共查询到20条相似文献，搜索用时 31 毫秒
1.
Some two-microphone noise reduction techniques that work in the frequency domain exploit coherence function between two noisy signals. They have shown good results when noise signals on two sensors are uncorrelated, but their performance decreases with correlated noises. Coherence based methods can be improved when the cross power spectral density （CPSD） of correlated noise signals is available. In this paper, we propose a new method for estimation of the CPSD of the noise, which is based on the minimum tracking technique. Despite the fact that the proposed estimator does not need to implement a voice activity detector （VAD）, its performance is comparable to a CPSD estimator that uses an ideal VAD. 相似文献
2.
Growth mixture modeling (GMM) is a useful statistical method for longitudinal studies because it includes features of both latent growth modeling (LGM) and finite mixture modeling. This Monte Carlo simulation study explored the impact of ignoring 3 types of time series processes (i.e., AR(1), MA(1), and ARMA(1,1)) in GMM and manipulated the separation of the latent classes, the strength of the time series process, and whether the errors conformed to the time series process in 1 or 2 latent classes. The results showed that omitting time series processes resulted in more serious bias in parameter estimation as the distance between classes increased. However, when the class distances were small, ignoring time series processes contributed to the selection of the correct number of classes. When the GMM models correctly specified the time series process, only models with an AR(1) time series process produced unbiased parameter estimates in most conditions. It was also found that among design factors manipulated, the distance between classes prominently affected the identification of the number of classes and parameter estimation. 相似文献
3.
高频金融数据下对资产价格波动的研究越来越受到人们的关注,而随着对数据行为解析能力的提高,噪音也会随着采样频率的提高而增加,从而导致已实现波动率的估计偏差。为了降低高频数据中噪音对波动率估计的影响,在HAR-RV模型基础上使用EEMD结合小波分析的方法提高估计的有效性。实证研究发现,仅使用EEMD进行降噪预测并不能很好地预测股票市场的实际变动趋势,而在EEMD分解后的高频部分中使用小波方法进行处理,发现降噪后构建模型的均方误差（MSE）与平均绝对误差（MAE）分别下降了93.92%及76.94%,能够满足对股票市场实际序列变动的预测要求。 相似文献
4.
降噪处理是分析结构振动信号、提取特征参数、研究损伤识别方法的基础,核独立分量分析(KICA)采用的核方法为结构振动信号的降噪处理提供了新的方法;通过对比KICA与其他算法降噪后信号的HHT边际谱,验证了KICA对低阻尼钢框架结构标准损伤模型降噪的优良性能,特别是提高了对结构安全至关重要的低频振动部分的能量估计的准确度。 相似文献
5.
Traditional studies on integrated statistical process control and engineering process control (SPC-EPC) are based on linear autoregressive integrated moving average (ARIMA) time series models to describe the dynamic noise of the system.However,linear models sometimes are unable to model complex nonlinear autocorrelation.To solve this problem,this paper presents an integrated SPC-EPC method based on smooth transition autoregressive (STAR) time series model,and builds a minimum mean squared error (MMSE) controller as well as an integrated SPC-EPC control system.The performance of this method for checking the trend and sustained shift is analyzed.The simulation results indicate that this integrated SPC-EPC control method based on STAR model is effective in controlling complex nonlinear systems. 相似文献
6.
广义Pareto分布(Generalized Pareto Distribution,简称GPD)是统计推断中重要的一个分布,其目前在诸多领域得到广泛的应用.GPD的参数估计方法有多种,但各种方法及估计效果一般都受到形状参数k的限制,总结几种常用的参数估计方法,如:矩估计(the method of moments,简记MOM)、最小二乘估计(the least squares estimation,简记LSE)、基于分位数估计(the elemental percentile method,简记EPM)、近似广义最小二乘估计(AGLSE)等,通过模拟研究,得出不存在一致最优的参数估计方法.而在k较大时,LSE在GPD参数估计中模拟效果较为理想,特别当k1/2时,AGLSE对k的估计精度较高. 相似文献
7.
Aiming at reducing noise of diesel engine ,some sys-tematic reduction measures were adopted.But it is difficulttoidentify the accurate influence of different measures ,soan evaluation which combined hierarchy diagnosis and onethird octave spectra analysis… 相似文献
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9.
为提高高速公路通行效率,在原有收费系统基础上提出基于“车牌识别+移动支付”的高速公路收费系统,无需额外安装设备即可实现不停车收费。系统核心技术为车牌识别与移动支付。车牌识别采用小波降噪技术对图像进行降噪处理,采用数学形态学方法进行车牌定位,采用垂直投影法进行字符分割,采用 ORC 算法进行字符识别|移动支付通过调用第三方支付平台（微信或支付宝）接口方式实现。对车牌图像进行降噪处理后,车牌识别正确率达到 96%,比未降噪处理提高 3%|与 ETC 收费车道相比,从该系统入口车道通行时间缩短7 秒,出口车道缩短 8 秒,试验结果表明该系统提高了高速公路通行效率。 相似文献
10.
Application of chaotic theory to parameter estimation 总被引：1，自引：0，他引：1
High precision parameter estimation is very important for control system design and compensation. This paper utilizes the
properties of chaotic system for parameter estimation. Theoretical analysis and experimental results indicated that this method
has extremely high sensitivity and resolving power. The most important contribution of this paper is apart from the traditional
engineering viewpoint and actualizing parameter estimation just based on unstable chaotic systems.
Project supported by the National Science Foundation of China (Nos. 59975082 and 69675020). 相似文献
11.
加工中心MTBF值的点估计与区间估计 总被引：2，自引：0，他引：2
应用基于截尾数据的似然函数理论和Weibull分布下的似然比方法,对加工中心有替换定时截尾试验数据分别进行了加工中心平均故障时间间隔(MTBF)值的点估计与区间估计。根据似然函数的重要引理,用迭代方法进行了Weibull模型两个参数的区间估计,并进行了MTBF值的区间估计。本研究解决了加工中心可靠性评估工作中的难题。 相似文献
12.
The usefulness of item response theory (IRT) models depends, in large part, on the accuracy of item and person parameter estimates. For the standard 3 parameter logistic model, for example, these parameters include the item parameters of difficulty, discrimination, and pseudo-chance, as well as the person ability parameter. Several factors impact traditional marginal maximum likelihood (ML) estimation of IRT model parameters, including sample size, with smaller samples generally being associated with lower parameter estimation accuracy, and inflated standard errors for the estimates. Given this deleterious impact of small samples on IRT model performance, use of these techniques with low-incidence populations, where it might prove to be particularly useful, estimation becomes difficult, especially with more complex models. Recently, a Pairwise estimation method for Rasch model parameters has been suggested for use with missing data, and may also hold promise for parameter estimation with small samples. This simulation study compared item difficulty parameter estimation accuracy of ML with the Pairwise approach to ascertain the benefits of this latter method. The results support the use of the Pairwise method with small samples, particularly for obtaining item location estimates. 相似文献
13.
最小二乘法在参数估计中起着举足轻重的作用,应用数学建模竞赛中储油罐变位标定问题中的相关数据,运用最小二乘法的方法完成罐容表变位标定工作,并对其进行定期校对,以保证其测量的准确度。 相似文献
14.
Logit模型作为一种离散选择模型,被广泛地应用于交通需求预测,其中的交通方式选择是其应用的一个典型。建立logit模型最重要的步骤之一,便是对模型的参数进行标定。logit模型参数估计是极大似然估计,求解参数的算法一般使用NR法(Newton-Raphson)和DGP法(Davidon-Fetcher-Powellmethod),本文尝试采用一种新兴的人工智能算法-蚁群算法,来代替NR法和DGP法对logit模型的参数进行标定。最后结合一实例进行验证,并与NR算法下的结果进行对比,证明蚁群算法解决logit模型参数标定的可行性和合理性。 相似文献
15.
提出了一种基于噪声估计的语音增强方法。通过对含噪语音中的噪声直接进行估计,避免了采用端点检测方法（VAD）,该方法能及时更新噪声,能有效地消除噪声。 相似文献
16.
参数的矩估计法中,用样本原点矩作为总体原点矩的估计量是其中心思想。本文将给出这一思想的理论注释。 相似文献
17.
两种连续型随机变量未知参数的区间估计 总被引：1，自引：0，他引：1
区间估计是对总体分布中未知参数进行估计的一种重要方法,对指导实际生产有着重要意义。本文利用枢轴量方法,对指数分布和均匀分布中未知参数的置信区间的求法进行了讨论,对这两类分布中未知参数的区间估计有一定的指导作用。 相似文献
18.
李艳颖 《廊坊师范学院学报(自然科学版)》2009,9(3):16-19
Pareto分布是意大利经济学家Pareto将其作为一种收入分布介绍的,一个多世纪以来,它不仅在经济收入模型中得到应用,而且在更广泛的应用领域中也越来越受到重视。对Pareto分布主要作了以下两方面的工作：（1）在平方损失函数下,讨论了序约束下对任何先验分布的两个Pareto总体参数的Bayes估计,给出了序约束下在给定先验分布时的两个Pareto总体参数的Bayes估计的精确形式,同时证明了该估计是可容许的。（2）在熵损失函数下,讨论了序约束下对任何先验分布的两个Pareto总体参数的Bayes估计,给出了序约束下在给定先验分布时的两个Pareto总体参数的Bayes估计的精确形式,同时证明了该估计是可容许的。 相似文献
19.
This study demonstrated the equivalence between the Rasch testlet model and the three‐level one‐parameter testlet model and explored the Markov Chain Monte Carlo (MCMC) method for model parameter estimation in WINBUGS. The estimation accuracy from the MCMC method was compared with those from the marginalized maximum likelihood estimation (MMLE) with the expectation‐maximization algorithm in ConQuest and the sixth‐order Laplace approximation estimation in HLM6. The results indicated that the estimation methods had significant effects on the bias of the testlet variance and ability variance estimation, the random error in the ability parameter estimation, and the bias in the item difficulty parameter estimation. The Laplace method best recovered the testlet variance while the MMLE best recovered the ability variance. The Laplace method resulted in the smallest random error in the ability parameter estimation while the MCMC method produced the smallest bias in item parameter estimates. Analyses of three real tests generally supported the findings from the simulation and indicated that the estimates for item difficulty and ability parameters were highly correlated across estimation methods. 相似文献
20.
ARCH模型在我国金融市场的应用情况研究 总被引：4，自引：0，他引：4
金融数据时间序列具有丛集性和方差波动性特点,传统经典计量模型对此的解释能力不足。ARCH模型引入观测数据方差自相关假设,有力地刻划和解释了金融数据的丛集性和厚尾尖锋特性。目前,国内用此模型对股指收益率、非对称性、市场有效性、量价关系、风险管理、保证金水平等问题研究取得了多项成果。但是,在研究中也存在样本容量小,容易导致实证结果不稳定、不可靠,对杠杆效应、周内效应、羊群效应形成原因和机理研究不足等问题。后续研究应该注重对超高频数据分析、波动的持续性、无条件分布的厚尾性及高维系统的分析。在参数估计方面,应针对具体市场和样本数据,检验各种模型和参数估计方法的能力。 相似文献