Beamspace super-resolution methods for elevation estimation in multipath environment has attracted significant attention, especially the beamspace maximum likelihood(BML)algorithm. However, the difference beam is rare...Beamspace super-resolution methods for elevation estimation in multipath environment has attracted significant attention, especially the beamspace maximum likelihood(BML)algorithm. However, the difference beam is rarely used in superresolution methods, especially in low elevation estimation. The target airspace information in the difference beam is different from the target airspace information in the sum beam. And the use of difference beams does not significantly increase the complexity of the system and algorithms. Thus, this paper applies the difference beam to the beamformer to improve the elevation estimation performance of BML algorithm. And the direction and number of beams can be adjusted according to the actual needs. The theoretical target elevation angle root means square error(RMSE) and the computational complexity of the proposed algorithms are analyzed. Finally, computer simulations and real data processing results demonstrate the effectiveness of the proposed algorithms.展开更多
The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communic...The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communication fields.The joint polarization and direction-of-arrival(DOA)estimation based on the conformal array and the theoretical analysis of its parameter estimation performance are the key factors to promote the engineering application of the conformal array.To solve these problems,this paper establishes the wave field signal model of the conformal array.Then,for the case of a single target,the cost function of the maximum likelihood(ML)estimator is rewritten with Rayleigh quotient from a problem of maximizing the ratio of quadratic forms into those of minimizing quadratic forms.On this basis,rapid parameter estimation is achieved with the idea of manifold separation technology(MST).Compared with the modified variable projection(MVP)algorithm,it reduces the computational complexity and improves the parameter estimation performance.Meanwhile,the MST is used to solve the partial derivative of the steering vector.Then,the theoretical performance of ML,the multiple signal classification(MUSIC)estimator and Cramer-Rao bound(CRB)based on the conformal array are derived respectively,which provides theoretical foundation for the engineering application of the conformal array.Finally,the simulation experiment verifies the effectiveness of the proposed method.展开更多
In order to obtain the life information of the vacuum fluorescent display (VFD) in a short time, a model of constant stress accelerated life tests (CSALT) is established with its filament temperature increased, an...In order to obtain the life information of the vacuum fluorescent display (VFD) in a short time, a model of constant stress accelerated life tests (CSALT) is established with its filament temperature increased, and four constant stress tests are conducted. The Weibull function is applied to describe the life distribution of the VFD, and the maximum likelihood estimation (MLE) and its iterative flow chart are used to calculate the shape parameters and the scale parameters. Furthermore, the accelerated life equation is determined by the least square method, the Kolmogorov-Smirnov test is performed to verify whether the VFD life meets the Weibull distribution or not, and selfdeveloped software is employed to predict the average life and the reliable life. Statistical data analysis results demonstrate that the test plans are feasible and versatile, that the VFD life follows the Weibull distribution, and that the VFD accelerated model satisfies the linear Arrhenius equation. The proposed method and the estimated life information of the VFD can provide some significant guideline to its manufacturers and customers.展开更多
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 mos...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.展开更多
In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood e...In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.展开更多
To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. ...To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. By simplifying the objective function of maximum likelihood estimation, the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window. Since it avoids the correlation matrix computation, the algorithm significantly reduces the storage requirement and the computation complexity. Simulations show that it is a fast convergent algorithm, and can perform well in low signal to noise ratio (SNR).展开更多
By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of ...By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.展开更多
Low elevation estimation,which has attracted wide attention due to the presence of specular multipath,is essential for tracking radars.Frequency agility not only has the advantage of strong anti-interference ability,b...Low elevation estimation,which has attracted wide attention due to the presence of specular multipath,is essential for tracking radars.Frequency agility not only has the advantage of strong anti-interference ability,but also can enhance the performance of tracking radars.A frequency-agile refined maximum likelihood(RML)algorithm based on optimal fusion is proposed.The algorithm constructs an optimization problem,which minimizes the mean square error(MSE)of angle estimation.Thereby,the optimal weight at different frequency points is obtained for fusing the angle estimation.Through theoretical analysis and simulation,the frequency-agile RML algorithm based on optimal fusion can improve the accuracy of angle estimation effectively.展开更多
The estimation of target parameters in MIMO radar signal processing is one of the most important research topics. An efficient implementation of the Maximum Likelihood estimator is presented in this paper to estimate ...The estimation of target parameters in MIMO radar signal processing is one of the most important research topics. An efficient implementation of the Maximum Likelihood estimator is presented in this paper to estimate the DOA (Direction of Arrival), initial velocity and acceleration of a maneuvering target in colocated MIMO radar. The target’s DOA is estimated in the first place, then a Maximum-Likelihood (ML) estimation based on peak search is applied to a two-dimensional grids providing estimation of initial velocity and acceleration. Simulations show that the MIMO radar has a better performance in DOA estimation than the phased array radar. By means of Monte Carlo simulations, the estimation error of initial velocity and acceleration on different SNRs are calculated. The results also suggest the effectiveness of this method.展开更多
This paper proposes to apply the genetic algorithm and the firefly algorithm to enhance the estimation of the direction of arrival (DOA) angle of electromagnetic signals of a smart antenna array. This estimation is es...This paper proposes to apply the genetic algorithm and the firefly algorithm to enhance the estimation of the direction of arrival (DOA) angle of electromagnetic signals of a smart antenna array. This estimation is essential for beamforming, where the antenna array radiating pattern is steered to provide faster and reliable data transmission with increased coverage. This work proposes using metaheuristics to improve a maximum likelihood DOA estimator for an antenna array arranged in a uniform cuboidal geometry. The DOA estimation performance of the proposed algorithm was compared to that of MUSIC on different two dimensions scenarios. The metaheuristic algorithms present better performance than the well-known MUSIC algorithm.展开更多
In this paper, an importance sampling maximum likelihood(ISML) estimator for direction-of-arrival(DOA) of incoherently distributed(ID) sources is proposed. Starting from the maximum likelihood estimation description o...In this paper, an importance sampling maximum likelihood(ISML) estimator for direction-of-arrival(DOA) of incoherently distributed(ID) sources is proposed. Starting from the maximum likelihood estimation description of the uniform linear array(ULA), a decoupled concentrated likelihood function(CLF) is presented. A new objective function based on CLF which can obtain a closed-form solution of global maximum is constructed according to Pincus theorem. To obtain the optimal value of the objective function which is a complex high-dimensional integral,we propose an importance sampling approach based on Monte Carlo random calculation. Next, an importance function is derived, which can simplify the problem of generating random vector from a high-dimensional probability density function(PDF) to generate random variable from a one-dimensional PDF. Compared with the existing maximum likelihood(ML) algorithms for DOA estimation of ID sources, the proposed algorithm does not require initial estimates, and its performance is closer to CramerRao lower bound(CRLB). The proposed algorithm performs better than the existing methods when the interval between sources to be estimated is small and in low signal to noise ratio(SNR)scenarios.展开更多
This paper presents a closed-form robust phase correlation based algorithm for performing image registration to subpixel accuracy.The subpixel translational shift information is directly obtained from the phase of the...This paper presents a closed-form robust phase correlation based algorithm for performing image registration to subpixel accuracy.The subpixel translational shift information is directly obtained from the phase of the normalized cross power spectrum by using Maximum Likelihood Estimation(MLE).The proposed algorithm also has slighter time complexity.Experimental results show that the proposed algorithm yields superior registration precision on the Cramér-Rao Bound(CRB) in the presence of aliasing and noise.展开更多
A diagnostic procedure based on maximum likelihood estimation, to study the convergence of the Markov chain produced by Gibbs sampler, is presented. The unbiasedness, consistent and asymptotic normality are considered...A diagnostic procedure based on maximum likelihood estimation, to study the convergence of the Markov chain produced by Gibbs sampler, is presented. The unbiasedness, consistent and asymptotic normality are considered for the estimation of the parameters produced by the procedure. An example is provided to illustrate the procedure, and the numerical result is consistent with the theoretical one.展开更多
Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. Th...Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.展开更多
A blind adaptive scheme is proposed for joint maximum likelihood (ML) channel estimation and data detection of singleinput multiple-output (SIMO) systems. The joint ML optimisation over channel and data is decompo...A blind adaptive scheme is proposed for joint maximum likelihood (ML) channel estimation and data detection of singleinput multiple-output (SIMO) systems. The joint ML optimisation over channel and data is decomposed into an iterative optimisation loop. An efficient global optimisation algorithm called the repeated weighted boosting search is employed at the upper level to optimally identify the unknown SIMO channel model, and the Viterbi algorithm is used at the lower level to produce the maximum likelihood sequence estimation of the unknown data sequence. A simulation example is used to demonstrate the effectiveness of this joint ML optimisation scheme for blind adaptive SIMO systems.展开更多
The paper deals with the estimation problem for the generalized Pareto distribution based on progressive type-II censoring with random removals. The number of components removed at each failure time is assumed to foll...The paper deals with the estimation problem for the generalized Pareto distribution based on progressive type-II censoring with random removals. The number of components removed at each failure time is assumed to follow a binomial distribution. Maximum likelihood estimators and the asymptotic variance-covariance matrix of the estimates are obtained. Finally, a numerical example is given to illustrate the obtained展开更多
The environment of the wireless communication system in the coal mine has unique characteristics: great noise, strong multiple path interference, and the wireless communication of orthogonal frequency division multip...The environment of the wireless communication system in the coal mine has unique characteristics: great noise, strong multiple path interference, and the wireless communication of orthogonal frequency division multiplexing (OFDM) in underground coal mine is sensitive to the frequency selection of multiple path fading channel, whose decoding is separated from the traditional channel estimation algorithm. In order to increase its accuracy and reliability, a new iterating channel estimation algorithm combining the logarithm likelihood ratio (LLR) decode iterate based on the maximum likelihood estimation (ML) is proposed in this paper, which estimates iteration channel in combination with LLR decode. Without estimating the channel noise power, it exchanges the information between the ML channel estimation and the LLR decode using the feedback information of LLR decode. The decoding speed is very quick, and the satisfied result will be obtained by iterating in some time. The simulation results of the shortwave broadband channel in the coal mine show that the error rate of the system is basically convergent after the iteration in two times.展开更多
The performance degradation of an orthogonal frequency division multiplexing (OFDM) systems due to clock synchronization error is analyzed and a pilot-aided maximum likelihood (ML) estimating method is proposed to cor...The performance degradation of an orthogonal frequency division multiplexing (OFDM) systems due to clock synchronization error is analyzed and a pilot-aided maximum likelihood (ML) estimating method is proposed to correct it. The proposed algorithm enables clock synchronization error estimation from a pilot whose duration is only two symbol periods. The study shows that this method is simple and exact. The clock synchronization error can be corrected almost entirely.展开更多
Maximum likelihood estimation is a method of estimating the parameters of a statistical model in statistics. It has been widely used in a good many multi-disciplines such as econometrics, data modelling in nuclear and...Maximum likelihood estimation is a method of estimating the parameters of a statistical model in statistics. It has been widely used in a good many multi-disciplines such as econometrics, data modelling in nuclear and particle physics, and geographical satellite image classification, and so forth. Over the past decade, although many conventional numerical approximation approaches have been most successfully developed to solve the problems of maximum likelihood parameter estimation, bio-inspired optimization techniques have shown promising performance and gained an incredible recognition as an attractive solution to such problems. This review paper attempts to offer a comprehensive perspective of conventional and bio-inspired optimization techniques in maximum likelihood parameter estimation so as to highlight the challenges and key issues and encourage the researches for further progress.展开更多
基金supported by the Fund for Foreign Scholars in University Research and Teaching Programs (B18039)。
文摘Beamspace super-resolution methods for elevation estimation in multipath environment has attracted significant attention, especially the beamspace maximum likelihood(BML)algorithm. However, the difference beam is rarely used in superresolution methods, especially in low elevation estimation. The target airspace information in the difference beam is different from the target airspace information in the sum beam. And the use of difference beams does not significantly increase the complexity of the system and algorithms. Thus, this paper applies the difference beam to the beamformer to improve the elevation estimation performance of BML algorithm. And the direction and number of beams can be adjusted according to the actual needs. The theoretical target elevation angle root means square error(RMSE) and the computational complexity of the proposed algorithms are analyzed. Finally, computer simulations and real data processing results demonstrate the effectiveness of the proposed algorithms.
基金the National Natural Science Foundation of China(62071144,61971159,61871149).
文摘The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communication fields.The joint polarization and direction-of-arrival(DOA)estimation based on the conformal array and the theoretical analysis of its parameter estimation performance are the key factors to promote the engineering application of the conformal array.To solve these problems,this paper establishes the wave field signal model of the conformal array.Then,for the case of a single target,the cost function of the maximum likelihood(ML)estimator is rewritten with Rayleigh quotient from a problem of maximizing the ratio of quadratic forms into those of minimizing quadratic forms.On this basis,rapid parameter estimation is achieved with the idea of manifold separation technology(MST).Compared with the modified variable projection(MVP)algorithm,it reduces the computational complexity and improves the parameter estimation performance.Meanwhile,the MST is used to solve the partial derivative of the steering vector.Then,the theoretical performance of ML,the multiple signal classification(MUSIC)estimator and Cramer-Rao bound(CRB)based on the conformal array are derived respectively,which provides theoretical foundation for the engineering application of the conformal array.Finally,the simulation experiment verifies the effectiveness of the proposed method.
基金Undergraduate Education High land Construction Project of Shanghaithe Key Course Construction of Shanghai Education Committee (No.20075302)the Key Technology R&D Program of Shanghai Municipality (No.08160510600)
文摘In order to obtain the life information of the vacuum fluorescent display (VFD) in a short time, a model of constant stress accelerated life tests (CSALT) is established with its filament temperature increased, and four constant stress tests are conducted. The Weibull function is applied to describe the life distribution of the VFD, and the maximum likelihood estimation (MLE) and its iterative flow chart are used to calculate the shape parameters and the scale parameters. Furthermore, the accelerated life equation is determined by the least square method, the Kolmogorov-Smirnov test is performed to verify whether the VFD life meets the Weibull distribution or not, and selfdeveloped software is employed to predict the average life and the reliable life. Statistical data analysis results demonstrate that the test plans are feasible and versatile, that the VFD life follows the Weibull distribution, and that the VFD accelerated model satisfies the linear Arrhenius equation. The proposed method and the estimated life information of the VFD can provide some significant guideline to its manufacturers and customers.
文摘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.
基金The National Natural Science Foundation of China(No.11171065)the Natural Science Foundation of Jiangsu Province(No.BK2011058)
文摘In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.
基金supported by Joint Foundation of and China Academy of Engineering Physical (10676006)
文摘To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. By simplifying the objective function of maximum likelihood estimation, the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window. Since it avoids the correlation matrix computation, the algorithm significantly reduces the storage requirement and the computation complexity. Simulations show that it is a fast convergent algorithm, and can perform well in low signal to noise ratio (SNR).
文摘By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.
基金supported by the Fund for Foreign Scholars in University Research and Teaching Programs(the 111 Project)(B18039).
文摘Low elevation estimation,which has attracted wide attention due to the presence of specular multipath,is essential for tracking radars.Frequency agility not only has the advantage of strong anti-interference ability,but also can enhance the performance of tracking radars.A frequency-agile refined maximum likelihood(RML)algorithm based on optimal fusion is proposed.The algorithm constructs an optimization problem,which minimizes the mean square error(MSE)of angle estimation.Thereby,the optimal weight at different frequency points is obtained for fusing the angle estimation.Through theoretical analysis and simulation,the frequency-agile RML algorithm based on optimal fusion can improve the accuracy of angle estimation effectively.
文摘The estimation of target parameters in MIMO radar signal processing is one of the most important research topics. An efficient implementation of the Maximum Likelihood estimator is presented in this paper to estimate the DOA (Direction of Arrival), initial velocity and acceleration of a maneuvering target in colocated MIMO radar. The target’s DOA is estimated in the first place, then a Maximum-Likelihood (ML) estimation based on peak search is applied to a two-dimensional grids providing estimation of initial velocity and acceleration. Simulations show that the MIMO radar has a better performance in DOA estimation than the phased array radar. By means of Monte Carlo simulations, the estimation error of initial velocity and acceleration on different SNRs are calculated. The results also suggest the effectiveness of this method.
文摘This paper proposes to apply the genetic algorithm and the firefly algorithm to enhance the estimation of the direction of arrival (DOA) angle of electromagnetic signals of a smart antenna array. This estimation is essential for beamforming, where the antenna array radiating pattern is steered to provide faster and reliable data transmission with increased coverage. This work proposes using metaheuristics to improve a maximum likelihood DOA estimator for an antenna array arranged in a uniform cuboidal geometry. The DOA estimation performance of the proposed algorithm was compared to that of MUSIC on different two dimensions scenarios. The metaheuristic algorithms present better performance than the well-known MUSIC algorithm.
基金supported by the basic research program of Natural Science in Shannxi province of China (2021JQ-369)。
文摘In this paper, an importance sampling maximum likelihood(ISML) estimator for direction-of-arrival(DOA) of incoherently distributed(ID) sources is proposed. Starting from the maximum likelihood estimation description of the uniform linear array(ULA), a decoupled concentrated likelihood function(CLF) is presented. A new objective function based on CLF which can obtain a closed-form solution of global maximum is constructed according to Pincus theorem. To obtain the optimal value of the objective function which is a complex high-dimensional integral,we propose an importance sampling approach based on Monte Carlo random calculation. Next, an importance function is derived, which can simplify the problem of generating random vector from a high-dimensional probability density function(PDF) to generate random variable from a one-dimensional PDF. Compared with the existing maximum likelihood(ML) algorithms for DOA estimation of ID sources, the proposed algorithm does not require initial estimates, and its performance is closer to CramerRao lower bound(CRLB). The proposed algorithm performs better than the existing methods when the interval between sources to be estimated is small and in low signal to noise ratio(SNR)scenarios.
文摘This paper presents a closed-form robust phase correlation based algorithm for performing image registration to subpixel accuracy.The subpixel translational shift information is directly obtained from the phase of the normalized cross power spectrum by using Maximum Likelihood Estimation(MLE).The proposed algorithm also has slighter time complexity.Experimental results show that the proposed algorithm yields superior registration precision on the Cramér-Rao Bound(CRB) in the presence of aliasing and noise.
文摘A diagnostic procedure based on maximum likelihood estimation, to study the convergence of the Markov chain produced by Gibbs sampler, is presented. The unbiasedness, consistent and asymptotic normality are considered for the estimation of the parameters produced by the procedure. An example is provided to illustrate the procedure, and the numerical result is consistent with the theoretical one.
基金National CNC Special Project,China(No.2010ZX04001-032)the Youth Science and Technology Foundation of Gansu Province,China(No.145RJYA307)
文摘Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.
文摘A blind adaptive scheme is proposed for joint maximum likelihood (ML) channel estimation and data detection of singleinput multiple-output (SIMO) systems. The joint ML optimisation over channel and data is decomposed into an iterative optimisation loop. An efficient global optimisation algorithm called the repeated weighted boosting search is employed at the upper level to optimally identify the unknown SIMO channel model, and the Viterbi algorithm is used at the lower level to produce the maximum likelihood sequence estimation of the unknown data sequence. A simulation example is used to demonstrate the effectiveness of this joint ML optimisation scheme for blind adaptive SIMO systems.
文摘The paper deals with the estimation problem for the generalized Pareto distribution based on progressive type-II censoring with random removals. The number of components removed at each failure time is assumed to follow a binomial distribution. Maximum likelihood estimators and the asymptotic variance-covariance matrix of the estimates are obtained. Finally, a numerical example is given to illustrate the obtained
文摘The environment of the wireless communication system in the coal mine has unique characteristics: great noise, strong multiple path interference, and the wireless communication of orthogonal frequency division multiplexing (OFDM) in underground coal mine is sensitive to the frequency selection of multiple path fading channel, whose decoding is separated from the traditional channel estimation algorithm. In order to increase its accuracy and reliability, a new iterating channel estimation algorithm combining the logarithm likelihood ratio (LLR) decode iterate based on the maximum likelihood estimation (ML) is proposed in this paper, which estimates iteration channel in combination with LLR decode. Without estimating the channel noise power, it exchanges the information between the ML channel estimation and the LLR decode using the feedback information of LLR decode. The decoding speed is very quick, and the satisfied result will be obtained by iterating in some time. The simulation results of the shortwave broadband channel in the coal mine show that the error rate of the system is basically convergent after the iteration in two times.
文摘The performance degradation of an orthogonal frequency division multiplexing (OFDM) systems due to clock synchronization error is analyzed and a pilot-aided maximum likelihood (ML) estimating method is proposed to correct it. The proposed algorithm enables clock synchronization error estimation from a pilot whose duration is only two symbol periods. The study shows that this method is simple and exact. The clock synchronization error can be corrected almost entirely.
文摘Maximum likelihood estimation is a method of estimating the parameters of a statistical model in statistics. It has been widely used in a good many multi-disciplines such as econometrics, data modelling in nuclear and particle physics, and geographical satellite image classification, and so forth. Over the past decade, although many conventional numerical approximation approaches have been most successfully developed to solve the problems of maximum likelihood parameter estimation, bio-inspired optimization techniques have shown promising performance and gained an incredible recognition as an attractive solution to such problems. This review paper attempts to offer a comprehensive perspective of conventional and bio-inspired optimization techniques in maximum likelihood parameter estimation so as to highlight the challenges and key issues and encourage the researches for further progress.