Received signal strength based positioning for multiple nodes in wireless sensor networks

We address the problem of locating multiple nodes in a wireless sensor network with the use of received signal strength (RSS) measurements. In RSS based positioning, transmit power and path-loss factor are two environment dependent parameters which may be uncertain or unknown. For unknown transmit powers, we devise two-step weighted least squares (WLS) and maximum likelihood (ML) algorithms for node localization. The mean square error of the former is analyzed in the presence of zero-mean white Gaussian disturbances. When both transmit powers and path-loss factors are unavailable, two nonlinear least squares estimators, namely, the direct ML approach and combination of linear least squares and ML algorithm, are developed. Numerical examples are also included to evaluate the localization accuracy of the proposed estimators by comparing with two existing node positioning methods and the Cramér–Rao lower bound.     

一种传感网时间同步和定位的联合线性估计方法

采用时间测量以估计节点位置的方法实现简单,在传感网中得到了广泛的使用。然而节点计时时钟存在漂移和偏离,导致时间测量不准确。为此文本以节点时钟漂移和偏离模型为基础,提出了一种时间同步和节点定位的联合线性估计方法,包括最小平方（LS）及权重最小平方（WLS）方法。仿真测试了所设计算法的运行时间,分析了噪声对联合估计方法的估计误差影响。结果表明,LS及WLS线性估计方法运算速度较半正定（SDP）算法快,在低噪声条件下LS及WLS线性估计方法具有较高的稳定性和定位精度。     

加速度计几种模型辨识方法的比较研究

加速度计离心试验中,为了更精确的得到加速度计的模型系数,比较研究了3种辨识方法:最小二乘方法(加权最小二乘)、总体最小二乘方法和EV模型方法.通过仿真得出在输出噪声和输入噪声为白噪声或者近似白噪声且离心机精度优于1×10-5的情况下,最小二乘与其他2种辨识方法辨识精度相当.最后通过试验对比了最小二乘方法与加权最小二乘方...     

Consistency of modified LS estimation method for identifying 2-Dnoncausal SAR model parameters

Least squares (LS) and maximum likelihood (ML) are the two main methods for parameter estimation of two-dimensional (2D) noncausal simultaneous autoregressive (SAR) models. ML is asymptotically consistent and unbiased but computationally unattractive. On the other hand, conventional LS is computationally efficient but does not produce accurate parameter estimates for noncausal models. Recently, Zhao-Yu (1993) proposed a modified LS estimation method and was shown to be unbiased. In this paper we prove that, under certain assumptions, the method introduced by Zhao-Yu is also consistent     

The Koul-Susarla-Van Ryzin and weighted least squares estimates for censored linear regression model: A comparative study

The Koul-Susarla-Van Ryzin (KSV) and weighted least squares (WLS) methods are simple to use techniques for handling linear regression models with censored data. They do not require any iterations and standard computer routines can be employed for model fitting. Emphasis has been given to the consistency and asymptotic normality for both estimators, but the finite sample performance of the WLS estimator has not been thoroughly investigated. The finite sample performance of these two estimators is compared using an extensive simulation study as well as an analysis of the Stanford heart transplant data. The results demonstrate that the WLS approach performs much better than the KSV method and is reliable for use with censored data.     

Support Vector Machine State Estimation

The power system state estimator based on the support vector machine (SVM) and the weighted least squares (WLS) method is presented in the paper. The WLS provides state estimations necessary for creating SVM model which is then used for state estimation. The developed algorithm was tested on the IEEE systems, and the performance indicators were calculated in order to compare the accuracy of estimation and the measurement error filtering. The results indicate that the proposed hybrid model outperforms the classical WLS-based state estimation in terms of accuracy and improves measurement error filtering in comparison to the classical estimator.     

The Koul–Susarla–Van Ryzin and weighted least squares estimates for censored linear regression model: A comparative study

The Koul–Susarla–Van Ryzin (KSV) and weighted least squares (WLS) methods are simple to use techniques for handling linear regression models with censored data. They do not require any iterations and standard computer routines can be employed for model fitting. Emphasis has been given to the consistency and asymptotic normality for both estimators, but the finite sample performance of the WLS estimator has not been thoroughly investigated. The finite sample performance of these two estimators is compared using an extensive simulation study as well as an analysis of the Stanford heart transplant data. The results demonstrate that the WLS approach performs much better than the KSV method and is reliable for use with censored data.     

Hyper least squares fitting of circles and ellipses

This work extends the circle fitting method of Rangarajan and Kanatani (2009) to accommodate ellipse fitting. Our method, which we call HyperLS, relies on algebraic distance minimization with a carefully chosen scale normalization. The normalization is derived using a rigorous error analysis of least squares (LS) estimators so that statistical bias is eliminated up to second order noise terms. Numerical evidence suggests that the proposed HyperLS estimator is far superior to the standard LS and is slightly better than the Taubin estimator. Although suboptimal in comparison to maximum likelihood (ML), our HyperLS does not require iterations. Hence, it does not suffer from convergence issues due to poor initialization, which is inherent in ML estimators. In this sense, the proposed HyperLS is a perfect candidate for initializing the ML iterations.     

On the choice of test for a unit root when the errors are conditionally heteroskedastic

It is well known that in the context of the classical regression model with heteroskedastic errors, while ordinary least squares (OLS) is not efficient, the weighted least squares (WLS) and quasi-maximum likelihood (QML) estimators that utilize the information contained in the heteroskedasticity are. In the context of unit root testing with conditional heteroskedasticity, while intuition suggests that a similar result should apply, the relative performance of the tests associated with the OLS, WLS and QML estimators is not well understood. In particular, while QML has been shown to be able to generate more powerful tests than OLS, not much is known regarding the relative performance of the WLS-based test. By providing an in-depth comparison of the tests, the current paper fills this gap in the literature.     

基于准最小二乘法的光伏阵列模型鲁棒参数估计方法

光伏阵列的模型参数估计在光伏发电系统的仿真、输出功率预测、最大功率点跟踪等方面有重要意义。当测量数据中只含随机误差时,以加权最小二乘（WLS）为优化函数的参数估计方法有较好的辩识效果。但是当测量数据中含有显著误差时,WLS参数辩识的效果较差。为解决此问题,本文提出了一种以准加权最小二乘法（QWLS）为优化函数的参数估计方法来减小显著误差的影响,采用了赤池信息量准则(AIC)设计QWLS最优参数,将该方法应用于光伏阵列中构造模型鲁棒参数估计问题。最后将WLS和QWLS分别结合序列二次规划（SQP）算法,进行光伏阵列模型的参数估计仿真与实验测试。测试结果显示QWLS参数估计结果更准确,验证了准最小二乘法的鲁棒性与有效性。     

Computation of estimates in segmented regression and a liquidity effect model

Weighted least squares (WLS) estimation in segmented regression with multiple change points is considered. A computationally efficient algorithm for calculating the WLS estimate of a single change point is derived. Then, iterative methods of approximating the global solution of the multiple change-point problem based on estimating change points one-at-a-time are discussed. It is shown that these results can also be applied to a liquidity effect model in finance with multiple change points. The liquidity effect model we consider is a generalization of one proposed by Çetin et al. [2006. Pricing options in an extended Black Scholes economy with illiquidity: theory and empirical evidence. Rev. Financial Stud. 19, 493-529], allowing that the magnitude of liquidity effect depends on the size of a trade. Two data sets are used to illustrate these methods.     

A PWA model identification method based on optimal operating region partition with the output-error minimization for nonlinear systems

When piecewise affine (PWA) model-based control methods are applied to nonlinear systems, the first question is how to get sub-models and corresponding operating regions. Motivated by the fact that the operating region of each sub-model is an important component of a PWA model and the parameters of a sub-model are strongly coupled with the operating region, a new PWA model identification method based on optimal operating region partition with the output-error minimization for nonlinear systems is initiated. Firstly, construct local data sets from input-output data and get local models by using the least square (LS) method. Secondly, cluster local models according to the feature vectors and identify the parameter vectors of sub-models by weighted least squares (WLS) method. Thirdly, get the initial operating region partition by using a normalized exponential function, which is to partition the operating space completely. Finally, simultaneously determine the optimal parameter vectors of sub-models and the optimal operating region partition underlying the output-error minimization, which is executed by particle swarm optimization (PSO) algorithm. Simulation results demonstrate that the proposed method can improve model accuracy compared with two existing methods.     

On the estimation of transfer functions,regularizations and Gaussian processes—Revisited

Intrigued by some recent results on impulse response estimation by kernel and nonparametric techniques, we revisit the old problem of transfer function estimation from input–output measurements. We formulate a classical regularization approach, focused on finite impulse response (FIR) models, and find that regularization is necessary to cope with the high variance problem. This basic, regularized least squares approach is then a focal point for interpreting other techniques, like Bayesian inference and Gaussian process regression. The main issue is how to determine a suitable regularization matrix (Bayesian prior or kernel). Several regularization matrices are provided and numerically evaluated on a data bank of test systems and data sets. Our findings based on the data bank are as follows. The classical regularization approach with carefully chosen regularization matrices shows slightly better accuracy and clearly better robustness in estimating the impulse response than the standard approach–the prediction error method/maximum likelihood (PEM/ML) approach. If the goal is to estimate a model of given order as well as possible, a low order model is often better estimated by the PEM/ML approach, and a higher order model is often better estimated by model reduction on a high order regularized FIR model estimated with careful regularization. Moreover, an optimal regularization matrix that minimizes the mean square error matrix is derived and studied. The importance of this result lies in that it gives the theoretical upper bound on the accuracy that can be achieved for this classical regularization approach.     

多变量离散时间系统的自适应LQ控制

考虑了多变量离散系统的自适应ＬＱ（线性二次）控制问题,利用ＬＳ（最小二乘）算法和ＷＬＳ（加权最小二乘）算法的自收敛性和随机正则化的思想「１」,证明了修改的估计模型是几乎处处自收敛的、一致可控和一致可观的,基于上面的估计,提出了两种自适应ＬＱ控制律,证明了闭环系统是稳定的和最优的。     

Limited Information Estimation in Binary Factor Analysis: A Review and Extension

Based on the Bayes modal estimate of factor scores in binary latent variable models, this paper proposes two new limited information estimators for the factor analysis model with a logistic link function for binary data based on Bernoulli distributions up to the second and the third order with maximum likelihood estimation and Laplace approximations to required integrals. These estimators and two existing limited information weighted least squares estimators are studied empirically. The limited information estimators compare favorably to full information estimators based on marginal maximum likelihood, MCMC, and multinomial distribution with a Laplace approximation methodology. Among the various estimators, Maydeu-Olivares and Joe's (2005) weighted least squares limited information estimators implemented with Laplace approximations for probabilities are shown in a simulation to have the best root mean square errors.     

New maximum likelihood motion estimation schemes for noisy ultrasound images

When performing block-matching based motion estimation with the ML estimator, one would try to match blocks from the two images, within a predefined search area. The estimated motion vector is that which maximizes a likelihood function, formulated according to the image formation model. Two new maximum likelihood motion estimation schemes for ultrasound images are presented. The new likelihood functions are based on the assumption that both images are contaminated by a Rayleigh distributed multiplicative noise. The new approach enables motion estimation in cases where a noiseless reference image is not available. Experimental results show a motion estimation improvement with regards to other known ML estimation methods.     

A new maximum-likelihood phase estimation method for X-ray pulsar signals

X-ray pulsar navigation （XPNAV） is an attractive method for autonomous navigation of deep space in the future. Currently, techniques for estimating the phase of X-ray pulsar radiation involve the maximization of the general non-convex object functions based on the average profile fxom the epoch folding method. This results in the suppression of useful information and highly complex computation. In this paper, a new maximum likelihood （ML） phase estimation method that directly utilizes the measured time of arrivals （TOAs） is presented. The X-ray pulsar radiation will be treated as a cyclo-stationary process and the TOAs of the photons in a period will be redefined as a new process, whose probability distribution function is the normalized standard profile of the pulsar. We demonstrate that the new process is equivalent to the generally used Poisson model. Then, the phase estimation problem is recast as a cyclic shift parameter estimation under the ML estimation, and we also put forward a parallel ML estimation method to improve the ML solution. Numerical simulation results show that the estimator described here presents a higher precision and reduces the computational complexity compared with currently used estimators.     

Forward/backward prediction solution for adaptive noisy FIR filtering

An important and hard problem in signal processing is the estimation of parameters in the presence of observation noise. In this paper, adaptive finite impulse response (FIR) filtering with noisy input-output data is considered and two developed bias compensation least squares (BCLS) methods are proposed. By introducing two auxiliary estimators, the forward output predictor and the backward output predictor are constructed respectively. By exploiting the statistical properties of the cross-correlation function between the least squares (LS) error and the forward/backward prediction error, the estimate of the input noise variance is obtained; the effect of the bias can thereafter be removed. Simulation results are presented to illustrate the good performances of the proposed algorithms. Supported by the National Natural Science Foundation of China for Distinguished Young Scholars (Grant No. 60625104), the Ministerial Foundation of China (Grant No. A2220060039) and the Fundamental Research Foundation of BIT (Grant No. 1010050320810)     

Maximum likelihood estimation methods for multispectral randomfield image models

Considers the problem of estimating parameters of multispectral random field (RF) image models using maximum likelihood (ML) methods. For images with an assumed Gaussian distribution, analytical results are developed for multispectral simultaneous autoregressive (MSAR) and Markov random field (MMRF) models which lead to practical procedures for calculating ML estimates. Although previous work has provided least squares methods for parameter estimation, the superiority of the ML method is evidenced by experimental results provided in this work. The effectiveness of multispectral RF models using ML estimates in modeling color texture images is also demonstrated     

Ensemble of metamodels: the augmented least squares approach

In this work we present an approach to create ensemble of metamodels (or weighted averaged surrogates) based on least squares (LS) approximation. The LS approach is appealing since it is possible to estimate the ensemble weights without using any explicit error metrics as in most of the existent ensemble methods. As an additional feature, the LS based ensemble of metamodels has a prediction variance function that enables the extension to the efficient global optimization. The proposed LS approach is a variation of the standard LS regression by augmenting the matrices in such a way that minimizes the effects of multicollinearity inherent to calculation of the ensemble weights. We tested and compared the augmented LS approach with different LS variants and also with existent ensemble methods, by means of analytical and real-world functions from two to forty-four variables. The augmented least squares approach performed with good accuracy and stability for prediction purposes, in the same level of other ensemble methods and has computational cost comparable to the faster ones.