机器人视觉引导中标定参数同步求解方法

在分析机器人视觉引导中各坐标系转换关系的基础上,提出一种基于最大似然估计的非线性机器人视觉引导标定参数的计算方法,该方法根据最大似然估计构造计算过程中矩阵变换测度函数,采用Levenberg-Marquardt算法求解非线性最小二乘问题,可一次性求解出摄像机标定参数和手眼标定参数。通过数值仿真和真实机器人标定实验,将计算结果与经典标定方法的计算结果进行了比较。结果表明:提出的算法相对于经典算法在估计误差、对噪声的敏感度和稳定性方面均有所提高。     

TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES

Abstract. A functional limit theorem with a particular function class and topology is derived for non-ergodic type time series. This limit theorem allows us to study the asymptotic law of the associated likelihood ratio test (LRT) statistic for testing the presence of a change in the covariance parameter in the explosive Gaussian autoregressive model. We show that the level of the LRT cannot be approximated without introducing appropriate normalization. The limit law of a particular weighted likelihood ratio test is examined through a simulation study and is compared with the well-known Kolmogorov distribution obtained in the stationary case; we conclude that for practical applications when the root is really close to unity one can use the same thresholds as in the stationary case. This procedure is applied to the study of three real time series known to be non-stationary.     

Estimation in Random Coefficient Autoregressive Models

Abstract. We propose the quasi‐maximum likelihood method to estimate the parameters of an RCA(1) process, i.e. a random coefficient autoregressive time series of order 1. The strong consistency and the asymptotic normality of the estimators are derived under optimal conditions.     

ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES

Abstract. For stationary second-order autoregressive normal processes, the conjecture of uniqueness of the solution of the exact likelihood equations is examined. A sufficient condition for uniqueness is given; this condition is satisfied with very high probability if the number of observations is not extremely small. Moreover, it is shown that not more than two maxima may exist. Examples of data which actually produce a likelihood function with two local maxima are given.     

SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL

Abstract. The simultaneous switching autoregressive (SSAR) model proposed by Kunitomo and Sato (A non-linearity in economic time series and disequilibrium econometric models. In Theory and Application of Mathematical Statistics (ed. A. Takemura). Tokyo:University of Tokyo Press (in Japanese), 1994; Asymmetry in economic time series and simultaneous switching autoregressive model. Struct. Change Econ. Dyn. , forthcoming (1994).) is a Markovian non-linear time series model. We investigate the finite sample as well as the asymptotic properties of the least squares estimator and the maximum likelihood (ML) estimator. Due to a specific simultaneity involved in the SSAR model, the least squares estimator is badly biased. However, the ML estimator under the assumption of Gaussian disturbances gives reasonable estimates.     

Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application

This paper presents a semi-parametric method of parameter estimation for the class of logarithmic ACD (Log-ACD) models using the theory of estimating functions (EF). A number of theoretical results related to the corresponding EF estimators are derived. A simulation study is conducted to compare the performance of the proposed EF estimates with corresponding ML (maximum likelihood) and QML (quasi maximum likelihood) estimates. It is argued that the EF estimates are relatively easier to evaluate and have sampling properties comparable with those of ML and QML methods. Furthermore, the suggested EF estimates can be obtained without any knowledge of the distribution of errors is known. We apply all these suggested methodology for a real financial duration dataset. Our results show that Log-ACD (1, 1) fits the data well giving relatively smaller variation in forecast errors than in Linear ACD (1, 1) regardless of the method of estimation. In addition, the Diebold–Mariano (DM) and superior predictive ability (SPA) tests have been applied to confirm the performance of the suggested methodology. It is shown that the new method is slightly better than traditional methods in practice in terms of computation; however, there is no significant difference in forecasting ability for all models and methods.     

Web挖掘技术及其在网络教学评价中的应用

结合W eb日志挖掘技术和数据立方体技术应用于网络教学评价体系,以网络教学体系的W eb服务端和客户端的日志作为数据源,使用数据挖掘技术采集有用的数据进行分析抽取,建立数据库,再应用数据立方体技术、OLAP进行分析处理,得到所需的评价结果。结果表明,此算法可以客观的评价网络教学结果。     

A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES

Abstract. A generalized autoregressive (GAR) process {Z ( t ) ; t = 0 , ±1, …} is defined to satisfy the recurrence relation Z(t) = A_θ (t)Z (t -l)+ u( t ), where {A_θ(t); t = 0,±1, …} is itself a stochastic process depending on a vector parameter θ and where {u( t ); t = 0, ±1, …} is white noise with Eu ² ( t ) = a ². This paper develops theory and methodology and implementing the class of GAR processes for time series modeling and forecasting. Conditions on the 'parameter process' { A _θ ( t ); t = 0, ±1, …} are obtained for the existence of a GAR process; necessary and sufficient conditions on { A_θ ( t ) ; t = 0, ±1, …} for existence of a stationary GAR process are also obtained. Procedures are developed for computing maximum likelihood estimates of the parameters 0 and u² and for computing the minimum mean squared error forecasts for GAR processes.     

Selecting the forgetting factor in subset autoregressive modelling

Abstract. Conventional methods to determine the forgetting factors in autoregressive (AR) models are mostly based on arbitrary or personal choices. In this paper, we present two procedures which can be used to select the forgetting factor in subset AR modelling. The first procedure uses the bootstrap to determine the value of a fixed forgetting factor. The second procedure starts from this base and applies the time-recursive maximum likelihood estimation to a variable forgetting factor. In one illustration using real exchange rates, we demonstrate the effect of the forgetting factor in subset AR modelling on ex ante forecasting of non-stationary time series. In a second illustration, these two procedures are applied to time-update forecasts for a stock market index. Subset AR models not including a forgetting factor act as a set of benchmarks for assessing ex ante forecasting performance, and consistently improved forecasting performance is demonstrated for these proposed procedures.     

Particle filtering for sensor fault diagnosis and identification in nonlinear plants

We propose a novel method for sensor monitoring and fault-tolerant estimation in systems described by general stochastic nonlinear and/or non-Gaussian state-space models. Faults are defined as abruptly occurring calibration errors, causing the sensor readings to be biased or scaled. Actuators and the process itself are assumed to be fault free. The main novelty of the work is an adaptive particle filter, whose configuration changes in order to diagnose sensor faults and to compensate for their effects. The presence, type and magnitude of sensor faults are determined through hypothesis testing and maximum likelihood estimation, based on the difference between the measurements and the particle filter estimates. The validity of the proposed approach was demonstrated through simulations on a drum-boiler model, although its effectiveness is not conditioned on any particular feature of the considered example.