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Journal articles on the topic 'Estimation'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

Bai, Wenyuan, Xinhui Zhang, Zhen Gao, Shuyu Xie, Ke Peng, and Yu Chen. "Sensorless Coestimation of Temperature and State-of-Charge for Lithium-Ion Batteries Based on a Coupled Electrothermal Model." International Journal of Energy Research 2023 (February 6, 2023): 1–18. http://dx.doi.org/10.1155/2023/4021256.

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Accurate estimations of the temperature and the state-of-charge (SOC) are of extreme importance for the safety of lithium-ion battery operation. Traditional battery temperature and SOC estimation methods often omit the relation between battery temperature and SOC, which may lead to significant errors in the estimations. This study presents a coupled electrothermal battery model and a coestimation method for simultaneously estimating the temperature and SOC of lithium-ion batteries. The coestimation method is performed by a coupled model-based dual extended Kalman filter (DEKF). The coupled est

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IRFAGUTAMI, NI PUTU NIA, I. GUSTI AYU MADE SRINADI, and I. WAYAN SUMARJAYA. "PERBANDINGAN REGRESI ROBUST PENDUGA MM DENGAN METODE RANDOM SAMPLE CONSENSUS DALAM MENANGANI PENCILAN." E-Jurnal Matematika 3, no. 2 (2014): 45. http://dx.doi.org/10.24843/mtk.2014.v03.i02.p065.

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The presence of outliers in observation can result in biased in parameter estimation using ordinary least square (OLS). Robust regression MM-estimator is one of the estimations methods that able to obtain a robust estimator against outliers. Random sample consensus (ransac) is another method that can be used to construct a model for observations data and also estimating a robust estimator against outliers. Based on the study, ransac obtained model with less biased estimator than robust regression MM-estimator.

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Thanoon, Shaymaa Riyadh. "A comparison between Bayes estimation and the estimation of the minimal unbiased quadratic Standard of the bi-division variance analysis model in the presence of interaction." Tikrit Journal of Pure Science 25, no. 2 (2020): 116. http://dx.doi.org/10.25130/j.v25i2.966.

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In this study, the variance compounds parameters of the mixed bi-division variance analysis sample are estimated. This estimation is obtained, by Bayes quadratic unbiased estimator. The second way to estimate variance compounds parameters of a suggested tow-way analysis of variance mixed model with interaction. estimation is done out by the approach called (MINQUÉ). The estimation approach is conducted on true obtained from departments at the college of agriculture/university of Mosul. These data represent the development of growing various kinds of tomato so that the development represents th

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Liu, Bing, Zhen Chen, Xiangdong Liu, and Fan Yang. "An Efficient Nonlinear Filter for Spacecraft Attitude Estimation." International Journal of Aerospace Engineering 2014 (2014): 1–11. http://dx.doi.org/10.1155/2014/540235.

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Increasing the computational efficiency of attitude estimation is a critical problem related to modern spacecraft, especially for those with limited computing resources. In this paper, a computationally efficient nonlinear attitude estimation strategy based on the vector observations is proposed. The Rodrigues parameter is chosen as the local error attitude parameter, to maintain the normalization constraint for the quaternion in the global estimator. The proposed attitude estimator is performed in four stages. First, the local attitude estimation error system is described by a polytopic linea

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Wu, Renzhi, Bolin Ding, Xu Chu, et al. "Learning to be a statistician." Proceedings of the VLDB Endowment 15, no. 2 (2021): 272–84. http://dx.doi.org/10.14778/3489496.3489508.

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Estimating the number of distinct values (NDV) in a column is useful for many tasks in database systems, such as columnstore compression and data profiling. In this work, we focus on how to derive accurate NDV estimations from random (online/offline) samples. Such efficient estimation is critical for tasks where it is prohibitive to scan the data even once. Existing sample-based estimators typically rely on heuristics or assumptions and do not have robust performance across different datasets as the assumptions on data can easily break. On the other hand, deriving an estimator from a principle

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Talakua, Mozart W., and Jefri Tipka. "ESTIMASI PARAMETER DISTRIBUSI EKPONENSIAL PADA LOKASI TERBATAS." BAREKENG: Jurnal Ilmu Matematika dan Terapan 1, no. 2 (2007): 1–7. http://dx.doi.org/10.30598/barekengvol1iss2pp1-7.

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The common method in Estimating Parameter Distribution Exponential at Finite Location is Maximum Likelihood Estimation (MLE).The best estimator is consistent estimator. Because of The Mean Square Error (MSE) can be used in comparing some detectable estimators that it had looking for with Maximum Likelihood Estimation (MLE) so can find the consistent estimator in Estimating Parameter Distribution Exponential At Finite Location

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Sugiyama, Masashi, Takafumi Kanamori, Taiji Suzuki, Marthinus Christoffel du Plessis, Song Liu, and Ichiro Takeuchi. "Density-Difference Estimation." Neural Computation 25, no. 10 (2013): 2734–75. http://dx.doi.org/10.1162/neco_a_00492.

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We address the problem of estimating the difference between two probability densities. A naive approach is a two-step procedure of first estimating two densities separately and then computing their difference. However, this procedure does not necessarily work well because the first step is performed without regard to the second step, and thus a small estimation error incurred in the first stage can cause a big error in the second stage. In this letter, we propose a single-shot procedure for directly estimating the density difference without separately estimating two densities. We derive a nonp

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Chamidah, Nur, Budi Lestari, I. Nyoman Budiantara, and Dursun Aydin. "Estimation of Multiresponse Multipredictor Nonparametric Regression Model Using Mixed Estimator." Symmetry 16, no. 4 (2024): 386. http://dx.doi.org/10.3390/sym16040386.

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In data analysis using a nonparametric regression approach, we are often faced with the problem of analyzing a set of data that has mixed patterns, namely, some of the data have a certain pattern and the rest of the data have a different pattern. To handle this kind of datum, we propose the use of a mixed estimator. In this study, we theoretically discuss a developed estimation method for a nonparametric regression model with two or more response variables and predictor variables, and there is a correlation between the response variables using a mixed estimator. The model is called the multire

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9

Zerdali, Emrah, and Murat Barut. "Extended Kalman Filter Based Speed-Sensorless Load Torque and Inertia Estimations with Observability Analysis for Induction Motors." Power Electronics and Drives 3, no. 1 (2018): 115–27. http://dx.doi.org/10.2478/pead-2018-0002.

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Abstract This paper aims to introduce a novel extended Kalman filter (EKF) based estimator including observability analysis to the literature associated with the high performance speed-sensorless control of induction motors (IMs). The proposed estimator simultaneously performs the estimations of stator stationary axis components of stator currents and rotor fluxes, rotor mechanical speed, load torque including the viscous friction term, and reciprocal of total inertia by using measured stator phase currents and voltages. The inertia estimation is done since it varies with the load coupled to t

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10

Baran Kaya, Tuğba, and Sedef Çelik Demirci. "Examination of the Estimation Skills and Strategies of Pre-Service Elementary Mathematics Teachers." International Journal of Research in Education and Science 8, no. 2 (2022): 243–61. http://dx.doi.org/10.46328/ijres.2897.

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The present study aimed to determine the estimation skills of elementary education pre-service mathematics teachers and the strategies they adopt in estimation. The case study methodology was employed in the study, and the participants included 37 volunteering students attending the fourth grade in the Primary Education Mathematics Instruction Department at a university located in the Central Anatolia Region in Turkey. The study data were collected with an 8-item Estimation Strategy Test developed by the authors. The test included numerosity, computational, and measurement estimation questions

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Mudasir, Sofi, Ajaz Bhat, Sheikh Ahmad, et al. "A dual approach to parameter estimation classical vs. Bayesian methods in power Rayleigh modelling." Thermal Science 28, no. 6 Part B (2024): 4877–94. https://doi.org/10.2298/tsci2406877m.

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In this article, we investigated the problem of estimating the parameters of power Rayleigh distribution using a range of classical and Bayesian estimate strategies. For applied statisticians and reliability engineers, parameter estimation provides a guide for choosing the best method of estimating the model parameters. Six frequentist estimation methods, including maximum likelihood estimation, Cramer-von Mises estimation, Anderson-Darling estimation, least square estimation, weighted least square estimation, and maximum product of spacing estimation, were taken into consideration when estima

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Gao, Chao, Guorong Zhao, Jianhua Lu, and Shuang Pan. "Decentralized state estimation for networked spatial-navigation systems with mixed time-delays and quantized complementary measurements: The moving horizon case." Proceedings of the Institution of Mechanical Engineers, Part G: Journal of Aerospace Engineering 232, no. 11 (2017): 2160–77. http://dx.doi.org/10.1177/0954410017712277.

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In this paper, the navigational state estimation problem is investigated for a class of networked spatial-navigation systems with quantization effects, mixed time-delays, and network-based observations (i.e. complementary measurements and regional estimations). A decentralized moving horizon estimation approach, featuring complementary reorganization and recursive procedure, is proposed to tackle this problem. First, through the proposed reorganized scheme, a random delayed system with complementary observations is reconstructed into an equivalent delay-free one without dimensional augment. Se

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Note, Yuya, Masahito Watanabe, Hiroaki Yoshimura, Takaharu Yaguchi, and Toshiaki Omori. "Sparse Estimation for Hamiltonian Mechanics." Mathematics 12, no. 7 (2024): 974. http://dx.doi.org/10.3390/math12070974.

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Estimating governing equations from observed time-series data is crucial for understanding dynamical systems. From the perspective of system comprehension, the demand for accurate estimation and interpretable results has been particularly emphasized. Herein, we propose a novel data-driven method for estimating the governing equations of dynamical systems based on machine learning with high accuracy and interpretability. The proposed method enhances the estimation accuracy for dynamical systems using sparse modeling by incorporating physical constraints derived from Hamiltonian mechanics. Unlik

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Blackburne, Edward F., and Mark W. Frank. "Estimation of Nonstationary Heterogeneous Panels." Stata Journal: Promoting communications on statistics and Stata 7, no. 2 (2007): 197–208. http://dx.doi.org/10.1177/1536867x0700700204.

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We introduce a new Stata command, xtpmg, for estimating nonstationary heterogeneous panels in which the number of groups and number of time-series observations are both large. Based on recent advances in the nonstationary panel literature, xtpmg provides three alternative estimators: a traditional fixed-effects estimator, the mean-group estimator of Pesaran and Smith (Estimating long-run relationships from dynamic heterogeneous panels, Journal of Econometrics 68: 79–113), and the pooled mean-group estimator of Pesaran, Shin, and Smith (Estimating long-run relationships in dynamic heterogeneous

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Mohammed Alomari, Huda. "Bayes Estimations for Parameter of the Poisson distribution with Progressive Schemes." Academic Journal of Applied Mathematical Sciences, no. 102 (October 9, 2024): 14–23. https://doi.org/10.32861/ajams.10.2.14.23.

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This study introduces maximum likelihood and Bayesian approaches to Poisson parameter estimation using posterior distribution. I discuss three types of loss functions: the asymmetric linear exponential loss function, non-linear exponential loss function, and squared error loss function. Their performance is compared with the maximum likelihood estimator using mean squared error (MSE) as the test criterion. The proposed method with the classical estimator (maximum likelihood estimator) is better than that with the non-classical estimators for point estimation with different sample sizes. Maximu

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Rodríguez-García, Marco A., Isaac Pérez Castillo, and P. Barberis-Blostein. "Efficient qubit phase estimation using adaptive measurements." Quantum 5 (June 4, 2021): 467. http://dx.doi.org/10.22331/q-2021-06-04-467.

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Estimating correctly the quantum phase of a physical system is a central problem in quantum parameter estimation theory due to its wide range of applications from quantum metrology to cryptography. Ideally, the optimal quantum estimator is given by the so-called quantum Cramér-Rao bound, so any measurement strategy aims to obtain estimations as close as possible to it. However, more often than not, the current state-of-the-art methods to estimate quantum phases fail to reach this bound as they rely on maximum likelihood estimators of non-identifiable likelihood functions. In this work we thoro

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Capretz, Luiz Fernando, and Venus Marza. "Improving Effort Estimation by Voting Software Estimation Models." Advances in Software Engineering 2009 (September 1, 2009): 1–8. http://dx.doi.org/10.1155/2009/829725.

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Estimating software development effort is an important task in the management of large software projects. The task is challenging, and it has been receiving the attentions of researchers ever since software was developed for commercial purpose. A number of estimation models exist for effort prediction. However, there is a need for novel models to obtain more accurate estimations. The primary purpose of this study is to propose a precise method of estimation by selecting the most popular models in order to improve accuracy. Consequently, the final results are very precise and reliable when they

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Salha, Raid B., Hazem I. El Shekh Ahmed, and Hossam O. EL-Sayed. "Adaptive Kernel Estimation of the Conditional Quantiles." International Journal of Statistics and Probability 5, no. 1 (2015): 79. http://dx.doi.org/10.5539/ijsp.v5n1p79.

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In this paper, we define the adaptive kernel estimation of the conditional distribution function (cdf) for independent and identically distributed (iid) data using varying bandwidth. The bias, variance and the mean squared error of the proposed estimator are investigated. Moreover, the asymptotic normality of the proposed estimator is investigated.<br /><br />The results of the simulation study show that the adaptive kernel estimation of the conditional quantiles with varying bandwidth have better performance than the kernel estimations with fixed bandwidth.

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Sasaki, Hiroaki, Yung-Kyun Noh, Gang Niu, and Masashi Sugiyama. "Direct Density Derivative Estimation." Neural Computation 28, no. 6 (2016): 1101–40. http://dx.doi.org/10.1162/neco_a_00835.

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Estimating the derivatives of probability density functions is an essential step in statistical data analysis. A naive approach to estimate the derivatives is to first perform density estimation and then compute its derivatives. However, this approach can be unreliable because a good density estimator does not necessarily mean a good density derivative estimator. To cope with this problem, in this letter, we propose a novel method that directly estimates density derivatives without going through density estimation. The proposed method provides computationally efficient estimation for the deriv

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20

Ran, Mengfei, and Yihe Yang. "Optimal Estimation of Large Functional and Longitudinal Data by Using Functional Linear Mixed Model." Mathematics 10, no. 22 (2022): 4322. http://dx.doi.org/10.3390/math10224322.

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The estimation of large functional and longitudinal data, which refers to the estimation of mean function, estimation of covariance function, and prediction of individual trajectory, is one of the most challenging problems in the field of high-dimensional statistics. Functional Principal Components Analysis (FPCA) and Functional Linear Mixed Model (FLMM) are two major statistical tools used to address the estimation of large functional and longitudinal data; however, the former suffers from a dramatically increasing computational burden while the latter does not have clear asymptotic propertie

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Al-Omari, Amer Ibrahim, SidAhmed Benchiha, and Ibrahim M. Almanjahie. "Efficient Estimation of Two-Parameter Xgamma Distribution Parameters Using Ranked Set Sampling Design." Mathematics 10, no. 17 (2022): 3170. http://dx.doi.org/10.3390/math10173170.

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An efficient method such as ranked set sampling is used for estimating the population parameters when the actual observation measurement is expensive and complicated. In this paper, we consider the problem of estimating the two-parameter xgamma (TPXG) distribution parameters under the ranked set sampling as well as the simple random sampling design. Various estimation methods, including the weighted least-square estimator, maximum likelihood estimators, least-square estimator, Cramer–von Mises, the maximum product of spacings estimators, and Anderson–Darling estimators, are considered. A compa

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Murat, Baykal *1 Kenan Gençol 2. "PERFORMANCE EVALUATION OF SINGLE-TONE FREQUENCY ESTIMATORS UNDER NOISY AND IMPERFECT SIGNAL CONDITIONS." INTERNATIONAL JOURNAL OF ENGINEERING SCIENCES & RESEARCH TECHNOLOGY 6, no. 12 (2017): 37–42. https://doi.org/10.5281/zenodo.1084976.

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It is well known that estimation of the parameters, in particular frequency a complex sinusoid contaminated with noise is one of the crucial problems in the literature as the frequency estimation has been applied in many areas such as communications, instrumentation and radar. There are three significant issues which are accuracy, estimator variance and sensitivity to bias that must be taken into consideration while finding the frequency of a sinusoid. In this study, performances of various estimators in estimating the frequency of single-tone signals are evaluated. Estimators are tested again

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Adhya, Sumanta. "Bootstrap Variance Estimation for Semiparametric Finite Population Distribution Function Estimator." Calcutta Statistical Association Bulletin 70, no. 1 (2018): 17–32. http://dx.doi.org/10.1177/0008068318765583.

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Estimating finite population distribution function (FPDF) emerges as an important problem to the survey statisticians since the pioneering work of Chambers and Dunstan [1] . It unifies estimation of standard finite population parameters, namely, mean and quantiles. Regarding this, estimating variance of FPDF estimator is an important task for accessing the quality of the estimtor and drawing inferences (e.g., confidence interval estimation) on finite population parameters. Due to non-linearity of FPDF estimator, resampling-based methods are developed earlier for parametric or non-parametric Ch

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Yuliatin, Umi, Dedi Rosadi, and Ezhari Asfa’ani. "ESTIMASI PARAMETER REGRESI LOGISTIK DATA PANEL EFEK TETAP UNTUK T=2." Math Educa Journal 6, no. 2 (2022): 179–89. https://doi.org/10.15548/mej.v6i2.4569.

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Logistic regression is a dichotomous classification method that uses several mathematical concepts in the estimating of variables parameters. In the estimation of parameter using the MLE (Maximum Likelihood Estimation) estimation method are obtained by Newton Raphson's numerical method. Unfortunately, this estimation doesn’t work in binary panel data with fixed effects for time T=2 because the present of fixed effec . Thus, Conditional MLE is used to provide consistent estimator of . This estimation shows by sample data N=1.151 obtained while the discussion shows the parameter values are at .

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Hahn, Andreas, Ulrike Loderstädt, Hagen Frickmann, and Norbert G. Schwarz. "Sparing the control arm using well-characterized diagnostic approaches – the Gart and Buck prevalence estimator for efficacy estimation in single-arm trials." Journal of Laboratory Medicine 43, no. 5 (2019): 279–81. http://dx.doi.org/10.1515/labmed-2019-0091.

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Abstract Efficacy estimation of medical interventions in clinical trials requires diagnostics to assess the study endpoint. The imperfect nature of diagnostics often leads to biased efficacy estimations, usually underestimation, that could result in failure of clinical trials. Adjustment methods can be used if sensitivity and specificity are known, but they are not regularly applied. Double-arm clinical trials are the standard for demonstrating the superiority of a medical intervention. However, sometimes single-arm trials are the only option: for example, if a parallel group trial design with

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Liu, Jie, Wenqian Dong, Qingqing Zhou, and Dong Li. "Fauce." Proceedings of the VLDB Endowment 14, no. 11 (2021): 1950–63. http://dx.doi.org/10.14778/3476249.3476254.

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Cardinality estimation is a fundamental and critical problem in databases. Recently, many estimators based on deep learning have been proposed to solve this problem and they have achieved promising results. However, these estimators struggle to provide accurate results for complex queries, due to not capturing real inter-column and inter-table correlations. Furthermore, none of these estimators contain the uncertainty information about their estimations. In this paper, we present a join cardinality estimator called Fauce. Fauce learns the correlations across all columns and all tables in the d

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Arahal, Manuel R., Alfredo Pérez Vega-Leal, Manuel G. Satué, and Sergio Esteban. "Assessing SOC Estimations via Reverse-Time Kalman for Small Unmanned Aircraft." Energies 17, no. 20 (2024): 5161. http://dx.doi.org/10.3390/en17205161.

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This paper presents a method to validate state of charge (SOC) estimations in batteries for their use in remotely manned aerial vehicles (UAVs). The SOC estimation must provide the mission control with a measure of the available range of the aircraft, which is critical for extended missions such as search and rescue operations. However, the uncertainty about the initial state and depth of discharge during the mission makes the estimation challenging. In order to assess the estimation provided to mission control, an a posteriori re-estimation is performed. This allows for the assessment of esti

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Luo, Xiao, Caihai Zou, Haoqiang Wu, Boyang Gao, Hongjian Sun, and Zongshuai Jin. "A Purely Real-Valued Fast Estimator of Dynamic Harmonics for Application in Embedded Monitoring Devices in Power-Electronic Grids." Processes 13, no. 1 (2025): 227. https://doi.org/10.3390/pr13010227.

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Dynamic harmonic estimation is important for the monitoring and control of power-electronic grids. But the high-precision dynamic harmonic estimation algorithms usually have a heavy computational burden and occupy a large memory space, making them difficult to implement in the embedded platform. Thus, the motivation of this paper lies in providing an estimator with low computational complexity and less storage space consumption. A purely real-valued fast dynamic harmonics estimator is proposed. Firstly, a purely real-valued estimation model is established based on the Taylor series expansion o

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Saikkonen, Pentti. "Asymptotically Efficient Estimation of Cointegration Regressions." Econometric Theory 7, no. 1 (1991): 1–21. http://dx.doi.org/10.1017/s0266466600004217.

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An asymptotic optimality theory for the estimation of cointegration regressions is developed in this paper. The theory applies to a reasonably wide class of estimators without making any specific assumptions about the probability distribution or short-run dynamics of the data-generating process. Due to the nonstandard nature of the estimation problem, the conventional minimum variance criterion does not provide a convenient measure of asymptotic efficiency. An alternative criterion, based on the concentration or peakedness of the limiting distribution of an estimator, is therefore adopted. The

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Roesch, Francis A. "Compatible Estimators of the Components of Change for a Rotating Panel Forest Inventory Design." Forest Science 53, no. 1 (2007): 50–61. http://dx.doi.org/10.1093/forestscience/53.1.50.

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Abstract This article presents two approaches for estimating the components of forest change utilizing data from a rotating panel sample design. One approach uses a variant of the exponentially weighted moving average estimator and the other approach uses mixed estimation. Three general transition models were each combined with a single compatibility model for the mixed estimation approach. The four resulting estimation systems are compared and contrasted in a sample simulation study covering four simulated populations.

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Fitrianto, Anwar, and Sim Hui Xin. "COMPARISONS BETWEEN ROBUST REGRESSION APPROACHES IN THE PRESENCE OF OUTLIERS AND HIGH LEVERAGE POINTS." BAREKENG: Jurnal Ilmu Matematika dan Terapan 16, no. 1 (2022): 243–52. http://dx.doi.org/10.30598/barekengvol16iss1pp241-250.

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The study aimed to compare a few robust approaches in linear regression in the presence of outlier and high leverage points. Ordinary least square (OLS) estimation of parameters is the most basic approach practiced widely in regression analysis. However, some fundamental assumptions must be fulfilled to provide good parameter estimates for the OLS estimation. The error term in the regression model must be identically and independently comes from a Normal distribution. The failure to fulfill the assumptions will result in a poor estimation of parameters. The violation of assumptions may occur d

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Williams, Michael S. "Improved estimation of domain totals in forest surveys." Canadian Journal of Forest Research 25, no. 7 (1995): 1203–7. http://dx.doi.org/10.1139/x95-133.

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The literature on estimating population totals in forest surveys is well developed. However in most practical applications, estimation of subpopulation totals (historically referred to as domains of study) is of equal or greater importance but receives much less attention. In this paper, techniques for estimating totals and variances for domains of study are reviewed and an adjusted estimator, with improved efficiency, is derived for estimating such totals. The properties of the adjusted and traditional estimator were studied using two populations, where each population contained three domains

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Venturino, Antonello, Cristina Stoica Maniu, Sylvain Bertrand, Teodoro Alamo, and Eduardo F. Camacho. "Distributed moving horizon state estimation for sensor networks with low computation capabilities." SYSTEM THEORY, CONTROL AND COMPUTING JOURNAL 1, no. 1 (2021): 81–87. http://dx.doi.org/10.52846/stccj.2021.1.1.14.

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This paper focuses on distributed state estimation for sensor network observing a discrete-time linear system. The provided solution is based on a Distributed Moving Horizon Estimation (DMHE) algorithm considering a pre-estimating Luenberger observer in the formulation of the local problem solved by each sensor. This leads to reduce the computation load, while preserving the accuracy of the estimation. Moreover, observability properties of local sensors are used for tuning the weights related to consensus information fusion built on a rank-based condition, in order to improve the convergence o

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admin, admin. "On The Bayesian Estimation of Parameters of SQDM." Neutrosophic and Information Fusion 3, no. 1 (2024): 34–41. http://dx.doi.org/10.54216/nif.030105.

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This work is concerned with the problem of estimating parameters of spatial quadratic models by Bayesian technique (SQDM). This technique involves the prior information of the first and second moment of the parameters, where its estimation model is called the Bayesian quadratic unbiased estimator. The results of the estimation are taken in compared with the estimates of minimum norm quadratic unbiased estimators.

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Mohd Shariff, Khairul Khaizi, Suraya Zainuddin, Noor Hafizah Abdul Aziz, Nur Emileen Abd Rashid, and Nor Ayu Zalina Zakaria. "Spectral estimator effects on accuracy of speed-over-ground radar." International Journal of Electrical and Computer Engineering (IJECE) 12, no. 4 (2022): 3900. http://dx.doi.org/10.11591/ijece.v12i4.pp3900-3910.

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<p>Spectral estimation is a critical signal processing step in speed-over-ground (SoG) radar. It is argued that, for accurate speed estimation, spectral estimation should use low bias and variance estimator. However, there is no evaluation on spectral estimation techniques in terms of estimating mean Doppler frequency to date. In this paper, we evaluate two common spectral estimation techniques, namely periodogram based on Fourier transformation and the autoregressive (AR) based on burg algorithm. These spectral estimators are evaluated in terms of their bias and variance in estimating a

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Khairul, Khaizi Mohd Shariff, Zainuddin Suraya, Hafizah Abdul Aziz Noor, Emileen Abd Rashid Nur, and Ayu Zalina Zakaria Nor. "Spectral estimator effects on accuracy of speed-over-ground radar." International Journal of Electrical and Computer Engineering (IJECE) 12, no. 4 (2022): 3900–3910. https://doi.org/10.11591/ijece.v12i4.pp3900-3910.

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Spectral estimation is a critical signal processing step in speed-over-ground (SoG) radar. It is argued that, for accurate speed estimation, spectral estimation should use low bias and variance estimator. However, there is no evaluation on spectral estimation techniques in terms of estimating mean Doppler frequency to date. In this paper, we evaluate two common spectral estimation techniques, namely periodogram based on Fourier transformation and the autoregressive (AR) based on burg algorithm. These spectral estimators are evaluated in terms of their bias and variance in estimating a mean fre

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Chen, Jia, and Junke Kou. "Pointwise Estimation of Anisotropic Regression Functions Using Wavelets with Data-Driven Selection Rule." Mathematics 12, no. 1 (2023): 98. http://dx.doi.org/10.3390/math12010098.

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This paper considers pointwise estimations of anisotropic regression functions. We firstly construct a linear wavelet estimator and study the convergence rate of this estimator in anisotropic Besov spaces. In order to obtain an adaptive estimator, a regression estimator is proposed with a scaling parameter data-driven selection rule. It turns out that our results attain the optimal convergence rate of nonparametric pointwise estimation.

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Gao, Jing, Kehan Bai, and Wenhao Gui. "Statistical Inference for the Inverted Scale Family under General Progressive Type-II Censoring." Symmetry 12, no. 5 (2020): 731. http://dx.doi.org/10.3390/sym12050731.

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Two estimation problems are studied based on the general progressively censored samples, and the distributions from the inverted scale family (ISF) are considered as prospective life distributions. One is the exact interval estimation for the unknown parameter θ , which is achieved by constructing the pivotal quantity. Through Monte Carlo simulations, the average 90 % and 95 % confidence intervals are obtained, and the validity of the above interval estimation is illustrated with a numerical example. The other is the estimation of R = P ( Y < X ) in the case of ISF. The maximum likelihood e

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Shadmehr, Reza, and David Z. D'Argenio. "A Neural Network for Nonlinear Bayesian Estimation in Drug Therapy." Neural Computation 2, no. 2 (1990): 216–25. http://dx.doi.org/10.1162/neco.1990.2.2.216.

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The feasibility of developing a neural network to perform nonlinear Bayesian estimation from sparse data is explored using an example from clinical pharmacology. The problem involves estimating parameters of a dynamic model describing the pharmacokinetics of the bronchodilator theophylline from limited plasma concentration measurements of the drug obtained in a patient. The estimation performance of a backpropagation trained network is compared to that of the maximum likelihood estimator as well as the maximum a posteriori probability estimator. In the example considered, the estimator predict

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Fredlund, Delwyn G., Daichao Sheng, and Jidong Zhao. "Estimation of soil suction from the soil-water characteristic curve." Canadian Geotechnical Journal 48, no. 2 (2011): 186–98. http://dx.doi.org/10.1139/t10-060.

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Soil-water characteristic curves (SWCCs) are routinely used for the estimation of unsaturated soil property functions (e.g., permeability functions, water storage functions, shear strength functions, and thermal property functions). This paper examines the possibility of using the SWCC for the estimation of in situ soil suction. The paper focuses on the limitations of estimating soil suctions from the SWCC and also suggests a context under which soil suction estimations should be used. The potential range of estimated suction values is known to be large because of hysteresis between drying and

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Ekung, Samuel, Adeniran Lashinde, and Emmanuel Adu. "Critical Risks to Construction Cost Estimation." Journal of Engineering, Project, and Production Management 11, no. 1 (2021): 19–29. http://dx.doi.org/10.2478/jeppm-2021-0003.

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AbstractThe prevalence of cost overrun in project delivery suggests an acute dearth of inclusive understanding of the effect of risks on construction cost estimation. In aberrant to the generic assumptions, customary to inquiries in construction risk researches, this paper appraised critical construction estimating risks. The study evaluated the sources, frequency and significance of construction estimating risks, using data from a questionnaire survey of 206 quantity surveyors in Nigeria. The data were analysed using factor analysis, Fussy Set Theory, Terrell Transformation Index (TTI), and K

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Guure, Chris Bambey, Noor Akma Ibrahim, and Al Omari Mohammed Ahmed. "Bayesian Estimation of Two-Parameter Weibull Distribution Using Extension of Jeffreys' Prior Information with Three Loss Functions." Mathematical Problems in Engineering 2012 (2012): 1–13. http://dx.doi.org/10.1155/2012/589640.

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The Weibull distribution has been observed as one of the most useful distribution, for modelling and analysing lifetime data in engineering, biology, and others. Studies have been done vigorously in the literature to determine the best method in estimating its parameters. Recently, much attention has been given to the Bayesian estimation approach for parameters estimation which is in contention with other estimation methods. In this paper, we examine the performance of maximum likelihood estimator and Bayesian estimator using extension of Jeffreys prior information with three loss functions, n

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Chen, Zhenmin, and Feng Miao. "Interval and Point Estimators for the Location Parameter of the Three-Parameter Lognormal Distribution." International Journal of Quality, Statistics, and Reliability 2012 (August 8, 2012): 1–6. http://dx.doi.org/10.1155/2012/897106.

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The three-parameter lognormal distribution is the extension of the two-parameter lognormal distribution to meet the need of the biological, sociological, and other fields. Numerous research papers have been published for the parameter estimation problems for the lognormal distributions. The inclusion of the location parameter brings in some technical difficulties for the parameter estimation problems, especially for the interval estimation. This paper proposes a method for constructing exact confidence intervals and exact upper confidence limits for the location parameter of the three-paramete

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Zhang, Ren-Qian, Qi-Qi Wang, Yi-Ye Zhang, Hai-Tao Zheng, and Jie Hu. "Estimation of Jointly Normally Distributed Demand for Cross-Selling Items in Inventory Systems with Lost Sales." Mathematical Problems in Engineering 2019 (July 16, 2019): 1–21. http://dx.doi.org/10.1155/2019/7219326.

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Demand estimation is often confronted with incomplete information of censored demand because of lost sales. Many estimators have been proposed to deal with lost sales when estimating the parameters of demand distribution. This study introduces the cross-selling effect into estimations, where two items are cross-sold because of the positive externality in a newsvendor-type inventory system. We propose an approach to estimate the parameters of a jointly normally distributed demand for two cross-selling items based on an iterative framework considering lost sales. Computational results based on m

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Jung, J., J. Lee, and K. Huh. "Robust contact force estimation for robot manipulators in three-dimensional space." Proceedings of the Institution of Mechanical Engineers, Part C: Journal of Mechanical Engineering Science 220, no. 9 (2006): 1317–27. http://dx.doi.org/10.1243/09544062c09005.

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Information on contact forces in robot manipulators is indispensable for fast and accurate force control. Instead of expensive force sensors, estimation algorithms for contact forces have been widely developed. However, it is not easy to obtain the accurate values due to uncertainties. In this article, a new robust estimator is proposed to estimate three-dimensional contact forces acting on a three-link robot manipulator. The estimator is based on the extended Kalman filter (EKF) structure combined with a Lyapunov-based adaptation law for estimating the contact force. In contrast to the conven

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Quan, Zhi, Yingying Zhang, Jie Liu, and Yao Wang. "Maximum Element Dichotomous Coordinate Descent Based Minimum Variance Distortionless Response DoA Estimator." Electronics 10, no. 23 (2021): 2966. http://dx.doi.org/10.3390/electronics10232966.

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In this paper, we devise an efficient approach for estimating the direction of arrival (DoA). The proposed DoA estimation approach is based on minimum variance distortionless response (MVDR) criteria within a recursive least squares (RLS) framework. The dichotomous coordinate descent algorithm is used to modify the calculation of the output power spectrum, and a diagonal loading term is applied to improve the robustness of the DoA estimator. These modifications allow us to both reduce the computational complexity of the RLS DoA estimator and increase the estimation performance. A numerical com

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Huang, Du Jou, Yu Ju Chen, Huang Chu Huang, Yu An Lin, and Rey Chue Hwang. "The TP Chromatic Aberration Estimation by Using Neural Networks." Applied Mechanics and Materials 121-126 (October 2011): 4239–43. http://dx.doi.org/10.4028/www.scientific.net/amm.121-126.4239.

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The chromatic aberration estimations of touch panel (TP) film by using neural networks are presented in this paper. The neural networks with error back-propagation (BP) learning algorithm were used to catch the complex relationship between the chromatic aberration, i.e., L.A.B. values, and the relative parameters of TP decoration film. An artificial intelligent (AI) estimator based on neural model for the estimation of physical property of TP film is expected to be developed. From the simulation results shown, the estimations of chromatic aberration of TP film are very accurate. In other words

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Kareem, Urdak, and Fadhaa Hashim. "The Use Of Genetic Algorithm In Estimating The Parameter Of Finite Mixture Of Linear Regression." Journal of Al-Rafidain University College For Sciences ( Print ISSN: 1681-6870 ,Online ISSN: 2790-2293 ), no. 1 (June 29, 2022): 237–52. http://dx.doi.org/10.55562/jrucs.v51i1.536.

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The estimation of the parameters of linear regression is based on the usual Least Square method, as this method is based on the estimation of several basic assumptions. Therefore, the accuracy of estimating the parameters of the model depends on the validity of these hypotheses. The most successful technique was the robust estimation method which is minimizing maximum likelihood estimator (MM-estimator) that proved its efficiency in this purpose. However, the use of the model becomes unrealistic and one of these assumptions is the uniformity of the variance and the normal distribution of the e

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Abdul Jalil, Nur Raihan, Nur Anisah Mohamed, and Rossita Mohamad Yunus. "Estimation in regret-regression using quadratic inference functions with ridge estimator." PLOS ONE 17, no. 7 (2022): e0271542. http://dx.doi.org/10.1371/journal.pone.0271542.

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In this paper, we propose a new estimation method in estimating optimal dynamic treatment regimes. The quadratic inference functions in myopic regret-regression (QIF-MRr) can be used to estimate the parameters of the mean response at each visit, conditional on previous states and actions. Singularity issues may arise during computation when estimating the parameters in ODTR using QIF-MRr due to multicollinearity. Hence, the ridge penalty was introduced in rQIF-MRr to tackle the issues. A simulation study and an application to anticoagulation dataset were conducted to investigate the model’s pe

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Chen, Liqiong, Antonio F. Galvao, and Suyong Song. "Quantile Regression with Generated Regressors." Econometrics 9, no. 2 (2021): 16. http://dx.doi.org/10.3390/econometrics9020016.

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This paper studies estimation and inference for linear quantile regression models with generated regressors. We suggest a practical two-step estimation procedure, where the generated regressors are computed in the first step. The asymptotic properties of the two-step estimator, namely, consistency and asymptotic normality are established. We show that the asymptotic variance-covariance matrix needs to be adjusted to account for the first-step estimation error. We propose a general estimator for the asymptotic variance-covariance, establish its consistency, and develop testing procedures for li

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