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Skew t Distribution-Based Nonlinear Filter with Asymmetric Measurement Noise Using Variational Bayesian Inference 被引量:1
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作者 Chen Xu Yawen Mao +2 位作者 Hongtian Chen Hongfeng Tao Fei Liu 《Computer Modeling in Engineering & Sciences》 SCIE EI 2022年第4期349-364,共16页
This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs ... This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs a skew t distribution to characterize the asymmetry of the measurement noise.The system states and the statistics of skew t noise distribution,including the shape matrix,the scale matrix,and the degree of freedom(DOF)are estimated jointly by employing variational Bayesian(VB)inference.The proposed method is validated in a target tracking example.Results of the simulation indicate that the proposed nonlinear filter can perform satisfactorily in the presence of unknown statistics of measurement noise and outperform than the existing state-of-the-art nonlinear filters. 展开更多
关键词 Nonlinear filter asymmetric measurement noise skew t distribution unknown noise statistics variational Bayesian inference
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Lehmann-type family of location-scale t distributions with two degrees of freedom
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作者 Vikas Kumar Sharma Komal Shekhawat Princy Kaushik 《Statistical Theory and Related Fields》 2025年第3期223-254,共32页
This article introduces a three-parameter Lehman-type t distribution having 2 degrees of freedom,that is capable of fitting positive and negative skewed data sets.It is shown that the density and hazard functions of t... This article introduces a three-parameter Lehman-type t distribution having 2 degrees of freedom,that is capable of fitting positive and negative skewed data sets.It is shown that the density and hazard functions of the proposed distribution are uni-model.Ordinary moments,entropy measure,ordering,identifiability and order statistics are investigated.Since the quantile function is explicitly defined,quantile-based statistics are also discussed for the proposed distribution.These properties include measures of skewness and kurtosis,L-moments,quantile density and hazard functions,mean residual life function and Parzen's score function.Mechanisms of maximum likelihood,bias correction and matching of percentiles are employed for estimating the unknown parameters of the distribution.Simulation experiments are conducted to compare the performance of these three estimation methods.A real-life data set consisting of strength of glass fibres is fitted to show the adequacy of the proposed distribution over some extensions of the normal and t distributions.Parametric regression model is developed along with its parameter estimation using the maximum likelihood approach.Simulation study for the regression model is also presented that endorsed the asymptotic properties of the estimators. 展开更多
关键词 Lehmann-type family t distribution parametric regression model quantile modelling quantile hazard rate IDENtIFIABILItY MOMENtS entropy order statistics stochastic ordering maximum likelihood estimation bias correction percentile estimation
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Numerical simulation of rock pore-throat structure effects on NMR T_2 distribution 被引量:4
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作者 王克文 李宁 《Applied Geophysics》 SCIE CSCD 2008年第2期86-91,共6页
We built a three-dimensional irregular network model which can adequately describe reservoir rock pore-throat structures. We carried out numerical simulations to study the NMR T2 distribution of water-saturated rocks.... We built a three-dimensional irregular network model which can adequately describe reservoir rock pore-throat structures. We carried out numerical simulations to study the NMR T2 distribution of water-saturated rocks. The results indicate that there is a good correlation between T2 distribution and the pore radius frequency histogram. The total T2 distribution can be partitioned into pore body and pore throat parts. The effect of parameters including throat radius, pore-throat ratio, and coordination number of the micro- pore structure on the T2 distribution can be evaluated individually. The result indicates that: 1 ) with the increase of the pore throat radius, the T2 distribution moves toward longer relaxation times and its peak intensity increases; 2) with the increase of the pore-throat ratio, the T2 distribution moves towards longer T2 with the peak intensity increasing and the overlap between pore body T2 and pore throat T2 decreasing; 3) With the increase of connectivity, the short T2 component increases and peak signal intensity decreases slightly. 展开更多
关键词 Network model NMR t2 distribution Pore structure Microstructure modeling
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Gaussian-Student's t mixture distribution PHD robust filtering algorithm based on variational Bayesian inference
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作者 HU Zhentao YANG Linlin +1 位作者 HU Yumei YANG Shibo 《High Technology Letters》 EI CAS 2022年第2期181-189,共9页
Aiming at the problem of filtering precision degradation caused by the random outliers of process noise and measurement noise in multi-target tracking(MTT) system,a new Gaussian-Student’s t mixture distribution proba... Aiming at the problem of filtering precision degradation caused by the random outliers of process noise and measurement noise in multi-target tracking(MTT) system,a new Gaussian-Student’s t mixture distribution probability hypothesis density(PHD) robust filtering algorithm based on variational Bayesian inference(GST-vbPHD) is proposed.Firstly,since it can accurately describe the heavy-tailed characteristics of noise with outliers,Gaussian-Student’s t mixture distribution is employed to model process noise and measurement noise respectively.Then Bernoulli random variable is introduced to correct the likelihood distribution of the mixture probability,leading hierarchical Gaussian distribution constructed by the Gaussian-Student’s t mixture distribution suitable to model non-stationary noise.Finally,the approximate solutions including target weights,measurement noise covariance and state estimation error covariance are obtained according to variational Bayesian inference approach.The simulation results show that,in the heavy-tailed noise environment,the proposed algorithm leads to strong improvements over the traditional PHD filter and the Student’s t distribution PHD filter. 展开更多
关键词 multi-target tracking(Mtt) variational Bayesian inference Gaussian-Student’s t mixture distribution heavy-tailed noise
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A simulation study of formation permeability as a function of methane hydrate concentration 被引量:1
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作者 赵倩 邓克俊 刘学伟 《Applied Geophysics》 SCIE CSCD 2011年第2期101-109,176,共10页
We modeled and studied the permeability of methane hydrate bearing formations as a function of methane hydrate concentration by artificially varying the T2 distribution as well as using a tube-sphere model.We varied t... We modeled and studied the permeability of methane hydrate bearing formations as a function of methane hydrate concentration by artificially varying the T2 distribution as well as using a tube-sphere model.We varied the proportion of irreducible and movable water as well as the total porosity associated with the T2 distribution and found the normalized permeability as a function of methane hydrate concentration is dependent of these variations.Using a tube-sphere model,we increased the methane hydrate concentration by randomly placing methane hydrate crystals in the pore spaces and computed the permeability using either the Schlumberger T2 relaxation time formula or a direct calculation based on Darcy's law assuming Poiseuille flow.Earlier experimental measurements reported in the literature show there is a methane hydrate concentration range where the permeability remains relatively constant.We found that when the Schlumberger T2 relaxation time formula is used the simulation results show a curve of normalized permeability versus methane hydrate concentration quite close to that predicted by the Masuda model with N = 15.When the permeability was directly calculated based on Darcy's law,the simulation results show a much higher normalized permeability and only show a trend consistent with the experimental results,i.e.,with a permeability plateau,when the methane hydrate crystals are preferentially placed in the tubes,and the higher the preferential probability,the larger the range where the permeability has a plateau. 展开更多
关键词 Methane hydrate bearing formation PERMEABILItY NMR t2 distribution.
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Immunohistochem ical Study of T Lym phocyte Subsets onFrozen Substituted Plastic Em bedding Section of the BoneMarrow from Patients with Myelodysplastic Syndrom e andIts ClinicalIm plication
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作者 LIU Shangqing , LIU Xiufang , ZOU Ping , SONG Shanjun , WANG Bianming Institute of Hematology, Xiehe Hospital, Tongji Medical University, Wuhan 430022 《Journal of Huazhong University of Science and Technology(Medical Sciences)》 SCIE CAS 1999年第3期198-202,共5页
An immunohistochemical study of T lymphocyte subsets on frozen substituted plastic embedding bone marrow sections obtained from 10 patients with myelodysplastic syndrome (MDS) was presented. The results of qualitative... An immunohistochemical study of T lymphocyte subsets on frozen substituted plastic embedding bone marrow sections obtained from 10 patients with myelodysplastic syndrome (MDS) was presented. The results of qualitative and quantitative immunohistochemical analysis are as follows: (1) Labile antigens of T lymphocytes were well preserved, thus allowing analysis of distribution of T lymphocyte subsets in situ ; (2) the average number of T 3, T 4 and T 8 lymphocyte of the diffuse infiltrate was about 2 %, 0.4 %, 0.5 %, respectively, of all nucleated cells in bone marrow, and T 4/T 8 of T cells were below 1.0 in patients with MDS; (3) there were cases of RAS showing T lymphocyte aggregation in bone marrow, but no patient exhibited progressive refractory anemia with excess of blasts(RAEB) and RAEB in transformation (RAEBT). These findings indicated that the immunological abnormalities are of importance in the evaluation of pathogenesis and prognosis of MDS. 展开更多
关键词 immunohistochemistry plastic embedding of bone marrow distribution of t cell subsets in situ myelodysplastic syndrome
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Probing Development of Microstructure of Early Cement Paste using ~1H Low-field NMR
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作者 俞洋 孙振平 +1 位作者 PANG Min YANG Peiqiang 《Journal of Wuhan University of Technology(Materials Science)》 SCIE EI CAS 2013年第5期963-967,共0页
Development of microstructure of early cement paste (0–6 h) was investigated with 1H low-field NMR. It was found that T 2 (transverse relaxation time) distributions of fresh cement paste were bimodal and two peaks we... Development of microstructure of early cement paste (0–6 h) was investigated with 1H low-field NMR. It was found that T 2 (transverse relaxation time) distributions of fresh cement paste were bimodal and two peaks were ‘long component’ and ‘short component’. Separation degree of two peaks was a sign of exchange of water within flocculation and outside flocculation. Factors such as water cement ratio, specific surface area and dosage of superplasticizer had influences on the separation degree: the separation degree increased with the water cement ratio; the separation degree of cement paste prepared with cement with a high specific surface area was zero; dosage of superplasticizer will decrease separation degree. Results also suggested that T 2 distribution gradually moved to the left and T 2 of long component and initial fluidity were linearly correlated. 展开更多
关键词 low-field NMR microstructure of cement paste SUPERPLAStICIZER specific surface area t 2 distribution
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The Superiority of Bayes Estimators in a Multivariate Linear Model with Respect to Normal-Inverse Wishart Prior 被引量:1
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作者 Kai XU Dao Jiang HE 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2015年第6期1003-1014,共12页
In this paper, the multivariate linear model Y = XB+e, e ~ Nm×k(0, ImΣ) is considered from the Bayes perspective. Under the normal-inverse Wishart prior for (BΣ), the Bayes estimators are derived. The sup... In this paper, the multivariate linear model Y = XB+e, e ~ Nm×k(0, ImΣ) is considered from the Bayes perspective. Under the normal-inverse Wishart prior for (BΣ), the Bayes estimators are derived. The superiority of the Bayes estimators of B and Σ over the least squares estimators under the criteria of Bayes mean squared error (BMSE) and Bayes mean squared error matrix (BMSEM) is shown. In addition, the Pitman Closeness (PC) criterion is also included to investigate the superiority of the Bayes estimator of B. 展开更多
关键词 Normal-inverse Wishart distribution matrix t distribution Bayes estimator least squaresestimator Pitman closeness criterion BMSE and BMSEM criteria
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Admissibilities of linear estimator in a class of linear models with a multivariate t error variable
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作者 YANG GuoQing WU QiGuang 《Science China Mathematics》 SCIE 2010年第8期2011-2019,共9页
This paper discusses admissibilities of estimators in a class of linear models,which include the following common models:the univariate and multivariate linear models,the growth curve model,the extended growth curve m... This paper discusses admissibilities of estimators in a class of linear models,which include the following common models:the univariate and multivariate linear models,the growth curve model,the extended growth curve model,the seemingly unrelated regression equations,the variance components model,and so on.It is proved that admissible estimators of functions of the regression coefficientβin the class of linear models with multivariate t error terms,called as Model II,are also ones in the case that error terms have multivariate normal distribution under a strictly convex loss function or a matrix loss function.It is also proved under Model II that the usual estimators ofβare admissible for p 2 with a quadratic loss function,and are admissible for any p with a matrix loss function,where p is the dimension ofβ. 展开更多
关键词 multivariate t distribution convex loss quadratic loss matrix loss admissible estimator
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Low-power CMOS fully-folding ADC with a mixed-averaging distributed T/H circuit
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作者 刘振 贾嵩 +2 位作者 王源 吉利久 张兴 《Journal of Semiconductors》 EI CAS CSCD 北大核心 2009年第12期128-132,共5页
This paper describes an 8-bit 125 MHz low-power CMOS fully-folding analog-to-digital converter (ADC) A novel mixed-averaging distributed T/H circuit is proposed to improve the accuracy. Folding circuits are not only... This paper describes an 8-bit 125 MHz low-power CMOS fully-folding analog-to-digital converter (ADC) A novel mixed-averaging distributed T/H circuit is proposed to improve the accuracy. Folding circuits are not only used in the fine converter but also in the coarse one and in the bit synchronization block to reduce the number of comparators for low power. This ADC is implemented in 0.5μm CMOS technology and occupies a die area of 2 × 1.5 mm^2. The measured differential nonlinearity and integral nonlinearity are 0.6 LSB/-0.8 LSB and 0.9 LSB/-1.2 LSB, respectively. The ADC exhibits 44.3 dB of signal-to-noise plus distortion ratio and 53.5 dB of spurious-free dynamic range for 1 MHz input sine-wave. The power dissipation is 138 mW at a sampling rate of 125 MHz at a 5 V supply. 展开更多
关键词 analog-to-digital converter low power fully-folding mixed-averaging distributed t/H circuit bit synchronization
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