Time-frequency-based methods are proven to be effective for parameter estimation of linear frequency modulation (LFM) signals. The smoothed pseudo Winger-Ville distribution (SPWVD) is used for the parameter estima...Time-frequency-based methods are proven to be effective for parameter estimation of linear frequency modulation (LFM) signals. The smoothed pseudo Winger-Ville distribution (SPWVD) is used for the parameter estimation of multi-LFM signals, and a method of the SPWVD binarization by a dynamic threshold based on the Otsu algorithm is proposed. The proposed method is effective in the demand for the estimation of different parameters and the unknown signal-to-noise ratio (SNR) circumstance. The performance of this method is confirmed by numerical simulation.展开更多
We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. U...We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. Under some regularity conditions, we obtain the consistency and the rate of convergence of the least squares estimator (LSE) when a small dispersion parameter ε→0 and n →∞ simultaneously. The asymptotic distribution of the LSE in our setting is shown to be stable, which is completely different from the classical cases where asymptotic distributions are normal.展开更多
A retrofitted electro-hydraulic proportional system for hydraulic excavator was introduced firstly. According to the principle and characteristic of load independent flow distribution(LUDV) system,taking boom hydrauli...A retrofitted electro-hydraulic proportional system for hydraulic excavator was introduced firstly. According to the principle and characteristic of load independent flow distribution(LUDV) system,taking boom hydraulic system as an example and ignoring the leakage of hydraulic cylinder and the mass of oil in it,a force equilibrium equation and a continuous equation of hydraulic cylinder were set up. Based on the flow equation of electro-hydraulic proportional valve,the pressure passing through the valve and the difference of pressure were tested and analyzed. The results show that the difference of pressure does not change with load,and it approximates to 2.0 MPa. And then,assume the flow across the valve is directly proportional to spool displacement and is not influenced by load,a simplified model of electro-hydraulic system was put forward. At the same time,by analyzing the structure and load-bearing of boom instrument,and combining moment equivalent equation of manipulator with rotating law,the estimation methods and equations for such parameters as equivalent mass and bearing force of hydraulic cylinder were set up. Finally,the step response of flow of boom cylinder was tested when the electro-hydraulic proportional valve was controlled by the step current. Based on the experiment curve,the flow gain coefficient of valve is identified as 2.825×10-4 m3/(s·A) and the model is verified.展开更多
Introducing frequency agility into a distributed multipleinput multiple-output(MIMO)radar can significantly enhance its anti-jamming ability.However,it would cause the sidelobe pedestal problem in multi-target paramet...Introducing frequency agility into a distributed multipleinput multiple-output(MIMO)radar can significantly enhance its anti-jamming ability.However,it would cause the sidelobe pedestal problem in multi-target parameter estimation.Sparse recovery is an effective way to address this problem,but it cannot be directly utilized for multi-target parameter estimation in frequency-agile distributed MIMO radars due to spatial diversity.In this paper,we propose an algorithm for multi-target parameter estimation according to the signal model of frequency-agile distributed MIMO radars,by modifying the orthogonal matching pursuit(OMP)algorithm.The effectiveness of the proposed method is then verified by simulation results.展开更多
This paper focuses on the distributed parameter modeling of the zinc electrowinning process(ZEWP)to reveal the spatiotemporal distribution of concentration of zinc ions(CZI)and sulfuric acid(CSA)in the electrolyte.Con...This paper focuses on the distributed parameter modeling of the zinc electrowinning process(ZEWP)to reveal the spatiotemporal distribution of concentration of zinc ions(CZI)and sulfuric acid(CSA)in the electrolyte.Considering the inverse diffusion of such ions in the electrolyte,the dynamic distribution of ions is described by the axial dispersion model.A parameter estimation strategy based on orthogonal approximation has been proposed to estimate the unknown parameters in the process model.Different industrial data sets are used to test the effectiveness of the spatiotemporal distribution model and the proposed parameter estimation approach.The results demonstrate that the analytical model can effectively capture the trends of the electrolysis reaction in time and thus has the potential to implement further optimization and control in the ZEWP.展开更多
Stem diameter distribution information is useful in forest management planning. Weibull function is flexible, and has been used in characterising diameter distributions, especially in single-species planted stands, th...Stem diameter distribution information is useful in forest management planning. Weibull function is flexible, and has been used in characterising diameter distributions, especially in single-species planted stands, the world over. We evaluated some Weibull parameter estimation methods for stem diameter characterisation in (Oban) multi-species Forest in southern Nigeria. Four study sites (Aking, Ekang, Erokut and Ekuri) were selected. Four 2 km-long transects situated at 600 m apart were laid in each location. Five 50m x 50m plots were alternately laid along each transect at 400 m apart (20 plots/location) using systematic sampling technique. Tree growth variables: diameter at breast height (Dbh), diameters at the base, middle and merchantable limit, total height, merchantable height, stem straightness, crown length and crown diameter were measured on all trees 〉 10 cm to compute model response variables such as mean diameters, basal area and stem volume. Weibull parameters estimation methods used were: moment-based, percentile-based, hybrid and maximum-likelihood (ML). Data were analysed using descriptive statistics, regression models and ANOVA at α0.05. Percentile-based method was the best for Weibull [location (a), scale (b) and shape (c)] parameters estimations with mLogL = 116.66±21.89, while hybrid method was least-suitable (mLogL = 690.14±128.81) for Weibull parameters estimations. Quadratic mean diameter (Dq) was the only suitable predictor of Weibull parameters in Oban Forest.展开更多
The lifetime data of products with multiple failure modes which are collected from life testing are often fitted by the mixed Weibull distributions. Since the mixed Weibull distributions contain no less than five para...The lifetime data of products with multiple failure modes which are collected from life testing are often fitted by the mixed Weibull distributions. Since the mixed Weibull distributions contain no less than five parameters,the parameter estimation is difficult and inaccurate. In order to enhance the accuracy,a new method of parameter estimation based on Cuckoo search( CS) is proposed. An optimization model for the mixed Weibull distribution is formulated by minimizing the residual sum of squares. The optimal parameters are searched via CS algorithm. In the case study,the lifetime data come from the life testing of diesel injectors and are fitted by the twocomponent Weibull mixture. Regarding the maximum absolute error and the accumulative absolute error between estimated and observed values as the accuracy index of parameter estimation,the results of four parameter estimation methods that the graphic estimation method,the nonlinear least square method,the optimization method based on particle swarm optimization( PSO) and the proposed method are compared. The result shows that the proposed method is more efficient and more accurate than the other three methods.展开更多
Continuous-variable quantum key distribution(CVQKD)allows legitimate parties to extract and exchange secret keys.However,the tradeoff between the secret key rate and the accuracy of parameter estimation still around t...Continuous-variable quantum key distribution(CVQKD)allows legitimate parties to extract and exchange secret keys.However,the tradeoff between the secret key rate and the accuracy of parameter estimation still around the present CVQKD system.In this paper,we suggest an approach for parameter estimation of the CVQKD system via artificial neural networks(ANN),which can be merged in post-processing with less additional devices.The ANN-based training scheme,enables key prediction without exposing any raw key.Experimental results show that the error between the predicted values and the true ones is in a reasonable range.The CVQKD system can be improved in terms of the secret key rate and the parameter estimation,which involves less additional devices than the traditional CVQKD system.展开更多
In this paper, the parameter estimation problem is investigated for the continuous time stochastic logistic diffusion system. A new continuous process is built based on the likelihood ratio scheme, the Radon-Nikodym d...In this paper, the parameter estimation problem is investigated for the continuous time stochastic logistic diffusion system. A new continuous process is built based on the likelihood ratio scheme, the Radon-Nikodym derivative and the explicit expressions of the error of estimation are given under this new continuous process. By using the random time transformations, law of large numbers for martingales, law of iterated logarithm and stationary distribution of solution, the consistency property are proved for the estimation error. Finally, a numerical simulation is presented to demonstrate the effectiveness of the proposed method in this paper.展开更多
The probability hypothesis density(PHD) filter has been recognized as a promising technique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledg...The probability hypothesis density(PHD) filter has been recognized as a promising technique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation(APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter(PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking multiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.展开更多
Data privacy is an important issue in control systems,especially when datasets contain sensitive information about individuals.In this paper,the authors are concerned with the differentially private distributed parame...Data privacy is an important issue in control systems,especially when datasets contain sensitive information about individuals.In this paper,the authors are concerned with the differentially private distributed parameter estimation problem,that is,we estimate an unknown parameter while protecting the sensitive information of each agent.First,the authors propose a distributed stochastic approximation estimation algorithm in the form of the differentially private consensus+innovations(DP-CI),and establish the privacy and convergence property of the proposed algorithm.Specifically,it is shown that the proposed algorithm asymptotically unbiased converges in mean-square to the unknown parameter while differential privacy-preserving holds for finite number of iterations.Then,the exponentially damping step-size and privacy noise for DP-CI algorithm is given.The estimate approximately converges to the unknown parameter with an error proportional to the step-size parameter while differential privacy-preserving holds for all iterations.The tradeoff between accuracy and privacy of the algorithm is effectively shown.Finally,a simulation example is provided to verify the effectiveness of the proposed algorithm.展开更多
The mixed distribution model is often used to extract information from heteroge-neous data and perform modeling analysis.When the density function of mixed distribution is complicated or the variable dimension is high...The mixed distribution model is often used to extract information from heteroge-neous data and perform modeling analysis.When the density function of mixed distribution is complicated or the variable dimension is high,it usually brings challenges to the parameter es-timation of the mixed distribution model.The application of MM algorithm can avoid complex expectation calculations,and can also solve the problem of high-dimensional optimization by decomposing the objective function.In this paper,MM algorithm is applied to the parameter estimation problem of mixed distribution model.The method of assembly and decomposition is used to construct the substitute function with separable parameters,which avoids the problems of complex expectation calculations and the inversion of high-dimensional matrices.展开更多
Let X<sub>1</sub>, X<sub>2</sub>, …, X<sub>n</sub> be i.i.d, with common two-parameter Weibull distribution; that is,W(x)=1-exp(-λx<sup>β</sup>), where λ】0 is s...Let X<sub>1</sub>, X<sub>2</sub>, …, X<sub>n</sub> be i.i.d, with common two-parameter Weibull distribution; that is,W(x)=1-exp(-λx<sup>β</sup>), where λ】0 is scale parameter, and β】0 is sharp parameter. Weibull distribution is very important in reliability theory. How to estimate sharp parameter is the key problem in Weibull data analysis. There are many methods to estimate it, such as maximum likelihood estimation. Fang stated a method to estimate it by using properties of moments.In this note we will propose a new method by using the relation between exponential distribution moments.展开更多
In this paper, we consider the construction of the approximate profile-</span><span style="font-family:""> </span><span style="font-family:Verdana;">likelihood confiden...In this paper, we consider the construction of the approximate profile-</span><span style="font-family:""> </span><span style="font-family:Verdana;">likelihood confidence intervals for parameters of the 2-parameter Weibull distribution based on small type-2 censored samples. In previous research works, the traditional Wald method has been used to construct approximate confidence intervals for the 2-parameter Weibull distribution</span><span style="font-family:""> </span><span style="font-family:Verdana;">under type-2 censoring scheme. However, the Wald technique is based on normality assumption and thus may not produce accurate interval estimates for small samples. The profile-likelihood and Wald confidence intervals are constructed for the shape and scale parameters of the 2-parameter Weibull distribution based on simulated and real type-2 censored data, and are hence compared using confidence length and coverage probability.展开更多
As far as the nonlinear regression method is concerned, the condition when both independent and dependent variable take the Fuzzy value, while the parameter, θ∈ΘR m the real value, have been discussed in . But for...As far as the nonlinear regression method is concerned, the condition when both independent and dependent variable take the Fuzzy value, while the parameter, θ∈ΘR m the real value, have been discussed in . But for most of actual conditions, the independent variable generally takes the real value, while both parameter and dependent variable take the Fuzzy value. This paper propounded a method for the latter and its relevant Fuzzy regreession model. In addition the Fuzzy observation, matrix distribution and the rational estimation of modeling parameter have also been discussed. Furthermore, the Max min estimation of modeling parameter and its corresponding calculating sequence have also been offered to and the calculating example shows the method is feasible.展开更多
The two-parameter lognormal distribution is a variant of the normal distribution and the three-parameter lognormal distribution is an extension of the two-parameter lognormal distribution by introducing a location par...The two-parameter lognormal distribution is a variant of the normal distribution and the three-parameter lognormal distribution is an extension of the two-parameter lognormal distribution by introducing a location parameter. The Q-Q plot of the three-parameter lognormal distribution is widely used. To obtain the Q-Q plot one needs to iteratively try different values of the shape parameter and subjectively judge the linearity of the Q-Q plot. In this paper,a mathematical method was proposed to determine the value of the shape parameter so as to simplify the generation of the Q-Q plot. Then a new probability plot was proposed,which was more easily obtained and provided more accurate parameter estimates than the Q-Q plot. These are illustrated by three realworld examples.展开更多
In this paper, a two-parameter Lindley distribution, of which the one parameter Lindley distribution (LD) is a particular case, for modeling waiting and survival times data has been introduced. Its moments, failure ra...In this paper, a two-parameter Lindley distribution, of which the one parameter Lindley distribution (LD) is a particular case, for modeling waiting and survival times data has been introduced. Its moments, failure rate function, mean residual life function, and stochastic orderings have been discussed. It is found that the expressions for failure rate function mean residual life function and stochastic orderings of the two-parameter LD shows flexibility over one-parameter LD and exponential distribution. The maximum likelihood method and the method of moments have been discussed for estimating its parameters. The distribution has been fitted to some data-sets relating to waiting times and survival times to test its goodness of fit to which earlier the one parameter LD has been fitted by others and it is found that to almost all these data-sets the two parameter LD distribution provides closer fits than those by the one parameter LD.展开更多
The Bayesian method of statistical analysis has been applied to the parameter identification problem. A method is presented to identify parameters of dynamic models with the Bayes estimators of measurement frequencies...The Bayesian method of statistical analysis has been applied to the parameter identification problem. A method is presented to identify parameters of dynamic models with the Bayes estimators of measurement frequencies. This is based on the solution of an inverse generalized evaluate problem. The stochastic nature of test data is considered and a normal distribution is used for the measurement frequencies. An additional feature is that the engineer's confidence in the measurement frequencies is quantified and incorporated into the identification procedure. A numerical example demonstrates the efficiency of the method.展开更多
The non-Gaussian α-stable distribution is introduced to model impulsive noise. Based on the theory of fractional lower order statistics (FLOS), the fractional lower order cross-covariance (FLOCC) sequence for two rec...The non-Gaussian α-stable distribution is introduced to model impulsive noise. Based on the theory of fractional lower order statistics (FLOS), the fractional lower order cross-covariance (FLOCC) sequence for two received signals is obtained and the fractional lower order cross-covariance spectrum (FLOCCS) can be approached by taking a Fourier transform for the FLOCC sequence. When the FLOCCS is treated as a sequence in the time domain, the problem of multipath time delay estimation (TDE) may be converted into one on multi-frequencies estimation or directions of arrival estimation. Accordingly, the high resolution multipath TDE can be realized with the ESPRIT technology. This idea on multipath TDE is referred to as FLOCCS-ESPRIT in this paper. Computer simulations show that this method has good performance both in a Gaussian noise and in an impulsive noise environment.展开更多
基金supported by the National Natural Science Foundation of China (61302188)the Nanjing University of Science and Technology Research Foundation (2010ZDJH05)
文摘Time-frequency-based methods are proven to be effective for parameter estimation of linear frequency modulation (LFM) signals. The smoothed pseudo Winger-Ville distribution (SPWVD) is used for the parameter estimation of multi-LFM signals, and a method of the SPWVD binarization by a dynamic threshold based on the Otsu algorithm is proposed. The proposed method is effective in the demand for the estimation of different parameters and the unknown signal-to-noise ratio (SNR) circumstance. The performance of this method is confirmed by numerical simulation.
基金supported by FAU Start-up funding at the C. E. Schmidt Collegeof Science
文摘We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. Under some regularity conditions, we obtain the consistency and the rate of convergence of the least squares estimator (LSE) when a small dispersion parameter ε→0 and n →∞ simultaneously. The asymptotic distribution of the LSE in our setting is shown to be stable, which is completely different from the classical cases where asymptotic distributions are normal.
基金Project(2003AA430200) supported by the National High-Tech Research and Development Program of China
文摘A retrofitted electro-hydraulic proportional system for hydraulic excavator was introduced firstly. According to the principle and characteristic of load independent flow distribution(LUDV) system,taking boom hydraulic system as an example and ignoring the leakage of hydraulic cylinder and the mass of oil in it,a force equilibrium equation and a continuous equation of hydraulic cylinder were set up. Based on the flow equation of electro-hydraulic proportional valve,the pressure passing through the valve and the difference of pressure were tested and analyzed. The results show that the difference of pressure does not change with load,and it approximates to 2.0 MPa. And then,assume the flow across the valve is directly proportional to spool displacement and is not influenced by load,a simplified model of electro-hydraulic system was put forward. At the same time,by analyzing the structure and load-bearing of boom instrument,and combining moment equivalent equation of manipulator with rotating law,the estimation methods and equations for such parameters as equivalent mass and bearing force of hydraulic cylinder were set up. Finally,the step response of flow of boom cylinder was tested when the electro-hydraulic proportional valve was controlled by the step current. Based on the experiment curve,the flow gain coefficient of valve is identified as 2.825×10-4 m3/(s·A) and the model is verified.
文摘Introducing frequency agility into a distributed multipleinput multiple-output(MIMO)radar can significantly enhance its anti-jamming ability.However,it would cause the sidelobe pedestal problem in multi-target parameter estimation.Sparse recovery is an effective way to address this problem,but it cannot be directly utilized for multi-target parameter estimation in frequency-agile distributed MIMO radars due to spatial diversity.In this paper,we propose an algorithm for multi-target parameter estimation according to the signal model of frequency-agile distributed MIMO radars,by modifying the orthogonal matching pursuit(OMP)algorithm.The effectiveness of the proposed method is then verified by simulation results.
基金Project(61673400)supported by the National Natural Science Foundation of ChinaProject(2015cx007)supported by the Innovation-driven Plan in Central South University,China+1 种基金Project(61321003)supported by the Foundation for Innovative Research Groups of the National Natural Science Foundation of ChinaProjects(61590921,61590923)supported by the Major Program of the National Natural Science Foundation of China
文摘This paper focuses on the distributed parameter modeling of the zinc electrowinning process(ZEWP)to reveal the spatiotemporal distribution of concentration of zinc ions(CZI)and sulfuric acid(CSA)in the electrolyte.Considering the inverse diffusion of such ions in the electrolyte,the dynamic distribution of ions is described by the axial dispersion model.A parameter estimation strategy based on orthogonal approximation has been proposed to estimate the unknown parameters in the process model.Different industrial data sets are used to test the effectiveness of the spatiotemporal distribution model and the proposed parameter estimation approach.The results demonstrate that the analytical model can effectively capture the trends of the electrolysis reaction in time and thus has the potential to implement further optimization and control in the ZEWP.
文摘Stem diameter distribution information is useful in forest management planning. Weibull function is flexible, and has been used in characterising diameter distributions, especially in single-species planted stands, the world over. We evaluated some Weibull parameter estimation methods for stem diameter characterisation in (Oban) multi-species Forest in southern Nigeria. Four study sites (Aking, Ekang, Erokut and Ekuri) were selected. Four 2 km-long transects situated at 600 m apart were laid in each location. Five 50m x 50m plots were alternately laid along each transect at 400 m apart (20 plots/location) using systematic sampling technique. Tree growth variables: diameter at breast height (Dbh), diameters at the base, middle and merchantable limit, total height, merchantable height, stem straightness, crown length and crown diameter were measured on all trees 〉 10 cm to compute model response variables such as mean diameters, basal area and stem volume. Weibull parameters estimation methods used were: moment-based, percentile-based, hybrid and maximum-likelihood (ML). Data were analysed using descriptive statistics, regression models and ANOVA at α0.05. Percentile-based method was the best for Weibull [location (a), scale (b) and shape (c)] parameters estimations with mLogL = 116.66±21.89, while hybrid method was least-suitable (mLogL = 690.14±128.81) for Weibull parameters estimations. Quadratic mean diameter (Dq) was the only suitable predictor of Weibull parameters in Oban Forest.
文摘The lifetime data of products with multiple failure modes which are collected from life testing are often fitted by the mixed Weibull distributions. Since the mixed Weibull distributions contain no less than five parameters,the parameter estimation is difficult and inaccurate. In order to enhance the accuracy,a new method of parameter estimation based on Cuckoo search( CS) is proposed. An optimization model for the mixed Weibull distribution is formulated by minimizing the residual sum of squares. The optimal parameters are searched via CS algorithm. In the case study,the lifetime data come from the life testing of diesel injectors and are fitted by the twocomponent Weibull mixture. Regarding the maximum absolute error and the accumulative absolute error between estimated and observed values as the accuracy index of parameter estimation,the results of four parameter estimation methods that the graphic estimation method,the nonlinear least square method,the optimization method based on particle swarm optimization( PSO) and the proposed method are compared. The result shows that the proposed method is more efficient and more accurate than the other three methods.
文摘Continuous-variable quantum key distribution(CVQKD)allows legitimate parties to extract and exchange secret keys.However,the tradeoff between the secret key rate and the accuracy of parameter estimation still around the present CVQKD system.In this paper,we suggest an approach for parameter estimation of the CVQKD system via artificial neural networks(ANN),which can be merged in post-processing with less additional devices.The ANN-based training scheme,enables key prediction without exposing any raw key.Experimental results show that the error between the predicted values and the true ones is in a reasonable range.The CVQKD system can be improved in terms of the secret key rate and the parameter estimation,which involves less additional devices than the traditional CVQKD system.
文摘In this paper, the parameter estimation problem is investigated for the continuous time stochastic logistic diffusion system. A new continuous process is built based on the likelihood ratio scheme, the Radon-Nikodym derivative and the explicit expressions of the error of estimation are given under this new continuous process. By using the random time transformations, law of large numbers for martingales, law of iterated logarithm and stationary distribution of solution, the consistency property are proved for the estimation error. Finally, a numerical simulation is presented to demonstrate the effectiveness of the proposed method in this paper.
基金supported by the National Natural Science Foundation of China (Nos. 61305017, 61304264)the Natural Science Foundation of Jiangsu Province (No. BK20130154)
文摘The probability hypothesis density(PHD) filter has been recognized as a promising technique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation(APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter(PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking multiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.
基金supported by the National Key R&D Program of China under Grant No.2018YFA0703800the National Natural Science Foundation of China under Grant No.61877057China Post-Doctoral Science Foundation under Grant No.2018M641506.
文摘Data privacy is an important issue in control systems,especially when datasets contain sensitive information about individuals.In this paper,the authors are concerned with the differentially private distributed parameter estimation problem,that is,we estimate an unknown parameter while protecting the sensitive information of each agent.First,the authors propose a distributed stochastic approximation estimation algorithm in the form of the differentially private consensus+innovations(DP-CI),and establish the privacy and convergence property of the proposed algorithm.Specifically,it is shown that the proposed algorithm asymptotically unbiased converges in mean-square to the unknown parameter while differential privacy-preserving holds for finite number of iterations.Then,the exponentially damping step-size and privacy noise for DP-CI algorithm is given.The estimate approximately converges to the unknown parameter with an error proportional to the step-size parameter while differential privacy-preserving holds for all iterations.The tradeoff between accuracy and privacy of the algorithm is effectively shown.Finally,a simulation example is provided to verify the effectiveness of the proposed algorithm.
基金Supported by the National Natural Science Foundation of China(12261108)the General Program of Basic Research Programs of Yunnan Province(202401AT070126)+1 种基金the Yunnan Key Laboratory of Modern Analytical Mathematics and Applications(202302AN360007)the Cross-integration Innovation team of modern Applied Mathematics and Life Sciences in Yunnan Province,China(202405AS350003).
文摘The mixed distribution model is often used to extract information from heteroge-neous data and perform modeling analysis.When the density function of mixed distribution is complicated or the variable dimension is high,it usually brings challenges to the parameter es-timation of the mixed distribution model.The application of MM algorithm can avoid complex expectation calculations,and can also solve the problem of high-dimensional optimization by decomposing the objective function.In this paper,MM algorithm is applied to the parameter estimation problem of mixed distribution model.The method of assembly and decomposition is used to construct the substitute function with separable parameters,which avoids the problems of complex expectation calculations and the inversion of high-dimensional matrices.
基金Project supported by the National Natural Science Foundation of ChinaNational Science Foundation of Beijng.
文摘Let X<sub>1</sub>, X<sub>2</sub>, …, X<sub>n</sub> be i.i.d, with common two-parameter Weibull distribution; that is,W(x)=1-exp(-λx<sup>β</sup>), where λ】0 is scale parameter, and β】0 is sharp parameter. Weibull distribution is very important in reliability theory. How to estimate sharp parameter is the key problem in Weibull data analysis. There are many methods to estimate it, such as maximum likelihood estimation. Fang stated a method to estimate it by using properties of moments.In this note we will propose a new method by using the relation between exponential distribution moments.
文摘In this paper, we consider the construction of the approximate profile-</span><span style="font-family:""> </span><span style="font-family:Verdana;">likelihood confidence intervals for parameters of the 2-parameter Weibull distribution based on small type-2 censored samples. In previous research works, the traditional Wald method has been used to construct approximate confidence intervals for the 2-parameter Weibull distribution</span><span style="font-family:""> </span><span style="font-family:Verdana;">under type-2 censoring scheme. However, the Wald technique is based on normality assumption and thus may not produce accurate interval estimates for small samples. The profile-likelihood and Wald confidence intervals are constructed for the shape and scale parameters of the 2-parameter Weibull distribution based on simulated and real type-2 censored data, and are hence compared using confidence length and coverage probability.
文摘As far as the nonlinear regression method is concerned, the condition when both independent and dependent variable take the Fuzzy value, while the parameter, θ∈ΘR m the real value, have been discussed in . But for most of actual conditions, the independent variable generally takes the real value, while both parameter and dependent variable take the Fuzzy value. This paper propounded a method for the latter and its relevant Fuzzy regreession model. In addition the Fuzzy observation, matrix distribution and the rational estimation of modeling parameter have also been discussed. Furthermore, the Max min estimation of modeling parameter and its corresponding calculating sequence have also been offered to and the calculating example shows the method is feasible.
基金National Natural Science Foundation of China(No.71371035)
文摘The two-parameter lognormal distribution is a variant of the normal distribution and the three-parameter lognormal distribution is an extension of the two-parameter lognormal distribution by introducing a location parameter. The Q-Q plot of the three-parameter lognormal distribution is widely used. To obtain the Q-Q plot one needs to iteratively try different values of the shape parameter and subjectively judge the linearity of the Q-Q plot. In this paper,a mathematical method was proposed to determine the value of the shape parameter so as to simplify the generation of the Q-Q plot. Then a new probability plot was proposed,which was more easily obtained and provided more accurate parameter estimates than the Q-Q plot. These are illustrated by three realworld examples.
文摘In this paper, a two-parameter Lindley distribution, of which the one parameter Lindley distribution (LD) is a particular case, for modeling waiting and survival times data has been introduced. Its moments, failure rate function, mean residual life function, and stochastic orderings have been discussed. It is found that the expressions for failure rate function mean residual life function and stochastic orderings of the two-parameter LD shows flexibility over one-parameter LD and exponential distribution. The maximum likelihood method and the method of moments have been discussed for estimating its parameters. The distribution has been fitted to some data-sets relating to waiting times and survival times to test its goodness of fit to which earlier the one parameter LD has been fitted by others and it is found that to almost all these data-sets the two parameter LD distribution provides closer fits than those by the one parameter LD.
文摘The Bayesian method of statistical analysis has been applied to the parameter identification problem. A method is presented to identify parameters of dynamic models with the Bayes estimators of measurement frequencies. This is based on the solution of an inverse generalized evaluate problem. The stochastic nature of test data is considered and a normal distribution is used for the measurement frequencies. An additional feature is that the engineer's confidence in the measurement frequencies is quantified and incorporated into the identification procedure. A numerical example demonstrates the efficiency of the method.
基金Projects 60372081, 30170259 and 30570475 supported by the National Natural Science Foundation of China, VSN-2005-01 the Opened Foundation of National Key-Lab of Vibration, Impact and Noise, 80523+1 种基金the Science Foundation of Hainan Province and Hj200501 the Foundation of Education Department of Hainan Province
文摘The non-Gaussian α-stable distribution is introduced to model impulsive noise. Based on the theory of fractional lower order statistics (FLOS), the fractional lower order cross-covariance (FLOCC) sequence for two received signals is obtained and the fractional lower order cross-covariance spectrum (FLOCCS) can be approached by taking a Fourier transform for the FLOCC sequence. When the FLOCCS is treated as a sequence in the time domain, the problem of multipath time delay estimation (TDE) may be converted into one on multi-frequencies estimation or directions of arrival estimation. Accordingly, the high resolution multipath TDE can be realized with the ESPRIT technology. This idea on multipath TDE is referred to as FLOCCS-ESPRIT in this paper. Computer simulations show that this method has good performance both in a Gaussian noise and in an impulsive noise environment.