Parameter Estimation of an AUV Using the Maximum Likelihood method and a Kalman Filter with Fading Memory

2010 ◽  
Vol 43 (16) ◽  
pp. 1-6 ◽  
Author(s):  
Ehsan Shahinfar ◽  
Mohammad Bozorg ◽  
Mohsen Bidoky
2021 ◽  
pp. 0309524X2199996
Author(s):  
Rajesh Kumar ◽  
Arun Kumar

Weibull distribution is an extensively used statistical distribution for analyzing wind speed and determining energy potential studies. Estimation of the wind speed distribution parameter is essential as it significantly affects the success of Weibull distribution application to wind energy. Various estimation methods viz. graphical method, moment method (MM), maximum likelihood method (ML), modified maximum likelihood method, and energy pattern factor method or power density method have been presented in various reported research studies for accurate estimation of distribution parameters. ML is the most preferred approach to study the parameter estimation. ML works on the principle of forming a likelihood function and maximizing the function for parameter estimation. ML generally uses the numerical based iterative method, such as Newton–Raphson. However, the iterative methods proposed in the literature are generally computationally intensive. In this paper, an efficient technique utilizing differential evolution (DE) algorithm to enhance the estimation accuracy of maximum likelihood estimation has been presented. The [Formula: see text] of GA-Weibull, SA-Weibull, and DE-Weibull is 0.958, 0.953, and 0.973 respectively, and value of RMSE of DE-Weibull 0.0083, GA-Weibull (0.0104), and SA-Weibull (0.0110), for the yearly wind speed data are obtained. The lowest root mean square error and larger regression value for both monthly and yearly wind speed data indicate that the DE-Weibull distribution has the best goodness of fit and advocate the DE algorithm for the parameter estimation.


MENDEL ◽  
2018 ◽  
Vol 24 (1) ◽  
pp. 151-158
Author(s):  
Jan Klecka

This paper is aimed at a description of effects which have assumptions of specific environment structure on quality of recurrently conducted photogrammetry reconstruction. The theoretical part covers the description of three different assumptions of environment structure and mathematical derivation of two suitable recurrent estimators: one based on Extended Kalman filter and the second one based on Maximum likelihood method. The experimental part is introducing simple virtual environment which is observed by linear camera model and then reconstructed using predefined algorithms and assumptions.


2019 ◽  
Vol 2019 ◽  
pp. 1-5
Author(s):  
Mohammed Benmoumen ◽  
Jelloul Allal ◽  
Imane Salhi

In this paper we elaborate an algorithm to estimate p-order Random Coefficient Autoregressive Model (RCA(p)) parameters. This algorithm combines quasi-maximum likelihood method, the Kalman filter, and the simulated annealing method. In the aim to generalize the results found for RCA(1), we have integrated a subalgorithm which calculate the theoretical autocorrelation. Simulation results demonstrate that the algorithm is viable and promising.


2016 ◽  
Vol 2016 ◽  
pp. 1-9 ◽  
Author(s):  
Huan Wang ◽  
Bin Song ◽  
Dongmei Guo

This paper selects improved maximum likelihood method to conduct parameter estimation of Heston model, and results show that the share option pricing performance of Hang Seng Index is better and pricing error of at-the-money options is the smallest. By comparing parameter estimation of samples in different intervals, it has been found that parameter estimated results of two-year market data are obviously inferior to estimated effect of one-year data.


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