Search results for: maximum likelihood estimation method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9822

Search results for: maximum likelihood estimation method

9792 Unscented Grid Filtering and Smoothing for Nonlinear Time Series Analysis

Authors: Nikolay Nikolaev, Evgueni Smirnov

Abstract:

This paper develops an unscented grid-based filter and a smoother for accurate nonlinear modeling and analysis of time series. The filter uses unscented deterministic sampling during both the time and measurement updating phases, to approximate directly the distributions of the latent state variable. A complementary grid smoother is also made to enable computing of the likelihood. This helps us to formulate an expectation maximisation algorithm for maximum likelihood estimation of the state noise and the observation noise. Empirical investigations show that the proposed unscented grid filter/smoother compares favourably to other similar filters on nonlinear estimation tasks.

Keywords:

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9791 Comparative Analysis of Two Approaches to Joint Signal Detection, ToA and AoA Estimation in Multi-Element Antenna Arrays

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.

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9790 Change Detection and Non Stationary Signals Tracking by Adaptive Filtering

Authors: Mounira RouaÐùnia, Noureddine Doghmane

Abstract:

In this paper we consider the problem of change detection and non stationary signals tracking. Using parametric estimation of signals based on least square lattice adaptive filters we consider for change detection statistical parametric methods using likelihood ratio and hypothesis tests. In order to track signals dynamics, we introduce a compensation procedure in the adaptive estimation. This will improve the adaptive estimation performances and fasten it-s convergence after changes detection.

Keywords: Change detection, Hypothesis test, likelihood ratioleast square lattice adaptive filters.

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9789 Second Order Admissibilities in Multi-parameter Logistic Regression Model

Authors: Chie Obayashi, Hidekazu Tanaka, Yoshiji Takagi

Abstract:

In multi-parameter family of distributions, conditions for a modified maximum likelihood estimator to be second order admissible are given. Applying these results to the multi-parameter logistic regression model, it is shown that the maximum likelihood estimator is always second order inadmissible. Also, conditions for the Berkson estimator to be second order admissible are given.

Keywords: Berkson estimator, modified maximum likelihood estimator, Multi-parameter logistic regression model, second order admissibility.

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9788 A Comparison of Marginal and Joint Generalized Quasi-likelihood Estimating Equations Based On the Com-Poisson GLM: Application to Car Breakdowns Data

Authors: N. Mamode Khan, V. Jowaheer

Abstract:

In this paper, we apply and compare two generalized estimating equation approaches to the analysis of car breakdowns data in Mauritius. 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 observation 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 the two types of quasi-likelihood estimation approaches to estimate the parameters of the model: marginal and joint generalized quasi-likelihood estimating equation approaches. Under-dispersion parameter is estimated to be around 2.14 justifying the appropriateness of Com-Poisson distribution in modelling underdispersed count responses recorded in this study.

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

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9787 Phosphine Mortality Estimation for Simulation of Controlling Pest of Stored Grain: Lesser Grain Borer (Rhyzopertha dominica)

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

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9786 Discrete Polyphase Matched Filtering-based Soft Timing Estimation for Mobile Wireless Systems

Authors: Thomas O. Olwal, Michael A. van Wyk, Barend J. van Wyk

Abstract:

In this paper we present a soft timing phase estimation (STPE) method for wireless mobile receivers operating in low signal to noise ratios (SNRs). Discrete Polyphase Matched (DPM) filters, a Log-maximum a posterior probability (MAP) and/or a Soft-output Viterbi algorithm (SOVA) are combined to derive a new timing recovery (TR) scheme. We apply this scheme to wireless cellular communication system model that comprises of a raised cosine filter (RCF), a bit-interleaved turbo-coded multi-level modulation (BITMM) scheme and the channel is assumed to be memory-less. Furthermore, no clock signals are transmitted to the receiver contrary to the classical data aided (DA) models. This new model ensures that both the bandwidth and power of the communication system is conserved. However, the computational complexity of ideal turbo synchronization is increased by 50%. Several simulation tests on bit error rate (BER) and block error rate (BLER) versus low SNR reveal that the proposed iterative soft timing recovery (ISTR) scheme outperforms the conventional schemes.

Keywords: discrete polyphase matched filters, maximum likelihood estimators, soft timing phase estimation, wireless mobile systems.

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9785 On SNR Estimation by the Likelihood of near Pitch for Speech Detection

Authors: Young-Hwan Song, Doo-Heon Kyun, Jong-Kuk Kim, Myung-Jin Bae

Abstract:

People have the habitual pitch level which is used when people say something generally. However this pitch should be changed irregularly in the presence of noise. So it is useful to estimate SNR of speech signal by pitch. In this paper, we obtain the energy of input speech signal and then we detect a stationary region on voiced speech. And we get the pitch period by NAMDF for the stationary region that is not varied pitch rapidly. After getting pitch, each frame is divided by pitch period and the likelihood of closed pitch is estimated. In this paper, we proposed new parameter, NLF, to estimate the SNR of received speech signal. The NLF is derived from the correlation of near pitch periods. The NLF is obtained for each stationary region in voiced speech. Finally we confirmed good performance of the estimation of the SNR of received input speech in the presence of noise.

Keywords: Likelihood, pitch, SNR, speech.

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9784 Classification of Extreme Ground-Level Ozone Based on Generalized Extreme Value Model for Air Monitoring Station

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.

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9783 Application of Seismic Wave Method in Early Estimation of Wencheng Earthquake

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

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9782 Inference of Stress-Strength Model for a Lomax Distribution

Authors: H. Panahi, S. Asadi

Abstract:

In this paper, the estimation of the stress-strength parameter R = P(Y < X), when X and Y are independent and both are Lomax distributions with the common scale parameters but different shape parameters is studied. The maximum likelihood estimator of R is derived. Assuming that the common scale parameter is known, the bayes estimator and exact confidence interval of R are discussed. Simulation study to investigate performance of the different proposed methods has been carried out.

Keywords: Stress-Strength model; maximum likelihoodestimator; Bayes estimator; Lomax distribution

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9781 Fusion of Colour and Depth Information to Enhance Wound Tissue Classification

Authors: Darren Thompson, Philip Morrow, Bryan Scotney, John Winder

Abstract:

Patients with diabetes are susceptible to chronic foot wounds which may be difficult to manage and slow to heal. Diagnosis and treatment currently rely on the subjective judgement of experienced professionals. An objective method of tissue assessment is required. In this paper, a data fusion approach was taken to wound tissue classification. The supervised Maximum Likelihood and unsupervised Multi-Modal Expectation Maximisation algorithms were used to classify tissues within simulated wound models by weighting the contributions of both colour and 3D depth information. It was found that, at low weightings, depth information could show significant improvements in classification accuracy when compared to classification by colour alone, particularly when using the maximum likelihood method. However, larger weightings were found to have an entirely negative effect on accuracy.

Keywords: Classification, data fusion, diabetic foot, stereophotogrammetry, tissue colour.

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9780 Dynamic Voltage Stability Estimation using Particle Filter

Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

Abstract:

Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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9779 Enhanced Parallel-Connected Comb Filter Method for Multiple Pitch Estimation

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

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9778 Selection of Appropriate Classification Technique for Lithological Mapping of Gali Jagir Area, Pakistan

Authors: Khunsa Fatima, Umar K. Khattak, Allah Bakhsh Kausar

Abstract:

Satellite images interpretation and analysis assist geologists by providing valuable information about geology and minerals of an area to be surveyed. A test site in Fatejang of district Attock has been studied using Landsat ETM+ and ASTER satellite images for lithological mapping. Five different supervised image classification techniques namely maximum likelihood, parallelepiped, minimum distance to mean, mahalanobis distance and spectral angle mapper have been performed upon both satellite data images to find out the suitable classification technique for lithological mapping in the study area. Results of these five image classification techniques were compared with the geological map produced by Geological Survey of Pakistan. Result of maximum likelihood classification technique applied on ASTER satellite image has highest correlation of 0.66 with the geological map. Field observations and XRD spectra of field samples also verified the results. A lithological map was then prepared based on the maximum likelihood classification of ASTER satellite image.

Keywords: ASTER, Landsat-ETM+, Satellite, Image classification.

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9777 Odor Discrimination Using Neural Decoding of Olfactory Bulbs in Rats

Authors: K.-J. You, H.J. Lee, Y. Lang, C. Im, C.S. Koh, H.-C. Shin

Abstract:

This paper presents a novel method for inferring the odor based on neural activities observed from rats- main olfactory bulbs. Multi-channel extra-cellular single unit recordings were done by micro-wire electrodes (tungsten, 50μm, 32 channels) implanted in the mitral/tufted cell layers of the main olfactory bulb of anesthetized rats to obtain neural responses to various odors. Neural response as a key feature was measured by substraction of neural firing rate before stimulus from after. For odor inference, we have developed a decoding method based on the maximum likelihood (ML) estimation. The results have shown that the average decoding accuracy is about 100.0%, 96.0%, 84.0%, and 100.0% with four rats, respectively. This work has profound implications for a novel brain-machine interface system for odor inference.

Keywords: biomedical signal processing, neural engineering, olfactory, neural decoding, BMI

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9776 A Survey on Quasi-Likelihood Estimation Approaches for Longitudinal Set-ups

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.

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9775 The Survey and the Comparison of Maximum Likelihood, Mahalanobis Distance and Minimum Distance Methods in Preparing Landuse Map in the Western Part of Isfahan Province

Authors: Ali Gholami, M.Esfadiari, M.H.Masihabadi

Abstract:

In this research three methods of Maximum Likelihood, Mahalanobis Distance and Minimum Distance were analyzed in the Western part of Isfahan province in the Iran country. For this purpose, the IRS satellite images and various land preparation uses in region including rangelands, irrigation farming, dry farming, gardens and urban areas were separated and identified. In these methods, matrix error and Kappa index were calculated and accuracy of each method, based on percentages: 53.13, 56.64 and 48.44, were obtained respectively. Considering the low accuracy of these methods to separate land uses due to spread of the land uses, it-s suggested the visual interpretation of the map, to preparing the land use map in this region. The map prepared by visual interpretation is in high accuracy if it will be accompany with the visit of the region.

Keywords: Aghche Region, land use map, MaximumLikelihood, Mahalanobis Distance and Minimum Distance.

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9774 Online Battery Equivalent Circuit Model Estimation on Continuous-Time Domain Using Linear Integral Filter Method

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.

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9773 Time Delay Estimation Using Signal Envelopes for Synchronisation of Recordings

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.

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9772 State Estimation Method Based on Unscented Kalman Filter for Vehicle Nonlinear Dynamics

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.

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9771 Time-Delay Estimation Using Cross-ΨB-Energy Operator

Authors: Z. Saidi, A.O. Boudraa, J.C. Cexus, S. Bourennane

Abstract:

In this paper, a new time-delay estimation technique based on the cross IB-energy operator [5] is introduced. This quadratic energy detector measures how much a signal is present in another one. The location of the peak of the energy operator, corresponding to the maximum of interaction between the two signals, is the estimate of the delay. The method is a fully data-driven approach. The discrete version of the continuous-time form of the cross IBenergy operator, for its implementation, is presented. The effectiveness of the proposed method is demonstrated on real underwater acoustic signals arriving from targets and the results compared to the cross-correlation method.

Keywords: Teager-Kaiser energy operator, Cross-energyoperator, Time-Delay, Underwater acoustic signals.

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9770 Software Engineering Inspired Cost Estimation for Process Modelling

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.

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9769 Analyzing the Factors Effecting the Passenger Car Breakdowns using Com-Poisson GLM

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

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9768 Online Estimation of Clutch Drag Torque in Wet Dual Clutch Transmission Based on Recursive Least Squares

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.

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9767 Angle of Arrival Estimation Using Maximum Likelihood Method

Authors: H. K. Hwang, Zekeriya Aliyazicioglu, Solomon Wu, Hung Lu, Nick Wilkins, Daniel Kerr

Abstract:

Multiple-input multiple-output (MIMO) radar has received increasing attention in recent years. MIMO radar has many advantages over conventional phased array radar such as target detection,resolution enhancement, and interference suppression. In this paper, the results are presented from a simulation study of MIMO uniformly-spaced linear array (ULA) antennas. The performance is investigated under varied parameters, including varied array size, pseudo random (PN) sequence length, number of snapshots, and signal to noise ratio (SNR). The results of MIMO are compared to a traditional array antenna.

Keywords: Multiple-input multiple-output (MIMO) radar, phased array antenna, target detection, radar signal processing.

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9766 Low-Complexity Channel Estimation Algorithm for MIMO-OFDM Systems

Authors: Ali Beydoun, Hamzé H. Alaeddine

Abstract:

One of the main challenges in MIMO-OFDM system to achieve the expected performances in terms of data rate and robustness against multi-path fading channels is the channel estimation. Several methods were proposed in the literature based on either least square (LS) or minimum mean squared error (MMSE) estimators. These methods present high implementation complexity as they require the inversion of large matrices. In order to overcome this problem and to reduce the complexity, this paper presents a solution that benefits from the use of the STBC encoder and transforms the channel estimation process into a set of simple linear operations. The proposed method is evaluated via simulation in AWGN-Rayleigh fading channel. Simulation results show a maximum reduction of 6.85% of the bit error rate (BER) compared to the one obtained with the ideal case where the receiver has a perfect knowledge of the channel.

Keywords: Channel estimation, MIMO, OFDM, STBC, CAZAC sequence.

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9765 Newton-Raphson State Estimation Solution Employing Systematically Constructed Jacobian Matrix

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.

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9764 Comparing Interval Estimators for Reliability in a Dependent Set-up

Authors: Alessandro Barbiero

Abstract:

In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.

Keywords: Approximate estimators, asymptotic theory, confidence interval, Monte Carlo simulations, stress-strength, variance estimation.

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9763 A Novel Method to Evaluate Line Loadability for Distribution Systems with Realistic Loads

Authors: K. Nagaraju, S. Sivanagaraju, T. Ramana, V. Ganesh

Abstract:

This paper presents a simple method for estimation of additional load as a factor of the existing load that may be drawn before reaching the point of line maximum loadability of radial distribution system (RDS) with different realistic load models at different substation voltages. The proposed method involves a simple line loadability index (LLI) that gives a measure of the proximity of the present state of a line in the distribution system. The LLI can use to assess voltage instability and the line loading margin. The proposed method also compares with the existing method of maximum loadability index [10]. The simulation results show that the LLI can identify not only the weakest line/branch causing system instability but also the system voltage collapse point when it is near one. This feature enables us to set an index threshold to monitor and predict system stability on-line so that a proper action can be taken to prevent the system from collapse. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on two bus and 69 bus RDS.

Keywords: line loadability index, line loading margin, maximum line loadability, system stability, radial distribution system

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