Optimization of Generalized Mean-Square Error in Noisy Linear Estimation

2008 ◽  
Vol 30 (2) ◽  
pp. 783-804
Author(s):  
William W. Hager ◽  
Jiangtao Luo
1978 ◽  
Vol 48 ◽  
pp. 227-228
Author(s):  
Y. Requième

In spite of important delays in the initial planning, the full automation of the Bordeaux meridian circle is progressing well and will be ready for regular observations by the middle of the next year. It is expected that the mean square error for one observation will be about ±0.”10 in the two coordinates for declinations up to 87°.


2005 ◽  
Vol 10 (4) ◽  
pp. 333-342
Author(s):  
V. Chadyšas ◽  
D. Krapavickaitė

Estimator of finite population parameter – ratio of totals of two variables – is investigated by modelling in the case of simple random sampling. Traditional estimator of the ratio is compared with the calibrated estimator of the ratio introduced by Plikusas [1]. The Taylor series expansion of the estimators are used for the expressions of approximate biases and approximate variances [2]. Some estimator of bias is introduced in this paper. Using data of artificial population the accuracy of two estimators of the ratio is compared by modelling. Dependence of the estimates of mean square error of the estimators of the ratio on the correlation coefficient of variables which are used in the numerator and denominator, is also shown in the modelling.


Author(s):  
Nguyen Cao Thang ◽  
Luu Xuan Hung

The paper presents a performance analysis of global-local mean square error criterion of stochastic linearization for some nonlinear oscillators. This criterion of stochastic linearization for nonlinear oscillators bases on dual conception to the local mean square error criterion (LOMSEC). The algorithm is generally built to multi degree of freedom (MDOF) nonlinear oscillators. Then, the performance analysis is carried out for two applications which comprise a rolling ship oscillation and two degree of freedom one. The improvement on accuracy of the proposed criterion has been shown in comparison with the conventional Gaussian equivalent linearization (GEL).


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