共查询到20条相似文献,搜索用时 78 毫秒
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当分布密度的形式未知时,参数的极大似然估计没有明确的解析表达式,也不能通过设计算法由计算机运算得到。本文我们将从该分布中抽取的样本当作是来自另一个形式已知的分布密度的样本,该已知分布密度的选取依赖于未知的分布密度,但是具有与未知分布相似的边界性质。基于这两个分布族,我们提出了拟极大似然估计的概念,同时,对这种拟极大似然估计的渐近性质进行了讨论。结果表明拟极大拟然估计与极大似然估计有关相同的渐近性质,并且由于拟极大似然估计的获得不依赖于未知分布密度的形式,只与一已知的分布密度有关,使得通过计算机可以实现对其的求解。 相似文献
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Logistic回归系数极大似然估计的计算 总被引:1,自引:0,他引:1
本文介绍了Logstic回归系数的极大似然估计(maximum likelihood)的计算,并引入Levenberg—Marquardt算法,通过这代给出了Logistic回归系数的极大似然估计。 相似文献
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《系统科学与数学》2017,(8)
提出一种新的基于自适应极大后验(AMAP)估计的空间目标运动状态确定方法,致力于削弱未知干扰对状态估计的不利影响.针对带有干扰的离散时间非线性随机系统设计了AMAP估计算法,采用高斯-牛顿优化方法实现极大后验(MAP)估计,通过模式切换和加权融合强化算法的自适应能力.基于理论分析导出了状态估计均方误差(MSE)的表达式,说明所提算法能够达到优于传统扩展卡尔曼滤波(EKF)和MAP估计算法的精度.以空间目标运动状态确定系统为例,通过蒙特卡洛仿真验证了AMAP估计算法的性能优势,不同条件下的对比研究表明,所提算法具备应对未知干扰的自适应能力,能够有效提升空间目标运动状态估计精度. 相似文献
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极大似然波达方向估计方法虽然具有良好的估计性能,但由于其巨大的计算量,限制了实际应用.提出一种将人群搜索算法与极大似然估计相结合的方法,利用人群搜索算法优化多维非线性的极大似然DOA估计谱函数,加快了收敛速度.通过与正余弦算法、遗传算法和粒子群算法的对比实验果表明,所提方法在不同信号源个数、不同信噪比、不同种群数下,均... 相似文献
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完全数据下Weibull分布参数的极大似然估计 总被引:1,自引:0,他引:1
在完全数据条件下对Weibull分布,分别使用Newton-Raphson算法、CM算法及修正的CM算法进行完全数据Weibull分布参数的极大似然估计计算,并且在得到相应的迭代公式后,进行随机模拟.从模拟结果来分析这三种算法在处理Weibull分布参数的极大似然估计的优良性. 相似文献
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Junwei Lei Xinyu Wang Yinhua Lei 《Communications in Nonlinear Science & Numerical Simulation》2009,14(8):3439-3448
The sign of unknown input coefficients is assumed to be known in most papers about the input uncertainties. In this paper, a Nussbaum gain method is adopted to cope with the situation that both the sign and the value of input are unknown. And the unknown parameters can be estimated under the situation of unknown sign of control. The synchronization is achieved for a class of hyperchaotic systems with unknown parameters and input uncertainties by adopting of the Nussbaum gain method and the global terminal adaptive method. And the conclusions are made as follows: First, the proposed method is effective in the situation that the sign of input is unknown. Second, the estimation of unknown parameters can be achieved only when the number of unknown parameters satisfied some condition and no uncertainty exist in the input of systems. Third, the unknown parameters cannot be estimated correctly with common adaptive method when there are input uncertainties in the system. But the Nussbaum gain method can get good result in the estimation of unknown parameters. At last, numerical simulations are done to show the effectiveness of the proposed method. 相似文献
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《Stochastics An International Journal of Probability and Stochastic Processes》2013,85(1-2):147-156
Tracking the output of an unknown Markov process with unknown generator and unknown output function is considered. It is assumed the unknown quantities have a known prior probability distribution. It is shown that the optimal control is a linear feedback in the tracking error plus the conditional expectation of a quantity involving the unknown generator and output function of the Markov process. The results also have application to Bayesian identification of hidden Markov models 相似文献
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M. Tadi 《Applied mathematics and computation》2010,216(12):3707-3717
This note is concerned with the identification of the unknown diffusion coefficient for a parabolic equation. It introduces an iterative algorithm that can be used to recover the unknown function. The algorithm assumes an initial guess for the unknown function and obtains a background field. It obtains an equation for the error field. It then formulates three forward problems for the error field. These three formulations share the same unknown function which is the correction to the assumed value of the unknown diffusion coefficient. By equating the responses of these three formulations, the algorithm obtains two working equations for the unknown function. A number of numerical examples are also used to study the performance of the algorithm. 相似文献
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针对一类坦克炮控伺服系统,充分考虑系统中的未知齿隙非线性及摩擦非线性,将这些未知非线性的影响表示成有界扰动项与未知非线性动态项之和,借助ARC(自适应鲁棒控制)的思想设计控制器,当未知非线性动态项为零时,控制器即为自适应控制器,保持系统稳定的同时实现对参考信号的精确跟踪,而当系统存在未知非线性动态项时,控制器具有很好的鲁棒性,保持系统所有信号有界的同时实现对参考信号的误差跟踪,且跟踪误差可以由设计参数的取值设定来任意调节,与现有结果相比,控制器的设计建立在充分考虑系统未知非线性的影响之上,从而避免了简单的把未知非线性影响简单的考虑成系统"总扰动"所造成的被控系统性能的损失。 相似文献
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含未知参量的连续时间系统的Kalman—Bucy滤波 总被引:1,自引:0,他引:1
汪咬元 《数学物理学报(A辑)》1997,17(1):95-98
该文讨论了含有未知参量的连续时间系统,得到了未知参量和系统状态的最小方差线性无偏估计的公式,使未知参量的辨识和系统状态的滤波同时进行. 相似文献
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本文研究了未知分布的逼近问题,利用随机加权法,给出了有Edgeworth展式的一类(未知)分布的模拟分布,证明了在一定条件下,模拟分布与未知分布的逼近精度达到O(n^-1√lnlnn),称之为随机加权逼近的重对数律。 相似文献
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王雅琼 《数学的实践与认识》2004,34(9):138-143
着重介绍一种由两个一元多项式的系数变换进行多项式整除性的研究方法 ,在进行多项式整除性的研究时 ,这种方法简单、实用、易懂 ,这种方法还可进一步推广用之于求一元多项式的最大公因式以及一元多项式互素等方面的研究 . 相似文献
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In this paper, we describe two efficient methods to estimate parameters in nonlinear least squares problems: continuation
and sentinels methods. When the studied system is modeled by differential equations, we have to identify both unknown parameters
and initial conditions. For that, we propose to process in two steps: first identify the unknown parameters, then identify
again using the found results, considering now both the parameters and the initial conditions as unknown.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
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A problem with free (unknown) boundary for a one-dimensional diffusion-convection equation is considered. The unknown boundary is found from an additional condition on the free boundary. By the extension of the variables, the problem in an unknown domain is reduced to an initial boundary-value problem for a strictly parabolic equation with unknown coefficients in a known domain. These coefficients are found from an additional boundary condition that enables the construction of a nonlinear operator whose fixed points determine a solution of the original problem.
相似文献20.
部分线性回归模型的M-估计 总被引:4,自引:0,他引:4
本文讨论部分线性回归模型的M-估计.用局部线性方法给出未知函数的M-估计,用两步估计方法给出参数的M-估计.进一步证明了未知函数的M-估计的弱一致性和渐近正态性,参数的M-估计的弱一致性. 相似文献