Abstract: In statistics parameter theory, usually the
parameter estimations have two kinds, one is the least-square
estimation (LSE), and the other is the best linear unbiased
estimation (BLUE). Due to the determining theorem of
minimum variance unbiased estimator (MVUE), the parameter
estimation of BLUE in linear model is most ideal. But since
the calculations are complicated or the covariance is not
given, people are hardly to get the solution. Therefore, people
prefer to use LSE rather than BLUE. And this substitution
will take some losses. To quantize the losses, many scholars
have presented many kinds of different relative efficiencies in
different views. For the linear weighted regression model, this
paper discusses the relative efficiencies of LSE of β to BLUE
of β. It also defines two new relative efficiencies and gives
their lower bounds.
Abstract: Neurons in the nervous system communicate with
each other by producing electrical signals called spikes. To
investigate the physiological function of nervous system it is essential
to study the activity of neurons by detecting and sorting spikes in the
recorded signal. In this paper a method is proposed for considering
the spike sorting problem which is based on the nonlinear modeling
of spikes using exponential autoregressive model. The genetic
algorithm is utilized for model parameter estimation. In this regard
some selected model coefficients are used as features for sorting
purposes. For optimal selection of model coefficients, self-organizing
feature map is used. The results show that modeling of spikes with
nonlinear autoregressive model outperforms its linear counterpart.
Also the extracted features based on the coefficients of exponential
autoregressive model are better than wavelet based extracted features
and get more compact and well-separated clusters. In the case of
spikes different in small-scale structures where principal component
analysis fails to get separated clouds in the feature space, the
proposed method can obtain well-separated cluster which removes
the necessity of applying complex classifiers.
Abstract: Performance of different filtering approaches depends
on modeling of dynamical system and algorithm structure. For
modeling and smoothing the data the evaluation of posterior
distribution in different filtering approach should be chosen carefully.
In this paper different filtering approaches like filter KALMAN,
EKF, UKF, EKS and smoother RTS is simulated in some trajectory
tracking of path and accuracy and limitation of these approaches are
explained. Then probability of model with different filters is
compered and finally the effect of the noise variance to estimation is
described with simulations results.
Abstract: A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.
Abstract: In this paper a comprehensive algorithm is presented to alleviate the undesired simultaneous effects of target maneuvering, observed glint noise distribution, and colored noise spectrum using online colored glint noise parameter estimation. The simulation results illustrate a significant reduction in the root mean square error (RMSE) produced by the proposed algorithm compared to the algorithms that do not compensate all the above effects simultaneously.
Abstract: This paper deals with modeling and parameter
identification of nonlinear systems described by Hammerstein model
having Piecewise nonlinear characteristics such as Dead-zone
nonlinearity characteristic. The simultaneous use of both an easy
decomposition technique and the triangular basis functions leads to a
particular form of Hammerstein model. The approximation by using
Triangular basis functions for the description of the static nonlinear
block conducts to a linear regressor model, so that least squares
techniques can be used for the parameter estimation. Singular Values
Decomposition (SVD) technique has been applied to separate the
coupled parameters. The proposed approach has been efficiently
tested on academic examples of simulation.
Abstract: The kinetic properties of enzymes are often reported
using the apparent KM and Vmax appropriate to the standard
Michaelis-Menten enzyme. However, this model is inappropriate to
enzymes that have more than one substrate or where the rate
expression does not apply for other reasons. Consequently, it is
desirable to have a means of estimating the appropriate kinetic
parameters from the apparent values of KM and Vmax reported for each
substrate. We provide a means of estimating the range within which
the parameters should lie and apply the method to data for glutamate
dehydrogenase from the nematode parasite of sheep Teladorsagia
circumcincta.
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.
Abstract: In manufacturing industries, development of measurement leads to increase the number of monitoring variables and eventually the importance of multivariate control comes to the fore. Statistical process control (SPC) is one of the most widely used as multivariate control chart. Nevertheless, SPC is restricted to apply in processes because its assumption of data as following specific distribution. Unfortunately, process data are composed by the mixture of several processes and it is hard to estimate as one certain distribution. To alternative conventional SPC, therefore, nonparametric control chart come into the picture because of the strength of nonparametric control chart, the absence of parameter estimation. SVDD based control chart is one of the nonparametric control charts having the advantage of flexible control boundary. However,basic concept of SVDD has been an oversight to the important of data characteristic, density distribution. Therefore, we proposed DW-SVDD (Density Weighted SVDD) to cover up the weakness of conventional SVDD. DW-SVDD makes a new attempt to consider dense of data as introducing the notion of density Weight. We extend as control chart using new proposed SVDD and a simulation study of various distributional data is conducted to demonstrate the improvement of performance.