scholarly journals Study of a least-squares-based algorithm for autoregressive signals subject to white noise

2003 ◽  
Vol 2003 (3) ◽  
pp. 93-101 ◽  
Author(s):  
Wei Xing Zheng

A simple algorithm is developed for unbiased parameter identification of autoregressive (AR) signals subject to white measurement noise. It is shown that the corrupting noise variance, which determines the bias in the standard least-squares (LS) parameter estimator, can be estimated by simply using the expected LS errors when the ratio between the driving noise variance and the corrupting noise variance is known or obtainable in some way. Then an LS-based algorithm is established via the principle of bias compensation. Compared with the other LS-based algorithms recently developed, the introduced algorithm requires fewer computations and has a simpler algorithmic structure. Moreover, it can produce better AR parameter estimates whenever a reasonable guess of the noise variance ratio is available.

1976 ◽  
Vol 157 (2) ◽  
pp. 489-492 ◽  
Author(s):  
I A Nimmo ◽  
G L Atkins

1. Descriptions are given of two ways for fitting non-linear equations by least-squares criteria to experimental data. One depends on solving a set of non-linear simultaneous equations, and the other on Taylor's theorem. 2. It is shown that better parameter estimates result when an equation with two or more non-linear parameters is fitted to all the sets of data simultaneously than when it is fitted to each set in turn.


2013 ◽  
Vol 471 ◽  
pp. 59-63
Author(s):  
Mohd Noor Arib Rejab ◽  
Roslan Abd Rahman ◽  
Raja Ishak Raja Hamzah ◽  
Jawaid Iqbal Inayat Hussain ◽  
Nazirah Ahmad ◽  
...  

This paper presents an evaluation on elastomeric mount used to isolate vibration from powertrain to chassis or structure vehicle. The assessments started with measurement of noise inside compartment, and exhaust noise. This is followed by the measurement of vibration on both sides of elastomeric mounts. The noise in the compartment and exhaust noise is measured according to BS 6086: 1981 and BS ISO 5130: 2007. The noise in the compartment and vibration is tested in three conditions. Firstly, engine is run-up with load (driving at second gear); secondly, without load; and thirdly, without load but hanging. A microphone is fixed at the ear of the mannequin. The fast response and A weighting sound level meter were used for measurement noise in the compartment and exhaust noise. The vibration is measured in terms of acceleration on both sides of each elastomeric powertrain mounts. Two accelerometer transducers are fixed on both sides of powertrain elastomeric mounts. One side was identified as a source of vibration and the other as receiver of vibrations. The results showed that the pattern of overall vibration level on source and receiver increased from 1050 RPM (idling) to 4000 RPM on all test conditions. Vibration transmitted to chassis or receiver structure was analyzed using transmissibility concept. By evaluating test condition of engine run-up without load, informed that the front and rear mounts showed a high level transmissibility contributing to structure-borne noise.


2011 ◽  
Vol 64 (S1) ◽  
pp. S3-S18 ◽  
Author(s):  
Yuanxi Yang ◽  
Jinlong Li ◽  
Junyi Xu ◽  
Jing Tang

Integrated navigation using multiple Global Navigation Satellite Systems (GNSS) is beneficial to increase the number of observable satellites, alleviate the effects of systematic errors and improve the accuracy of positioning, navigation and timing (PNT). When multiple constellations and multiple frequency measurements are employed, the functional and stochastic models as well as the estimation principle for PNT may be different. Therefore, the commonly used definition of “dilution of precision (DOP)” based on the least squares (LS) estimation and unified functional and stochastic models will be not applicable anymore. In this paper, three types of generalised DOPs are defined. The first type of generalised DOP is based on the error influence function (IF) of pseudo-ranges that reflects the geometry strength of the measurements, error magnitude and the estimation risk criteria. When the least squares estimation is used, the first type of generalised DOP is identical to the one commonly used. In order to define the first type of generalised DOP, an IF of signal–in-space (SIS) errors on the parameter estimates of PNT is derived. The second type of generalised DOP is defined based on the functional model with additional systematic parameters induced by the compatibility and interoperability problems among different GNSS systems. The third type of generalised DOP is defined based on Bayesian estimation in which the a priori information of the model parameters is taken into account. This is suitable for evaluating the precision of kinematic positioning or navigation. Different types of generalised DOPs are suitable for different PNT scenarios and an example for the calculation of these DOPs for multi-GNSS systems including GPS, GLONASS, Compass and Galileo is given. New observation equations of Compass and GLONASS that may contain additional parameters for interoperability are specifically investigated. It shows that if the interoperability of multi-GNSS is not fulfilled, the increased number of satellites will not significantly reduce the generalised DOP value. Furthermore, the outlying measurements will not change the original DOP, but will change the first type of generalised DOP which includes a robust error IF. A priori information of the model parameters will also reduce the DOP.


1988 ◽  
Vol 119 (1) ◽  
pp. 111-116 ◽  
Author(s):  
G. J. King ◽  
R. Rajamahendran

ABSTRACT Plasma progesterone concentrations were compared in cyclic (n = 12), pregnant (n =12), oestradiol-induced pseudopregnant (n=12) and hysterectomized gilts (n=10) between days 8 and 27 after oestrus. The results were grouped into periods covering days 8–13, 14–20 and 21–27 and analysed by least-squares analysis of variance. Plasma progesterone concentrations were significantly (P<0·001) higher in hysterectomized compared with other groups between days 8 and 13. Progesterone concentrations declined rapidly after day 14 in cyclic females and gradually in the other groups. Throughout the third and fourth weeks the mean progesterone concentrations for hysterectomized animals were consistently higher than for pseudopregnant animals (P<0·05). The pregnant group means were below but not significantly different from the hysterectomized means in both of the last two periods. The greater progesterone concentrations in hysterectomized gilts indicated that secretion is high without any conceptus-produced or -mediated luteotrophin, and corpora lutea in cyclic, pregnant or pseudopregnant gilts may never reach full secretory potential. J. Endocr. (1988) 119, 111–116


Electronics ◽  
2021 ◽  
Vol 10 (22) ◽  
pp. 2871
Author(s):  
Gaoxu Deng ◽  
Shiqian Wu ◽  
Shiyang Zhou ◽  
Bin Chen ◽  
Yucheng Liao

Weighted least-squares (WLS) phase unwrapping is widely used in optical engineering. However, this technique still has issues in coping with discontinuity as well as noise. In this paper, a new WLS phase unwrapping algorithm based on the least-squares orientation estimator (LSOE) is proposed to improve phase unwrapping robustness. Specifically, the proposed LSOE employs a quadratic error norm to constrain the distance between gradients and orientation vectors. The estimated orientation is then used to indicate the wrapped phase quality, which is in terms of a weight mask. The weight mask is calculated by post-processing, including a bilateral filter, STDS, and numerical relabeling. Simulation results show that the proposed method can work in a scenario in which the noise variance is 1.5. Comparisons with the four WLS phase unwrapping methods indicate that the proposed method provides the best accuracy in terms of segmentation mean error under the noisy patterns.


2019 ◽  
Author(s):  
Qingyi Yang ◽  
Woodrow W. Burchett ◽  
Gregory S. Steeno ◽  
David L. Mobley ◽  
Xinjun Hou

Predicting binding free energy of ligand-protein complexes has been a grand challenge in the field of computational chemistry since the early days of molecular modeling. Multiple computational methodologies exist to predict ligand binding affinities. Pathway-based Free Energy Perturbation (FEP), Thermodynamic Integration (TI) as well as Linear Interaction Energy (LIE), and Molecular Mechanics-Poisson Boltzmann/Generalized Born Surface Area (MM-PBSA/GBSA) have been applied to a variety of biologically relevant problems and achieved different levels of predictive accuracy. Recent advancements in computer hardware and simulation algorithms of molecular dynamics and Monte Carlo sampling, as well as improved general force field parameters, have made FEP a principal approach for calculating the free energy differences, especially when calculating the host-guest binding affinity differences upon chemical modification.<br><br>Since the FEP-calculated binding free energy difference, denoted ddGFEP only characterizes the difference in free energy between pairs of ligands or complexes, not the absolute binding free energy value of each individual host-guest system, denoted dG, we examine two rarely asked questions in FEP application:<br><br>1) Which values would be more appropriate as the prediction to assess the ligands prospectively: the calculated pairwise free energy differences, ddGFEP, or the estimated absolute binding energies, d^G, transformed from ddGFEP?<br>2) In the situation where only a limited number of ligand pairs can be calculated in FEP, can the perturbation pairs be optimally selected with respect to the reference ligand(s) to maximize the prediction precision?<br><br>These two questions underline the viability of an often-neglected assumption in pairwise comparisons: that the pairwise value is sufficient to make a quantitative and reliable characterization of an individual ligand's properties or activities. This implicit assumption would be true if there was no error in each pairwise calculation. Recently pair designs such as multiple pathways or cycle closure analyses provided calculation error estimation but did not address the statistical impact of the two questions above. The error impact is fully minimized by conducting an exhaustive study that obtains all NC2 = N(N-1)/2 pairs for a set N molecules; more if there is directionality (dGi,j != dGj,i). Obviously, that study design is impractical and unnecessary. Thus, we desire to collect the right amount of data that is 1) feasibly attainable, 2) topologically sufficient, and 3) mathematically synthesizable so that we can mitigate inherent calculation errors and have higher confidence in our conclusions.<br><br>The significance of above questions can be illustrated by a motivating example shown in Figure 1 and Table 1, which considers two different perturbation graph designs for 20 ligands with the same number of FEP perturbation pairs, 19, and the same reference, Ligand 1. These two designs reached different conclusions in rank ordering ligand potencies due to errors inherent in the FEP derived estimates. Based on design A, ligands 5, 7, 14, 15 would be selected as the best four (20%) picks since those d^G estimates are the most favorable. Design B would yield ligands 5, 12, 18, 19 as best for the same reason. Without knowing the true value, dGTrue of the other 19 ligands, we lack a prospective metric to assess which design could be more precise even though, retrospectively, we know that both designs had reasonably good agreement with the true values, as measured through correlation and error metrics. However, the top picks from neither design were consistent with the true top four ligands, which are ligands 7, 10, 12, 18. Yet, if all of the 20C2 =190 pairs could have been calculated as listed in the last column of Table 1, the best four ligands would have been correctly identified. Additionally, the other metrics included in Table 1 were significantly improved. However, as mentioned above, calculating all possible pairs, or even a significant fraction of all possible pairs, is unlikely in practice, especially when number of molecules are large. Given this restriction, is it possible to objectively determine whether design A or B will give more precise predictions?<br><br>In this report, we investigated the performance of the calculated ddGFEP values compared to the pairwise differences in least squares derived d^G estimates both analytically and through simulations. Based on our findings, we recommend applying weighted least squares to transforming ddGFEP values into d^G estimates. Second, we investigated the factors that contribute to the precision of the d^G estimates, such as the total number of computed pairs, the selection of computed pairs, and the uncertainty in the computed ddGFEP values. The mean squared error, denoted MSE and Spearman's rank correlation, are used as performance metrics.<br><br>To illustrate, we demonstrated how the structural similarity can be included in design and its potential impact on prediction precision. As in the majority of reported FEP studies on binding affinity prediction, the ddGFEP pairs were selected based on chemical structure similarity. Pairs with small chemical differences are assumed to be more likely to have smaller errors in ddGFEP calculation. Together using the constructed mathematic system and literature examples, we demonstrate that some of pair-selection schemes (designs) are better than the others. To minimize the prediction uncertainty, it is recommended to wisely select design optimality criterion to suit<br>practical applications accordingly.<br>


2013 ◽  
Vol 2013 ◽  
pp. 1-9
Author(s):  
Xiuli Wang

We consider the testing problem for the parameter and restricted estimator for the nonparametric component in the additive partially linear errors-in-variables (EV) models under additional restricted condition. We propose a profile Lagrange multiplier test statistic based on modified profile least-squares method and two-stage restricted estimator for the nonparametric component. We derive two important results. One is that, without requiring the undersmoothing of the nonparametric components, the proposed test statistic is proved asymptotically to be a standard chi-square distribution under the null hypothesis and a noncentral chi-square distribution under the alternative hypothesis. These results are the same as the results derived by Wei and Wang (2012) for their adjusted test statistic. But our method does not need an adjustment and is easier to implement especially for the unknown covariance of measurement error. The other is that asymptotic distribution of proposed two-stage restricted estimator of the nonparametric component is asymptotically normal and has an oracle property in the sense that, though the other component is unknown, the estimator performs well as if it was known. Some simulation studies are carried out to illustrate relevant performances with a finite sample. The asymptotic distribution of the restricted corrected-profile least-squares estimator, which has not been considered by Wei and Wang (2012), is also investigated.


Author(s):  
V. A. Galanina ◽  
◽  
L. A. Reshetov ◽  
M. V. Sokolovskay ◽  
A. E. Farafonova ◽  
...  

The paper investigates the effect of distorsions of the linear model matrix on the statistical characteristics of the least squares estimates.


Author(s):  
A. A. M. Nurunnabi ◽  
A. H. M. Rahmatullah Imon ◽  
A. B. M. Shawkat Ali ◽  
Mohammed Nasser

Regression analysis is one of the most important branches of multivariate statistical techniques. It is widely used in almost every field of research and application in multifactor data, which helps to investigate and to fit an unknown model for quantifying relations among observed variables. Nowadays, it has drawn a large attention to perform the tasks with neural networks, support vector machines, evolutionary algorithms, et cetera. Till today, least squares (LS) is the most popular parameter estimation technique to the practitioners, mainly because of its computational simplicity and underlying optimal properties. It is well-known by now that the method of least squares is a non-resistant fitting process; even a single outlier can spoil the whole estimation procedure. Data contamination by outlier is a practical problem which certainly cannot be avoided. It is very important to be able to detect these outliers. The authors are concerned about the effect outliers have on parameter estimates and on inferences about models and their suitability. In this chapter the authors have made a short discussion of the most well known and efficient outlier detection techniques with numerical demonstrations in linear regression. The chapter will help the people who are interested in exploring and investigating an effective mathematical model. The goal is to make the monograph self-contained maintaining its general accessibility.


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