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71.
The paper deals with random vectors in , possessing the stochastic representation , where R is a positive random radius independent of the random vector and is a non-singular matrix. If is uniformly distributed on the unit sphere of , then for any integer m<d we have the stochastic representations and , with W≥0, such that W2 is a beta distributed random variable with parameters m/2,(d−m)/2 and (U1,…,Um),(Um+1,…,Ud) are independent uniformly distributed on the unit spheres of and , respectively. Assuming a more general stochastic representation for in this paper we introduce the class of beta-independent random vectors. For this new class we derive several conditional limiting results assuming that R has a distribution function in the max-domain of attraction of a univariate extreme value distribution function. We provide two applications concerning the Kotz approximation of the conditional distributions and the tail asymptotic behaviour of beta-independent bivariate random vectors. 相似文献
72.
73.
基于累积量的递归最小二乘算法研究 总被引:2,自引:0,他引:2
从基于累积量的均方误差(CMSE)准则,本文推导了一种基于累积量的递归最小二乘(CRLS)算法.并从信号检验和估计的角度对三阶CRIS算法中出现的加权求和系数给出的一种物理解释,以说明其抗高斯噪声的机理.本文提出应根据三种不同条件下信号的最优估计来确定最佳窗口函数的原则,并进一步证明了在极大似(ML)和线性均方(LMS)估计意义下的最佳窗口都是矩形窗而非Delopoulos和Giannakis建议的Hamming窗~[3]。仿真实验证实:CRLS算法采用矩形窗确定比采用Hamming窗具有更上的结果偏差。 相似文献
74.
LiuShouyin ChongJongwha 《电子科学学刊(英文版)》2005,22(1):34-41
The conventional timing synchronization methods based on time domain correlation have the problems of timing metric plateau in Additive White Gaussian Noise(AWGN) channel and estimation error in multipath fading channel. To resolve the problems, this paper proposes a novel timing metric using the characteristics of long training symbols in IEEE802.11a and a new timing recovery method based on the new timing metric for Orthogonal Frequency Division Multiplexing(OFDM)-based WLAN systems. The proposed timing metric is defined as a sum of absolute values of the imaginary parts of all the subcarrier samples. It exhibits a unique characteristic that is very sensitive to the true synchronization point since it has minimum value at the true synchronization point and maximum around the true synchronization point. The simulation results show that the performance of timing synchronization is significantly improved, as a result, the probability of error estimation is lower than 10^-4 when Signal-to-Noise Ratio(SNR) is more than 10dB. 相似文献
75.
P. Voňka 《Journal of solid state chemistry》2009,182(4):744-6189
A new method is proposed for the estimation of the enthalpy of formation (ΔoxH) of various Al2O3-Ln2O3 mixed oxides from the constituent binary oxides. Our method is based on Pauling's concept of electronegativity and, in particular, on the relation between the enthalpy of formation of a binary oxide and the difference between the electronegativities of the oxide-forming element and oxygen. This relation is extended to mixed oxides with a simple formula given for the calculation of ΔoxH. The parameters of this equation were fitted using published experimental values of ΔoxH derived from high-temperature oxide melt solution calorimetry. Using our proposed method, we obtained a standard deviation (σ) of 4.87 kJ mol−1 for this data set. Taking into account regularities within the lanthanide series, we then estimated the ΔoxH values for Al2O3-Ln2O3 mixed oxides. The values estimated using our method were compared with those obtained by Aronson's and Zhuang's empirical methods, both of which give significantly poorer results. 相似文献
76.
This note considers parameter estimation for panel vector autoregressive models with intercorrelation. Conditional least squares estimators are derived and the asymptotic normality is established. A simulation is carried out for illustration. 相似文献
77.
Enkelejd Hashorva 《Extremes》2009,12(3):239-263
Let (S
1,S
2) = (R cos(Θ), R sin(Θ)) be a bivariate random vector with associated random radius R which has distribution function F being further independent of the random angle Θ. In this paper we investigate the asymptotic behaviour of the conditional
survivor probability when u approaches the upper endpoint of F. On the density function of Θ we impose a certain local asymptotic behaviour at 0, whereas for F we require that it belongs to the Gumbel max-domain of attraction. The main result of this contribution is an asymptotic
expansion of , which is then utilised to construct two estimators for the conditional distribution function . Furthermore, we allow Θ to depend on u.
相似文献
78.
A passive acoustic method is developed to estimate whale density from their calling activity in a monitored area. The algorithm is applied to a loquacious species, the white whale (Delphinapterus leucas), in Saguenay fjord mouth near Tadoussac, Canada, which is severely affected by shipping noise. Beluga calls were recorded from cabled coastal hydrophones deployed in the basin while the animal density was estimated visually from systematic observations from a fixed-point on the shore. Beluga calling activity was estimated from an algorithm extracting the call events in time-frequency space, while simultaneously tracking the masking intensity resulting from local shipping noise. The activity index was summarized in 15- and 30-min bins using four different metrics. For bins containing more than 40% of valid data, the metrics were compared to the corresponding visual observations. The estimated mean acoustic detection range generally exceeded the fjord width, and extended to the whole ∼3-km long monitored area under low-noise conditions. The significant linear relations of the visual estimates with the calling activity metrics allowed assessing expected number of visually detected belugas in the basin from a weighted regression model, with a mean standard error of 7.1%. 相似文献
79.
棉花冠层水分含量估算的高光谱指数研究 总被引:1,自引:0,他引:1
适宜的光谱指数对于地表参数高光谱诊断模型的估算精度具有决定性作用。通过不同棉花冠层水分含量表征参数冠层等效水厚度EWTcanopy, 植株含水量VWC及其对应的光谱数据分析,构建350~2 500 nm范围内所有波段两两组合的比值指数RVI和归一化指数NDVI,分析水分含量表征参数与所有指数之间的相关关系,筛选最大相关系数对应的指数作为最佳水分指数,利用新指数构建水分含量表征参数的估算模型,并与已知的各种水分指数估算精度进行比较。结果表明:新建比值指数R1 475/R1 424及其归一化指数(R1 475-R1 424)/(R1 475+R1 424)对EWTcanopy的估算效果最佳,由其得到的估算值与实测值之间的相关系数r值达到0.849;已知指数(R835-R1 650)/(R835+R1 650)对VWC的估算效果最佳,由其得到估算值与实测值之间的相关系数r值为0.805。 相似文献
80.
恒星大气物理参数的自动测量是大型巡天计划中海量光谱数据自动处理中的一个重要内容。首先使用多尺度Harr小波对恒星光谱数据进行特征分解,然后选用相应的小波系数作为光谱的特征向量,最后采用非参数回归算法对光谱的物理参数进行估计。研究表明,只需对光谱进行四层小波分解, 并选择第四层小波系数作为光谱的特征向量,即可获得重力加速度和表面有效温度的较好估计。对于化学丰度的估计,选择第一层小波系数作为光谱特征向量可取得较好效果。选用文献相关研究中常用的恒星大气模拟模型合成光谱库ELODIE中光谱数据测试了该方法的有效性。结果表明,基于Harr小波分解的光谱特征提取方法对恒星表面温度、表面重力和化学丰度等物理参数的估计具有较高的精度和鲁棒性。 相似文献