954 resultados para mean-variance estimation


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This paper considers the applicability of the least mean fourth (LM F) power gradient adaptation criteria with 'advantage' for signals associated with gaussian noise, the associated noise power estimate not being known. The proposed method, as an adaptive spectral estimator, is found to provide superior performance than the least mean square (LMS) adaptation for the same (or even lower) speed of convergence for signals having sufficiently high signal-to-gaussian noise ratio. The results include comparison of the performance of the LMS-tapped delay line, LMF-tapped delay line, LMS-lattice and LMF-lattice algorithms, with the Burg's block data method as reference. The signals, like sinusoids with noise and stochastic signals like EEG, are considered in this study.

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Site index prediction models are an important aid for forest management and planning activities. This paper introduces a multiple regression model for spatially mapping and comparing site indices for two Pinus species (Pinus elliottii Engelm. and Queensland hybrid, a P. elliottii x Pinus caribaea Morelet hybrid) based on independent variables derived from two major sources: g-ray spectrometry (potassium (K), thorium (Th), and uranium (U)) and a digital elevation model (elevation, slope, curvature, hillshade, flow accumulation, and distance to streams). In addition, interpolated rainfall was tested. Species were coded as a dichotomous dummy variable; interaction effects between species and the g-ray spectrometric and geomorphologic variables were considered. The model explained up to 60% of the variance of site index and the standard error of estimate was 1.9 m. Uranium, elevation, distance to streams, thorium, and flow accumulation significantly correlate to the spatial variation of the site index of both species, and hillshade, curvature, elevation and slope accounted for the extra variability of one species over the other. The predicted site indices varied between 20.0 and 27.3 m for P. elliottii, and between 23.1 and 33.1 m for Queensland hybrid; the advantage of Queensland hybrid over P. elliottii ranged from 1.8 to 6.8 m, with the mean at 4.0 m. This compartment-based prediction and comparison study provides not only an overview of forest productivity of the whole plantation area studied but also a management tool at compartment scale.

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Light interception is a major factor influencing plant development and biomass production. Several methods have been proposed to determine this variable, but its calculation remains difficult in artificial environments with heterogeneous light. We propose a method that uses 3D virtual plant modelling and directional light characterisation to estimate light interception in highly heterogeneous light environments such as growth chambers and glasshouses. Intercepted light was estimated by coupling an architectural model and a light model for different genotypes of the rosette species Arabidopsis thaliana (L.) Heynh and a sunflower crop. The model was applied to plants of contrasting architectures, cultivated in isolation or in canopy, in natural or artificial environments, and under contrasting light conditions. The model gave satisfactory results when compared with observed data and enabled calculation of light interception in situations where direct measurements or classical methods were inefficient, such as young crops, isolated plants or artificial conditions. Furthermore, the model revealed that A. thaliana increased its light interception efficiency when shaded. To conclude, the method can be used to calculate intercepted light at organ, plant and plot levels, in natural and artificial environments, and should be useful in the investigation of genotype-environment interactions for plant architecture and light interception efficiency. This paper originates from a presentation at the 5th International Workshop on Functional–Structural Plant Models, Napier, New Zealand, November 2007.

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In this paper, we present an approach to estimate fractal complexity of discrete time signal waveforms based on computation of area bounded by sample points of the signal at different time resolutions. The slope of best straight line fit to the graph of log(A(rk)A / rk(2)) versus log(l/rk) is estimated, where A(rk) is the area computed at different time resolutions and rk time resolutions at which the area have been computed. The slope quantifies complexity of the signal and it is taken as an estimate of the fractal dimension (FD). The proposed approach is used to estimate the fractal dimension of parametric fractal signals with known fractal dimensions and the method has given accurate results. The estimation accuracy of the method is compared with that of Higuchi's and Sevcik's methods. The proposed method has given more accurate results when compared with that of Sevcik's method and the results are comparable to that of the Higuchi's method. The practical application of the complexity measure in detecting change in complexity of signals is discussed using real sleep electroencephalogram recordings from eight different subjects. The FD-based approach has shown good performance in discriminating different stages of sleep.

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Non-stationary signal modeling is a well addressed problem in the literature. Many methods have been proposed to model non-stationary signals such as time varying linear prediction and AM-FM modeling, the later being more popular. Estimation techniques to determine the AM-FM components of narrow-band signal, such as Hilbert transform, DESA1, DESA2, auditory processing approach, ZC approach, etc., are prevalent but their robustness to noise is not clearly addressed in the literature. This is critical for most practical applications, such as in communications. We explore the robustness of different AM-FM estimators in the presence of white Gaussian noise. Also, we have proposed three new methods for IF estimation based on non-uniform samples of the signal and multi-resolution analysis. Experimental results show that ZC based methods give better results than the popular methods such as DESA in clean condition as well as noisy condition.

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The issue of dynamic spectrum scene analysis in any cognitive radio network becomes extremely complex when low probability of intercept, spread spectrum systems are present in environment. The detection and estimation become more complex if frequency hopping spread spectrum is adaptive in nature. In this paper, we propose two phase approach for detection and estimation of frequency hoping signals. Polyphase filter bank has been proposed as the architecture of choice for detection phase to efficiently detect the presence of frequency hopping signal. Based on the modeling of frequency hopping signal it can be shown that parametric methods of line spectral analysis are well suited for estimation of frequency hopping signals if the issues of order estimation and time localization are resolved. An algorithm using line spectra parameter estimation and wavelet based transient detection has been proposed which resolves above issues in computationally efficient manner suitable for implementation in cognitive radio. The simulations show promising results proving that adaptive frequency hopping signals can be detected and demodulated in a non cooperative context, even at a very low signal to noise ratio in real time.

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We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

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The current study explored the influence of moral values (measured by ethical ideology) on self-reported driving anger and aggressive driving responses. A convenience sample of drivers aged 17-73 years (n = 280) in Queensland, Australia, completed a self-report survey. Measures included sensation seeking, trait aggression, driving anger, endorsement of aggressive driving responses and ethical ideology (Ethical Position Questionnaire, EPQ). Scores on the two underlying dimensions of the EPQ idealism (highI/lowI) and relativism (highR/lowR) were used to categorise drivers into four ideological groups: Situationists (highI/highR); Absolutists (highI/lowR); Subjectivists (lowI/highR); and Exceptionists (lowI/lowR). Mean aggressive driving scores suggested that exceptionists were significantly more likely to endorse aggressive responses. After accounting for demographic variables, sensation seeking and driving anger, ethical ideological category added significantly, though modestly to the prediction of aggressive driving responses. Patterns in results suggest that those drivers in ideological groups characterised by greater concern to avoid affecting others negatively (i.e. highI, Situationists, Absolutists) may be less likely to endorse aggressive driving responses, even when angry. In contrast, Subjectivists (lowI, HighR), reported the lowest levels of driving anger yet were significantly more likely to endorse aggressive responses. This provides further insight into why high levels of driving anger may not always translate into more aggressive driving.

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Modeling of cultivar x trial effects for multienvironment trials (METs) within a mixed model framework is now common practice in many plant breeding programs. The factor analytic (FA) model is a parsimonious form used to approximate the fully unstructured form of the genetic variance-covariance matrix in the model for MET data. In this study, we demonstrate that the FA model is generally the model of best fit across a range of data sets taken from early generation trials in a breeding program. In addition, we demonstrate the superiority of the FA model in achieving the most common aim of METs, namely the selection of superior genotypes. Selection is achieved using best linear unbiased predictions (BLUPs) of cultivar effects at each environment, considered either individually or as a weighted average across environments. In practice, empirical BLUPs (E-BLUPs) of cultivar effects must be used instead of BLUPs since variance parameters in the model must be estimated rather than assumed known. While the optimal properties of minimum mean squared error of prediction (MSEP) and maximum correlation between true and predicted effects possessed by BLUPs do not hold for E-BLUPs, a simulation study shows that E-BLUPs perform well in terms of MSEP.