-points in time series were identified in all the investigated hydro-climatic records for the sub-basin. Generally, the detection of the trend for hydro-climatic variables by Mann-Kendall test conforms to Sen’s test results. It is concluded that the basin is sensitive to climate variability and water stress impacts which will affect food security. So, it would be necessary to make adjustments in the adaptive water-use strategies being adopted at present in the catchment.

A Class of Estimators for Population Ratio in Simple Random Sampling Using Variable Transformation

This paper is an extension and generalization of the study carried out by [1] on the estimation of the population ratio (R) of the population means of two variables (y and x) under Simple Random Sampling (SRS) scheme, using a variable transformation of the auxiliary variable, x. All the six estimators proposed by [1] are easily identified as special cases of the proposed class of estimators. Asymptotic properties of the proposed class of estimators are derived theoretically and subsequently verified using empirical illustrations. Some of the proposed estimators are found to have relatively large gains in efficiency over the customary ratio estimator, ?for the given data set.