共查询到8条相似文献,搜索用时 0 毫秒
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Remote sensing image fusion based on Bayesian linear estimation 总被引:1,自引:0,他引:1
A new remote sensing image fusion method based on statistical parameter estimation is proposed in this paper. More specially, Bayesian linear estimation (BLE) is applied to observation models between remote sensing images with different spa- tial and spectral resolutions. The proposed method only estimates the mean vector and covariance matrix of the high-resolution multispectral (MS) images, instead of assuming the joint distribution between the panchromatic (PAN) image and low-resolution multispectral image. Furthermore, the proposed method can enhance the spatial resolution of several principal components of MS images, while the traditional Principal Component Analysis (PCA) method is limited to enhance only the first principal component. Experimental results with real MS images and PAN image of Landsat ETM demonstrate that the proposed method performs better than traditional methods based on statistical parameter estimation, PCA-based method and wavelet-based method. 相似文献
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This paper is concerned with the fault isolation (FI) problem for multivariate nonlinear non-Gaussian systems by using a novel filtering method. The generalized entropy optimization principle (GEOP) is established for non-Gaussian systems with multiple faults and disturbances, where the statistic information including entropy and mean of the residual variable is maximized in the presence of the target fault as well as all the nuisance faults and disturbances, and is minimized in the absence of the target fault but in the presence of the nuisance faults and disturbances. Different from the existing results where the output is measurable for feedback, the fault isolation filter is designed and driven by the joint output stochastic distributions rather than its deterministic value. The error dynamics is represented by a multivariate nonlinear non-Gaussian system, for which new recursive relationships are proposed to formulate the joint probability density functions (JPDFs) of the residual variable in terms of the JPDFs of the noises and the faults. Finally, a simulation example is given to demonstrate the effectiveness of the proposed multivariate FI algorithms. 相似文献
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Estimation of slowly varying model parameters/unmeasured disturbances is of paramount importance in process monitoring, fault diagnosis, model based advanced control and online optimization. The conventional approach to estimate drifting parameters is to artificially model them as a random walk process and estimate them simultaneously with the states. However, this may lead to a poorly conditioned problem, where the tuning of the random walk model becomes a non-trivial exercise. In this work, the moving window parameter estimator of Huang et al. [1] is recast as a moving window maximum likelihood (ML) estimator. The state can be estimated within the window using any recursive Bayesian estimator. It is assumed that, when the model parameters are perfectly known, the innovation sequence generated by the chosen Bayesian estimator is a Gaussian white noise process and is further used to construct a likelihood function that treats the model parameters as unknowns. This leads to a well conditioned problem where the only tuning parameter is the length of the moving window, which is much easier to select than selecting the covariance of the random walk model. The ML formulation is further modified to develop a maximum a posteriori (MAP) cost function by including arrival cost for the parameter. Efficacy of the proposed ML and MAP formulations has been demonstrated by conducting simulation studies and experimental evaluation. Analysis of the simulation and experimental results reveals that the proposed moving window ML and MAP estimators are capable of tracking the drifting parameters/unmeasured disturbances fairly accurately even when the measurements are available at multiple rates and with variable time delays. 相似文献
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In recent years particle filters have been applied to a variety of state estimation problems. A particle filter is a sequential Monte Carlo Bayesian estimator of the posterior density of the state using weighted particles. The efficiency and accuracy of the filter depend mostly on the number of particles used in the estimation and on the propagation function used to re-allocate weights to these particles at each iteration. If the imprecision, i.e. bias and noise, in the available information is high, the number of particles needs to be very large in order to obtain good performances. This may give rise to complexity problems for a real-time implementation. This kind of imprecision can easily be represented by interval data if the maximum error is known. Handling interval data is a new approach successfully applied to different real applications. In this paper, we propose an extension of the particle filter algorithm able to handle interval data and using interval analysis and constraint satisfaction techniques. In standard particle filtering, particles are punctual states associated with weights whose likelihoods are defined by a statistical model of the observation error. In the box particle filter, particles are boxes associated with weights whose likelihood is defined by a bounded model of the observation error. Experiments using actual data for global localization of a vehicle show the usefulness and the efficiency of the proposed approach. 相似文献
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This paper develops a Bayesian analysis in the context of record statistics values from the two-parameter Weibull distribution. The ML and the Bayes estimates based on record values are derived for the two unknown parameters and some survival time parameters e.g. reliability and hazard functions. The Bayes estimates are obtained based on a conjugate prior for the scale parameter and a discrete prior for the shape parameter of this model. This is done with respect to both symmetric loss function (squared error loss), and asymmetric loss function (linear-exponential (LINEX)) loss function. The maximum likelihood and the different Bayes estimates are compared via a Monte Carlo simulation study. A practical example consisting of real record values using the data from an accelerated test on insulating fluid reported by Nelson was used for illustration and comparison. Finally, Bayesian predictive density function, which is necessary to obtain bounds for predictive interval of future record is derived and discussed using a numerical example. The results may be of interest in a situation where only record values are stored. 相似文献