Directing at evaluation for qualifying rate in weaponry test,this article discusses firstly how field test information is flooded with lots of prior information.Then a fast Bayesian evaluation algorithm is presented b...Directing at evaluation for qualifying rate in weaponry test,this article discusses firstly how field test information is flooded with lots of prior information.Then a fast Bayesian evaluation algorithm is presented based on the elaborate analysis of prior information reliability and the second category of maximum likelihood.The example demonstrates that the algorithm presented in this article is better and more robust compared with classical evaluation algorithm for safe-or-failure test and normal Bayesian method,which can make the best of prior information.展开更多
Recently, flutter active control using linear parameter varying（LPV） framework has attracted a lot of attention. LPV control synthesis usually generates controllers that are at least of the same order as the aeroela...Recently, flutter active control using linear parameter varying（LPV） framework has attracted a lot of attention. LPV control synthesis usually generates controllers that are at least of the same order as the aeroelastic models. Therefore, the reduced-order model is required by synthesis for avoidance of large computation cost and high-order controller. This paper proposes a new procedure for generation of accurate reduced-order linear time-invariant（LTI） models by using system identification from flutter testing data. The proposed approach is in two steps. The well-known poly-reference least squares complex frequency（p-LSCF） algorithm is firstly employed for modal parameter identification from frequency response measurement. After parameter identification,the dominant physical modes are determined by clear stabilization diagrams and clustering technique. In the second step, with prior knowledge of physical poles, the improved frequencydomain maximum likelihood（ML） estimator is presented for building accurate reduced-order model. Before ML estimation, an improved subspace identification considering the poles constraint is also proposed for initializing the iterative procedure. Finally, the performance of the proposed procedure is validated by real flight flutter test data.展开更多
In the constant-stress accelerated life test, estimation issues are discussed for a generalized half-normal distribution under a log-linear life-stress model. The maximum likelihood estimates with the corresponding fi...In the constant-stress accelerated life test, estimation issues are discussed for a generalized half-normal distribution under a log-linear life-stress model. The maximum likelihood estimates with the corresponding fixed point type iterative algorithm for unknown parameters are presented, and the least square estimates of the parameters are also proposed. Meanwhile, confidence intervals of model parameters are constructed by using the asymptotic theory and bootstrap technique. Numerical illustration is given to investigate the performance of our methods.展开更多
In this paper,a new likelihood-based method for classifying phase-amplitude-modulated signals in Additive White Gaussian Noise (AWGN) is proposed.The method introduces a new Markov Chain Monte Carlo (MCMC) algorithm,c...In this paper,a new likelihood-based method for classifying phase-amplitude-modulated signals in Additive White Gaussian Noise (AWGN) is proposed.The method introduces a new Markov Chain Monte Carlo (MCMC) algorithm,called the Adaptive Metropolis (AM) algorithm,to directly generate the samples of the target posterior distribution and implement the multidimensional integrals of likelihood function.Modulation classification is achieved along with joint estimation of unknown parameters by running an ergodic Markov Chain.Simulation results show that the proposed method has the advantages of high accuracy and robustness to phase and frequency offset.展开更多
Asymptotic results are obtained using an approach based on limit theorem results obtained for α-mixing sequences for the class of general spacings (GSP) methods which include the maximum spacings (MSP) method. The MS...Asymptotic results are obtained using an approach based on limit theorem results obtained for α-mixing sequences for the class of general spacings (GSP) methods which include the maximum spacings (MSP) method. The MSP method has been shown to be very useful for estimating parameters for univariate continuous models with a shift at the origin which are often encountered in loss models of actuarial science and extreme models. The MSP estimators have also been shown to be as efficient as maximum likelihood estimators in general and can be used as an alternative method when ML method might have numerical difficulties for some parametric models. Asymptotic properties are presented in a unified way. Robustness results for estimation and parameter testing results which facilitate the applications of the GSP methods are also included and related to quasi-likelihood results.展开更多
Consider I pairs of independent binomial variates x0i and x1i with corresponding parameters P0i and p1i and sample sizes n0i and n1i for i=1, …,I. Let △i = P1i-P0i be the difference of the two binomial parameters, w...Consider I pairs of independent binomial variates x0i and x1i with corresponding parameters P0i and p1i and sample sizes n0i and n1i for i=1, …,I. Let △i = P1i-P0i be the difference of the two binomial parameters, where △i’s are to be of interest and P0i’s are nuisance parameters. The null hypothesis of homogeneity on the risk difference can be written as展开更多
Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In mos...Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In most cases mutual independence among the variables is assumed, however this fails to take into accounts the correlation between the outcomes of interests. A special bivariate form of the multivariate Lagrange family of distribution, names Generalized Bivariate Poisson Distribution, is considered in this paper. Objectives: We estimate the model parameters using the method of maximum likelihood and show that the model fits the count variables representing components of metabolic syndrome in spousal pairs. We use the likelihood local score to test the significance of the correlation between the counts. We also construct confidence interval on the ratio of the two correlated Poisson means. Methods: Based on a random sample of pairs of count data, we show that the score test of independence is locally most powerful. We also provide a formula for sample size estimation for given level of significance and given power. The confidence intervals on the ratio of correlated Poisson means are constructed using the delta method, the Fieller’s theorem, and the nonparametric bootstrap. We illustrate the methodologies on metabolic syndrome data collected from 4000 spousal pairs. Results: The bivariate Poisson model fitted the metabolic syndrome data quite satisfactorily. Moreover, the three methods of confidence interval estimation were almost identical, meaning that they have the same interval width.展开更多
基金the National Defense Research Foundation of China(No.4010203010401)
文摘Directing at evaluation for qualifying rate in weaponry test,this article discusses firstly how field test information is flooded with lots of prior information.Then a fast Bayesian evaluation algorithm is presented based on the elaborate analysis of prior information reliability and the second category of maximum likelihood.The example demonstrates that the algorithm presented in this article is better and more robust compared with classical evaluation algorithm for safe-or-failure test and normal Bayesian method,which can make the best of prior information.
基金co-supported by the National Natural Science Foundation of China (Nos. 61134004 and 61573289)Aeronautical Science Foundation of China (No. 20140753010)the Fundamental Research Funds for the Central Universities (No. 3102015BJ004)
文摘Recently, flutter active control using linear parameter varying（LPV） framework has attracted a lot of attention. LPV control synthesis usually generates controllers that are at least of the same order as the aeroelastic models. Therefore, the reduced-order model is required by synthesis for avoidance of large computation cost and high-order controller. This paper proposes a new procedure for generation of accurate reduced-order linear time-invariant（LTI） models by using system identification from flutter testing data. The proposed approach is in two steps. The well-known poly-reference least squares complex frequency（p-LSCF） algorithm is firstly employed for modal parameter identification from frequency response measurement. After parameter identification,the dominant physical modes are determined by clear stabilization diagrams and clustering technique. In the second step, with prior knowledge of physical poles, the improved frequencydomain maximum likelihood（ML） estimator is presented for building accurate reduced-order model. Before ML estimation, an improved subspace identification considering the poles constraint is also proposed for initializing the iterative procedure. Finally, the performance of the proposed procedure is validated by real flight flutter test data.
基金supported by the National Natural Science Foundation of China(1150143371473187)the Natural Science Basic Research Plan in Shaanxi Province of China(2016JQ1014)
文摘In the constant-stress accelerated life test, estimation issues are discussed for a generalized half-normal distribution under a log-linear life-stress model. The maximum likelihood estimates with the corresponding fixed point type iterative algorithm for unknown parameters are presented, and the least square estimates of the parameters are also proposed. Meanwhile, confidence intervals of model parameters are constructed by using the asymptotic theory and bootstrap technique. Numerical illustration is given to investigate the performance of our methods.
文摘In this paper,a new likelihood-based method for classifying phase-amplitude-modulated signals in Additive White Gaussian Noise (AWGN) is proposed.The method introduces a new Markov Chain Monte Carlo (MCMC) algorithm,called the Adaptive Metropolis (AM) algorithm,to directly generate the samples of the target posterior distribution and implement the multidimensional integrals of likelihood function.Modulation classification is achieved along with joint estimation of unknown parameters by running an ergodic Markov Chain.Simulation results show that the proposed method has the advantages of high accuracy and robustness to phase and frequency offset.
文摘Asymptotic results are obtained using an approach based on limit theorem results obtained for α-mixing sequences for the class of general spacings (GSP) methods which include the maximum spacings (MSP) method. The MSP method has been shown to be very useful for estimating parameters for univariate continuous models with a shift at the origin which are often encountered in loss models of actuarial science and extreme models. The MSP estimators have also been shown to be as efficient as maximum likelihood estimators in general and can be used as an alternative method when ML method might have numerical difficulties for some parametric models. Asymptotic properties are presented in a unified way. Robustness results for estimation and parameter testing results which facilitate the applications of the GSP methods are also included and related to quasi-likelihood results.
文摘Consider I pairs of independent binomial variates x0i and x1i with corresponding parameters P0i and p1i and sample sizes n0i and n1i for i=1, …,I. Let △i = P1i-P0i be the difference of the two binomial parameters, where △i’s are to be of interest and P0i’s are nuisance parameters. The null hypothesis of homogeneity on the risk difference can be written as
文摘Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In most cases mutual independence among the variables is assumed, however this fails to take into accounts the correlation between the outcomes of interests. A special bivariate form of the multivariate Lagrange family of distribution, names Generalized Bivariate Poisson Distribution, is considered in this paper. Objectives: We estimate the model parameters using the method of maximum likelihood and show that the model fits the count variables representing components of metabolic syndrome in spousal pairs. We use the likelihood local score to test the significance of the correlation between the counts. We also construct confidence interval on the ratio of the two correlated Poisson means. Methods: Based on a random sample of pairs of count data, we show that the score test of independence is locally most powerful. We also provide a formula for sample size estimation for given level of significance and given power. The confidence intervals on the ratio of correlated Poisson means are constructed using the delta method, the Fieller’s theorem, and the nonparametric bootstrap. We illustrate the methodologies on metabolic syndrome data collected from 4000 spousal pairs. Results: The bivariate Poisson model fitted the metabolic syndrome data quite satisfactorily. Moreover, the three methods of confidence interval estimation were almost identical, meaning that they have the same interval width.
