7 resultados para Unconditional maximum likelihood criterion

em Digital Commons - Michigan Tech


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This report reviews literature on the rate of convergence of maximum likelihood estimators and establishes a Central Limit Theorem, which yields an O(1/sqrt(n)) rate of convergence of the maximum likelihood estimator under somewhat relaxed smoothness conditions. These conditions include the existence of a one-sided derivative in θ of the pdf, compared to up to three that are classically required. A verification through simulation is included in the end of the report.

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This report discusses the calculation of analytic second-order bias techniques for the maximum likelihood estimates (for short, MLEs) of the unknown parameters of the distribution in quality and reliability analysis. It is well-known that the MLEs are widely used to estimate the unknown parameters of the probability distributions due to their various desirable properties; for example, the MLEs are asymptotically unbiased, consistent, and asymptotically normal. However, many of these properties depend on an extremely large sample sizes. Those properties, such as unbiasedness, may not be valid for small or even moderate sample sizes, which are more practical in real data applications. Therefore, some bias-corrected techniques for the MLEs are desired in practice, especially when the sample size is small. Two commonly used popular techniques to reduce the bias of the MLEs, are ‘preventive’ and ‘corrective’ approaches. They both can reduce the bias of the MLEs to order O(n−2), whereas the ‘preventive’ approach does not have an explicit closed form expression. Consequently, we mainly focus on the ‘corrective’ approach in this report. To illustrate the importance of the bias-correction in practice, we apply the bias-corrected method to two popular lifetime distributions: the inverse Lindley distribution and the weighted Lindley distribution. Numerical studies based on the two distributions show that the considered bias-corrected technique is highly recommended over other commonly used estimators without bias-correction. Therefore, special attention should be paid when we estimate the unknown parameters of the probability distributions under the scenario in which the sample size is small or moderate.

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The degree of polarization of a refected field from active laser illumination can be used for object identifcation and classifcation. The goal of this study is to investigate methods for estimating the degree of polarization for refected fields with active laser illumination, which involves the measurement and processing of two orthogonal field components (complex amplitudes), two orthogonal intensity components, and the total field intensity. We propose to replace interferometric optical apparatuses with a computational approach for estimating the degree of polarization from two orthogonal intensity data and total intensity data. Cramer-Rao bounds for each of the three sensing modalities with various noise models are computed. Algebraic estimators and maximum-likelihood (ML) estimators are proposed. Active-set algorithm and expectation-maximization (EM) algorithm are used to compute ML estimates. The performances of the estimators are compared with each other and with their corresponding Cramer-Rao bounds. Estimators for four-channel polarimeter (intensity interferometer) sensing have a better performance than orthogonal intensities estimators and total intensity estimators. Processing the four intensities data from polarimeter, however, requires complicated optical devices, alignment, and four CCD detectors. It only requires one or two detectors and a computer to process orthogonal intensities data and total intensity data, and the bounds and estimator performances demonstrate that reasonable estimates may still be obtained from orthogonal intensities or total intensity data. Computational sensing is a promising way to estimate the degree of polarization.

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Riparian ecology plays an important part in the filtration of sediments from upland agricultural lands. The focus of this work makes use of multispectral high spatial resolution remote sensing imagery (Quickbird by Digital Globe) and geographic information systems (GIS) to characterize significant riparian attributes in the USDA’s experimental watershed, Goodwin Creek, located in northern Mississippi. Significant riparian filter characteristics include the width of the strip, vegetation properties, soil properties, topography, and upland land use practices. The land use and vegetation classes are extracted from the remotely sensed image with a supervised maximum likelihood classification algorithm. Accuracy assessments resulted in an acceptable overall accuracy of 84 percent. In addition to sensing riparian vegetation characteristics, this work addresses the issue of concentrated flow bypassing a riparian filter. Results indicate that Quickbird multispectral remote sensing and GIS data are capable of determining riparian impact on filtering sediment. Quickbird imagery is a practical solution for land managers to monitor the effectiveness of riparian filtration in an agricultural watershed.

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A post classification change detection technique based on a hybrid classification approach (unsupervised and supervised) was applied to Landsat Thematic Mapper (TM), Landsat Enhanced Thematic Plus (ETM+), and ASTER images acquired in 1987, 2000 and 2004 respectively to map land use/cover changes in the Pic Macaya National Park in the southern region of Haiti. Each image was classified individually into six land use/cover classes: built-up, agriculture, herbaceous, open pine forest, mixed forest, and barren land using unsupervised ISODATA and maximum likelihood supervised classifiers with the aid of field collected ground truth data collected in the field. Ground truth information, collected in the field in December 2007, and including equalized stratified random points which were visual interpreted were used to assess the accuracy of the classification results. The overall accuracy of the land classification for each image was respectively: 1987 (82%), 2000 (82%), 2004 (87%). A post classification change detection technique was used to produce change images for 1987 to 2000, 1987 to 2004, and 2000 to 2004. It was found that significant changes in the land use/cover occurred over the 17- year period. The results showed increases in built up (from 10% to 17%) and herbaceous (from 5% to 14%) areas between 1987 and 2004. The increase of herbaceous was mostly caused by the abandonment of exhausted agriculture lands. At the same time, open pine forest and mixed forest areas lost (75%) and (83%) of their area to other land use/cover types. Open pine forest (from 20% to 14%) and mixed forest (from18 to 12%) were transformed into agriculture area or barren land. This study illustrated the continuing deforestation, land degradation and soil erosion in the region, which in turn is leading to decrease in vegetative cover. The study also showed the importance of Remote Sensing (RS) and Geographic Information System (GIS) technologies to estimate timely changes in the land use/cover, and to evaluate their causes in order to design an ecological based management plan for the park.

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Hall-effect thrusters (HETs) are compact electric propulsion devices with high specific impulse used for a variety of space propulsion applications. HET technology is well developed but the electron properties in the discharge are not completely understood, mainly due to the difficulty involved in performing accurate measurements in the discharge. Measurements of electron temperature and density have been performed using electrostatic probes, but presence of the probes can significantly disrupt thruster operation, and thus alter the electron temperature and density. While fast-probe studies have expanded understanding of HET discharges, a non-invasive method of measuring the electron temperature and density in the plasma is highly desirable. An alternative to electrostatic probes is a non-perturbing laser diagnostic technique that measures Thomson scattering from the plasma. Thomson scattering is the process by which photons are elastically scattered from the free electrons in a plasma. Since the electrons have thermal energy their motion causes a Doppler shift in the scattered photons that is proportional to their velocity. Like electrostatic probes, laser Thomson scattering (LTS) can be used to determine the temperature and density of free electrons in the plasma. Since Thomson scattering measures the electron velocity distribution function directly no assumptions of the plasma conditions are required, allowing accurate measurements in anisotropic and non-Maxwellian plasmas. LTS requires a complicated measurement apparatus, but has the potential to provide accurate, non-perturbing measurements of electron temperature and density in HET discharges. In order to assess the feasibility of LTS diagnostics on HETs non-invasive measurements of electron temperature and density in the near-field plume of a Hall thruster were performed using a custom built laser Thomson scattering diagnostic. Laser measurements were processed using a maximum likelihood estimation method and results were compared to conventional electrostatic double probe measurements performed at the same thruster conditions. Electron temperature was found to range from approximately 1 – 40 eV and density ranged from approximately 1.0 x 1017 m-3 to 1.3 x 1018 m-3 over discharge voltages from 250 to 450 V and mass flow rates of 40 to 80 SCCM using xenon propellant.

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All optical systems that operate in or through the atmosphere suffer from turbulence induced image blur. Both military and civilian surveillance, gun-sighting, and target identification systems are interested in terrestrial imaging over very long horizontal paths, but atmospheric turbulence can blur the resulting images beyond usefulness. My dissertation explores the performance of a multi-frame-blind-deconvolution technique applied under anisoplanatic conditions for both Gaussian and Poisson noise model assumptions. The technique is evaluated for use in reconstructing images of scenes corrupted by turbulence in long horizontal-path imaging scenarios and compared to other speckle imaging techniques. Performance is evaluated via the reconstruction of a common object from three sets of simulated turbulence degraded imagery representing low, moderate and severe turbulence conditions. Each set consisted of 1000 simulated, turbulence degraded images. The MSE performance of the estimator is evaluated as a function of the number of images, and the number of Zernike polynomial terms used to characterize the point spread function. I will compare the mean-square-error (MSE) performance of speckle imaging methods and a maximum-likelihood, multi-frame blind deconvolution (MFBD) method applied to long-path horizontal imaging scenarios. Both methods are used to reconstruct a scene from simulated imagery featuring anisoplanatic turbulence induced aberrations. This comparison is performed over three sets of 1000 simulated images each for low, moderate and severe turbulence-induced image degradation. The comparison shows that speckle-imaging techniques reduce the MSE 46 percent, 42 percent and 47 percent on average for low, moderate, and severe cases, respectively using 15 input frames under daytime conditions and moderate frame rates. Similarly, the MFBD method provides, 40 percent, 29 percent, and 36 percent improvements in MSE on average under the same conditions. The comparison is repeated under low light conditions (less than 100 photons per pixel) where improvements of 39 percent, 29 percent and 27 percent are available using speckle imaging methods and 25 input frames and 38 percent, 34 percent and 33 percent respectively for the MFBD method and 150 input frames. The MFBD estimator is applied to three sets of field data and the results presented. Finally, a combined Bispectrum-MFBD Hybrid estimator is proposed and investigated. This technique consistently provides a lower MSE and smaller variance in the estimate under all three simulated turbulence conditions.