搜索结果: 1-15 共查到“信息科学与系统科学 Estimation”相关记录30条 . 查询时间(0.078 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/4/17
We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Distributed Order Estimation of ARX Model Under Cooperative Excitation Condition
协同 激励条件 ARX模型 分布式阶估计
2023/5/6
This talk considers the distributed estimation problem of a linear stochastic system described by an autoregressive model with exogenous inputs when both the system orders and parameters are unknown. ...
ON TWO-STEP ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES AND ENDOGENOUS REGRESSORS
Cliff–Ord spatial model Generalized method of moments estimation Limited information estimation
2015/9/24
In this paper, we consider a spatial-autoregressive model with autoregressive disturbances,
where we allow for endogenous regressors in addition to a spatial lag of the dependent variable.
We sugges...
Policies for simultaneous estimation and optimization
Policy uncertainty systems linear systems secondary costs system parameters the gaussian distribution the impulse response system
2015/8/11
Policies for the joint identification and control of uncertain systems are presented. The discussion focuses on the case of a multiple input, single output linear system, with no dynamics and quadrati...
A Space-Time Diffusion Scheme for Peer-to-Peer Least-Squares Estimation
Least-Squares Estimation Diffusion Scheme
2015/6/19
We consider a sensor network where each sensor takes multiple measurements of some unknown parameters, corrupted by independent Gaussian noises. The number of measurements at each node can be nite or ...
Robust Global Motion Estimation with Matrix Completion
Camera orientation Structure from motion Epipolar geometry Block adjustment
2014/7/30
In this paper we address the problem of estimating the attitudes and positions of a set of cameras in an external coordinate system. Starting from a conventional global structure-from-motion pipeline,...
ESTIMATION OF BIOMASS POTENTIAL BASED ON CLASSIFICATION AND HEIGHT INFORMATION
Resources Monitoring Satellite DEM Extraction Spatial Infrastructures Sustainable
2014/4/24
On the way to make energy supply independent from fossil resources more and more renewable energy sources have to be explored. Biomass has become an important energy resource during the last years and...
Linear Coherent Estimation with Spatial Collaboration
Distributed Estimation Wireless Sensor Networks LMMSE Estimators Constrained Optimization
2012/7/9
A power constrained sensor network that consists of multiple sensor nodes and a fusion center (FC) is considered, where the goal is to estimate a random parameter of interest. In contrast to the distr...
Atomic norm denoising with applications to line spectral estimation
Atomic norm line spectral estimation Information Theory
2012/4/18
The sub-Nyquist estimation of line spectra is a classical problem in signal processing, but currently popular subspace-based techniques have few guarantees in the presence of noise and rely on a prior...
On the Role of Diversity in Sparsity Estimation
Role of Diversity Sparsity Estimation Information Theory
2011/9/22
Abstract: A major challenge in sparsity pattern estimation is that small modes are difficult to detect in the presence of noise. This problem is alleviated if one can observe samples from multiple rea...
Nearest Neighbour Decoding with Pilot-Assisted Channel Estimation for Fading Multiple-Access Channels
Pilot-Assisted Channel Estimation Fading Multiple-Access Channels Information Theory
2011/8/30
Abstract: We study a noncoherent multiple-input multiple-output (MIMO) fading multiple-access channel (MAC), where the transmitters and the receiver are aware of the statistics of the fading, but not ...
Fault Estimation for Uncertain Nonlinear Networked Control Systems
Uncertain Nonlinear Networked Control Systems numerical example design methodology
2009/9/25
This paper proposes the design of a robust fault estimator for a class of nonlinear uncertain NCSs that ensures the fault estimation error is less than prescribed H∞ performance level, irrespective of...
Joint State and Parameter Estimation For Biochemical Dynamic Pathways With Iterative Extended Kalman Filter：Comparison With Dual State and Parameter Estimation
Biochemical Dynamic Pathways extended Kalman filter Parameter Estimation
2009/9/24
A biochemical dynamic pathway is usually modeled as a nonlinear system described by a set of nonlinear ODEs. In most cases, only partial states can be measured. Moreover, the system parameters, reacti...
THE TAIL ESTIMATION FOR THE DISTRIBUTION OF THE SUPREMA OF A P-BRIDGE
P-Bridge half space projection pursuit
2007/12/10
摘要 Let X_1,X_2,… be a sequence of independent random vectors which take values in IR~2 and X_i～P. By the projection pursuit (PP) method, we canconstruct PP type Kolmogrov-Smirnov statistics: K_n=\sup_...
SEVERAL RESULTS ON ESTIMATION OF PARAMETERS UNDER MATRIX LOSS FUNCTION
Matrix loss function Bayes estimators
2007/12/10
摘要 In this paper, the definitions of Bayes estimator, minimax estimator, minimumrisk equivariant estimator and admissible estimator under the general matrix loss functionare given. Several results on ...