最小二乘估计的方差和不确定度的应用

本文讨论了用最小二乘法估计的回归系数和方差的无偏性，以及用最小二乘法得到的测试结果和不确定度的表露，并举例示之。     

半参数回归模型的泛补偿最小二乘估计

本文首先提出泛补偿最小二乘法：接着,使用该法考虑半参数回归模型,得到了参数及非参数的估计。然后,将泛补偿最小二乘法与补偿最小二乘法进行了比较;最后用模拟的算例说明了该方法的有效性。     

聚集数据的线性模型参数的改进Peter—Karsten估计

文献〔１〕给出了聚集数据的线性模型参数的两种估计方法，本文利用引理２对两种估计作了改进，并研究了其效率问题。     

辨识参数带约束的最小二乘法估计

通过讨论系统输入输出的极限形式,给出了系统参数的一个约束条件。在此约束条件下讨论系统的参数估计问题,给出了系统参数约事条件的最小二乘估计,由于在约束条件中随机干扰的影响几乎可以忽略,因此可以较准确地反映辨识参数间线性关系,仿真例子表明,这种带约束的最小二乘估计比最小二乘估计具有更高的辨识精度。     

PC准则下生长曲线模型回归参数阵岭估计的优良性

将 PC准则推广应用于生长曲线模型参数阵的最小二乘估计和岭估计优劣性的比较 ,给出了岭估计在PC准则下优于最小二乘估计的条件     

单静止站纯方位目标航向估计

单静止站纯方位被动声纳系统是不完全可观测系统,关于该类系统的既往研究表明,对于匀速直线运动的目标,利用目标方位角信息可以估计出目标的航向,这具有重要的实际应用意义.通过对目标运动几何模型分析,推导得到目标方位角与目标航向的关系公式,并提出依据几何关系的目标航向估计算法.通过进行坐标变换引入最小二乘估计思想,提高了估计方法的有效性.使用Monte-Carlo计算机仿真测试了算法在不同目标方位角和不同数据长度下的性能,并与拟线性递推法和递推最小二乘法进行了比较,结果表明该算法具有更高的估计精度和更好的适应性.     

基于抗差估计方法的原子钟模型参数求解

引入参数求解的抗差估计方法,给出了原子钟模型参数详细计算方法.计算结果表明,抗差估计方法通过构造等价权函数能够克服粗差等异常观测数据的影响,得到更为可靠的模型参数解.     

基于极大似然估计的多参考点模态参数识别方法

在考虑随机噪声的情况下,实现了一种基于极大似然估计的多参考点频域模态参数识别方法。该方法采用频响函数的右矩阵分式模型,通过噪声的协方差矩阵对误差向量加权,使用离散时间域中基函数改善数值求解性态。模态参数的估计过程分为两步：首先由基于最小二乘估计的polyLSCF算法获取迭代初值,然后通过Gauss-Newton方法对极大似然函数进行迭代优化,得到精度更高的模态参数识别结果。采用GARTEUR仿真算例对所给出的方法进行了验证,结果表明：在高噪声情况下,利用噪声信息的极大似然估计方法能够显著提高模态参数的识别精度,特别是阻尼的识别精度。     

相依样本下线性模型的最小二乘估计

对混合样本的线性回归模型给出最小二乘估计的ｒ阶矩组合的充分条件，改进了文（２），（３）和（４）中的有关结论，得到较理想的结果。     

Least-squares approximation of a space distribution for a given covariance and latent sub-space

In this paper, a new method to approximate a data set by another data set with constrained covariance matrix is proposed. The method is termed Approximation of a DIstribution for a given COVariance (ADICOV). The approximation is solved in any projection subspace, including that of Principal Component Analysis (PCA) and Partial Least Squares (PLS). Given the direct relationship between covariance matrices and projection models, ADICOV is useful to test whether a data set satisfies the covariance structure in a projection model. This idea is broadly applicable in chemometrics. Also, ADICOV can be used to simulate data with a specific covariance structure and data distribution. Some applications are illustrated in an industrial case of study.     

Variances of Plane Parameters Fitted to Range Data

Formulas for variances of plane parameters fitted with Nonlinear Least Squares to point clouds acquired by 3D imaging systems (e.g., LADAR) are derived. Two different error objective functions used in minimization are discussed: the orthogonal and the directional functions. Comparisons of corresponding formulas suggest the two functions can yield different results when applied to the same dataset.     

氟半封闭螺杆配组双级机组在冻结中的应用

本文介绍了“复盛”氟半封闭螺杆配组双级机组在一个肉类加工厂的冷冻系统中的应用及设计中应注意的一些问题。     

Uncover the path from PCR to PLS via elastic component regression

This contribution introduces Elastic Component Regression (ECR) as an explorative data analysis method that utilizes a tuning parameter α ∈ [0,1] to supervise the X-matrix decomposition. It is demonstrated theoretically that the elastic component resulting from ECR coincides with principal components of PCA when α = 0 and also coincides with PLS components when α = 1. In this context, PCR and PLS occupy the two ends of ECR and α ∈ (0,1) will lead to an infinite number of transitional models which collectively uncover the model path from PCR to PLS. Therefore, the framework of ECR shows a natural progression from PCR to PLS and may help add some insight into their relationships in theory. The performance of ECR is investigated on a series of simulated datasets together with a real world near infrared dataset. (The source codes implementing ECR in MATLAB are freely available at http://code.google.com/p/ecr/.)     

基于极径法球径测量的测量点布局设计

本文给出基于极径法球径测量的加权最小二乘估计模型 ,并依据该模型进行球面上测量采样点布局的优化设计。最后 ,对模型和布点设计进行了统计数据仿真测试     

湿球温度变化与两级制冷装置的性能研究

本文以厦门市实测气象数据为基础 ,分析统计了厦门冬季和夏季昼夜湿球温度差异。通过编制程序计算比较不同工况下 ,湿球温度降低对制冷装置性能的影响及具体节能效果。计算表明 ,蒸发温度为 -2 8～ -3 3℃时 ,给定的制冷装置在冬季的夜间运行与白天相比 ,耗功量减少可达 4.6% ,制冷系数最大可以提高 6.8%。     

双级液体去湿冷却空调性能分析

本文介绍了双级液体去湿冷却空调系统的工作原理,分析了系统的吸湿和再生性能、热损失及火用效率.较单级系统而言,双级空调系统具有良好的整体性能与节能效益,在使用低温热源上有较大优势.     

Weighted Versus Unweighted Estimates Using Scheffé's Mixture Model for Symmetrical Error Variances Patterns.

When fitting the first-degree Scheffé polynomial and the assumption of homogeneous error variance is suspect, one suggestion made in this paper is to place the design points in a symmetrical arrangement and along the component axes. For if the magnitude of the error variance (or observation variance) follows one of several conceivable symmetrical patterns, the use of the symmetrical axial designs will result in the existence of certain relationships between the parameter estimates obtained using an unweighted analysis versus using a weighted analysis. Some results which carry over to the parameter estimates in a second-degree polynomial for q = 3, 4 and 5 are presented along with two real examples.     

Estimation of the nonstationary variance of an acoustic signal by the method of least squares

An estimate of the maximum value of the nonstationary variance of an acoustic signal by the method of least squares is considered. A connection with matched power processing is established. __________ Translated from Izmeritel’naya Tekhnika, No. 2, pp. 54–56, February, 2008.