928 resultados para Maximum likelihood channel estimation algorithms
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Biometric system performance can be improved by means of data fusion. Several kinds of information can be fused in order to obtain a more accurate classification (identification or verification) of an input sample. In this paper we present a method for computing the weights in a weighted sum fusion for score combinations, by means of a likelihood model. The maximum likelihood estimation is set as a linear programming problem. The scores are derived from a GMM classifier working on a different feature extractor. Our experimental results assesed the robustness of the system in front a changes on time (different sessions) and robustness in front a change of microphone. The improvements obtained were significantly better (error bars of two standard deviations) than a uniform weighted sum or a uniform weighted product or the best single classifier. The proposed method scales computationaly with the number of scores to be fussioned as the simplex method for linear programming.
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The restricted maximum likelihood is preferred by many to the full maximumlikelihood for estimation with variance component and other randomcoefficientmodels, because the variance estimator is unbiased. It is shown that thisunbiasednessis accompanied in some balanced designs by an inflation of the meansquared error.An estimator of the cluster-level variance that is uniformly moreefficient than the fullmaximum likelihood is derived. Estimators of the variance ratio are alsostudied.
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This paper is concerned with the derivation of new estimators and performance bounds for the problem of timing estimation of (linearly) digitally modulated signals. The conditional maximum likelihood (CML) method is adopted, in contrast to the classical low-SNR unconditional ML (UML) formulationthat is systematically applied in the literature for the derivationof non-data-aided (NDA) timing-error-detectors (TEDs). A new CML TED is derived and proved to be self-noise free, in contrast to the conventional low-SNR-UML TED. In addition, the paper provides a derivation of the conditional Cramér–Rao Bound (CRB ), which is higher (less optimistic) than the modified CRB (MCRB)[which is only reached by decision-directed (DD) methods]. It is shown that the CRB is a lower bound on the asymptotic statisticalaccuracy of the set of consistent estimators that are quadratic with respect to the received signal. Although the obtained boundis not general, it applies to most NDA synchronizers proposed in the literature. A closed-form expression of the conditional CRBis obtained, and numerical results confirm that the CML TED attains the new bound for moderate to high Eg/No.
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The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.
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The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.
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Finding an estimate of the channel impulse response (CIR) by correlating a received known (training) sequence with the sent training sequence is commonplace. Where required, it is also common to truncate the longer correlation to a sub-set of correlation coefficients by finding the set of N sequential correlation coefficients with the maximum power. This paper presents a new approach to selecting the optimal set of N CIR coefficients from the correlation rather than relying on power. The algorithm reconstructs a set of predicted symbols using the training sequence and various sub-sets of the correlation to find the sub-set that results in the minimum mean squared error between the actual received symbols and the reconstructed symbols. The application of the algorithm is presented in the context of the TDMA based GSM/GPRS system to demonstrate an improvement in the system performance with the new algorithm and the results are presented in the paper. However, the application lends itself to any training sequence based communication system often found within wireless consumer electronic device(1).
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Statistical methods of inference typically require the likelihood function to be computable in a reasonable amount of time. The class of “likelihood-free” methods termed Approximate Bayesian Computation (ABC) is able to eliminate this requirement, replacing the evaluation of the likelihood with simulation from it. Likelihood-free methods have gained in efficiency and popularity in the past few years, following their integration with Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) in order to better explore the parameter space. They have been applied primarily to estimating the parameters of a given model, but can also be used to compare models. Here we present novel likelihood-free approaches to model comparison, based upon the independent estimation of the evidence of each model under study. Key advantages of these approaches over previous techniques are that they allow the exploitation of MCMC or SMC algorithms for exploring the parameter space, and that they do not require a sampler able to mix between models. We validate the proposed methods using a simple exponential family problem before providing a realistic problem from human population genetics: the comparison of different demographic models based upon genetic data from the Y chromosome.
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This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, where the variables are subject to measurement errors and the variances vary with the observations. We conduct Monte Carlo simulations to investigate the performance of the corrected estimators. The numerical results show that the bias correction scheme yields nearly unbiased estimates. We also give an application to a real data set.
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Abstract The proliferation of wireless sensor networks and the variety of envisioned applications associated with them has motivated the development of distributed algorithms for collaborative processing over networked systems. One of the applications that has attracted the attention of the researchers is that of target localization where the nodes of the network try to estimate the position of an unknown target that lies within its coverage area. Particularly challenging is the problem of estimating the target’s position when we use received signal strength indicator (RSSI) due to the nonlinear relationship between the measured signal and the true position of the target. Many of the existing approaches suffer either from high computational complexity (e.g., particle filters) or lack of accuracy. Further, many of the proposed solutions are centralized which make their application to a sensor network questionable. Depending on the application at hand and, from a practical perspective it could be convenient to find a balance between localization accuracy and complexity. Into this direction we approach the maximum likelihood location estimation problem by solving a suboptimal (and more tractable) problem. One of the main advantages of the proposed scheme is that it allows for a decentralized implementation using distributed processing tools (e.g., consensus and convex optimization) and therefore, it is very suitable to be implemented in real sensor networks. If further accuracy is needed an additional refinement step could be performed around the found solution. Under the assumption of independent noise among the nodes such local search can be done in a fully distributed way using a distributed version of the Gauss-Newton method based on consensus. Regardless of the underlying application or function of the sensor network it is al¬ways necessary to have a mechanism for data reporting. While some approaches use a special kind of nodes (called sink nodes) for data harvesting and forwarding to the outside world, there are however some scenarios where such an approach is impractical or even impossible to deploy. Further, such sink nodes become a bottleneck in terms of traffic flow and power consumption. To overcome these issues instead of using sink nodes for data reporting one could use collaborative beamforming techniques to forward directly the generated data to a base station or gateway to the outside world. In a dis-tributed environment like a sensor network nodes cooperate in order to form a virtual antenna array that can exploit the benefits of multi-antenna communications. In col-laborative beamforming nodes synchronize their phases in order to add constructively at the receiver. Some of the inconveniences associated with collaborative beamforming techniques is that there is no control over the radiation pattern since it is treated as a random quantity. This may cause interference to other coexisting systems and fast bat-tery depletion at the nodes. Since energy-efficiency is a major design issue we consider the development of a distributed collaborative beamforming scheme that maximizes the network lifetime while meeting some quality of service (QoS) requirement at the re¬ceiver side. Using local information about battery status and channel conditions we find distributed algorithms that converge to the optimal centralized beamformer. While in the first part we consider only battery depletion due to communications beamforming, we extend the model to account for more realistic scenarios by the introduction of an additional random energy consumption. It is shown how the new problem generalizes the original one and under which conditions it is easily solvable. By formulating the problem under the energy-efficiency perspective the network’s lifetime is significantly improved. Resumen La proliferación de las redes inalámbricas de sensores junto con la gran variedad de posi¬bles aplicaciones relacionadas, han motivado el desarrollo de herramientas y algoritmos necesarios para el procesado cooperativo en sistemas distribuidos. Una de las aplicaciones que suscitado mayor interés entre la comunidad científica es la de localization, donde el conjunto de nodos de la red intenta estimar la posición de un blanco localizado dentro de su área de cobertura. El problema de la localization es especialmente desafiante cuando se usan niveles de energía de la seal recibida (RSSI por sus siglas en inglés) como medida para la localization. El principal inconveniente reside en el hecho que el nivel de señal recibida no sigue una relación lineal con la posición del blanco. Muchas de las soluciones actuales al problema de localization usando RSSI se basan en complejos esquemas centralizados como filtros de partículas, mientas que en otras se basan en esquemas mucho más simples pero con menor precisión. Además, en muchos casos las estrategias son centralizadas lo que resulta poco prácticos para su implementación en redes de sensores. Desde un punto de vista práctico y de implementation, es conveniente, para ciertos escenarios y aplicaciones, el desarrollo de alternativas que ofrezcan un compromiso entre complejidad y precisión. En esta línea, en lugar de abordar directamente el problema de la estimación de la posición del blanco bajo el criterio de máxima verosimilitud, proponemos usar una formulación subóptima del problema más manejable analíticamente y que ofrece la ventaja de permitir en¬contrar la solución al problema de localization de una forma totalmente distribuida, convirtiéndola así en una solución atractiva dentro del contexto de redes inalámbricas de sensores. Para ello, se usan herramientas de procesado distribuido como los algorit¬mos de consenso y de optimización convexa en sistemas distribuidos. Para aplicaciones donde se requiera de un mayor grado de precisión se propone una estrategia que con¬siste en la optimización local de la función de verosimilitud entorno a la estimación inicialmente obtenida. Esta optimización se puede realizar de forma descentralizada usando una versión basada en consenso del método de Gauss-Newton siempre y cuando asumamos independencia de los ruidos de medida en los diferentes nodos. Independientemente de la aplicación subyacente de la red de sensores, es necesario tener un mecanismo que permita recopilar los datos provenientes de la red de sensores. Una forma de hacerlo es mediante el uso de uno o varios nodos especiales, llamados nodos “sumidero”, (sink en inglés) que actúen como centros recolectores de información y que estarán equipados con hardware adicional que les permita la interacción con el exterior de la red. La principal desventaja de esta estrategia es que dichos nodos se convierten en cuellos de botella en cuanto a tráfico y capacidad de cálculo. Como alter¬nativa se pueden usar técnicas cooperativas de conformación de haz (beamforming en inglés) de manera que el conjunto de la red puede verse como un único sistema virtual de múltiples antenas y, por tanto, que exploten los beneficios que ofrecen las comu¬nicaciones con múltiples antenas. Para ello, los distintos nodos de la red sincronizan sus transmisiones de manera que se produce una interferencia constructiva en el recep¬tor. No obstante, las actuales técnicas se basan en resultados promedios y asintóticos, cuando el número de nodos es muy grande. Para una configuración específica se pierde el control sobre el diagrama de radiación causando posibles interferencias sobre sis¬temas coexistentes o gastando más potencia de la requerida. La eficiencia energética es una cuestión capital en las redes inalámbricas de sensores ya que los nodos están equipados con baterías. Es por tanto muy importante preservar la batería evitando cambios innecesarios y el consecuente aumento de costes. Bajo estas consideraciones, se propone un esquema de conformación de haz que maximice el tiempo de vida útil de la red, entendiendo como tal el máximo tiempo que la red puede estar operativa garantizando unos requisitos de calidad de servicio (QoS por sus siglas en inglés) que permitan una decodificación fiable de la señal recibida en la estación base. Se proponen además algoritmos distribuidos que convergen a la solución centralizada. Inicialmente se considera que la única causa de consumo energético se debe a las comunicaciones con la estación base. Este modelo de consumo energético es modificado para tener en cuenta otras formas de consumo de energía derivadas de procesos inherentes al funcionamiento de la red como la adquisición y procesado de datos, las comunicaciones locales entre nodos, etc. Dicho consumo adicional de energía se modela como una variable aleatoria en cada nodo. Se cambia por tanto, a un escenario probabilístico que generaliza el caso determinista y se proporcionan condiciones bajo las cuales el problema se puede resolver de forma eficiente. Se demuestra que el tiempo de vida de la red mejora de forma significativa usando el criterio propuesto de eficiencia energética.
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Frequencies of meiotic configurations in cytogenetic stocks are dependent on chiasma frequencies in segments defined by centromeres, breakpoints, and telomeres. The expectation maximization algorithm is proposed as a general method to perform maximum likelihood estimations of the chiasma frequencies in the intervals between such locations. The estimates can be translated via mapping functions into genetic maps of cytogenetic landmarks. One set of observational data was analyzed to exemplify application of these methods, results of which were largely concordant with other comparable data. The method was also tested by Monte Carlo simulation of frequencies of meiotic configurations from a monotelodisomic translocation heterozygote, assuming six different sample sizes. The estimate averages were always close to the values given initially to the parameters. The maximum likelihood estimation procedures can be extended readily to other kinds of cytogenetic stocks and allow the pooling of diverse cytogenetic data to collectively estimate lengths of segments, arms, and chromosomes.
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Transportation Department, Office of Systems Engineering, Washington, D.C.
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Didanosine-loaded chitosan microspheres were developed applying a surface-response methodology and using a modified Maximum Likelihood Classification. The operational conditions were optimized with the aim of maintaining the active form of didanosine (ddI), which is sensitive to acid pH, and to develop a modified and mucoadhesive formulation. The loading of the drug within the chitosan microspheres was carried out by ionotropic gelation technique with sodium tripolyphosphate (TPP) as cross-linking agent and magnesium hydroxide (Mg(OH)2) to assure the stability of ddI. The optimization conditions were set using a surface-response methodology and applying the Maximum Likelihood Classification, where the initial chitosan concentration, TPP and ddI concentration were set as the independent variables. The maximum ddI-loaded in microspheres (i.e. 1433mg of ddI/g chitosan), was obtained with 2% (w/v) chitosan and 10% TPP. The microspheres depicted an average diameter of 11.42μm and ddI was gradually released during 2h in simulated enteric fluid.
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Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores
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In recent decades, an increased interest has been evidenced in the research on multi-scale hierarchical modelling in the field of mechanics, and also in the field of wood products and timber engineering. One of the main motivations for hierar-chical modelling is to understand how properties, composition and structure at lower scale levels may influence and be used to predict the material properties on a macroscopic and structural engineering scale. This chapter presents the applicability of statistic and probabilistic methods, such as the Maximum Likelihood method and Bayesian methods, in the representation of timber’s mechanical properties and its inference accounting to prior information obtained in different importance scales. These methods allow to analyse distinct timber’s reference properties, such as density, bending stiffness and strength, and hierarchically consider information obtained through different non, semi or destructive tests. The basis and fundaments of the methods are described and also recommendations and limitations are discussed. The methods may be used in several contexts, however require an expert’s knowledge to assess the correct statistic fitting and define the correlation arrangement between properties.
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Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2010