Robustness of Minimum Norm Quadratic Unbiased Estimator of Variance Under the General Linear Model

Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are derived. Further, when the Gauss? Markov estimators and the ordinary least squares estimator are identical, a relative simply equivalent condition is obtained. At last, this condition is applied to an interesting example.

A Geometric Approach to Conditioning and the Search for Minimum Variance Unbiased Estimators

Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that this technique resides in the structure of an inner product space. The technique uses conditioning of an unbiased estimator on a sufficient statistic. This procedure is founded upon the conditional variance formula, which leads to an inner product space and a geometric interpretation. The example clearly illustrates the dependence on the sampling methodology. These advantages show the power and centrality of this process.

A New Class of Biased Linear Estimators in Deficient-rank Linear Models

In this paper, we define a new class of biased linear estimators of the vector of unknown parameters in the deficient_rank linear model based on the spectral decomposition expression of the best linear minimun bias estimator. Some important properties are discussed. By appropriate choices of bias parameters, we construct many interested and useful biased linear estimators, which are the extension of ordinary biased linear estimators in the full_rank linear model to the deficient_rank linear model. At last, we give a numerical example in geodetic adjustment.

Parameter Estimations of Rayleigh Distribution

设随机变量X服从Rayleigh分布，其密度函数为p(x;β)=2x/βe-x^2/β，x＞0,β＞0为参数，对变换群G={gc;gc(x)=c^2x,c＞0}，本文分别在平方损失和熵损失下研究了β在G上的最优同变估计；当β有先验信息时，给出了β的Bayes估计。

ASYMPTOTIC NORMALITY OF MINIMUML_1-NORM ESTIMATES IN LINEAR MODELS

Consider the standard linear model where x_x,x_2… are assumed to be the known p-vectors, β the unknown p-vector of regression coefficients, and e_1, e_2, …the independent random error sequence, each having a median zero. Define the minimum L_1norm estimator as,the solution of the minimization problem inf It is proved in this paper that is asymptotically normal under very weak conditions. In particular, the condition imposed on {xi} is exactly the same which ensures the asymptotic normality of least-squares estimate:

Estimator of Scale Parameter in a Subclass of the Exponential Family under Symmetric Entropy Loss

In this paper we investigate the estimator for the rth power of the scale parameter in a class of exponential family under symmetric entropy loss L（θ, δ） = v（θ/δ ＋ δ/θ - 2）. An exact form of the minimum risk equivariant estimator under symmetric entropy loss is given, and the minimaxity of the minimum risk equivariant estimator is proved. The results with regard to admissibility and inadmissibility of a class of linear estimators of the form cT（X） ＋ d are given, where T（X） Gamma（v, θ）.

NEW RESULTS ABOUT THE RELATIONSHIP BETWEEN OPTIMALLY WEIGHTED LEAST SQUARES ESTIMATE AND LINEAR MINIMUM VARIANCE ESTIMATE

The optimally weighted least squares estimate and the linear minimum variance estimateare two of the most popular estimation methods for a linear model.In this paper,the authors makea comprehensive discussion about the relationship between the two estimates.Firstly,the authorsconsider the classical linear model in which the coefficient matrix of the linear model is deterministic,and the necessary and sufficient condition for equivalence of the two estimates is derived.Moreover,under certain conditions on variance matrix invertibility,the two estimates can be identical providedthat they use the same a priori information of the parameter being estimated.Secondly,the authorsconsider the linear model with random coefficient matrix which is called the extended linear model;under certain conditions on variance matrix invertibility,it is proved that the former outperforms thelatter when using the same a priori information of the parameter.

Interference cancellation scheme for uplink cognitive radio systems

This paper investigates the interference cancellation （IC） scheme for uplink cognitive radio systems, using the spectrum underlay strategy where the primary users （PUs） and the secondary users （SUs） coexist and operate in the same spectrum. Joint MMSE-based parallel interference cancellation （PIC） and Turbo decoding scheme is proposed to reduce the interference to the PUs, as well as to the SUs, in which the minimum mean square estimation （MMSE） filter is only employed in the first iteration, regarded as the ＂weakest link＂ of the whole detection process, to improve the quality of the preliminary detections results before they are fed to the Turbo decoder. Simulation results show that the proposed scheme can efficiently eliminate the interference to the PUs, as well as to the SUs.

Improving Energy and Power Efficiency Using NComputing and Approaches for Predicting Reliability of Complex Computing Systems

Opting to follow the computing-design philosophy that the best way to reduce power consumption and increase energy efficiency is to reduce waste, we propose an architecture with a very simple ready-implementation by using an NComputing device that can allow multi-users but only one computer is needed. This intuitively can save energy, space as well as cost. In this paper, we propose a simple and realistic NComputing architecture to study the energy and power-efficient consumption of desktop computer systems by using the NComputing device. We also propose new approaches to estimate the reliability of k-out-of-n systems based on the delta method. The k-out-of-n system consisting of n subsystems works if and only if at least k-of-the-n subsystems work. More specificly, we develop approaches to obtain the reliability estimation for the k-out-of-n systems which is composed of n independent and identically distributed subsystems where each subsystem （or energy-efficient usage application） can be assumed to follow a two-parameter exponential lifetime distribution function. The detailed derivations of reliability estimation of k-out-of-n systems based on the biased-corrected estimator, known as delta method, the uniformly minimum variance unbiased estimate （UMVUE） and maximum likelihood estimate （MLE） are discussed. An energy-management NComputing application is discussed to illustrate the reliability results in terms of the energy consumption usages of a computer system with qua（t-core, 8 GB of RAM, and a GeForce 9800GX-2 graphics card to perform various complex applications. The estimated reliability values of systems based on the UMVUE and the delta method differ only slightly. Often the UMVUE of reliability for a complex system is a lot more difficult to obtain, if not impossible. The delta method seems to be a simple and better approach to obtain the reliability estimation of complex systems. The results of this study also show that, in practice, the NComputing architecture improves both energy cost saving and energy efficient living spaces.

Image enhancement via MMSE estimation of Gaussian scale mixture with Maxwell density in AWGN

In optical techniques,noise signal is a classical problem in medical image processing.Recently,there has been considerable interest in using the wavelet transform with Bayesian estimation as a powerful tool for recovering image from noisy data.In wavelet domain,if Bayesian estimator is used for denoising problem,the solution requires a prior knowledge about the distribution of wavelet coeffcients.Indeed,wavelet coeffcients might be better modeled by super Gaussian density.The super Gaussian density can be generated by Gaussian scale mixture(GSM).So,we present new minimum mean square error(MMSE)estimator for spherically-contoured GSM with Maxwell distribution in additive white Gaussian noise(AWGN).We compare our proposed method to current state-of-the-art method applied on standard test image and we quantify achieved performance improvement.

Statistical-mechanical analysis of multiuser channel capacity with imperfect channel state information

In this paper, the effect of imperfect channel state information at the receiver, which is caused by noise and other interference, on the multi-access channel capacity is analysed through a statistical-mechanical approach. Replica analyses focus on analytically studying how the minimum mean square error （MMSE） channel estimation error appears in a multiuser channel capacity formula. And the relevant mathematical expressions are derived. At the same time, numerical simulation results are demonstrated to validate the Replica analyses. The simulation results show how the system parameters, such as channel estimation error, system load and signal-to-noise ratio, affect the channel capacity.

Parameter Method Data Processing for CPⅢ Precise Trigonometric Leveling Network

In view of the limitation of the difference method,the adjustment model of CPⅢprecise trigonometric leveling control network based on the parameter method was proposed in the present paper.The experiment results show that this model has a simple algorithm and high data utilization,avoids the negative influences caused by the correlation among the data acquired from the difference method and its accuracy is improved compared with the difference method.In addition,the strict weight of CPⅢprecise trigonometric leveling control network was also discussed in this paper.The results demonstrate that the ranging error of trigonometric leveling can be neglected when the vertical angle is less than 3 degrees.The accuracy of CPⅢprecise trigonometric leveling control network has not changed significantly before and after strict weight.

Robustness of Minimum Norm Quadratic Unbiased Estimator of Variance for the General Linear Model

In this paper, necessary and sufficient conditions for equalities betweenα~2y^1(I-P_X)y and under the general linear model, whereand α~2 is a known positive number, are derived. Furthermore, when the Gauss-Markovestimators and the ordinary least squares estimators are identical, we obtain a simpleequivalent condition.

Model-free adaptive robust control method for high-speed trains

Aiming at the robustness issue in high-speed trains(HSTs)operation control,this article proposes a model-free adaptive control(MFAC)scheme to suppress disturbance.Firstly,the dynamic linearization data model of train system under the action of measurement disturbance is given,and the Kalman filter(KF)based on this model is derived under the minimum variance estimation criterion.Then,according to the KF,an anti-interference MFAC scheme is designed.This scheme only needs the input and output data of the controlled system to realize the MFAC of the train under strong disturbance.Finally,the simulation experiment of CRH380A HSTs is carried out and compared with the traditional MFAC and the MFAC with attenuation factor.The proposed control algorithm can effectively suppress the measurement disturbance,and obtain smaller tracking error and larger signal to noise ratio with better applicability.

Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes

This paper proposes a minimum contrast methodology to estimate the drift parameter for the Ornstein-Uhlenbeck process driven by fractional Brownian motion of Hurst index, which is greater than one half. Both the strong consistency and the asymptotic normality of this minimum contrast estimator are studied based on the Laplace transform. The numerical simulation results confirm the theoretical analysis and show that the minimum contrast technique is effective and efficient.

Linear minimum variance estimation fusion

This paper shows that a general multisensor unbiased linearly weighted estimation fusion essentially is the linear minimum variance (LMV) estimation with linear equality constraint, and the general estimation fusion formula is developed by extending the Gauss-Markov estimation to the random parameter under estimation. First, we formulate the problem of distributed estimation fusion in the LMV setting. In this setting, the fused estimator is a weighted sum of local estimates with a matrix weight. We show that the set of weights is optimal if and only if it is a solution of a matrix quadratic optimization problem subject to a convex linear equality constraint. Second, we present a unique solution to the above optimization problem, which depends only on the covariance matrix Ck.Third, if a priori information, the expectation and covariance, of the estimated quantity is unknown, a necessary and sufficient condition for the above LMV fusion becoming the best unbiased LMV estimation with known prior information as the above is presented. We also discuss the generality and usefulness of the LMV fusion formulas developed. Finally, we provide an off-line recursion of Ck for a class of multisensor linear systems with coupled measurement noises.

A Method of Minimum Reusability Estimation for Automated Software Testing

Through reusing software test components, automated software testing generally costs less than manual software testing. There has been much research on how to develop the reusable test components, but few fall on how to estimate the reusability of test conlponents for automated testing. The purpose of this paper is to present a method of minimum reusability estimation for automated testing based on the return on investment （ROI） model. Minimum reusability is a benchmark for the whole automated testing process. If the reusability in one test execution is less than the minimum reusability, some new strategies must be adopted ill the next test execution to increase the reusability. Only by this way, we can reduce unnecessary costs and finally get a return on the investment of automated testing.

Existence of the Uniformly Minimum Risk Unbiased Estimator in Seemingly Unrelated Regression System

For a seemingly Unrelated regression system with the assumption of normality,a necessary and sufficient condition for the existence of the Uniformly Minimum Risk Unbiased (UMRU)estimator of regression coefficients under strictly convex loss is obtained;it is proved that any unbiased estimator can not improve the least squares estimator;it is also shown that no UMRU estimator exists under missing observations.

Minimum Time Extrema Estimation for Large-Scale Radio-Frequency Identification Systems

We consider the extrema estimation problem in large-scale radio-frequency identification(RFID)systems,where there are thousands of tags and each tag contains a finite value.The objective is to design an extrema estimation protocol with the minimum execution time.Because the standard binary search protocol wastes much time due to inter-frame overhead,we propose a parameterized protocol and treat the number of slots in a frame as an unknown parameter.We formulate the problem and show how to find the best parameter to minimize the worst-case execution time.Finally,we propose two rules to further reduce the execution time.The first is to find and remove redundant frames.The second is to concatenate a frame from minimum value estimation with a frame from maximum value estimation to reduce the total number of frames.Simulations show that,in a typical scenario,the proposed protocol reduces execution time by 79%compared with the standard binary search protocol.

Simultaneous Optimality of LSE and ANOVA Estimate in General Mixed Models

Problems of the simultaneous optimal estimates and the optimal tests in general mixed models are considered. A necessary and sufficient condition is presented for the least squares estimate of the fixed effects and the analysis of variance （Hendreson III＇s） estimate of variance components being uniformly minimum variance unbiased estimates simultaneously. This result can be applied to the problems of finding uniformly optimal unbiased tests and uniformly most accurate unbiased confidential interval on parameters of interest, and for finding equivalences of several common estimates of variance components.