Search results for: likelihood estimation method

Authors: Gamze Ozel, Selen Cakmakyapan

Abstract:

We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of a simulation study. 

Keywords: Marshall-Olkin distribution, Rayleigh distribution, estimation, maximum likelihood.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1388

Authors: Naushad Mamode Khan

Abstract:

The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood-based estimating methodology. The joint generalized quasi-likelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill-conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQL-III) that is based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: Longitudinal, Com-Poisson, Ill-conditioned, INAR(1), GLMS, GQL.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1776

Authors: Rupesh K. Gopal, Saroj K. Meher

Abstract:

In this report we present a rule-based approach to detect anomalous telephone calls. The method described here uses subscriber usage CDR (call detail record) data sampled over two observation periods: study period and test period. The study period contains call records of customers- non-anomalous behaviour. Customers are first grouped according to their similar usage behaviour (like, average number of local calls per week, etc). For customers in each group, we develop a probabilistic model to describe their usage. Next, we use maximum likelihood estimation (MLE) to estimate the parameters of the calling behaviour. Then we determine thresholds by calculating acceptable change within a group. MLE is used on the data in the test period to estimate the parameters of the calling behaviour. These parameters are compared against thresholds. Any deviation beyond the threshold is used to raise an alarm. This method has the advantage of identifying local anomalies as compared to techniques which identify global anomalies. The method is tested for 90 days of study data and 10 days of test data of telecom customers. For medium to large deviations in the data in test window, the method is able to identify 90% of anomalous usage with less than 1% false alarm rate.

Keywords: Subscription fraud, fraud detection, anomalydetection, maximum likelihood estimation, rule based systems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2813

Authors: Taro Matsuno, Yuta Otani, Ryo Tanaka, Kaori Ikezaki, Hitoshi Yamamoto, Masaru Fujieda, Yoshihisa Ishida

Abstract:

This paper presents an improvement method of the multiple pitch estimation algorithm using comb filters. Conventionally the pitch was estimated by using parallel -connected comb filters method (PCF). However, PCF has problems which often fail in the pitch estimation when there is the fundamental frequency of higher tone near harmonics of lower tone. Therefore the estimation is assigned to a wrong note when shared frequencies happen. This issue often occurs in estimating octave 3 or more. Proposed method, for solving the problem, estimates the pitch with every harmonic instead of every octave. As a result, our method reaches the accuracy of more than 80%.

Keywords: music transcription, pitch estimation, comb filter, fractional delay

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1412

Authors: J. Arneric, A. Rozga

Abstract:

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2651

Authors: Olesya Bolkhovskaya, Alexey Davydov, Alexander Maltsev

Abstract:

In this paper two approaches to joint signal detection, time of arrival (ToA) and angle of arrival (AoA) estimation in multi-element antenna array are investigated. Two scenarios were considered: first one, when the waveform of the useful signal is known a priori and, second one, when the waveform of the desired signal is unknown. For first scenario, the antenna array signal processing based on multi-element matched filtering (MF) with the following non-coherent detection scheme and maximum likelihood (ML) parameter estimation blocks is exploited. For second scenario, the signal processing based on the antenna array elements covariance matrix estimation with the following eigenvector analysis and ML parameter estimation blocks is applied. The performance characteristics of both signal processing schemes are thoroughly investigated and compared for different useful signals and noise parameters.

Keywords: Antenna array, signal detection, ToA, AoA estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2047

Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage

Abstract:

Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.

Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1346

Authors: Sergei Aleinik, Mikhail Stolbov

Abstract:

In this work, a method of time delay estimation for  dual-channel acoustic signals (speech, music, etc.) recorded under  reverberant conditions is investigated. Standard methods based on  cross-correlation of the signals show poor results in cases involving  strong reverberation, large distances between microphones and  asynchronous recordings. Under similar conditions, a method based  on cross-correlation of temporal envelopes of the signals delivers a  delay estimation of acceptable quality. This method and its properties  are described and investigated in detail, including its limits of  applicability. The method’s optimal parameter estimation and a  comparison with other known methods of time delay estimation are  also provided.

 

Keywords: Cross-correlation, delay estimation, signal envelope, signal processing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3064

Authors: Siti Aisyah Zakaria, Nor Azrita Mohd Amin, Noor Fadhilah Ahmad Radi, Nasrul Hamidin

Abstract:

Higher ground-level ozone (GLO) concentration adversely affects human health, vegetations as well as activities in the ecosystem. In Malaysia, most of the analysis on GLO concentration are carried out using the average value of GLO concentration, which refers to the centre of distribution to make a prediction or estimation. However, analysis which focuses on the higher value or extreme value in GLO concentration is rarely explored. Hence, the objective of this study is to classify the tail behaviour of GLO using generalized extreme value (GEV) distribution estimation the return level using the corresponding modelling (Gumbel, Weibull, and Frechet) of GEV distribution. The results show that Weibull distribution which is also known as short tail distribution and considered as having less extreme behaviour is the best-fitted distribution for four selected air monitoring stations in Peninsular Malaysia, namely Larkin, Pelabuhan Kelang, Shah Alam, and Tanjung Malim; while Gumbel distribution which is considered as a medium tail distribution is the best-fitted distribution for Nilai station. The return level of GLO concentration in Shah Alam station is comparatively higher than other stations. Overall, return levels increase with increasing return periods but the increment depends on the type of the tail of GEV distribution’s tail. We conduct this study by using maximum likelihood estimation (MLE) method to estimate the parameters at four selected stations in Peninsular Malaysia. Next, the validation for the fitted block maxima series to GEV distribution is performed using probability plot, quantile plot and likelihood ratio test. Profile likelihood confidence interval is tested to verify the type of GEV distribution. These results are important as a guide for early notification on future extreme ozone events.

Keywords: Extreme value theory, generalized extreme value distribution, ground-level ozone, return level.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 519

Authors: N. Mamode Khan, V. Jowaheer

Abstract:

Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observations as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use quasi-likelihood estimation approach to estimate the parameters of the model. Under-dispersion parameter is estimated to be 2.14 justifying the appropriateness of Com-Poisson distribution in modelling under-dispersed count responses recorded in this study.

Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, quasi-likelihood estimation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1546

Authors: Wataru Nakamura, Tomoaki Hashimoto, Liang-Kuang Chen

Abstract:

This paper provides a state estimation method for automatic control systems of nonlinear vehicle dynamics. A nonlinear tire model is employed to represent the realistic behavior of a vehicle. In general, all the state variables of control systems are not precisedly known, because those variables are observed through output sensors and limited parts of them might be only measurable. Hence, automatic control systems must incorporate some type of state estimation. It is needed to establish a state estimation method for nonlinear vehicle dynamics with restricted measurable state variables. For this purpose, unscented Kalman filter method is applied in this study for estimating the state variables of nonlinear vehicle dynamics. The objective of this paper is to propose a state estimation method using unscented Kalman filter for nonlinear vehicle dynamics. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: State estimation, control systems, observer systems, unscented Kalman filter, nonlinear vehicle dynamics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 613

Authors: Felix Baumann, Aleksandar Milutinovic, Dieter Roller

Abstract:

Up to this point business process management projects in general and business process modelling projects in particular could not rely on a practical and scientifically validated method to estimate cost and effort. Especially the model development phase is not covered by a cost estimation method or model. Further phases of business process modelling starting with implementation are covered by initial solutions which are discussed in the literature. This article proposes a method of filling this gap by deriving a cost estimation method from available methods in similar domains namely software development or software engineering. Software development is regarded as closely similar to process modelling as we show. After the proposition of this method different ideas for further analysis and validation of the method are proposed. We derive this method from COCOMO II and Function Point which are established methods of effort estimation in the domain of software development. For this we lay out similarities of the software development process and the process of process modelling which is a phase of the Business Process Management life-cycle.

Keywords: Cost Estimation, Effort Estimation, Process Modelling, Business Process Management, COCOMO.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2295

Authors: Hongkui Li, Tongli Lu , Jianwu Zhang

Abstract:

This paper focuses on developing an estimation method of clutch drag torque in wet DCT. The modelling of clutch drag torque is investigated. As the main factor affecting the clutch drag torque, dynamic viscosity of oil is discussed. The paper proposes an estimation method of clutch drag torque based on recursive least squares by utilizing the dynamic equations of gear shifting synchronization process. The results demonstrate that the estimation method has good accuracy and efficiency.

Keywords: Clutch drag torque, wet DCT, dynamic viscosity, recursive least squares.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1246

Authors: Nursyarizal Mohd Nor, Ramiah Jegatheesan, Perumal Nallagownden

Abstract:

Newton-Raphson State Estimation method using bus admittance matrix remains as an efficient and most popular method to estimate the state variables. Elements of Jacobian matrix are computed from standard expressions which lack physical significance. In this paper, elements of the state estimation Jacobian matrix are obtained considering the power flow measurements in the network elements. These elements are processed one-by-one and the Jacobian matrix H is updated suitably in a simple manner. The constructed Jacobian matrix H is integrated with Weight Least Square method to estimate the state variables. The suggested procedure is successfully tested on IEEE standard systems.

Keywords: State Estimation (SE), Weight Least Square (WLS), Newton-Raphson State Estimation (NRSE), Jacobian matrix H.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2466

Authors: Akash Rathee, Harish Parthasarathy

Abstract:

In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.

Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1756

Authors: Autcha Araveeporn

Abstract:

The Random Coefficient Dynamic Regression (RCDR) model is to developed from Random Coefficient Autoregressive (RCA) model and Autoregressive (AR) model. The RCDR model is considered by adding exogenous variables to RCA model. In this paper, the concept of the Maximum Likelihood (ML) method is used to estimate the parameter of RCDR(1,1) model. Simulation results have shown the AIC and BIC criterion to compare the performance of the the RCDR(1,1) model. The variables as the stationary and weakly stationary data are good estimates where the exogenous variables are weakly stationary. However, the model selection indicated that variables are nonstationarity data based on the stationary data of the exogenous variables.

Keywords: Autoregressive, Maximum Likelihood Method, Nonstationarity, Random Coefficient Dynamic Regression, Stationary.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1647

Authors: Valeriy Naumov, Olli Martikainen

Abstract:

In this paper we propose new method for simultaneous generating multiple quantiles corresponding to given probability levels from data streams and massive data sets. This method provides a basis for development of single-pass low-storage quantile estimation algorithms, which differ in complexity, storage requirement and accuracy. We demonstrate that such algorithms may perform well even for heavy-tailed data.

Keywords: Quantile estimation, data stream, heavy-taileddistribution, tail index.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1533

Authors: Mingren Shi, Michael Renton

Abstract:

There is a world-wide need for the development of sustainable management strategies to control pest infestation and the development of phosphine (PH3) resistance in lesser grain borer (Rhyzopertha dominica). Computer simulation models can provide a relatively fast, safe and inexpensive way to weigh the merits of various management options. However, the usefulness of simulation models relies on the accurate estimation of important model parameters, such as mortality. Concentration and time of exposure are both important in determining mortality in response to a toxic agent. Recent research indicated the existence of two resistance phenotypes in R. dominica in Australia, weak and strong, and revealed that the presence of resistance alleles at two loci confers strong resistance, thus motivating the construction of a two-locus model of resistance. Experimental data sets on purified pest strains, each corresponding to a single genotype of our two-locus model, were also available. Hence it became possible to explicitly include mortalities of the different genotypes in the model. In this paper we described how we used two generalized linear models (GLM), probit and logistic models, to fit the available experimental data sets. We used a direct algebraic approach generalized inverse matrix technique, rather than the traditional maximum likelihood estimation, to estimate the model parameters. The results show that both probit and logistic models fit the data sets well but the former is much better in terms of small least squares (numerical) errors. Meanwhile, the generalized inverse matrix technique achieved similar accuracy results to those from the maximum likelihood estimation, but is less time consuming and computationally demanding.

Keywords: mortality estimation, probit models, logistic model, generalized inverse matrix approach, pest control simulation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1584

Authors: M. Ravindra, R. Srinivasa Rao

Abstract:

This paper presents a Generalized Binary Integer Linear Programming (GBILP) method for optimal allocation of Phasor Measurement Units (PMUs) and to generate Dynamic State Estimation (DSE) solution with complete observability. The GBILP method is formulated with Zero Injection Bus (ZIB) constraints to reduce the number of locations for placement of PMUs in the case of normal and single line contingency. The integration of PMU and conventional measurements is modeled in DSE process to estimate accurate states of the system. To estimate the dynamic behavior of the power system with proposed method, load change up to 40% considered at a bus in the power system network. The proposed DSE method is compared with traditional Weighted Least Squares (WLS) state estimation method in presence of load changes to show the impact of PMU measurements. MATLAB simulations are carried out on IEEE 14, 30, 57, and 118 bus systems to prove the validity of the proposed approach.

Keywords: Observability, phasor measurement units, PMU, state estimation, dynamic state estimation, SCADA measurements, zero injection bus.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1265

Authors: A. A. Hossam-Eldin, E. N. Abdallah, M. S. El-Nozahy

Abstract:

Power system state estimation is the process of calculating a reliable estimate of the power system state vector composed of bus voltages' angles and magnitudes from telemetered measurements on the system. This estimate of the state vector provides the description of the system necessary for the operation and security monitoring. Many methods are described in the literature for solving the state estimation problem, the most important of which are the classical weighted least squares method and the nondeterministic genetic based method; however both showed drawbacks. In this paper a modified version of the genetic algorithm power system state estimation is introduced, Sensitivity of the proposed algorithm to genetic operators is discussed, the algorithm is applied to case studies and finally it is compared with the classical weighted least squares method formulation.

Keywords: Genetic algorithms, ill-conditioning, state estimation, weighted least squares.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1713

Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

Abstract:

We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: Possibility distribution, parameters estimation, Maxmin u/E estimator, fuzzy model identification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2426

Authors: Young-Jae Kim, Young-Hwan You

Abstract:

This paper presents a integer frequency offset (IFO) estimation scheme for the 3GPP long term evolution (LTE) downlink system. Firstly, the conventional joint detection method for IFO and sector cell index (CID) information is introduced. Secondly, an IFO estimation without explicit sector CID information is proposed, which can operate jointly with the proposed IFO estimation and reduce the time delay in comparison with the conventional joint method. Also, the proposed method is computationally efficient and has almost similar performance in comparison with the conventional method over the Pedestrian and Vehicular channel models.

Keywords: LTE, OFDMA, primary synchronization signal (PSS), IFO, CID

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2313

Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

Abstract:

This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: Noise, signal-to-noise ratio, stochastic signals, variance estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2259

Authors: Yohei Saika, Yuji Haraguchi

Abstract:

We constructed a method of noise reduction for JPEG-compressed image based on Bayesian inference using the maximizer of the posterior marginal (MPM) estimate. In this method, we tried the MPM estimate using two kinds of likelihood, both of which enhance grayscale images converted into the JPEG-compressed image through the lossy JPEG image compression. One is the deterministic model of the likelihood and the other is the probabilistic one expressed by the Gaussian distribution. Then, using the Monte Carlo simulation for grayscale images, such as the 256-grayscale standard image “Lena" with 256 × 256 pixels, we examined the performance of the MPM estimate based on the performance measure using the mean square error. We clarified that the MPM estimate via the Gaussian probabilistic model of the likelihood is effective for reducing noises, such as the blocking artifacts and the mosquito noise, if we set parameters appropriately. On the other hand, we found that the MPM estimate via the deterministic model of the likelihood is not effective for noise reduction due to the low acceptance ratio of the Metropolis algorithm.

Keywords: Noise reduction, JPEG-compressed image, Bayesian inference, the maximizer of the posterior marginal estimate

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1988

Authors: Sambit Prasad Kar, P.Palanisamy

Abstract:

In this paper a novel method for multiple one dimensional real valued sinusoidal signal frequency estimation in the presence of additive Gaussian noise is postulated. A computationally simple frequency estimation method with efficient statistical performance is attractive in many array signal processing applications. The prime focus of this paper is to combine the subspace-based technique and a simple peak search approach. This paper presents a variant of the Propagator Method (PM), where a collaborative approach of SUMWE and Propagator method is applied in order to estimate the multiple real valued sine wave frequencies. A new data model is proposed, which gives the dimension of the signal subspace is equal to the number of frequencies present in the observation. But, the signal subspace dimension is twice the number of frequencies in the conventional MUSIC method for estimating frequencies of real-valued sinusoidal signal. The statistical analysis of the proposed method is studied, and the explicit expression of asymptotic (large-sample) mean-squared-error (MSE) or variance of the estimation error is derived. The performance of the method is demonstrated, and the theoretical analysis is substantiated through numerical examples. The proposed method can achieve sustainable high estimation accuracy and frequency resolution at a lower SNR, which is verified by simulation by comparing with conventional MUSIC, ESPRIT and Propagator Method.

Keywords: Frequency estimation, peak search, subspace-based method without eigen decomposition, quadratic convex function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732

Authors: J.Dinesh Peter

Abstract:

This paper describes a new method for affine parameter estimation between image sequences. Usually, the parameter estimation techniques can be done by least squares in a quadratic way. However, this technique can be sensitive to the presence of outliers. Therefore, parameter estimation techniques for various image processing applications are robust enough to withstand the influence of outliers. Progressively, some robust estimation functions demanding non-quadratic and perhaps non-convex potentials adopted from statistics literature have been used for solving these. Addressing the optimization of the error function in a factual framework for finding a global optimal solution, the minimization can begin with the convex estimator at the coarser level and gradually introduce nonconvexity i.e., from soft to hard redescending non-convex estimators when the iteration reaches finer level of multiresolution pyramid. Comparison has been made to find the performance of the results of proposed method with the results found individually using two different estimators.

Keywords: Image Processing, Affine parameter estimation, Outliers, Robust Statistics, Robust M-estimators

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1454

Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a fast and efficient on-line technique for estimating impedance of unbalanced loads in power systems. The proposed technique is an application of a discrete timedynamic filter based on stochastic estimation theory which is suitable for estimating parameters in noisy environment. The algorithm uses sets of digital samples of the distorted voltage and current waveforms of the non-linear load to estimate the harmonic contents of these two signal. The non-linear load impedance is then calculated from these contents. The method is tested using practical data. Results are reported and compared with those obtained using the conventional least error squares technique. In addition to the very accurate results obtained, the method can detect and reject bad measurements. This can be considered as a very important advantage over the conventional static estimation methods such as the least error square method.

Keywords: Estimation, identification, Harmonics, Dynamic Filter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2064

Authors: V. R. Asghari, M. Ardebilipour

Abstract:

In the context of spectrum surveillance, a method to recover the code of spread spectrum signal is presented, whereas the receiver has no knowledge of the transmitter-s spreading sequence. The approach is based on a genetic algorithm (GA), which is forced to model the received signal. Genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems. Experimental results show that the method provides a good estimation, even when the signal power is below the noise power.

Keywords: Code estimation, genetic algorithms, spread spectrum.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1571

Authors: Wenlong Liu, Yucheng Liu

Abstract:

This paper introduces the application of seismic wave method in earthquake prediction and early estimation. The advantages of the seismic wave method over the traditional earthquake prediction method are demonstrated. An example is presented in this study to show the accuracy and efficiency of using the seismic wave method in predicting a medium-sized earthquake swarm occurred in Wencheng, Zhejiang, China. By applying this method, correct predictions were made on the day after this earthquake swarm started and the day the maximum earthquake occurred, which provided scientific bases for governmental decision-making.

Keywords: earthquake prediction, earthquake swarm, seismicactivity method, seismic wave method, Wencheng earthquake

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1657

Authors: Chen-Yu Wang, Tsung-Chien Chen, Ming-Hui Lee, Jen-Feng Huang

Abstract:

In this paper, the innovative intelligent fuzzy weighted input estimation method (FWIEM) can be applied to the inverse heat transfer conduction problem (IHCP) to estimate the unknown time-varying heat flux efficiently as presented. The feasibility of this method can be verified by adopting the temperature measurement experiment. We would like to focus attention on the heat flux estimation to three kinds of samples (Copper, Iron and Steel/AISI 304) with the same 3mm thickness. The temperature measurements are then regarded as the inputs into the FWIEM to estimate the heat flux. The experiment results show that the proposed algorithm can estimate the unknown time-varying heat flux on-line.

Keywords: Fuzzy Weighted Input Estimation Method, IHCP andHeat Flux.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1540