基于局部多项式逼近的变参数梯度估计算法

本文分析了梯度辨识算法跟踪时变系统的缺点，提出了一种新的基于局部多项式逼近的变参数梯度估计算法。本算法具有良好跟踪性能特别适用于时变系统跟踪且其对噪声的敏感程度与一般梯度估计方法相当。仿真结果验证了其良好性能。     

变差函数在地下水位估值中的应用研究

用数值方法进行地下水水资源评价时 ,需要给出每个节点上的初始地下水位值。本文着重阐述了区域化变量和变差函数及其计算步骤 ,指出变差函数在分析地下水位的空间变异的重要性     

An EM‐based adaptive multiple target tracking filter

Tracking targets of interest is one of the major research areas in radar surveillance systems. We formulate the problem as incomplete data estimation and apply EM to the MAP estimate. The resulting filter has a recursive structure analogous to the Kalman filter. The advantage is that the measurement‐update deals with multiple measurements in parallel and the parameter‐update estimates the system parameters on the fly. Experiments tracking separate targets in parallel show that tracking maintenance ratio of the proposed system is better than that of NNF and RMS position error is smaller than that of PDAF. Also, the system parameters are correctly obtained even from incorrect initial values. Copyright © 2001 John Wiley & Sons, Ltd.     

一种在Kalman滤波中引入径向速度测量的新方法

研究在距离和径向速度测量噪声统计相关的情形下把径向速度测量引入Kalman滤波的新方法。分析了径向速度测量噪声与位置测量更新后状态滤波误差的统计相关性,根据Gauss-Markov定理导出了对应于径向速度测量的滤波方程由此而得到一种序贯滤波算法。两个不同的蒙特卡罗仿真表明,通过采用这一新算法引人径向速度测量,不仅可以大大提高状态估计的精度,而且其估计性能和计算效率优于传统的EKF。     

Viscosity estimation for slags containing calcium fluoride

Based on recently published experimental data, the Riboud model was modified for viscosity estimation of the slags containing calcium fluoride. The estimated values were in good agreement with measured data. Reasonable estimation can be achieved using the modified Riboud model for mould fluxes and ESR (eletro slag remelting) slags. Especially for ESR slags, the modified Riboud model can provide much more precise values than the original Riboud model.     

Simulation of Strength Distribution in Ground Ceramics by Incorporating Residual Stress Effect

Strength of ground ceramics may be affected by residual stress as well as surface flaws induced by grinding. Strength prediction for ground ceramics is convenient for mechanical design of ceramic components. In this article, a numerical procedure based on fracture mechanics was proposed to estimate strength distribution of ground ceramics by considering grinding-induced residual stress. Bending strength and residual stress of ground ceramics were measured for three grinding-conditions. By comparison of simulated results with experimental ones, it was revealed that strength characteristics in experiments were well simulated by using the proposed procedure.     

Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence

Abstract. We consider semiparametric estimation in time‐series regression in the presence of long‐range dependence in both the errors and the stochastic regressors. A central limit theorem is established for a class of semiparametric frequency domain‐weighted least squares estimates, which includes both narrow‐band ordinary least squares and narrow‐band generalized least squares as special cases. The estimates are semiparametric in the sense that focus is on the neighbourhood of the origin, and only periodogram ordinates in a degenerating band around the origin are used. This setting differs from earlier studies on time‐series regression with long‐range dependence, where a fully parametric approach has been employed. The generalized least squares estimate is infeasible when the degree of long‐range dependence is unknown and must be estimated in an initial step. In that case, we show that a feasible estimate which has the same asymptotic properties as the infeasible estimate, exists. By Monte Carlo simulation, we evaluate the finite‐sample performance of the generalized least squares estimate and the feasible estimate.     

Motion and structure interpretation of an optical switch

This paper focuses on tracking, reconstruction and motion estimation of a well-defined MEMS optical switch from a microscopic view. For out-of-view reconstruction, a homography capable of transforming feature points and feature lines between a microscopic image and a CAD model of the switch is implemented. The homography between two sequential microscopic images is decomposed and factorized for motion estimation. Optical flow has also been explored to provide rough estimations of rotation centre and angle. The paper also illustrates motion parameter optimization principles to deal with uncertainty inherent in micro world. After non-linear optimization, estimation accuracy for rotation angle and rotation centre can reach 0.06° and pixel level, respectively.     

Robustness of classification rules that incorporate additional information

The discrimination problem for two normal populations with the same covariance matrix when additional information on the population is available is considered. A study of the robustness properties against training sample contamination of classification rules that incorporate this additional information is performed. These rules have received recently attention where their total misclassification probability (TMP) is proved to be lower than Fisher's linear discriminant rule. The results of a simulation study on the TMP which compares the behaviour of the new rules against Fisher's rule and some of its robustified versions under different types of contamination are presented. These results show that the rules that incorporate the additional information not only have lower TMP, but they also prevent against some types of contamination. In order to achieve prevention from all types of contamination a robustifed version of these rules is recommended.