共查询到20条相似文献，搜索用时 15 毫秒
1.
复值型数据Improper线性回归模型的估计(英文) 总被引：1，自引：0，他引：1
复随机变量称为"improper"随机变量,若它的"伪"协方差阵不为0,否则称为"proper"随机变量.研究了误差服从独立同分布的improper复高斯分布的线性回归模型.利用极大似然方法和2阶段最小二乘方法来估计回归系数.模拟表明,这2种方法与经典复版本的最小二乘法有不同之处,并将该方法用于实际风信号数据的处理. 相似文献
2.
组合预测能够充分利用已知信息，从而提高预测精度。在组合预测中，权重的确定非常重要。提出一种新的求解组合预测加权平均系数的方法。依据最小二乘准则构造目标函数，并将改进的蚁群算法用于求解组合预测中的加权平均系数。将该方法运用到我国R＆D经费投入预测中，从而证明了该方法的可行性和有效性。 相似文献
3.
The identification of linear, discrete time, scalar output systems which are driven exclusively by white, zero mean, inaccessible noise sequences is discussed. Two principal results are presented. First, two methods (least squares and an autocorrelation technique) for identifying the system characteristic equation coefficients are compared. The least squares approach is shown to be biased except for special cases. In general, the bias cannot be removed. If the state transition matrix is of the phase variable form, bias removal requires a knowledge of the measurement noise variance and all but one of the state driving noise variances. The autocorrelation technique is not biased asymptotically and does not require a knowledge of the noise variances.Secondly, it is shown that the m2 elements of the state transition matrix cannot be identified uniquely from the scalar output sequence autocorrelation coefficients if the system order is higher than one. The implication of this uncertainty in the state transition matrix on optimal filtering of the output sequence is briefly discussed. 相似文献
4.
回归系数一类线性估计的小样本性质 总被引：1，自引：0，他引：1
提出了线性模型中回归系数的一类线性估计.在均方误差矩阵(MSEM)准则和Pitman Closeness(PC)准则下,研究了这类线性估计相对于最小二乘(LS)估计的优良性.最后,讨论了当设计阵为非列满秩时,回归系数的可估函数的一类线性估计的优良性. 相似文献
5.
Peiliang Xu 《Journal of The Franklin Institute》2019,356(15):8785-8802
Although the weighted least squares (LS) method is straightforward to deal with errors-in-variables (EIV) models, it results in the biased estimates of parameters and the variance of unit weight. The total least squares (TLS) method is statistically rigorous and optimal but is computationally much more demanding. This paper aims at constructing an improved weighted LS estimate of parameters from the perspective of multiplicative error models, which is expected to mainly maintain the advantages of computational simplicity of the weighted LS method and the optimality of the weighted TLS method to some extent but almost remove the bias of the weighted LS estimate and free the computational burden of the TLS method. The statistical aspects of the weighted LS estimate developed from the perspective of multiplicative error models have been analyzed and an almost unbiased estimate of the variance of unit weight proposed. Finally, an N-calibrated weighted LS estimate has been constructed from the perspective of multiplicative error models. 相似文献
6.
A simple design method for the cosine-modulated filter banks using weighted constrained least square technique 总被引：1，自引：0，他引：1
This paper presents a simple and efficient design method for cosine-modulated filter banks with prescribed stopband attenuation, passband ripple, and channel overlap. The method casts the design problem as a linear minimization of filter coefficients such that their value at ω=π/2M is 0.707, which results in a simpler, more direct design procedure. The weighted constrained least squares technique is exploited for designing the prototype filter for cosine modulation (CM) filter banks. Several design examples are included to show the increased efficiency and flexibility of the proposed method over the exiting methods. An application of the proposed method is considered in the area of sub-band coding of the ECG and speech signals. 相似文献
7.
This study focuses on a sampled-data fuzzy decentralized tracking control problem for a quadrotor unmanned aerial vehicle (UAV) under the variable sampling rate condition. To this end, the overall dynamics of the quadrotor is expressed as a decentralized Takagi–Sugeno (T–S) fuzzy model interconnected with each other. Although the proposed decentralized control technique divides the overall UAV control system into attitude and position subsystems, the stability of the entire control system is guaranteed. Besides, in this paper, the model uncertainty, interconnection, and reference trajectory are considered as disturbances acting on the tracking error. To attenuate these disturbances, a novel sampled-data tracking control design technique is derived based on a linear reference model to be tracked and the time-dependent Lyapunov–Krasovskii functional (LKF). By doing so, both the stability of the tracking error dynamics and the minimization of tracking performance are guaranteed. Also, the proposed tracking control design method is derived as a linear matrix inequality (LMI)-based optimal problem. Finally, a simulation example is provided to demonstrate the effectiveness and feasibility of the proposed design methodology. 相似文献
8.
文中提出当信源为非圆信号时,基于特征矢量稀疏分解进行DOA估计;并在稀疏恢复过程中,比较空间范数变化对误差的影响.该方法对协方差矩阵进行了扩展,在利用L曲线方法自适应得到正则化参数的同时,对空间范数应用进行了推广.不仅提高信息利用率,能够处理相干信号源,而且不需要已知信号源数目,性能优于平滑处理过后的NC-MUSIC算法. 相似文献
9.
分析了自适应匹配滤波器和向量自回归(VAR)时域白化滤波器.结果表明,通过最小化用误差平方之和估计的均方误差得到的参量滤波器系数和通过相同阶数的多通道最小二乘法得到的VAR滤波器系数是等价的.此外,还分析了VAR滤波器最小二乘估计器的渐进性能,分析了滤波器的运算量和杂波抑制性能. 相似文献
10.
For many cases, target localization accuracy can significantly improve by accounting for the propagation delay between the target source and the sensors. This paper considers when it is advantageous to compensate for the propagation delay for the case of a network of nodes where each node consists of an array of sensors. Each node calculates a direction of arrival (DOA) from the raw data, and these DOAs are combined to localize the target. First, we consider the case when no prior data are given and the localization occurs using DOA measurements from a single snapshot. Such localization methods are necessary to initiate a target track. Finally, we investigate the case where an extended Kalman filter is used to aggregate measurements over multiple snapshots. 相似文献
11.
Sparsity regularized least squares are very popular for the solution of the underdetermined linear inverse problem. One of the recent progress is that structural information is incorporated to the sparse signal recovery for compressed sensing. Sparse group signal model, which is also called block-sparse signal, is one example in this way. In this paper, the internal structure of each group is further defined to get the globally sparse and locally dense group signal model. It assumes that most of the entries in the active groups are nonzero. To estimate this newly defined signal, minimization of the ?1 norm of the total variation is incorporated to the group Lasso which is the combination of a sparsity constraint and a data fitting constraint. The newly proposed optimization model is called globally sparse and locally dense group Lasso. The added total variation based constraint can encourage local dense distribution in each group. Theoretical analysis is performed to give a class of theoretical sufficient conditions to guarantee successful recovery. Simulations demonstrate the proposed method?s performance gains against Lasso and group Lasso. 相似文献
12.
The purpose of this paper is deriving the minimal residual (MINIRES) algorithm for finding the symmetric least squares solution on a class of Sylvester matrix equations. We prove that if the system is inconsistent, the symmetric least squares solution can be obtained within finite iterative steps in the absence of round-off errors. Furthermore, we provide a method for choosing the initial matrix to obtain the minimum norm least squares symmetric solution of the problem. Finally, we give some numerical examples to illustrate the performance of MINIRES algorithm. 相似文献
13.
《Journal of The Franklin Institute》2023,360(2):1124-1144
In this paper, the output feedback tracking control problem is investigated for polynomial nonlinear systems (PNSs) with measurement noises and mismatched disturbances. First, in order to suppress measurement noises, a polynomial observer is introduced to simultaneously estimate states and mismatched disturbances. Next, based on the idea of backstepping control, a novel output feedback controller is designed for PNSs to compensate mismatched disturbances. Command filters are employed to avoid the repeated derivatives of virtual control and measurement noises in the recursive controller design. Then, a sufficient condition in terms of the parameter-dependent linear matrix inequality (PDLMI) is derived to guarantee the boundedness of tracking errors and estimation errors. By utilizing the sum of squares (SOS) decomposition technique, the PDLMI is solved to obtain desired controller parameters. Finally, an example of dynamic point-the-bit rotary steerable drilling tool system is performed to demonstrate the effectiveness and feasibility of the proposed strategy. 相似文献
14.
Confirmatory composite analysis (CCA) is a structural equation modeling (SEM) technique that specifies and assesses composite models. In a composite model, the construct emerges as a linear combination of observed variables. CCA was invented by Jörg Henseler and Theo K. Dijkstra in 2014, was subsequently fully elaborated by Schuberth et al. (2018), and was then introduced into business research by Henseler and Schuberth (2020b). Inspired by Hair et al. (2020), a recent article in the International Journal of Information Management (Motamarri et al., 2020) used the same term ‘confirmatory composite analysis’ as a technique for confirming measurement quality in partial least squares structural equation modeling (PLS-SEM) specifically. However, the original CCA (Henseler et al., 2014; Schuberth et al., 2018) and the Hair et al. (2020) technique are very different methods, used for entirely different purposes and objectives. So as to not confuse researchers, we advocate that the later-published Hair et al. (2020) method of confirming measurement quality in PLS-SEM be termed ‘method of confirming measurement quality’ (MCMQ) or ‘partial least squares confirmatory composite analysis’ (PLS-CCA). We write this research note to clarify the differences between CCA and PLS-CCA. 相似文献
15.
提出基于空间平滑技术的高阶累积量空间谱估计。在经典的空间谱估计中,均利用信号的二阶统计量,并且假设噪声是白噪声。在实际应用场合,噪声通常是色噪声,这时采用高阶统计量可以获得比二阶矩更理想的性能。本文利用空间平滑技术对单一的高阶累积量算法进行改进。新算法具有同时测向能力、测向精度高、超分辨能力,能在低信噪比环境中取得好的性能。计算机仿真证明了该方法的有效性。 相似文献
16.
传统支持向量机应用于财务困境预测时,需要求解复杂的二次规划问题,求解难度大。而最小二乘支持向量机模型可以将二次规划问题变成一个线性方程组来求解,有效降低了模型求解的难度。尤其是将遗传算法应用于最小二乘支持向量机模型参数和核参数的优化时,显著提高了模型预测的正确率。本文从沪深两市随机抽取了2002年-2007年252家A股上市公司作为研究样本,并把研究样本分为两组,对这两组样本数据分别进行了短期及中长期预测。实证结果表明,基于遗传算法的最小二乘支持向量机模型的预测效果不但好于传统统计类Logit模型,也优于传统支持向量机模型。短期预测效果显著优于中长期预测效果,训练样本数直接影响到模型的预测效果,二者呈正相关关系。 相似文献
17.
Qinyao Liu Feng Ding Yan Wang Cheng Wang Tasawar Hayat 《Journal of The Franklin Institute》2018,355(15):7643-7663
This paper focuses on the parameter estimation problem of multivariate output-error autoregressive systems. Based on the decomposition technique and the auxiliary model identification idea, we derive a decomposition based auxiliary model recursive generalized least squares algorithm. The key is to divide the system into two fictitious subsystems, the one including a parameter vector and the other including a parameter matrix, and to estimate the two subsystems using the recursive least squares method, respectively. Compared with the auxiliary model based recursive generalized least squares algorithm, the proposed algorithm has less computational burden. Finally, an illustrative example is provided to verify the effectiveness of the proposed algorithms. 相似文献
18.
This paper addresses the distributed adaptive output-feedback tracking control problem of uncertain multi-agent systems in non-affine pure-feedback form under a directed communication topology. Since the control input is implicit for each non-affine agent, we introduce an auxiliary first-order dynamics to circumvent the difficulty in control protocol design and avoid the algebraic loop problem in control inputs and the unknown control gain problem. A decentralized input-driven observer is applied to reconstruct state information of each agent, which makes the design and synthesis extremely simplified. Based on the dynamic surface control technique and neural network approximators, a distributed output-feedback control protocol with prescribed tracking performance is derived. Compared with the existing results, the restrictive assumptions on the partial derivative of non-affine functions are removed. Moreover, it is proved that the output tracking errors always stay in a prescribed performance bound. The simulation results are provided to demonstrate the effectiveness of the proposed method. 相似文献
19.
In almost all the work carried out in the area of automatic modulation classification (AMC), the dictionary of all possible modulations that can occur is assumed to be fixed and given. In this paper, we consider the problem of discovering the unknown digital amplitude-phase modulations when the dictionary is not given. A deconvolution based framework is proposed to estimate the distribution of the transmitted symbols, which completely characterizes the underlying signal constellation. The method involves computation of the empirical characteristic function (ECF) from the received signal samples, and employing constrained least squares (CLS) filtering in the frequency domain to reveal the unknown symbol set. The decoding of the received signals can then be carried out based on the estimate of the signal constellation. The proposed method can be implemented efficiently using fast Fourier transform (FFT) algorithms. In addition, we show that the distribution estimate of the transmitted symbols can be refined if the signal constellation is known to satisfy certain symmetry and independence properties. 相似文献
20.
《Journal of The Franklin Institute》2023,360(12):7722-7738
In this paper, we investigated the problem of the prescribed performance control for the turbofan engine described by nonlinear parameter-varying (NPV) systems formulation. NPV systems for describing the turbofan engine are set up. Compared with the existing dynamic linear models and nonlinear models, the turbofan engine NPV model can show its dynamics time-varying features and nonlinearity. Meanwhile, based on the turbofan engine NPV system, a prescribed performance tracking controller is designed by error mapping function, and a class of state-and-parameter-dependent (SAPD) control synthesis conditions are formulated. These SAPD conditions can be effectively solved by sum-of-squares technique, and steady-state and transient performance of tracking error can be ensured. Finally, simulation results on the turbofan engine have been given to verify the feasibility and effectiveness of the prescribed performance tracking control scheme. 相似文献