Performance comparison of variance models in a robust estimation method for heteroscedastic nonlinear models

2021 ◽  
Vol 32 (1) ◽  
pp. 243-256
Author(s):  
Yiehwa Lee ◽  
Changwon Lim
2019 ◽  
Vol 49 (1) ◽  
pp. 349-365
Author(s):  
Arvid Sjölander ◽  
Yang Ning

The case-time-control design is a tool to control for measured, time-varying covariates that increase montonically in time within each subject while also controlling for all unmeasured covariates that are constant within each subject across time. Until recently, the design was restricted to data with only two timepoints and a single binary covariate, or data with a binary exposure. Sjölander (2017) made an important extension that allows for an arbitrary number of timepoints and covariates and a nonbinary exposure. However, his estimation method requires fairly strong model assumptions, and it may create bias if these assumptions are violated. We propose a novel estimation method for the case-time-control design, which to a large extent relaxes the model assumptions in Sjölander. We show in simulations that this estimation method performs well under a range of scenarios and gives consistent estimates when Sjölander’s estimation does not.


1999 ◽  
Vol 14 (4) ◽  
pp. 1469-1476 ◽  
Author(s):  
L. Mili ◽  
G. Steeno ◽  
F. Dobraca ◽  
D. French

1994 ◽  
Vol 116 (4) ◽  
pp. 805-810 ◽  
Author(s):  
M. J. G. van de Molengraft ◽  
F. E. Veldpaus ◽  
J. J. Kok

This paper presents an optimal estimation method for nonlinear mechanical systems. The a priori knowledge of the system in the form of a nonlinear model structure is taken as a starting point. The method determines estimates of the parameters and estimates of the positions, velocities, accelerations, and inputs of the system. The optimal estimation method is applied to an experimental mechanical system. The unknown parameters in this system relate to inertia, friction and elastic deformation. It is shown that the optimal estimation method on the basis of a relatively simple model structure can lead to a useful description of the system.


2019 ◽  
Vol 11 (24) ◽  
pp. 2896
Author(s):  
Zongnan Li ◽  
Min Li ◽  
Chuang Shi ◽  
Liang Chen ◽  
Chenlong Deng ◽  
...  

The development of low-cost, small, modular receivers and their application in diverse scenarios with complex data quality has increased the requirements of single-frequency carrier-phase data preprocessing in real time. Different methods have been developed, but successful detection is not always ensured. The issue is crucial for high-precision positioning with Global Positioning System (GPS). Aiming at a high detection rate and low false-alarm rate, we propose a new cycle-slip detection method based on fuzzy-cluster. It consists of two steps. The first is identification of the epoch when cycle slips appear using Chi-square test based on time-differenced observations. The second is identification of the satellite which suffers from cycle slips using the fuzzy-cluster algorithm. To verify the performance of the proposed method, we compared it to a current robust method using real single-frequency data with simulated cycle slips. Results indicate that the proposed method outperforms the robust estimation method, with a higher correct-detection rate and lower undetection rate. As the number of satellites simulated with cycle slips increases, the correct-detection rate rapidly decreases from 100% to below 50% with the robust estimation method. While the correct-detection rate using the proposed method is always more than 60%, even if the number of satellites simulated with cycle slips reaches five. In addition, the proposed method always has a lower undetection rate than the robust estimation method. Simulation showed that when the number of satellites with cycle slips exceeds three, the undetection rate increases to more than 30%, reaching ~70% for the robust estimation method and less than 30% for the proposed method.


PAMM ◽  
2015 ◽  
Vol 15 (1) ◽  
pp. 657-658 ◽  
Author(s):  
Amir Egozi ◽  
Peter Maass ◽  
Chen Sagiv

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