scholarly journals Closed-form estimation of nonparametric models with non-classical measurement errors

2015 ◽  
Vol 185 (2) ◽  
pp. 392-408 ◽  
Author(s):  
Yingyao Hu ◽  
Yuya Sasaki
2019 ◽  
Vol 72 (06) ◽  
pp. 1496-1512 ◽  
Author(s):  
Robin G. Stuart

A round of three celestial sights yields three lines of position along which the observer's true position could lie. Due to measurement errors, the lines of position do not intersect at a point but rather form a triangle called the “cocked hat”. The probability that this encloses the observer's true position is well known to be 25% which is the average over all possible cocked hats that could arise when the sights are made. It does not apply to any specific set of sights and in that case the probabilities depend on the statistical distribution of the measurement errors. With fixed azimuths for the observed celestial bodies and assuming a normal distribution for the errors in their measured altitudes, a closed form analytic expression is derived for the probability of the observer's position falling inside the cocked hat and this is related back to the global average. Probabilities for exterior regions bounded by the lines of position are also obtained. General results are given that apply for any number of lines of position.


Author(s):  
Sandra Lechner ◽  
Winfried Pohlmeier

SummaryData collecting institutions use a large range of masking procedures in order to protect data against disclosure. Generally, a masking procedure can be regarded as a kind of data filter that transforms the true data generating process. Such a transformation severely affects the quality of the data and limits its use for empirical research. A popular masking procedure is noise addition, which leads to inconsistent estimates if the additional measurement errors are ignored.This paper investigates to what extent appropriate econometric techniques can obtain consistent estimates of the true data generating process for parametric and nonparametric models when data is masked by noise addition. We show how the reduction of the data quality can be minimized using the local polynomial Simulation-Extrapolation (SIMEX) estimator. Evidence is provided by a Monte-Carlo study and by an application to firm-level data, where we analyze the impact of innovative activity on employment.


2019 ◽  
Vol 9 (22) ◽  
pp. 4935 ◽  
Author(s):  
Deng ◽  
Wang ◽  
Zheng ◽  
Fu ◽  
Yin ◽  
...  

Cellular communication systems support mobile phones positioning function for Enhanced-911 (E-911) location requirements, but the positioning accuracy is poor. The fifth-generation (5G) cellular communication system can use indoor distribution systems to provide accurate multiple time-difference-of-arrival (TDOA) and single time-of-arrival (TOA) measurements, which could significantly improve the indoor positioning ability. Unlike iterative localization algorithms for TDOA or TOA, the existing closed-form algorithms, such as the Chan-Ho algorithm, do not have convergence problems, but can only estimate position based on one kind of measurement. This paper proposes a closed-form localization algorithm for multiple TDOAs and single TOA measurements. The proposed algorithm estimates the final position result using three-step weighted least squares (WLSs). The first WLS provides an initial position for the last two steps. Then the algorithm uses two WLSs to estimate position based on heteroscedastic TDOA and TOA measurements. In addition, the geometric dilution of precision (GDOP) of the proposed hybrid TDOA and TOA positioning has been derived. The analysis of GDOP shows that the proposed hybrid positioning has lower GDOP than TDOA-only positioning, which means the proposed hybrid positioning has a higher accuracy limitation than TDOA-only positioning. The simulation shows that the proposed localization algorithm could have better performance than closed-form TDOA-only positioning methods, and the positioning accuracy could approximate Cramer-Rao lower bound (CRLB) when the TDOA measurement errors are small.


Author(s):  
W.J. de Ruijter ◽  
Sharma Renu

Established methods for measurement of lattice spacings and angles of crystalline materials include x-ray diffraction, microdiffraction and HREM imaging. Structural information from HREM images is normally obtained off-line with the traveling table microscope or by the optical diffractogram technique. We present a new method for precise measurement of lattice vectors from HREM images using an on-line computer connected to the electron microscope. It has already been established that an image of crystalline material can be represented by a finite number of sinusoids. The amplitude and the phase of these sinusoids are affected by the microscope transfer characteristics, which are strongly influenced by the settings of defocus, astigmatism and beam alignment. However, the frequency of each sinusoid is solely a function of overall magnification and periodicities present in the specimen. After proper calibration of the overall magnification, lattice vectors can be measured unambiguously from HREM images.Measurement of lattice vectors is a statistical parameter estimation problem which is similar to amplitude, phase and frequency estimation of sinusoids in 1-dimensional signals as encountered, for example, in radar, sonar and telecommunications. It is important to properly model the observations, the systematic errors and the non-systematic errors. The observations are modelled as a sum of (2-dimensional) sinusoids. In the present study the components of the frequency vector of the sinusoids are the only parameters of interest. Non-systematic errors in recorded electron images are described as white Gaussian noise. The most important systematic error is geometric distortion. Lattice vectors are measured using a two step procedure. First a coarse search is obtained using a Fast Fourier Transform on an image section of interest. Prior to Fourier transformation the image section is multiplied with a window, which gradually falls off to zero at the edges. The user indicates interactively the periodicities of interest by selecting spots in the digital diffractogram. A fine search for each selected frequency is implemented using a bilinear interpolation, which is dependent on the window function. It is possible to refine the estimation even further using a non-linear least squares estimation. The first two steps provide the proper starting values for the numerical minimization (e.g. Gauss-Newton). This third step increases the precision with 30% to the highest theoretically attainable (Cramer and Rao Lower Bound). In the present studies we use a Gatan 622 TV camera attached to the JEM 4000EX electron microscope. Image analysis is implemented on a Micro VAX II computer equipped with a powerful array processor and real time image processing hardware. The typical precision, as defined by the standard deviation of the distribution of measurement errors, is found to be <0.003Å measured on single crystal silicon and <0.02Å measured on small (10-30Å) specimen areas. These values are ×10 times larger than predicted by theory. Furthermore, the measured precision is observed to be independent on signal-to-noise ratio (determined by the number of averaged TV frames). Obviously, the precision is restricted by geometric distortion mainly caused by the TV camera. For this reason, we are replacing the Gatan 622 TV camera with a modern high-grade CCD-based camera system. Such a system not only has negligible geometric distortion, but also high dynamic range (>10,000) and high resolution (1024x1024 pixels). The geometric distortion of the projector lenses can be measured, and corrected through re-sampling of the digitized image.


Sign in / Sign up

Export Citation Format

Share Document