983 resultados para best linear unbiased predictor
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Correspondència referida a l'article de R. Giannetti, publicat ibid. vol.49 p.87-88
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In this paper, an advanced technique for the generation of deformation maps using synthetic aperture radar (SAR) data is presented. The algorithm estimates the linear and nonlinear components of the displacement, the error of the digital elevation model (DEM) used to cancel the topographic terms, and the atmospheric artifacts from a reduced set of low spatial resolution interferograms. The pixel candidates are selected from those presenting a good coherence level in the whole set of interferograms and the resulting nonuniform mesh tessellated with the Delauney triangulation to establish connections among them. The linear component of movement and DEM error are estimated adjusting a linear model to the data only on the connections. Later on, this information, once unwrapped to retrieve the absolute values, is used to calculate the nonlinear component of movement and atmospheric artifacts with alternate filtering techniques in both the temporal and spatial domains. The method presents high flexibility with respect to the required number of images and the baselines length. However, better results are obtained with large datasets of short baseline interferograms. The technique has been tested with European Remote Sensing SAR data from an area of Catalonia (Spain) and validated with on-field precise leveling measurements.
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Identifiability of the so-called ω-slice algorithm is proven for ARMA linear systems. Although proofs were developed in the past for the simpler cases of MA and AR models, they were not extendible to general exponential linear systems. The results presented in this paper demonstrate a unique feature of the ω-slice method, which is unbiasedness and consistency when order is overdetermined, regardless of the IIR or FIR nature of the underlying system, and numerical robustness.
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In this paper we develop a new linear approach to identify the parameters of a moving average (MA) model from the statistics of the output. First, we show that, under some constraints, the impulse response of the system can be expressed as a linear combination of cumulant slices. Then, thisresult is used to obtain a new well-conditioned linear methodto estimate the MA parameters of a non-Gaussian process. Theproposed method presents several important differences withexisting linear approaches. The linear combination of slices usedto compute the MA parameters can be constructed from dif-ferent sets of cumulants of different orders, providing a generalframework where all the statistics can be combined. Further-more, it is not necessary to use second-order statistics (the autocorrelation slice), and therefore the proposed algorithm stillprovides consistent estimates in the presence of colored Gaussian noise. Another advantage of the method is that while mostlinear methods developed so far give totally erroneous estimates if the order is overestimated, the proposed approach doesnot require a previous estimation of the filter order. The simulation results confirm the good numerical conditioning of thealgorithm and the improvement in performance with respect to existing methods.
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This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.
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The objective of this work was to compare random regression models for the estimation of genetic parameters for Guzerat milk production, using orthogonal Legendre polynomials. Records (20,524) of test-day milk yield (TDMY) from 2,816 first-lactation Guzerat cows were used. TDMY grouped into 10-monthly classes were analyzed for additive genetic effect and for environmental and residual permanent effects (random effects), whereas the contemporary group, calving age (linear and quadratic effects) and mean lactation curve were analized as fixed effects. Trajectories for the additive genetic and permanent environmental effects were modeled by means of a covariance function employing orthogonal Legendre polynomials ranging from the second to the fifth order. Residual variances were considered in one, four, six, or ten variance classes. The best model had six residual variance classes. The heritability estimates for the TDMY records varied from 0.19 to 0.32. The random regression model that used a second-order Legendre polynomial for the additive genetic effect, and a fifth-order polynomial for the permanent environmental effect is adequate for comparison by the main employed criteria. The model with a second-order Legendre polynomial for the additive genetic effect, and that with a fourth-order for the permanent environmental effect could also be employed in these analyses.
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In numerical linear algebra, students encounter earlythe iterative power method, which finds eigenvectors of a matrixfrom an arbitrary starting point through repeated normalizationand multiplications by the matrix itself. In practice, more sophisticatedmethods are used nowadays, threatening to make the powermethod a historical and pedagogic footnote. However, in the contextof communication over a time-division duplex (TDD) multipleinputmultiple-output (MIMO) channel, the power method takes aspecial position. It can be viewed as an intrinsic part of the uplinkand downlink communication switching, enabling estimationof the eigenmodes of the channel without extra overhead. Generalizingthe method to vector subspaces, communication in thesubspaces with the best receive and transmit signal-to-noise ratio(SNR) is made possible. In exploring this intrinsic subspace convergence(ISC), we show that several published and new schemes canbe cast into a common framework where all members benefit fromthe ISC.
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This paper deals with the design of nonregenerativerelaying transceivers in cooperative systems where channel stateinformation (CSI) is available at the relay station. The conventionalnonregenerative approach is the amplify and forward(A&F) approach, where the signal received at the relay is simplyamplified and retransmitted. In this paper, we propose an alternativelinear transceiver design for nonregenerative relaying(including pure relaying and the cooperative transmission cases),making proper use of CSI at the relay station. Specifically, wedesign the optimum linear filtering performed on the data to beforwarded at the relay. As optimization criteria, we have consideredthe maximization of mutual information (that provides aninformation rate for which reliable communication is possible) fora given available transmission power at the relay station. Threedifferent levels of CSI can be considered at the relay station: onlyfirst hop channel information (between the source and relay);first hop channel and second hop channel (between relay anddestination) information, or a third situation where the relaymay have complete cooperative channel information includingall the links: first and second hop channels and also the directchannel between source and destination. Despite the latter beinga more unrealistic situation, since it requires the destination toinform the relay station about the direct channel, it is useful as anupper benchmark. In this paper, we consider the last two casesrelating to CSI.We compare the performance so obtained with theperformance for the conventional A&F approach, and also withthe performance of regenerative relays and direct noncooperativetransmission for two particular cases: narrowband multiple-inputmultiple-output transceivers and wideband single input singleoutput orthogonal frequency division multiplex transmissions.