共查询到20条相似文献，搜索用时 93 毫秒
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本文讨论了正态分布参数的模糊贝叶斯估计问题。利用模糊集理论和传统贝叶斯估计方法,获得了正态分布参数的模糊贝叶斯估计量。 相似文献
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考虑非线性回归模型yi=f(xi,θ)+ei,i=1,2,…,n,这里ei为未知的随机误差,当{ei}为PQD序列时,运用PQD序列的极限性质,研究了未知参数θ的最小二乘估计问题,在一定条件下证明了估计量的强相合性,推广了已有文献中的结论。 相似文献
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文章利用极值理论对我国某省商业银行欺诈风险损失数据进行极值分布研究，通过对尾部参数的无偏估计，改进的POT模型估计方法估计操作风险尾部形状参数，采用超额均值函数估计闽值、极大似然法估计尺度参数，利用估计值得到欺诈风险损失的尾部分布函数，从而估计出在99．9％置信区间下的欺诈风险在险价值，为配置覆盖资本作参考。 相似文献
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从均匀分布的密度函数和分布函数出发,根据两个总体的独立性,利用微积分公式给出两个均匀分布区间长度比的估计量及其相关的性质。通过已构造的统计量得出了完善的两均匀分布区间长度比的区间估计。 相似文献
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本文是文献[1]的基础，我们将在给定非参数回归统计性质的基础上，讨论一个较详细的非参数回归统计模型的置信区间估计，并给出对收入分布区间估计的实际应用结果。 相似文献
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文章利用极值理论对我国某省商业银行欺诈风险损失数据进行极值分布研究,通过对尾部参数的无偏估计,改进的POT模型估计方法估计操作风险尾部形状参数,采用超额均值函数估计阈值、极大似然法估计尺度参数,利用估计值得到欺诈风险损失的尾部分布函数,从而估计出在99.9%置信区间下的欺诈风险在险价值,为配置覆盖资本作参考. 相似文献
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J.M. Lowerre 《Journal of The Franklin Institute》1977,303(6):517-526
For the linear statistical model y = Xb + e, X of full column rank estimates of b of the form (C + X′X)+X′y are studied, where C commutes with X′X and Q+ is the Moore-Penrose inverse of Q. Such estimators may have smaller mean square error, component by component than does the least squares estimator. It is shown that this class of estimators is equivalent to two apparently different classes considered by other authors. It is also shown that there is no C such that (C + X′X)+X′Y = My, in which My has the smallest mean square error, component by component. Two criteria, other than tmse, are suggested for selecting C. Each leads to an estimator independent of the unknown b and σ2. Subsequently, comparisons are made between estimators in which the C matrices are functions of a parameter k. Finally, it is shown for the no intercept model that standardizing, using a biased estimate for the transformed parameter vector, and retransforming to the original units yields an estimator with larger tmse than the least squares estimator. 相似文献
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本文在加权平方损失下导出了平衡的双向分类随机效应模型中方差分量的Bayes估计,并利用 非参数方法构造了方差分量的经验Bayes (EB)估计。在适当的条件下证明 了EB估计的收敛速度。最后,给出一个满足主要结果的例子。 相似文献
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Ivan Bradaric Athina P. Petropulu Konstantinos I. Diamantaras 《Journal of The Franklin Institute》2002,339(2):161-187
Higher-order statistics (HOS) are well known for their robustness to additive Gaussian noise and ability to preserve phase. HOS estimates, on the other hand, have been criticized for high complexity and the need for long data in order to maintain small variance. Since rank reduction offers a general principle for reduction of estimator variance and complexity, we consider the problem of designing low-rank estimators for HOS. We propose three methods for choosing the transformation matrix that reduces the mean-square error (MSE) associated with the low-rank HOS estimates. We also demonstrate the advantages of using low-rank third-order moment estimates for blind system estimation. Results indicate that the full rank MSE corresponding to some data length N can be attained by a low-rank estimator corresponding to a length significantly smaller than N. 相似文献
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Chien-Chun Kung 《Journal of The Franklin Institute》2008,345(8):851-876
In this paper, an analytic solution of nonlinear H∞ robust controller is first proposed and used in a complete six degree-of-freedom nonlinear equations of motion of flight vehicle system with mass and moment inertia uncertainties. A special Lyapunov function with mass and moment inertia uncertainties is considered to solve the associated Hamilton-Jacobi partial differential inequality (HJPDI). The HJPDI is solved analytically, resulting in a nonlinear H∞ robust controller with simple proportional feedback structure. Next, the control surface inverse algorithm (CSIA) is introduced to determine the angles of control surface deflection from the nonlinear H∞ control command. The ranges of prefilter and loss ratio that guarantee stability and robustness of nonlinear H∞ flight control system implemented by CSIA are derived. Real aerodynamic data, engine data and actuator system of F-16 aircraft are carried out in numerical simulations to verify the proposed scheme. The results show that the responses still keep good convergence for large initial perturbation and the robust stability with mass and moment inertia uncertainties in the permissible ranges of the prefilter and loss ratio for which this design guarantees stability give same conclusion. 相似文献
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测量平差模型的抗差解 总被引：1，自引：0，他引：1
杨元喜 《中国科学院研究生院学报》1995,(2)
抗差Ｍ估计是使用最广泛、计算较简明的抗差估计法，基于多维Ｍ估计原理，建立了经典测量平差函数模型的抗差解，并推导出相应的误差影响函数；为了使抗差估计适于不同类型以及不同先验精度的各类观测的混合平差，将采用等价权原理构造抗差解式。 相似文献
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Koksal Erenturk 《Journal of The Franklin Institute》2010,347(7):1171-1185
This study presents application of a fuzzy controller to a nonlinear two-mass system control. The proposed controller structure is strengthened with a gray estimator. Firstly, a complete state-space mathematical model for a nonlinear two-mass system is developed and numerically simulated. Then, a fuzzy controller is designed to regulate the speed of the system. In order to perform a dynamic and powerful control action, future error values are estimated by gray modeling technique. The gray estimators of the torsional torque and the load machine speed are tested with open-loop and closed-loop control structures to test the robustness of the proposed method for step changes in input parameters. It is observed that the tracking ability of the gray estimators is not influenced for different operation modes. The performances of the control structures, which are supported with gray estimators, are given and no additional feedbacks are required for robust control action. The simulation results are confirmed by experimental results and conclusions are given. 相似文献
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In this paper, the event-triggered distributed H∞ state estimation problem is investigated for a class of state-saturated systems with randomly occurring mixed delays over sensor networks. The mixed delays, which comprise both discrete and distributed delays, are allowed to occur in a random manner governed by two mutually independent Bernoulli distributed random variables. In order to alleviate the communication burden, an event-triggered mechanism is utilized for each sensor node to decide whether or not its current information should be broadcasted to its neighbors. The aim of this paper is to design event-triggered state estimators such that the error dynamics of state estimation is exponentially mean-square stable with a prescribed H∞ performance index. By resorting to intensive stochastic analysis, sufficient conditions are first derived to guarantee the existence of the desired estimators, and the parameters of the desired distributed estimators are then obtained in light of the feasibility of a certain set of matrix inequalities. A numerical example is employed to illustrate the usefulness of the proposed distributed estimation algorithm. 相似文献
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This paper considers the event-triggered leaderless and leader-following consensus problems for linear multi-agent systems. By introducing event-triggered estimators, two novel control schemes are proposed. Different from the existing event-triggered controllers, which rely on the Fiedler eigenvalue of Laplacian matrix, the developed controllers only use the information from neighboring agents. Meanwhile, the adaptive trigger parameters are designed in the event-triggered mechanisms to improve the self-regulation ability of the event-triggered estimators. In addition, the leaderless consensus and the leader-following consensus can be achieved under the corresponding control protocols. Finally, two simulation examples are given to illustrate the validity of the proposed control protocols. 相似文献
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中国金融市场波动率模型预测能力比较研究 总被引：1，自引：0，他引：1
使用高频数据构造的实现类波动率估计量已经越来越多的用于波动率模型预测精度的衡量与比较。本文采用来自沪深两市的主要股指日内高频数据,构建了两类日内波动率的非参估计量实现波动RV与实现极差RR,分别用于GARCH和CARR类模型的比较与扩展;并使用Mincer—Zarnowitz（MZ）回归方程和基于此基础之上的一个渐进正态检验统计量对各模型的相对优劣及统计显著性进行对比研究。结果显示,标准CARR表现最好,而GARCH类扩展以及CARR类扩展模型均未能显著提升模型的预测能力,从实证上说明了CARR模型使用每日价格极差信息对波动率建模是充分有效的。 相似文献
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A probabilistic model of the retrieval process is presented. From it, the standard errors of system recall and precision estimators, based on a sample of queries, are derived. The resulting negative binomial model is fitted to empirical data from several retrieval tests. 相似文献