Abstract: This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.
Abstract: This study is purposed to develop an efficient fault
detection method for Global Navigation Satellite Systems (GNSS)
applications based on adaptive noise covariance estimation. Due to the
dependence on radio frequency signals, GNSS measurements are
dominated by systematic errors in receiver’s operating environment.
In the proposed method, the pseudorange and carrier-phase
measurement noise covariances are obtained at time propagations and
measurement updates in process of Carrier-Smoothed Code (CSC)
filtering, respectively. The test statistics for fault detection are
generated by the estimated measurement noise covariances. To
evaluate the fault detection capability, intentional faults were added to
the filed-collected measurements. The experiment result shows that
the proposed method is efficient in detecting unhealthy measurements
and improves GNSS positioning accuracy against fault occurrences.
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.