Signal‐to‐interference‐plus‐noise ratio estimation for wireless communication systems: Methods and analysis

The Signal‐to‐Interference‐plus‐Noise Ratio (SINR) is an important metric of wireless communication link quality. SINR estimates have several important applications. These include optimizing the transmit power level for a target quality of service, assisting with handoff decisions and dynamically adapting the data rate for wireless Internet applications. Accurate SINR estimation provides for both a more efficient system and a higher user‐perceived quality of service. In this paper, we develop new SINR estimators and compare their mean squared error (MSE) performance. We show that our new estimators dominate estimators that have previously appeared in the literature with respect to MSE. The sequence of transmitted bits in wireless communication systems consists of both pilot bits (which are known both to the transmitter and receiver) and user bits (which are known only by the transmitter). The SINR estimators we consider alternatively depend exclusively on pilot bits, exclusively on user bits, or simultaneously use both pilot and user bits. In addition, we consider estimators that utilize smoothing and feedback mechanisms. Smoothed estimators are motivated by the fact that the interference component of the SINR changes relatively slowly with time, typically with the addition or departure of a user to the system. Feedback estimators are motivated by the fact that receivers typically decode bits correctly with a very high probability, and therefore user bits can be thought of as quasipilot bits. For each estimator discussed, we derive an exact or approximate formula for its MSE. Satterthwaite approximations, noncentral F distributions (singly and doubly) and distribution theory of quadratic forms are the key statistical tools used in developing the MSE formulas. In the case of approximate MSE formulas, we validate their accuracy using simulation techniques. The approximate MSE formulas, of interest in their own right for comparing the quality of the estimators, are also used for optimally combining estimators. In particular, we derive optimal weights for linearly combining an estimator based on pilot bits with an estimator based on user bits. The optimal weights depend on the MSE of the two estimators being combined, and thus the accurate approximate MSE formulas can conveniently be used. The optimal weights also depend on the unknown SINR, and therefore need to be estimated in order to construct a useable combined estimator. The impact on the MSE of the combined estimator due to estimating the weights is examined. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Cooperative interception with fast multiple model adaptive estimation

For the case that two pursuers intercept an evasive target, the cooperative strategies and state estimation methods taken by pursuers can seriously affect the guidance accuracy for the target, which performs a bang For the case that two pursuers intercept an evasive target, the cooperative strategies and state estimation methods taken by pursuers can seriously affect the guidance accuracy for the target, which performs a bang-bang evasive maneuver with a random switching time. Combined Fast multiple model adaptive estimation (Fast MMAE) algorithm, the cooperative guidance law takes detection configuration affecting the accuracy of interception into consideration. Introduced the detection error model related to the line-of-sight (LOS) separation angle of two interceptors, an optimal cooperative guidance law solving the optimization problem is designed to modulate the LOS separation angle to reduce the estimation error and improve the interception performance. Due to the uncertainty of the target bang-bang maneuver switching time and the effective fitting of its multi-modal motion, Fast MMAE is introduced to identify its maneuver switching time and estimate the acceleration of the target to track and intercept the target accurately. The designed cooperative optimal guidance law with Fast MMAE has better estimation ability and interception performance than the traditional guidance law and estimation method via Monte Carlo simulation.     

Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models

Quantile is an important quantity in reliability analysis, as it is related to the resistance level for defining failure events. This study develops a computationally efficient sampling method for estimating extreme quantiles using stochastic black box computer models. Importance sampling has been widely employed as a powerful variance reduction technique to reduce estimation uncertainty and improve computational efficiency in many reliability studies. However, when applied to quantile estimation, importance sampling faces challenges, because a good choice of the importance sampling density relies on information about the unknown quantile. We propose an adaptive method that refines the importance sampling density parameter toward the unknown target quantile value along the iterations. The proposed adaptive scheme allows us to use the simulation outcomes obtained in previous iterations for steering the simulation process to focus on important input areas. We prove some convergence properties of the proposed method and show that our approach can achieve variance reduction over crude Monte Carlo sampling. We demonstrate its estimation efficiency through numerical examples and wind turbine case study.     

阵列雷达波束内双目标的极大似然角度估计方法

单波束内目标往往相距较近,采用传统角度分辨技术难以将其分辨,从而给目标跟踪和识别带来较大困难。于是提出基于LM算法的极大似然角度估计方法,实现波束内双目标的分辨。该方法在阵列雷达的基础上建立双目标回波模型,推导极大似然角度估计算法。考虑到求解算法直接影响极大似然角度估计的收敛速度和估计精度,利用LM算法实现了极大似然估计的求解,从而得到目标角度的精确估计。该方法避免了多次脉冲相干积累,具有计算量小的特点。仿真结果验证了方法的有效性。     

Optimum quantiles for the linear estimation of the parameters of the extreme value distribution in complete and censored samples

The present study is concerned with the determination of a few observations from a sufficiently large complete or censored sample from the extreme value distribution with location and scale parameters μ and σ, respectively, such that the asymptotically best linear unbiased estimators (ABLUE) of the parameters in Ref. [24] yield high efficiencies among other choices of the same number of observations. (All efficiencies considered are relative to the Cramér-Rao lower bounds for regular unbiased estimators.) The study is on the asymptotic theory and under Type II censoring scheme. For the estimation of μ when σ is known, it has been proved that there exists a unique optimum spacing whether the sample is complete, right censored, left censored, or doubly censored. Several tables are prepared to aid in the numerical computation of the estimates as well as to furnish their efficiencies. For the estimation of σ when μ is known, it has been observed that there does not exist a unique optimum spacing. Accordingly we have obtained a spacing based on a complete sample which yields high efficiency. A similar table as above is prepared. When both μ and σ are unknown, we have considered four different spacings based on a complete sample and chosen the one yielding highest efficiency. A table of the efficiencies is also prepared. Finally we apply the above results for the estimation of the scale and/or shape parameters of the Weibull distribution.     

采用改进Sage-Husa自适应滤波的运动目标三维定位方法

提出不依赖于测距信息,利用两架基于视觉的无人机对运动目标进行三维交会定位的方法。采用多模型交互方法实现在不预知目标运动模式的条件下对运动目标的实时定位;采用改进的Sage-Husa自适应滤波算法,综合协方差匹配技术和正定性判断,提高了定位精度。为评估这些方法的性能,模拟真实观测条件进行仿真。结果表明,提出的方法可以实时对运动目标的三维坐标进行估计。改进的Sage-Husa自适应滤波算法可以显著提高定位精度,在90°观测夹角下,平均估计误差从27.13 m降低到14.62 m。仿真研究了两无人机观测夹角对定位的影响,结果表明:过小的夹角不利于定位精度的提高;较大的夹角对无滤波定位方法有较好的效果,但对基于改进的Sage-Husa自适应滤波算法的定位方法影响并不明显。     

非高斯噪声下的滤波方法

干扰条件下的机动目标跟踪在一些文献[1][2]中已有讨论,但利用多传感器,尤其是被动传感器进行非高斯观测噪声条件下的目标跟踪仍需要研究。本文讨论了被动传感器在随机干扰条件下进行机动目标跟踪的方法,其观测量包含非高斯噪声,也可能包含影响观测值的随机干扰。与基于卡尔曼滤波的常见方法不同,采用动态规划算法进行多假设检验,从而估计目标的状态。仿真试验表明,本文方法能有效地处理非高斯噪声情况下的目标跟踪问题,而基于卡尔曼滤波的跟踪方法,比如EKF,则效果较差。     

Warranty analysis and renewal function estimation

Estimation of the expected cost of a warranty for a stochastically failing unit is closely tied to estimation of the renewal function. The renewal function is a basic tool also used in probabilistic models arising in other areas such as reliability theory, inventory theory, and continuous sampling plans. In these other areas, estimation of a straight line approximation of the renewal function instead of direct estimation of the renewal function has proved successful. This approximation is based on a limit expression for large values of the argument, say t, of the renewal function. However, in warranty analusis, typically t is small compared to the mean failure time of the unit. Hence, alternative methods for renewal function estimation, both parametric and nonparametric, are presented and discussed. An important aspect of this paper is to discuss the performance of the renewal function estimators when only a small number of failed units is available. A Monte Carlo study is given which suggests guidelines for choosing an estimator under various circumstances.     

亚音速飞行目标气动噪声方位角估计技术

亚音速飞行弹道气动声源是宽带非平稳噪声。提出基于小波函数的波达方向估计算法,并采用时频分析方法进行特征分析,获取气动噪声显著目标特性。通过优化时间-空间谱特征,对在时频域空间谱的目标信号进行优化,从而增强目标信号在空间谱上的显著性,最终有效实现亚音速飞行弹道气动声源的角度估计。实验数据验证表明,基于时频分析阵列信号处理模型,可以更好地实现亚音速飞行目标气动噪声方位角估计。     

Military Expenditure,Endogeneity and Economic Growth

Abstract

While not always a concern for the general economic growth literature, the debate over the effects of military spending on growth continues to develop, with no consensus, but a deepening understanding of the limitations of previous work. One important issue that has not been adequately dealt with is the endogeneity of military spending in the growth equation, mainly because of the difficulty of finding any variables that would make adequate instruments. This paper considers this issue, using an endogenous growth model estimated on a large sample of 109 non-high-income countries for the period 1998–2012. The empirical analysis is framed within an instrumental variable setting that exploits the increase in military spending that occurs when unrest in a country escalates to turmoil. The estimation results show that endogeneity arising from reverse causality is a crucial issue, with the instrumental variable estimates providing a larger significant negative effect of military spending on growth than OLS would. This result is found to be robust to different sources of heterogeneity and different time periods.     

一种单像机对运动目标定位的新方法

运动目标的空间位置确定是光学测量的重要内容,具有十分广泛的工程应用背景。针对无目标距离信息和目标上已知控制点的单像机成像情况,通过假设目标服从某种运动规律,增加目标定位的约束信息,提出了一种单像机对运动目标定位的新方法:共线方程法。仿真计算证明了此方法的正确性和可行性。     

A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts

Conventional control charts are often designed to optimize out‐of‐control average run length (ARL), while constraining in‐control ARL to a desired value. The widely employed grid search approach in statistical process control (SPC) is time‐consuming with unsatisfactory accuracy. Although the simulation‐based ARL gradient estimators proposed by Fu and Hu [Manag Sci 45 (1999), 395–413] can alleviate this issue, it still requires a large number of simulation runs to significantly reduce the variance of gradient estimators. This article proposes a novel ARL gradient estimation approach based on integral equation for efficient analysis and design of control charts. Although this article compares with the results of Fu and Hu [Manag Sci 45 (1999), 395–413] based on the exponentially weighted moving average (EWMA) control chart, the proposed approach has wide applicability as it can generally fit into any control chart with Markovian property under any distributions. It is shown that the proposed method is able to provide a fast, accurate, and easy‐to‐implement algorithm for the design and analysis of EWMA charts, as compared to the simulation‐based gradient estimation method. Moreover, the proposed gradient estimation method facilitates the computation of high‐order derivatives that are valuable in sensitivity analysis. The code is written in Matlab, which is available on request. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 223–237, 2014     

基于混沌双扰动的CDDP SO-BP目标威胁估计方法?

信息化条件下的战场环境对目标威胁估计技术提出了越来越高的要求。提出一种基于混沌双扰动的CD?DPSO?BP目标威胁估计方法，该方法针对粒子群算法在进化过程中易出现早熟和寻优结果不稳定的缺陷，基于Tent映射提出混沌双扰动的思想，并加入粒子群算法的进化过程，实现对粒子群算法的改进；之后，利用该新算法训练BP神经网络的初始权值和阈值，建立目标威胁估计模型和算法；最后，将该方法应用于实例中进行仿真，结果表明该目标威胁估计新算法具有较高的准确度。     

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.     

时变最优条件数的目标要素解算方法

纯方位目标跟踪是一个典型的非线性问题,伪线性跟踪估计器是理论和工程上解决该问题的一类重要方法。针对纯方位观测模型伪线性化后,系统存在弱可观测性问题,提出了一种时变最优条件数的目标要素解算新方法,理论上给出了一个改善系统可观测性的最优乘数因子。在系统条件数和参数估计的收敛概率两个方面,数值仿真和实验数据验证都表明新方法要优于经典纯方位伪线性化方法。     

具有终端角度约束的H_∞制导律设计

针对导弹对地面运动目标精确攻击时姿态约束的H_∞末制导问题,提出了一种新的具有终端角度约束的制导律.基于二维弹目相对运动学的非线性关系,并将目标机动运动和系统结构摄动作为外部的扰动,建立了垂直平面内弹目相对运动的数学模型.以命中点终端姿态角跟踪误差和控制能量最小为性能指标,同时基于零化弹目视线角速率的思想, 设计得到了非线性H_∞鲁棒制导律.该方法利用Lyapunov稳定理论严格证明了制导系统的全局渐近稳定性,而非求解HJI偏微分方程,同时也避免了对剩余时间的估计.数字仿真表明这种制导律在不需要任何目标运动信息的情况下,仍然保证终端角度和制导精度的要求,具有很强的鲁棒性和适应性.     

线性回归模型系数岭估计的改进研究

对作者提出的c-k型估计,进行了进一步的研究.证明利用Stein式压缩技术可以改进岭估计(在均方误差意义下);同时给出了参数的最优值满足的条件.证明了c-k型估计的可容许性.文中的方法为病态线性回归模型系数的有偏估计提供了改进的技术途径.     

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.     

基于高阶滑模微分器的增广比例导引律

导引律的设计在导弹制导与控制中具有重要作用,为了解决增广比例导引中导弹-目标视线角速度和视线角加速度不易获得的问题,设计了一种基于高阶滑模微分器的增广比例导引律。首先,根据高阶滑模微分器的数学模型建立视线角速度和视线角加速度的估计模型;其次,根据视线角速度和视线角加速度的估计值,利用一种光滑无抖阵滑模微分器构造增广比例导引律。最后,通过仿真验证表明,具有滑模微分器结构的增广比例导引律导引性能良好。     

基于移动目标的DOA估计偏差校正

针对移动目标的波达方向估计容易出现偏差的问题,提出一种利用频移信息修正方位估计偏差的算法,解决了传统方位估计算法不能适用于高速移动目标或平台的问题。该方法利用基阵平台与目标的径向移动速度,估计中心频率偏移,然后利用频移信息修正传统的方位估计结果。仿真结果表明,该算法可以极大地提高移动目标的方位估计精度。此外,该算法对阵列的阵型和方位估计算法没有任何限制,因此具有广泛的适用性和较强的工程实用价值。