969 resultados para covariance estimator
Resumo:
The autoregressive (AR) estimator, a non-parametric method, is used to analyze functional magnetic resonance imaging (fMRI) data. The same method has been used, with success, in several other time series data analysis. It uses exclusively the available experimental data points to estimate the most plausible power spectra compatible with the experimental data and there is no need to make any assumption about non-measured points. The time series, obtained from fMRI block paradigm data, is analyzed by the AR method to determine the brain active regions involved in the processing of a given stimulus. This method is considerably more reliable than the fast Fourier transform or the parametric methods. The time series corresponding to each image pixel is analyzed using the AR estimator and the corresponding poles are obtained. The pole distribution gives the shape of power spectra, and the pixels with poles at the stimulation frequency are considered as the active regions. The method was applied in simulated and real data, its superiority is shown by the receiver operating characteristic curves which were obtained using the simulated data.
Resumo:
In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a sample of 2n observations), and a sample variance was calculated. This statistic was used to build a new control chart specifically as a VMIX chart. The performance of the new control chart was compared with its main competitors: the generalized sampled variance chart, the likelihood ratio test, Nagao's test, probability integral transformation (v(t)), and the recently proposed VMAX chart. Among these statistics, only the VMAX chart was competitive with the VMIX chart. For shifts in both variances, the VMIX chart outperformed VMAX; however, VMAX showed better performance for large shifts (higher than 10%) in one variance.
Resumo:
This work proposes the development of an Adaptive Neuro-fuzzy Inference System (ANFIS) estimator applied to speed control in a three-phase induction motor sensorless drive. Usually, ANFIS is used to replace the traditional PI controller in induction motor drives. The evaluation of the estimation capability of the ANFIS in a sensorless drive is one of the contributions of this work. The ANFIS speed estimator is validated in a magnetizing flux oriented control scheme, consisting in one more contribution. As an open-loop estimator, it is applied to moderate performance drives and it is not the proposal of this work to solve the low and zero speed estimation problems. Simulations to evaluate the performance of the estimator considering the vector drive system were done from the Matlab/Simulink(R) software. To determine the benefits of the proposed model, a practical system was implemented using a voltage source inverter (VSI) to drive the motor and the vector control including the ANFIS estimator, which is carried out by the Real Time Toolbox from Matlab/Simulink(R) software and a data acquisition card from National Instruments.
Resumo:
In the thesis we present the implementation of the quadratic maximum likelihood (QML) method, ideal to estimate the angular power spectrum of the cross-correlation between cosmic microwave background (CMB) and large scale structure (LSS) maps as well as their individual auto-spectra. Such a tool is an optimal method (unbiased and with minimum variance) in pixel space and goes beyond all the previous harmonic analysis present in the literature. We describe the implementation of the QML method in the {\it BolISW} code and demonstrate its accuracy on simulated maps throughout a Monte Carlo. We apply this optimal estimator to WMAP 7-year and NRAO VLA Sky Survey (NVSS) data and explore the robustness of the angular power spectrum estimates obtained by the QML method. Taking into account the shot noise and one of the systematics (declination correction) in NVSS, we can safely use most of the information contained in this survey. On the contrary we neglect the noise in temperature since WMAP is already cosmic variance dominated on the large scales. Because of a discrepancy in the galaxy auto spectrum between the estimates and the theoretical model, we use two different galaxy distributions: the first one with a constant bias $b$ and the second one with a redshift dependent bias $b(z)$. Finally, we make use of the angular power spectrum estimates obtained by the QML method to derive constraints on the dark energy critical density in a flat $\Lambda$CDM model by different likelihood prescriptions. When using just the cross-correlation between WMAP7 and NVSS maps with 1.8° resolution, we show that $\Omega_\Lambda$ is about the 70\% of the total energy density, disfavouring an Einstein-de Sitter Universe at more than 2 $\sigma$ CL (confidence level).
Resumo:
Il seguente elaborato si concentra sull'identifi�cazione strutturale di sistemi soggetti a sollecitazioni aeroelastiche e nello speci�fico l'attenzione viene rivolta ad impalcati da ponte. Si analizzano i concetti principali caratterizzanti il campo dell'aeroelasticità indagando i fattori dominanti che entrano in gioco sul piano teorico. In seguito, si considera il metodo di identifi�cazione strutturale chiamato Covariance Block Hankel Matrix (CBHM) utilizzato come strumento di derivazione dei coeffi�cienti aeroelastici propri della struttura. Infi�ne, si indaga il comportamento di questo metodo di identi�ficazione al variare di una serie di parametri chiave e all'interno di diversi scenari, visionando risultati ottenuti tramite una serie di test eff�ettuati per provare l'a�dattabilità del metodo stesso al variare delle condizioni che caratterizzano il sistema.
Resumo:
This paper introduces a novel approach to making inference about the regression parameters in the accelerated failure time (AFT) model for current status and interval censored data. The estimator is constructed by inverting a Wald type test for testing a null proportional hazards model. A numerically efficient Markov chain Monte Carlo (MCMC) based resampling method is proposed to simultaneously obtain the point estimator and a consistent estimator of its variance-covariance matrix. We illustrate our approach with interval censored data sets from two clinical studies. Extensive numerical studies are conducted to evaluate the finite sample performance of the new estimators.
Resumo:
In linear mixed models, model selection frequently includes the selection of random effects. Two versions of the Akaike information criterion (AIC) have been used, based either on the marginal or on the conditional distribution. We show that the marginal AIC is no longer an asymptotically unbiased estimator of the Akaike information, and in fact favours smaller models without random effects. For the conditional AIC, we show that ignoring estimation uncertainty in the random effects covariance matrix, as is common practice, induces a bias that leads to the selection of any random effect not predicted to be exactly zero. We derive an analytic representation of a corrected version of the conditional AIC, which avoids the high computational cost and imprecision of available numerical approximations. An implementation in an R package is provided. All theoretical results are illustrated in simulation studies, and their impact in practice is investigated in an analysis of childhood malnutrition in Zambia.
Resumo:
Nitrous oxide fluxes were measured at the Lägeren CarboEurope IP flux site over the multi-species mixed forest dominated by European beech and Norway spruce. Measurements were carried out during a four-week period in October–November 2005 during leaf senescence. Fluxes were measured with a standard ultrasonic anemometer in combination with a quantum cascade laser absorption spectrometer that measured N2O, CO2, and H2O mixing ratios simultaneously at 5 Hz time resolution. To distinguish insignificant fluxes from significant ones it is proposed to use a new approach based on the significance of the correlation coefficient between vertical wind speed and mixing ratio fluctuations. This procedure eliminated roughly 56% of our half-hourly fluxes. Based on the remaining, quality checked N2O fluxes we quantified the mean efflux at 0.8±0.4 μmol m−2 h−1 (mean ± standard error). Most of the contribution to the N2O flux occurred during a 6.5-h period starting 4.5 h before each precipitation event. No relation with precipitation amount could be found. Visibility data representing fog density and duration at the site indicate that wetting of the canopy may have as strong an effect on N2O effluxes as does below-ground microbial activity. It is speculated that above-ground N2O production from the senescing leaves at high moisture (fog, drizzle, onset of precipitation event) may be responsible for part of the measured flux.
Resumo:
Spacecraft formation flying navigation continues to receive a great deal of interest. The research presented in this dissertation focuses on developing methods for estimating spacecraft absolute and relative positions, assuming measurements of only relative positions using wireless sensors. The implementation of the extended Kalman filter to the spacecraft formation navigation problem results in high estimation errors and instabilities in state estimation at times. This is due tp the high nonlinearities in the system dynamic model. Several approaches are attempted in this dissertation aiming at increasing the estimation stability and improving the estimation accuracy. A differential geometric filter is implemented for spacecraft positions estimation. The differential geometric filter avoids the linearization step (which is always carried out in the extended Kalman filter) through a mathematical transformation that converts the nonlinear system into a linear system. A linear estimator is designed in the linear domain, and then transformed back to the physical domain. This approach demonstrated better estimation stability for spacecraft formation positions estimation, as detailed in this dissertation. The constrained Kalman filter is also implemented for spacecraft formation flying absolute positions estimation. The orbital motion of a spacecraft is characterized by two range extrema (perigee and apogee). At the extremum, the rate of change of a spacecraft’s range vanishes. This motion constraint can be used to improve the position estimation accuracy. The application of the constrained Kalman filter at only two points in the orbit causes filter instability. Two variables are introduced into the constrained Kalman filter to maintain the stability and improve the estimation accuracy. An extended Kalman filter is implemented as a benchmark for comparison with the constrained Kalman filter. Simulation results show that the constrained Kalman filter provides better estimation accuracy as compared with the extended Kalman filter. A Weighted Measurement Fusion Kalman Filter (WMFKF) is proposed in this dissertation. In wireless localizing sensors, a measurement error is proportional to the distance of the signal travels and sensor noise. In this proposed Weighted Measurement Fusion Kalman Filter, the signal traveling time delay is not modeled; however, each measurement is weighted based on the measured signal travel distance. The obtained estimation performance is compared to the standard Kalman filter in two scenarios. The first scenario assumes using a wireless local positioning system in a GPS denied environment. The second scenario assumes the availability of both the wireless local positioning system and GPS measurements. The simulation results show that the WMFKF has similar accuracy performance as the standard Kalman Filter (KF) in the GPS denied environment. However, the WMFKF maintains the position estimation error within its expected error boundary when the WLPS detection range limit is above 30km. In addition, the WMFKF has a better accuracy and stability performance when GPS is available. Also, the computational cost analysis shows that the WMFKF has less computational cost than the standard KF, and the WMFKF has higher ellipsoid error probable percentage than the standard Measurement Fusion method. A method to determine the relative attitudes between three spacecraft is developed. The method requires four direction measurements between the three spacecraft. The simulation results and covariance analysis show that the method’s error falls within a three sigma boundary without exhibiting any singularity issues. A study of the accuracy of the proposed method with respect to the shape of the spacecraft formation is also presented.