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1,921
result(s) for
"alternate estimation"
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An Adaptive Radar Target Detection Method Based on Alternate Estimation in Power Heterogeneous Clutter
by
Chen, Hui
,
Li, Binbin
,
Xiao, Daipeng
in
adaptive detection
,
Adaptive sampling
,
alternate estimation
2024
Multichannel radars generally need to utilize a certain amount of training samples to estimate the covariance matrix of clutter for target detection. Due to factors such as severe terrain fluctuations and complex electromagnetic environments, the training samples usually have different statistical characteristics from the data to be detected. One of the most common scenarios is that all data have the same clutter covariance matrix structure, while different data have different power mismatches, called power heterogeneous characteristics. For detection problems in the power heterogeneous clutter environments, we propose detectors based on alternate estimation, using the generalized likelihood ratio test (GLRT) criterion, Rao criterion, Wald criterion, Gradient criterion, and Durbin criterion. Monte Carlo simulation experiments and real data indicate that the detector based on the Rao criterion has the highest probability of detection (PD). Furthermore, when signal mismatch occurs, the detector based on the GLRT criterion has the best selectivity, while the detector based on the Durbin criterion has the most robust detection performance.
Journal Article
Sparse Bayesian learning with automatic-weighting Laplace priors for sparse signal recovery
2023
The least absolute shrinkage and selection operator (LASSO) and its variants are widely used for sparse signal recovery. However, the determination of the regularization factor requires cross-validation strategy, which may obtain a sub-optimal solution. Motivated by the self-regularization nature of sparse Bayesian learning (SBL) approach and the framework of generalized LASSO, we propose a new hierarchical Bayesian model using automatic-weighting Laplace priors in this paper. In the proposed hierarchical Bayesian model, the posterior distributions of all the parameters can be approximated using variational Bayesian inference, resulting in closed-form solutions for all parameters updating. Moreover, the space alternating variational estimation strategy is used to avoid matrix inversion, and a fast algorithm (SAVE-WLap-SBL) is proposed. Comparing to existed SBL methods, the proposed method encourages the sparsity of signals more efficiently. Numerical experiments on synthetic and real data illustrate the benefit of these advances.
Journal Article
Estimation of Dose–Response Models for Discrete and Continuous Data in Weed Science
by
Price, William J.
,
Seefeldt, Steven S.
,
Shafii, Bahman
in
Alternative model estimation
,
Analytical estimating
,
Asymptotes
2012
Dose–response analysis is widely used in biological sciences and has application to a variety of risk assessment, bioassay, and calibration problems. In weed science, dose–response methodologies have typically relied on least squares estimation under the assumptions of normal, homoscedastic, and independent errors. Advances in computational abilities and available software, however, have given researchers more flexibility and choices for data analysis when these assumptions are not appropriate. This article will explore these techniques and demonstrate their use to provide researchers with an up-to-date set of tools necessary for analysis of dose–response problems. Demonstrations of the techniques are provided using a variety of data examples from weed science.
Journal Article
Nonlinear Image Restoration Using a Radial Basis Function Network
by
Youji Iiguni
,
Keiji Icho
,
Hajime Maeda
in
alternate estimation
,
Blurring
,
Electrical and Electronic Engineering
2004
We propose a nonlinear image restoration method that uses the generalized radial basis function network (GRBFN) and a regularization method. The GRBFN is used to estimate the nonlinear blurring function. The regularization method is used to recover the original image from the nonlinearly degraded image. We alternately use the two estimation methods to restore the original image from the degraded image. Since the GRBFN approximates the nonlinear blurring function itself, the existence of the inverse of the blurring process does not need to be assured. A method of adjusting the regularization parameter according to image characteristics is also presented for improving restoration performance.
Journal Article
Using Conditional Kernel Density Estimation for Wind Power Density Forecasting
by
Jeon, Jooyoung
,
Taylor, James W.
in
Alternative energy sources
,
Applications and Case Studies
,
Bivariate GARCH
2012
Of the various renewable energy resources, wind power is widely recognized as one of the most promising. The management of wind farms and electricity systems can benefit greatly from the availability of estimates of the probability distribution of wind power generation. However, most research has focused on point forecasting of wind power. In this article, we develop an approach to producing density forecasts for the wind power generated at individual wind farms. Our interest is in intraday data and prediction from 1 to 72 hours ahead. We model wind power in terms of wind speed and wind direction. In this framework, there are two key uncertainties. First, there is the inherent uncertainty in wind speed and direction, and we model this using a bivariate vector autoregressive moving average-generalized autoregressive conditional heteroscedastic (VARMA-GARCH) model, with a Student t error distribution, in the Cartesian space of wind speed and direction. Second, there is the stochastic nature of the relationship of wind power to wind speed (described by the power curve), and to wind direction. We model this using conditional kernel density (CKD) estimation, which enables a nonparametric modeling of the conditional density of wind power. Using Monte Carlo simulation of the VARMA-GARCH model and CKD estimation, density forecasts of wind speed and direction are converted to wind power density forecasts. Our work is novel in several respects: previous wind power studies have not modeled a stochastic power curve; to accommodate time evolution in the power curve, we incorporate a time decay factor within the CKD method; and the CKD method is conditional on a density, rather than a single value. The new approach is evaluated using datasets from four Greek wind farms.
Journal Article
Parametric Inference for some SDEs driven by processes related to fBm
by
Rao, B. L. S. Prakasa
in
estimation in models driven by fBm ‐ alternate approaches
,
fBm driven process ‐ translation estimation
,
fBm driven SDEs linear system with different Hurst indices ‐ parametric estimation
2010
This chapter contains sections titled:
Introduction
Estimation of the translation of a process driven by fBm
Parametric inference for SDEs with delay governed by fBm
Parametric estimation for linear system of SDEs driven by fBms with different Hurst indices
Parametric estimation for SDEs driven by mixed fBm
Alternate approach for estimation in models driven by fBm
Maximum likelihood estimation under misspecified model
Book Chapter
IDENTIFICATION PROPERTIES OF RECENT PRODUCTION FUNCTION ESTIMATORS
by
Frazer, Garth
,
Caves, Kevin
,
Ackerberg, Daniel A.
in
Alternative approaches
,
Capital costs
,
Capital investments
2015
This paper examines some of the recent literature on the estimation of production functions. We focus on techniques suggested in two recent papers, Olley and Pakes (1996) and Levinsohn and Petrin (2003). While there are some solid and intuitive identification ideas in these papers, we argue that the techniques can suffer from functional dependence problems. We suggest an alternative approach that is based on the ideas in these papers, but does not suffer from the functional dependence problems and produces consistent estimates under alternative data generating processes for which the original procedures do not.
Journal Article
The normal linear factor model
by
Knott, Martin
,
Moustaki, Irini
,
Bartholomew, David J
in
alternative approach, studying sampling behaviour ‐ resampling, bootstrap or jackknife variety
,
information lack, about sampling behaviour ‐ of parameter estimates in factor model
,
maximum likelihood estimation ‐ estimation, not being easy
2011
This chapter contains sections titled:
The model
Some distributional properties
Constraints on the model
Maximum likelihood estimation
Maximum likelihood estimation by the E‐M algorithm
Sampling variation of estimators
Goodness of fit and choice of q
Fitting without normality assumptions: least squares methods
Other methods of fitting
Approximate methods for estimating Ψ 62
Goodness of fit and choice of q for least squares methods
Further estimation issues
Rotation and related matters
Posterior analysis: the normal case
Posterior analysis: least squares
Posterior analysis: a reliability approach
Examples
Book Chapter