Quantum phase estimation reveals the power of quantum resources to beat the standard quantum limit and has been widely used in many fields.To improve the precision of phase estimation,we discuss the optimal probe stat...Quantum phase estimation reveals the power of quantum resources to beat the standard quantum limit and has been widely used in many fields.To improve the precision of phase estimation,we discuss the optimal probe states for phase estimation with a fixed mean particle number.By searching for the maximum quantum Fisher information,we optimize the probe states,which are superior to the path-entangled Fock states.Comparing the mean particle number(n)with the dimension of the probe states in Fock space(N+1),when n≤N,our optimal probe states can provide a better performance than the n00n states.When n>N,our optimal probe states can also remain optimal if the dimension of the probe states is large enough.展开更多
In this paper,we consider the maximal positive definite solution of the nonlinear matrix equation.By using the idea of Algorithm 2.1 in ZHANG(2013),a new inversion-free method with a stepsize parameter is proposed to ...In this paper,we consider the maximal positive definite solution of the nonlinear matrix equation.By using the idea of Algorithm 2.1 in ZHANG(2013),a new inversion-free method with a stepsize parameter is proposed to obtain the maximal positive definite solution of nonlinear matrix equation X+A^(*)X|^(-α)A=Q with the case 0<α≤1.Based on this method,a new iterative algorithm is developed,and its convergence proof is given.Finally,two numerical examples are provided to show the effectiveness of the proposed method.展开更多
Accurate time delay estimation of target echo signals is a critical component of underwater target localization.In active sonar systems,echo signal processing is vulnerable to the effects of reverberation and noise in...Accurate time delay estimation of target echo signals is a critical component of underwater target localization.In active sonar systems,echo signal processing is vulnerable to the effects of reverberation and noise in the maritime environment.This paper proposes a novel method for estimating target time delay using multi-bright spot echoes,assuming the target’s size and depth are known.Aiming to effectively enhance the extraction of geometric features from the target echoes and mitigate the impact of reverberation and noise,the proposed approach employs the fractional order Fourier transform-frequency sliced wavelet transform to extract multi-bright spot echoes.Using the highlighting model theory and the target size information,an observation matrix is constructed to represent multi-angle incident signals and obtain the theoretical scattered echo signals from different angles.Aiming to accurately estimate the target’s time delay,waveform similarity coefficients and mean square error values between the theoretical return signals and received signals are computed across various incident angles and time delays.Simulation results show that,compared to the conventional matched filter,the proposed algorithm reduces the relative error by 65.9%-91.5%at a signal-to noise ratio of-25 dB,and by 66.7%-88.9%at a signal-to-reverberation ratio of−10 dB.This algorithm provides a new approach for the precise localization of submerged targets in shallow water environments.展开更多
A parameter estimation algorithm of the continuous hidden Markov model isintroduced and the rigorous proof of its convergence is also included. The algorithm uses theViterbi algorithm instead of K-means clustering use...A parameter estimation algorithm of the continuous hidden Markov model isintroduced and the rigorous proof of its convergence is also included. The algorithm uses theViterbi algorithm instead of K-means clustering used in the segmental K-means algorithm to determineoptimal state and branch sequences. Based on the optimal sequence, parameters are estimated withmaximum-likelihood as objective functions. Comparisons with the traditional Baum-Welch and segmentalK-means algorithms on various aspects, such as optimal objectives and fundamentals, are made. Allthree algorithms are applied to face recognition. Results indicate that the proposed algorithm canreduce training time with comparable recognition rate and it is least sensitive to the training set.So its average performance exceeds the other two.展开更多
It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth o...It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation, which is completely based on data samples, is a long-term issue that has not been well settled so far. There exist analytic formulae of optimal kernel bandwidth, but they cannot be applied directly to data samples,since they depend on the unknown underlying density functions from which the samples are drawn. In this work, we devise an approach to pick out the totally data-based optimal bandwidth. First, we derive correction formulae for the analytic formulae of optimal bandwidth to compute the roughness of the sample's density function. Then substitute the correction formulae into the analytic formulae for optimal bandwidth, and through iteration we obtain the sample's optimal bandwidth. Compared with analytic formulae, our approach gives very good results, with relative differences from the analytic formulae being only 2%～3% for sample size larger than 10~4. This approach can also be generalized easily to cases of variable kernel estimations.展开更多
This study proposes a scheme for state estimation and,consequently,fault diagnosis in nonlinear systems.Initially,an optimal nonlinear observer is designed for nonlinear systems subject to an actuator or plant fault.B...This study proposes a scheme for state estimation and,consequently,fault diagnosis in nonlinear systems.Initially,an optimal nonlinear observer is designed for nonlinear systems subject to an actuator or plant fault.By utilizing Lyapunov's direct method,the observer is proved to be optimal with respect to a performance function,including the magnitude of the observer gain and the convergence time.The observer gain is obtained by using approximation of Hamilton-Jacobi-Bellman(HJB)equation.The approximation is determined via an online trained neural network(NN).Next a class of affine nonlinear systems is considered which is subject to unknown disturbances in addition to fault signals.In this case,for each fault the original system is transformed to a new form in which the proposed optimal observer can be applied for state estimation and fault detection and isolation(FDI).Simulation results of a singlelink flexible joint robot(SLFJR)electric drive system show the effectiveness of the proposed methodology.展开更多
Most previous land-surface model calibration studies have defined globalranges for their parameters to search for optimal parameter sets. Little work has been conducted tostudy the impacts of realistic versus global r...Most previous land-surface model calibration studies have defined globalranges for their parameters to search for optimal parameter sets. Little work has been conducted tostudy the impacts of realistic versus global ranges as well as model complexities on the calibrationand uncertainty estimates. The primary purpose of this paper is to investigate these impacts byemploying Bayesian Stochastic Inversion (BSI) to the Chameleon Surface Model (CHASM). The CHASM wasdesigned to explore the general aspects of land-surface energy balance representation within acommon modeling framework that can be run from a simple energy balance formulation to a complexmosaic type structure. The BSI is an uncertainty estimation technique based on Bayes theorem,importance sampling, and very fast simulated annealing. The model forcing data and surface flux datawere collected at seven sites representing a wide range of climate and vegetation conditions. Foreach site, four experiments were performed with simple and complex CHASM formulations as well asrealistic and global parameter ranges. Twenty eight experiments were conducted and 50 000 parametersets were used for each run. The results show that the use of global and realistic ranges givessimilar simulations for both modes for most sites, but the global ranges tend to produce someunreasonable optimal parameter values. Comparison of simple and complex modes shows that the simplemode has more parameters with unreasonable optimal values. Use of parameter ranges and modelcomplexities have significant impacts on frequency distribution of parameters, marginal posteriorprobability density functions, and estimates of uncertainty of simulated sensible and latent heatfluxes. Comparison between model complexity and parameter ranges shows that the former has moresignificant impacts on parameter and uncertainty estimations.展开更多
The optimality of two-stage state estimation with ARMA model random bias is studiedin this paper. Firstly, the optimal augmented state Kalman filter is given; Secondly, the two-stageKalman estimator is designed. Final...The optimality of two-stage state estimation with ARMA model random bias is studiedin this paper. Firstly, the optimal augmented state Kalman filter is given; Secondly, the two-stageKalman estimator is designed. Finally, under an algebraic constraint condition, the equivalencebetween the two-stage Kalman estimator and the optimal augmented state Kalman filter is proved.Thereby, the algebraic constraint conditions of optimal two-stage state estimation in the presence ofARMA model random bias are given.展开更多
In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the...In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators.展开更多
A feedforward approach for generating near time optimal controller for flexible spacecraft rest-to-rest maneuvers is presented with the objective insensitivity to modeling errors, parameter uncertainty and minimizing ...A feedforward approach for generating near time optimal controller for flexible spacecraft rest-to-rest maneuvers is presented with the objective insensitivity to modeling errors, parameter uncertainty and minimizing the residual energy of the flexible modes. The perturbation estimation of flexible appendages to the rigid-hub is accomplished simply via compare the output of real plant with the reference model, and the approach is based on combine this estimation with the bang-bang control for the rigid-hub modes through analysis the basic constraint and the additional constraint, i.e. zero coupling torque and zero coupling torque derivative for general two orders system and three orders system with considerate attitude acceleration mode near time optimal controls. These time optimal controls with control constraints and state constraints leads to forming a boundary-value problem, and resolved the problem using an iterative numerical algorithm. The near time optimal control with perturbation estimation shows a good robust to parameter uncertainty and can suppress the vibration and minimizing the residual energy. The capability of this approach is demonstrated through a numerical example in detail.展开更多
The Bayes estimator of the parameter is obtained for the scale exponential family in the case of identically distributed and positively associated（PA） samples under weighted square loss function.We construct the emp...The Bayes estimator of the parameter is obtained for the scale exponential family in the case of identically distributed and positively associated（PA） samples under weighted square loss function.We construct the empirical Bayes（EB） estimator and prove it is asymptotic optimal.展开更多
A methodology, termed estimation error minimization(EEM) method, was proposed to determine the optimal number and locations of sensors so as to better estimate the vibration response of the entire structure. Utilizing...A methodology, termed estimation error minimization(EEM) method, was proposed to determine the optimal number and locations of sensors so as to better estimate the vibration response of the entire structure. Utilizing the limited sensor measurements, the entire structure response can be estimated based on the system equivalent reduction-expansion process(SEREP) method. In order to compare the capability of capturing the structural vibration response with other optimal sensor placement(OSP) methods, the effective independence(EI) method, modal kinetic energy(MKE) method and modal assurance criterion(MAC) method, were also investigated. A statistical criterion, root mean square error(RMSE), was employed to assess the magnitude of the estimation error between the real response and the estimated response. For investigating the effectiveness and accuracy of the above OSP methods, a 31-bar truss structure is introduced as a simulation example. The analysis results show that both the maximum and mean of the RMSE value obtained from the EEM method are smaller than those from other OSP methods, which indicates that the optimal sensor configuration obtained from the EEM method can provide a more accurate estimation of the entire structure response compared with the EI, MKE and MAC methods.展开更多
Since the inception of the optimal sequence estimation (OSE) method,various research teams have substantiated its efficacy as the optimal stacking technique for handling array data,leading to its successful applicatio...Since the inception of the optimal sequence estimation (OSE) method,various research teams have substantiated its efficacy as the optimal stacking technique for handling array data,leading to its successful application in numerous geoscience studies.Nevertheless,concerns persist regarding the potential impact of aliasing resulting from the choice of distinct station distributions on the outcomes derived from OSE.In this investigation,I employ theoretical deduction and experimental analysis to elucidate the reasons behind the immunity of the Y_(l'm')-related common signal obtained through OSE to variations in station distribution selection.The primary objective of OSE is also underscored,i.e.,to restore/strip a Y_(l'm')-related common periodic signal from various stations.Furthermore,I provide additional clarification that the‘Y_(l'm')-related common signal’and the‘Y_(l'm')-related equivalent excitation sequence’are distinct concepts.These analyses will facilitate the utilization of the OSE technique by other researchers in investigating intriguing geophysical phenomena and attaining sound explanations.展开更多
By constructing a mcan-square performance index in the case of fuzzy random variable, the optimal estimation theorem for unknown fuzzy state using the fuzzy observation data are given. The state and output of linear d...By constructing a mcan-square performance index in the case of fuzzy random variable, the optimal estimation theorem for unknown fuzzy state using the fuzzy observation data are given. The state and output of linear discrete-time dynamic fuzzy system with Gaussian noise are Gaussian fuzzy random variable sequences. An approach to fuzzy Kalman filtering is discussed. Fuzzy Kalman filtering contains two parts： a real-valued non-random recurrence equation and the standard Kalman filtering.展开更多
Considering dual distributed controllers, a design of optimal state estimation strategy is studied for the wireless sensor and actuator network(WSAN). In particular, the optimal linear quadratic(LQ) control strategy w...Considering dual distributed controllers, a design of optimal state estimation strategy is studied for the wireless sensor and actuator network(WSAN). In particular, the optimal linear quadratic(LQ) control strategy with estimated plant state is formulated as a non-cooperative game with network-induced delays. Then, using the Kalman filter approach, an optimal estimation of the plant state is obtained based on the information fusion of the distributed controllers. Finally, an optimal state estimation strategy is derived as a linear function of the current estimated plant state and the last control strategy of multiple controllers. The effectiveness of the proposed closed-loop control strategy is verified by the simulation experiments.展开更多
Low elevation estimation,which has attracted wide attention due to the presence of specular multipath,is essential for tracking radars.Frequency agility not only has the advantage of strong anti-interference ability,b...Low elevation estimation,which has attracted wide attention due to the presence of specular multipath,is essential for tracking radars.Frequency agility not only has the advantage of strong anti-interference ability,but also can enhance the performance of tracking radars.A frequency-agile refined maximum likelihood(RML)algorithm based on optimal fusion is proposed.The algorithm constructs an optimization problem,which minimizes the mean square error(MSE)of angle estimation.Thereby,the optimal weight at different frequency points is obtained for fusing the angle estimation.Through theoretical analysis and simulation,the frequency-agile RML algorithm based on optimal fusion can improve the accuracy of angle estimation effectively.展开更多
In the torsion pendulum experiments, the thermal noise sets the most fundamental limit to the accurate estimation of the amplitude of the signal with known frequency. The variance of the conventional method can meet t...In the torsion pendulum experiments, the thermal noise sets the most fundamental limit to the accurate estimation of the amplitude of the signal with known frequency. The variance of the conventional method can meet the limit only when the measurement time is much longer than the relaxation time of the pendulum. By using the maximum likelihood estimation and the equation-of-motion filter operator, we propose an optimal(minimum variance, unbiased) amplitude estimation method without limitation of the measurement time, where thermal fluctuation is the leading noise. While processing the experimental data tests of the Newtonian gravitational inverse square law, the variance of our method has been improved than before and the measurement time of determining the amplitude with this method has been reduced about half than before for the same uncertainty. These results are significant for the torsion experiment when the measurement time is limited.展开更多
The optimal imaging time selection of ship targets for shore-based inverse synthetic aperture radar （ISAR） in high sea conditions is investigated. The optimal imaging time includes opti- mal imaging instants and opt...The optimal imaging time selection of ship targets for shore-based inverse synthetic aperture radar （ISAR） in high sea conditions is investigated. The optimal imaging time includes opti- mal imaging instants and optimal imaging duration. A novel method for optimal imaging instants selection based on the estimation of the Doppler centroid frequencies （DCFs） of a series of images obtained over continuous short durations is proposed. Combined with the optimal imaging duration selection scheme using the image contrast maximization criteria, this method can provide the ship images with the highest focus. Simulated and real data pro- cessing results verify the effectiveness of the proposed imaging method.展开更多
The estimation of covariance matrices is very important in many fields, such as statistics. In real applications, data are frequently influenced by high dimensions and noise. However, most relevant studies are based o...The estimation of covariance matrices is very important in many fields, such as statistics. In real applications, data are frequently influenced by high dimensions and noise. However, most relevant studies are based on complete data. This paper studies the optimal estimation of high-dimensional covariance matrices based on missing and noisy sample under the norm. First, the model with sub-Gaussian additive noise is presented. The generalized sample covariance is then modified to define a hard thresholding estimator , and the minimax upper bound is derived. After that, the minimax lower bound is derived, and it is concluded that the estimator presented in this article is rate-optimal. Finally, numerical simulation analysis is performed. The result shows that for missing samples with sub-Gaussian noise, if the true covariance matrix is sparse, the hard thresholding estimator outperforms the traditional estimate method.展开更多
基金supported by the National Natural Science Foundation of China(Grant No.12405026)the Natural Science Foundation of Hangzhou(Grant No.2024SZRYBA050001)。
文摘Quantum phase estimation reveals the power of quantum resources to beat the standard quantum limit and has been widely used in many fields.To improve the precision of phase estimation,we discuss the optimal probe states for phase estimation with a fixed mean particle number.By searching for the maximum quantum Fisher information,we optimize the probe states,which are superior to the path-entangled Fock states.Comparing the mean particle number(n)with the dimension of the probe states in Fock space(N+1),when n≤N,our optimal probe states can provide a better performance than the n00n states.When n>N,our optimal probe states can also remain optimal if the dimension of the probe states is large enough.
基金Supported in part by Natural Science Foundation of Guangxi(2023GXNSFAA026246)in part by the Central Government's Guide to Local Science and Technology Development Fund(GuikeZY23055044)in part by the National Natural Science Foundation of China(62363003)。
文摘In this paper,we consider the maximal positive definite solution of the nonlinear matrix equation.By using the idea of Algorithm 2.1 in ZHANG(2013),a new inversion-free method with a stepsize parameter is proposed to obtain the maximal positive definite solution of nonlinear matrix equation X+A^(*)X|^(-α)A=Q with the case 0<α≤1.Based on this method,a new iterative algorithm is developed,and its convergence proof is given.Finally,two numerical examples are provided to show the effectiveness of the proposed method.
基金Supported by the State Key Laboratory of Acoustics and Marine Information Chinese Academy of Sciences(SKL A202507).
文摘Accurate time delay estimation of target echo signals is a critical component of underwater target localization.In active sonar systems,echo signal processing is vulnerable to the effects of reverberation and noise in the maritime environment.This paper proposes a novel method for estimating target time delay using multi-bright spot echoes,assuming the target’s size and depth are known.Aiming to effectively enhance the extraction of geometric features from the target echoes and mitigate the impact of reverberation and noise,the proposed approach employs the fractional order Fourier transform-frequency sliced wavelet transform to extract multi-bright spot echoes.Using the highlighting model theory and the target size information,an observation matrix is constructed to represent multi-angle incident signals and obtain the theoretical scattered echo signals from different angles.Aiming to accurately estimate the target’s time delay,waveform similarity coefficients and mean square error values between the theoretical return signals and received signals are computed across various incident angles and time delays.Simulation results show that,compared to the conventional matched filter,the proposed algorithm reduces the relative error by 65.9%-91.5%at a signal-to noise ratio of-25 dB,and by 66.7%-88.9%at a signal-to-reverberation ratio of−10 dB.This algorithm provides a new approach for the precise localization of submerged targets in shallow water environments.
文摘A parameter estimation algorithm of the continuous hidden Markov model isintroduced and the rigorous proof of its convergence is also included. The algorithm uses theViterbi algorithm instead of K-means clustering used in the segmental K-means algorithm to determineoptimal state and branch sequences. Based on the optimal sequence, parameters are estimated withmaximum-likelihood as objective functions. Comparisons with the traditional Baum-Welch and segmentalK-means algorithms on various aspects, such as optimal objectives and fundamentals, are made. Allthree algorithms are applied to face recognition. Results indicate that the proposed algorithm canreduce training time with comparable recognition rate and it is least sensitive to the training set.So its average performance exceeds the other two.
基金Supported by the National Science Foundation of China under Grant No.11273013by the Natural Science Foundation of Jilin Province under Grant No.20180101228JC
文摘It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation, which is completely based on data samples, is a long-term issue that has not been well settled so far. There exist analytic formulae of optimal kernel bandwidth, but they cannot be applied directly to data samples,since they depend on the unknown underlying density functions from which the samples are drawn. In this work, we devise an approach to pick out the totally data-based optimal bandwidth. First, we derive correction formulae for the analytic formulae of optimal bandwidth to compute the roughness of the sample's density function. Then substitute the correction formulae into the analytic formulae for optimal bandwidth, and through iteration we obtain the sample's optimal bandwidth. Compared with analytic formulae, our approach gives very good results, with relative differences from the analytic formulae being only 2%～3% for sample size larger than 10~4. This approach can also be generalized easily to cases of variable kernel estimations.
文摘This study proposes a scheme for state estimation and,consequently,fault diagnosis in nonlinear systems.Initially,an optimal nonlinear observer is designed for nonlinear systems subject to an actuator or plant fault.By utilizing Lyapunov's direct method,the observer is proved to be optimal with respect to a performance function,including the magnitude of the observer gain and the convergence time.The observer gain is obtained by using approximation of Hamilton-Jacobi-Bellman(HJB)equation.The approximation is determined via an online trained neural network(NN).Next a class of affine nonlinear systems is considered which is subject to unknown disturbances in addition to fault signals.In this case,for each fault the original system is transformed to a new form in which the proposed optimal observer can be applied for state estimation and fault detection and isolation(FDI).Simulation results of a singlelink flexible joint robot(SLFJR)electric drive system show the effectiveness of the proposed methodology.
文摘Most previous land-surface model calibration studies have defined globalranges for their parameters to search for optimal parameter sets. Little work has been conducted tostudy the impacts of realistic versus global ranges as well as model complexities on the calibrationand uncertainty estimates. The primary purpose of this paper is to investigate these impacts byemploying Bayesian Stochastic Inversion (BSI) to the Chameleon Surface Model (CHASM). The CHASM wasdesigned to explore the general aspects of land-surface energy balance representation within acommon modeling framework that can be run from a simple energy balance formulation to a complexmosaic type structure. The BSI is an uncertainty estimation technique based on Bayes theorem,importance sampling, and very fast simulated annealing. The model forcing data and surface flux datawere collected at seven sites representing a wide range of climate and vegetation conditions. Foreach site, four experiments were performed with simple and complex CHASM formulations as well asrealistic and global parameter ranges. Twenty eight experiments were conducted and 50 000 parametersets were used for each run. The results show that the use of global and realistic ranges givessimilar simulations for both modes for most sites, but the global ranges tend to produce someunreasonable optimal parameter values. Comparison of simple and complex modes shows that the simplemode has more parameters with unreasonable optimal values. Use of parameter ranges and modelcomplexities have significant impacts on frequency distribution of parameters, marginal posteriorprobability density functions, and estimates of uncertainty of simulated sensible and latent heatfluxes. Comparison between model complexity and parameter ranges shows that the former has moresignificant impacts on parameter and uncertainty estimations.
文摘The optimality of two-stage state estimation with ARMA model random bias is studiedin this paper. Firstly, the optimal augmented state Kalman filter is given; Secondly, the two-stageKalman estimator is designed. Finally, under an algebraic constraint condition, the equivalencebetween the two-stage Kalman estimator and the optimal augmented state Kalman filter is proved.Thereby, the algebraic constraint conditions of optimal two-stage state estimation in the presence ofARMA model random bias are given.
基金supported by the National Science Foundation of China under Grant Nos.71361015,71340010,71371074the Jiangxi Provincial Natural Science Foundation under Grant No.20142BAB201013+2 种基金China Postdoctoral Science Foundation under Grant No.2013M540534China Postdoctoral Fund special Project under Grant No.2014T70615Jiangxi Postdoctoral Science Foundation under Grant No.2013KY53
文摘In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators.
文摘A feedforward approach for generating near time optimal controller for flexible spacecraft rest-to-rest maneuvers is presented with the objective insensitivity to modeling errors, parameter uncertainty and minimizing the residual energy of the flexible modes. The perturbation estimation of flexible appendages to the rigid-hub is accomplished simply via compare the output of real plant with the reference model, and the approach is based on combine this estimation with the bang-bang control for the rigid-hub modes through analysis the basic constraint and the additional constraint, i.e. zero coupling torque and zero coupling torque derivative for general two orders system and three orders system with considerate attitude acceleration mode near time optimal controls. These time optimal controls with control constraints and state constraints leads to forming a boundary-value problem, and resolved the problem using an iterative numerical algorithm. The near time optimal control with perturbation estimation shows a good robust to parameter uncertainty and can suppress the vibration and minimizing the residual energy. The capability of this approach is demonstrated through a numerical example in detail.
基金Supported by the Anhui University of Technology and Science Foundation for the Recruiting Talent（2009YQ005） Acknowledgements The authors thank the referee for his/her careful reading of the manuscript and many useful suggestions.
文摘The Bayes estimator of the parameter is obtained for the scale exponential family in the case of identically distributed and positively associated（PA） samples under weighted square loss function.We construct the empirical Bayes（EB） estimator and prove it is asymptotic optimal.
基金Project(2011CB013804)supported by the National Basic Research Program of China
文摘A methodology, termed estimation error minimization(EEM) method, was proposed to determine the optimal number and locations of sensors so as to better estimate the vibration response of the entire structure. Utilizing the limited sensor measurements, the entire structure response can be estimated based on the system equivalent reduction-expansion process(SEREP) method. In order to compare the capability of capturing the structural vibration response with other optimal sensor placement(OSP) methods, the effective independence(EI) method, modal kinetic energy(MKE) method and modal assurance criterion(MAC) method, were also investigated. A statistical criterion, root mean square error(RMSE), was employed to assess the magnitude of the estimation error between the real response and the estimated response. For investigating the effectiveness and accuracy of the above OSP methods, a 31-bar truss structure is introduced as a simulation example. The analysis results show that both the maximum and mean of the RMSE value obtained from the EEM method are smaller than those from other OSP methods, which indicates that the optimal sensor configuration obtained from the EEM method can provide a more accurate estimation of the entire structure response compared with the EI, MKE and MAC methods.
基金supported by the National Natural Science Foundation of China (Grants:42388102,42192533,and 42192531)the Fundamental Research Funds for the Central Universities (Grant:2042023kfyq01)the Project Supported by the Special Fund of Hubei Luojia Laboratory (Grant:220100002)。
文摘Since the inception of the optimal sequence estimation (OSE) method,various research teams have substantiated its efficacy as the optimal stacking technique for handling array data,leading to its successful application in numerous geoscience studies.Nevertheless,concerns persist regarding the potential impact of aliasing resulting from the choice of distinct station distributions on the outcomes derived from OSE.In this investigation,I employ theoretical deduction and experimental analysis to elucidate the reasons behind the immunity of the Y_(l'm')-related common signal obtained through OSE to variations in station distribution selection.The primary objective of OSE is also underscored,i.e.,to restore/strip a Y_(l'm')-related common periodic signal from various stations.Furthermore,I provide additional clarification that the‘Y_(l'm')-related common signal’and the‘Y_(l'm')-related equivalent excitation sequence’are distinct concepts.These analyses will facilitate the utilization of the OSE technique by other researchers in investigating intriguing geophysical phenomena and attaining sound explanations.
基金Project 60374022 supported by the National Natural Science Foundation of China.
文摘By constructing a mcan-square performance index in the case of fuzzy random variable, the optimal estimation theorem for unknown fuzzy state using the fuzzy observation data are given. The state and output of linear discrete-time dynamic fuzzy system with Gaussian noise are Gaussian fuzzy random variable sequences. An approach to fuzzy Kalman filtering is discussed. Fuzzy Kalman filtering contains two parts： a real-valued non-random recurrence equation and the standard Kalman filtering.
基金Supported by the National Natural Science Foundation of China(No.61701010,61571021,61601330)
文摘Considering dual distributed controllers, a design of optimal state estimation strategy is studied for the wireless sensor and actuator network(WSAN). In particular, the optimal linear quadratic(LQ) control strategy with estimated plant state is formulated as a non-cooperative game with network-induced delays. Then, using the Kalman filter approach, an optimal estimation of the plant state is obtained based on the information fusion of the distributed controllers. Finally, an optimal state estimation strategy is derived as a linear function of the current estimated plant state and the last control strategy of multiple controllers. The effectiveness of the proposed closed-loop control strategy is verified by the simulation experiments.
基金supported by the Fund for Foreign Scholars in University Research and Teaching Programs(the 111 Project)(B18039).
文摘Low elevation estimation,which has attracted wide attention due to the presence of specular multipath,is essential for tracking radars.Frequency agility not only has the advantage of strong anti-interference ability,but also can enhance the performance of tracking radars.A frequency-agile refined maximum likelihood(RML)algorithm based on optimal fusion is proposed.The algorithm constructs an optimization problem,which minimizes the mean square error(MSE)of angle estimation.Thereby,the optimal weight at different frequency points is obtained for fusing the angle estimation.Through theoretical analysis and simulation,the frequency-agile RML algorithm based on optimal fusion can improve the accuracy of angle estimation effectively.
基金Project supported by the National Natural Science Foundation of China(Grant No.11575160)
文摘In the torsion pendulum experiments, the thermal noise sets the most fundamental limit to the accurate estimation of the amplitude of the signal with known frequency. The variance of the conventional method can meet the limit only when the measurement time is much longer than the relaxation time of the pendulum. By using the maximum likelihood estimation and the equation-of-motion filter operator, we propose an optimal(minimum variance, unbiased) amplitude estimation method without limitation of the measurement time, where thermal fluctuation is the leading noise. While processing the experimental data tests of the Newtonian gravitational inverse square law, the variance of our method has been improved than before and the measurement time of determining the amplitude with this method has been reduced about half than before for the same uncertainty. These results are significant for the torsion experiment when the measurement time is limited.
基金supported by the Innovation Foundation for Scientific Research Base(NJ20140008NJ20150018)+1 种基金the Aeronautical Science Foundation of China(20132052035)the National Defense Basic Scientific Research(B2520110008)
文摘The optimal imaging time selection of ship targets for shore-based inverse synthetic aperture radar （ISAR） in high sea conditions is investigated. The optimal imaging time includes opti- mal imaging instants and optimal imaging duration. A novel method for optimal imaging instants selection based on the estimation of the Doppler centroid frequencies （DCFs） of a series of images obtained over continuous short durations is proposed. Combined with the optimal imaging duration selection scheme using the image contrast maximization criteria, this method can provide the ship images with the highest focus. Simulated and real data pro- cessing results verify the effectiveness of the proposed imaging method.
文摘The estimation of covariance matrices is very important in many fields, such as statistics. In real applications, data are frequently influenced by high dimensions and noise. However, most relevant studies are based on complete data. This paper studies the optimal estimation of high-dimensional covariance matrices based on missing and noisy sample under the norm. First, the model with sub-Gaussian additive noise is presented. The generalized sample covariance is then modified to define a hard thresholding estimator , and the minimax upper bound is derived. After that, the minimax lower bound is derived, and it is concluded that the estimator presented in this article is rate-optimal. Finally, numerical simulation analysis is performed. The result shows that for missing samples with sub-Gaussian noise, if the true covariance matrix is sparse, the hard thresholding estimator outperforms the traditional estimate method.
