极值指数之推广矩估计量的渐近正态性

首先将推广矩估计量代换为一种新的估计量,然后研究由该估计量引起的一种与尾经验过程有关的函数的弱收敛问题,最后得到与推广矩估计量有关的一随机过程的弱收敛函数,同时也就得到了推广矩估计量的渐近分布,因而证明了推广估计量的渐近正态性.     

An analytical evaluation of optimal solution value estimation procedures

The estimation of optimal solution values for large-scale optimization problems is studied. Optimal solution value estimators provide information about the deviation between the optimal solution and the heuristic solution. Some estimation techniques combine heuristic solutions with randomly generated solutions. In particular, we examine a class of jacknife-based estimators which incorporate any heuristic solution value with the two best randomly generated solution values. The primary contribution of this article is that we provide a framework to analytically evaluate a class of optimal solution value estimators. We present closed-form results on the relationship of heuristic performance, sample size, and the estimation errors for the case where the feasible solutions are uniformly distributed. In addition, we show how to compute the estimation errors for distributions other than uniform given a specific sample size. We use a triangular and an exponential distribution as examples of other distributions. A second major contribution of this article is that, to a large extent, our analytical results confirm previous computational results. In particular, the best estimator depends on how good the heuristic is, but seems to be independent of the underlying distribution of solution values. Furthermore, there is essentially an inverse relationship between the heuristic performance and the performance of any estimator. © 1994 John Wiley & Sons, Inc.     

On estimating the scale parameter of the exponential distribution with a known linear relation between the location and the scale parameter

In this article we study the estimation of the average excess life θ in a two-parameter exponential distribution with a known linear relationship between α (the minimum life) and θ of the form α = aθ, where a is known and positive. A comparison of the efficiencies of estimators which are linear combinations of the smallest sample value and the sample sum of deviations from the smallest sample value and the maximum likelihood estimators is made for various sample sizes and different values of a. It is shown that these estimators are dominated in the risk by the minimum-risk scale equivariant estimator based on sufficient statistics. A class of Bayes estimators for inverted gamma priors is constructed and shown to include a minimum-risk scale equivariant estimator in it. All the members of this class can be computed easily.     

基于协方差矩阵估计的稳健Capon波束形成算法

常规Capon波束形成器性能对模型误差或失配非常敏感,尤其是当期望信号包含在训练数据中,导向矢量失配将引起性能急剧下降。为解决这一问题,提出了一种采用干扰噪声协方差矩阵和导向矢量联合估计的稳健波束形成算法。该方法通过对Capon空间谱在非目标信号的方位区域内的积分,实现对干扰噪声协方差矩阵的估计,解决数据协方差矩阵包含有目标信号时引起信号自相消问题;其次为了克服导向矢量失配的影响,通过最大化输出功率,并增加二次型约束防止估计的导向矢量接近于干扰导向矢量,实现对导向矢量的估计。仿真实验表明:该算法能获得近似最优的输出信干噪比,与现有算法相比稳健性更强。     

A good simple percentile estimator of the weibull shape parameter for use when all three parameters are unknown

In this paper we consider a simple three-order-statistic asymptotically unbiased estimator of the Weibull shape parameter c for the case in which all three parameters are unknown. Optimal quantiles that minimize the asymptotic variance of this estimator, c? are determined and shown to depend only on the true (unknown) shape parameter value c and in a rather insensitive way. Monte Carlo studies further verified that, in practice where the true shape parameter c is unknown, using always c? with the optimal quantities that correspond to c = 2.0 produces estimates, c?, remarkably close to the theoretical optimal. A second stage estimation procedure, namely recalculating c? based on the optimal quantiles corresponding to c?, was not worth the additional effort. Benchmark simulation comparisons were also made with the best percentile estimator of Zanakis [20] and with a new estimator of Wyckoff, Bain and Engelhardt [18], one that appears to be the best of proposed closed-form estimators but uses all sample observations. The proposed estimator, c?, should be of interest to practitioners having limited resources and to researchers as a starting point for more accurate iterative estimation procedures. Its form is independent of all three Weibull parameters and, for not too large sample sizes, it requires the first, last and only one other (early) ordered observation. Practical guidelines are provided for choosing the best anticipated estimator of shape for a three-parameter Weibull distribution under different circumstances.     

Estimating normal tail probabilities

The estimation problem of normal tail probabilities is considered. The form of generalized Bayes estimators is derived and the asymptotic behavior of the mean square errors is studied. This study shows that the best unbiased estimator, a formula for which is given, is superior to the maximum likelihoood estimator or to a class of generalized Bayes procedures for large parametric values, but can be significantly improved for moderate values of the parameter.     

Estimation of a hidden service distribution of an M/G/∞ system

The maximum likelihood estimator of the service distribution function of an M/G/∞ service system is obtained based on output time observations. This estimator is useful when observation of the service time of each customer could introduce bias or may be impossible. The maximum likelihood estimator is compared to the estimator proposed by Mark Brown, [2]. Relative to each other, Brown's estimator is useful in light traffic while the maximum likelihood estimator is applicble in heavy trafic. Both estimators are compared to the empirical distribution function based on a sample of service times and are found to have drawbacks although each estimator may have applications in special circumstances.     

基于小波变换的宽带模糊函数估计器

提出了一种基于小波变换的宽带模糊函数参数估计器,即通过交互小波变换计算宽带模糊函数,取宽带模糊函数模的平方的峰值点对应参数作为目标时延与时间伸缩的估计．仿真结果表明,该估计器的估计性能好于直接模糊函数估计器,且计算方便,非常适合于实际宽带处理系统应用．     

病态线性回归模型系数的0─c型岭估计

针对病态线性模型病态的实质,提出回归系数的０－ｃ型岭估计。首先研究它的均方误差的最优化问题,给出了参数的最优值或最优值的一个上界和下界,证明可以选择参数,使它在均方误差的意义下优于ＬＳ估计。其次,研究它的偏差,证明存在０－ｃ型岭估计优于ＬＳ估计,且比岭估计β（ｋ）具有较小偏差。最后证明它的可容许性,并讨论在实用中它的岭参数选择方法的优点。     

基于时滞分割法的具有leakage项时滞的离散型神经网络状态估计

摘要：研究一类具有leakage时滞的离散型神经网络的状态估计问题．通过构造新的Lyapunov泛函得到保证估计误差全局渐近稳定的充分条件,并通过求解一个线性矩阵不等式（LMI）得到状态估计器的增益矩阵．采用一种新的时滞分割方法将变时滞区间分割为多个子区间,使该结果在获得更小的保守性同时也降低了计算的复杂度．     

Estimating failure time distribution and its parameters based on intermediate data from a Wiener degradation model

Instead of measuring a Wiener degradation or performance process at predetermined time points to track degradation or performance of a product for estimating its lifetime, we propose to obtain the first‐passage times of the process over certain nonfailure thresholds. Based on only these intermediate data, we obtain the uniformly minimum variance unbiased estimator and uniformly most accurate confidence interval for the mean lifetime. For estimating the lifetime distribution function, we propose a modified maximum likelihood estimator and a new estimator and prove that, by increasing the sample size of the intermediate data, these estimators and the above‐mentioned estimator of the mean lifetime can achieve the same levels of accuracy as the estimators assuming one has failure times. Thus, our method of using only intermediate data is useful for highly reliable products when their failure times are difficult to obtain. Furthermore, we show that the proposed new estimator of the lifetime distribution function is more accurate than the standard and modified maximum likelihood estimators. We also obtain approximate confidence intervals for the lifetime distribution function and its percentiles. Finally, we use light‐emitting diodes as an example to illustrate our method and demonstrate how to validate the Wiener assumption during the testing. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

长码直扩信号的符号速率盲估计方法

针对长码直接序列扩频(DSSS)信号的符号速率估计的难题,提出了基于相关处理的方法。该方法首先估计长码直扩信号的相关函数二阶矩,然后将相关函数二阶矩的估计作为输入信号进行预处理,以去除扩频码周期处的峰值。对预处理后的信号再次进行自相关处理,则所得的信号的频谱中含有符号速率谱线。理论分析和计算机仿真证明了所提出的算法的有效性。     

再入弹道参数自适应估计

本文研究再入弹道参数的自适应估计。所采用的方法对动力学模型噪声的未知统计特性进行补偿,并对状态参数与测量设备的系统误差交叉进行估计。仿真结果表明,无论是状态参数的估计还是测量系统误差的估计,都具有较高的精度。     

状态—参数联合估计方法及其在液体火箭发动机健康监控中的应用

基于传统的扩展卡尔曼滤波器（ＥＫＦ）,本文提出了一种带次优渐消因子的ＥＫＦ用于非线性时变随机动态系统状态与参数的联合估计。应用于液体火箭发动机健康监控算法的仿真研究表明,本文所提出的联合估计器具有较好的收敛性、实时性和动态跟踪能力。此外,文中还讨论了联合估计器应用于实际系统的有关问题。     

无源时差定位算法研究

给出了新的定位算法以提高对目标的定位精度,解决了模糊和无解的问题。对传统的四站三时差定位算法与单站升高体制下五站四时差定位算法进行了理论分析,并给出了仿真结果。比较了采用单站升高条件下新定位算法与最小二乘定位算法以及传统四站三时差定位算法的定位性能。     

Exact likelihood inference for the exponential distribution under generalized Type‐I and Type‐II hybrid censoring

Chen and Bhattacharyya [Exact confidence bounds for an exponential parameter under hybrid censoring, Commun Statist Theory Methods 17 (1988), 1857–1870] considered a hybrid censoring scheme and obtained the exact distribution of the maximum likelihood estimator of the mean of an exponential distribution along with an exact lower confidence bound. Childs et al. [Exact likelihood inference based on Type‐I and Type‐II hybrid censored samples from the exponential distribution, Ann Inst Statist Math 55 (2003), 319–330] recently derived an alternative simpler expression for the distribution of the MLE. These authors also proposed a new hybrid censoring scheme and derived similar results for the exponential model. In this paper, we propose two generalized hybrid censoring schemes which have some advantages over the hybrid censoring schemes already discussed in the literature. We then derive the exact distribution of the maximum likelihood estimator as well as exact confidence intervals for the mean of the exponential distribution under these generalized hybrid censoring schemes. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

关于正规变换函数性质的研究

正规变换函数是研究估计量的各类渐近性质的重要工具，在估计量的渐近性质研究中起着非常重要的作用。通过对正规变换函数性质的研究，利用概率统计的分析方法，对正规变换函数的性质做出更为深刻的刻画，推广了正规变换函数的性质，得到了正规变换函数的一系列好的性质，为极值理论领域中估计量及估计量各类性质的研究提供了有力的工具。     

Demand estimation in lost sales inventory systems

This article considers the problem of estimating parameters of the demand distribution in lost sales inventory systems. In periods when lost sales occur demand is not observed; one knows only that demand is larger than sales. We assume that demands form a sequence of IID normal random variables, which could be a residual demand process after filtering out seasonality and promotional nonstationarities. We examine three estimators for the mean and standard deviation: maximum likelihood estimator, BLUE (best linear unbiased estimator), and a new estimator derived here. Extensive simulations are reported to compare the performance of the estimators for small and large samples and a variety of parameter settings. In addition, I show how all three estimators can be incorporated into sequential updating routines. © 1994 John Wiley & Sons, Inc.     

Consistency of several variants of the standardized time series area variance estimator

In statistical analysis of stationary time series or in steady-state simulation output analysis, it is desired to find consistent estimates of the process variance parameter. Here, we consider variants of the area estimator of standardized time series, namely, the weighted area and the Cramér-von Mises area estimators, and provide their consistency, in the strong sense and mean-square sense. A sharp bound for the (asymptotic) variance of these estimators is obtained. We also present a central limit theorem for the weighted area estimator: this gives a rate of convergence of this estimator, as well as a confidence interval for the variance parameter. © 1995 John Wiley & Sons, Inc.     

基于Kalman滤波器的放大转发双向中继联合信道估计方法

针对遵从放大转发协议的双向中继网络的联合信道估计问题,提出了一种基于Kalman滤波器的新方法。首先根据联合信道构成特点将其划分为自干扰部分及传输部分,通过AR模型对这两部分自相关函数进行近似化处理,建立了联合信道时变过程的状态方程,结合接收的训练序列信号,给出了具有Kalman滤波器形式的估计方法。随后在证明了该方法的一致收敛性质的同时,列出了误差性能限所满足的Riccati方程表达式。仿真结果表明,新估计方法相比于最大似然方法在均方误差方面具有明显的性能优势。