Hypothesis testing analysis and unknown parameter estimation of GPS signal detection

Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying the model of GPS signal in white Gaussian noise,It is proved that the test statistic follows central or noncentral F distribution,It is also pointed out that the test statistic is nearly identical to central or noncentral chi-squared distribution because the processing samples are large enough to be considered as infinite in GPS acquisition problem.It is also proved that the probability of false alarm,the probability of detection and the threshold are affected largely when the hypothesis testing refers to the full pseudorandom noise(PRN) code phase and Doppler frequency search space cells instead of each individual cell.The performance of the test statistic is also given with combining the noncoherent integration.

Spatiotemporal distribution model for zinc electrowinning process and its parameter estimation

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.

Evaluation of Some Weibull Parameter Estimation Methods for Characterizing Stem Diameter Distribution in a Tropical Mixed Forest of Southern Nigeria

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.

Parameter Estimation of Mixed Weibull Distributions Using Cuckoo Search

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.

Parameter estimation of continuous variable quantum key distribution system via artificial neural networks

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.

Parameter Estimations for Some Modifications of the Weibull Distribution

Proposed by the Swedish engineer and mathematician Ernst Hjalmar Waloddi Weibull (1887-1979), the Weibull distribution is a probability distribution that is widely used to model lifetime data. Because of its flexibility, some modifications of the Weibull distribution have been made from several researches in order to best adjust the non-monotonic shapes. This paper gives a study on the performance of two specific modifications of the Weibull distribution which are the exponentiated Weibull distribution and the additive Weibull distribution.

Dynamic threshold for SPWVD parameter estimation based on Otsu algorithm

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.

PARAMETER ESTIMATION FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SMALL STABLE NOISES FROM DISCRETE OBSERVATIONS

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.

Modeling and parameter estimation for hydraulic system of excavator's arm

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.

Modified OMP method for multi-target parameter estimation in frequency-agile distributed MIMO radar

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.

Parameter Estimation for the Continuous Time Stochastic Logistic Diffusion Model

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.

Parameters Estimation of a Bivariate Generalized Poisson Distribution with Applications to Metabolic Syndrome Data

Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In most cases mutual independence among the variables is assumed, however this fails to take into accounts the correlation between the outcomes of interests. A special bivariate form of the multivariate Lagrange family of distribution, names Generalized Bivariate Poisson Distribution, is considered in this paper. Objectives: We estimate the model parameters using the method of maximum likelihood and show that the model fits the count variables representing components of metabolic syndrome in spousal pairs. We use the likelihood local score to test the significance of the correlation between the counts. We also construct confidence interval on the ratio of the two correlated Poisson means. Methods: Based on a random sample of pairs of count data, we show that the score test of independence is locally most powerful. We also provide a formula for sample size estimation for given level of significance and given power. The confidence intervals on the ratio of correlated Poisson means are constructed using the delta method, the Fieller’s theorem, and the nonparametric bootstrap. We illustrate the methodologies on metabolic syndrome data collected from 4000 spousal pairs. Results: The bivariate Poisson model fitted the metabolic syndrome data quite satisfactorily. Moreover, the three methods of confidence interval estimation were almost identical, meaning that they have the same interval width.

Estimation for constant-stress accelerated life test from generalized half-normal distribution

In the constant-stress accelerated life test, estimation issues are discussed for a generalized half-normal distribution under a log-linear life-stress model. The maximum likelihood estimates with the corresponding fixed point type iterative algorithm for unknown parameters are presented, and the least square estimates of the parameters are also proposed. Meanwhile, confidence intervals of model parameters are constructed by using the asymptotic theory and bootstrap technique. Numerical illustration is given to investigate the performance of our methods.

One-sided empirical Bayes test for location parameter in Gamma distribution

In this paper, we devote to constructing the one-sided empirical Bayes(EB) test for the location parameter in the Gamma distribution by nonparametric method. Under some mild conditions, we prove that the EB test is asymptotically optimal with the rate of the order O(n^(-δs/(2s+1))), where 1/2 ≤ δ < 1 and s > 1 is a given natural number. An example is also given to illustrate that the conditions of the main theorems are easily satisfied.

The new method of sharp parameter estimation for Weibull distribution

Let X1, X2, …, Xn be i.i.d, with common two-parameter Weibull distribution; that is,W（x）=1-exp（-λxβ）, 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.

Empirical Bayes Test for Two-parameter Exponential Distribution under Type-Ⅱ Censored Samples

The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which the asymptotic optimality and convergence rates are obtained.Finally,an example concerning the main result is given.

Interval Estimation in a Two Parameter Weibull Distribution Based on Type-2 Censored Data

In this paper, we consider the construction of the approximate profile- 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 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.

Probability hypothesis density filter with adaptive parameter estimation for tracking multiple maneuvering targets

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.

A practical filter error method for aerodynamic parameter estimation of aircraft in turbulence

It is common for aircraft to encounter atmospheric turbulence in flight tests.Turbulence is usually modeled as stochastic process noise in the flight dynamics equations.In this paper,parameter estimation of nonlinear dynamic system with both process and measurement noise was studied,and a practical filter error method was proposed.The linearized Kalman filter of first-order approximation was used for state estimation,in which the filter gain,along with the system parameters and the initial states,constituted the parameter vector to be estimated.The unknown parameters and measurement noise covariance were estimated alternately by a relaxation iteration method,and the sensitivities of observations to unknown parameters were calculated by finite difference approximation.Some practical aspects of the method application were discussed.The proposed filter error method was validated by the flight simulation data of a research aircraft.Then,the method was applied to the flight tests of a subscale aircraft,and the aerodynamic stability and control derivatives were estimated.All the estimation results were compared with the results of the output error method to demonstrate the effectiveness of the approach.It is shown that the filter error method is superior to the output error method for flight tests in atmospheric turbulence.