An Efficient Multiple Imputation Approach for Estimating Equations with Response Missing at Random and High-Dimensional Covariates

Empirical-likelihood-based inference for parameters defined by the general estimating equations of Qin and Lawless(1994) remains an active research topic. When the response is missing at random(MAR) and the dimension of covariate is not low, the authors propose a two-stage estimation procedure by using the dimension-reduced kernel estimators in conjunction with an unbiased estimating function based on augmented inverse probability weighting and multiple imputation(AIPW-MI) methods. The authors show that the resulting estimator achieves consistency and asymptotic normality. In addition, the corresponding empirical likelihood ratio statistics asymptotically follow central chi-square distributions when evaluated at the true parameter. The finite-sample performance of the proposed estimator is studied through simulation, and an application to HIV-CD4 data set is also presented.     

Adjusted Empirical Likelihood Estimation of Distribution Function and Quantile with Nonignorable Missing Data

This paper considers the estimation problem of distribution functions and quantiles with nonignorable missing response data. Three approaches are developed to estimate distribution functions and quantiles, i.e., the Horvtiz-Thompson-type method, regression imputation method and augmented inverse probability weighted approach. The propensity score is specified by a semiparametric exponential tilting model. To estimate the tilting parameter in the propensity score, the authors propose an adjusted empirical likelihood method to deal with the over-identified system. Under some regular conditions, the authors investigate the asymptotic properties of the proposed three estimators for distribution functions and quantiles, and find that these estimators have the same asymptotic variance. The jackknife method is employed to consistently estimate the asymptotic variances. Simulation studies are conducted to investigate the finite sample performance of the proposed methodologies.     

带丢包和量化的参数不确定系统滚动时域估计

针对网络化系统中丢包、量化和参数不确定性对状态估计的影响,提出一种带有预测补偿机制的鲁棒滚动时域估计算法。将丢包现象描述为概率已知的随机Bernoulli序列,并利用丢失数据的预测值进行丢包补偿,将数据量化引入的量化误差描述为观测方程中的一个有界不确定参数,将模型的不确定性描述为系统矩阵受到随机扰动,基于滚动优化策略,考虑量化和模型不确定性影响最严重的情况,通过滚动求解一个min-max问题得到最优状态估计器。对所提算法进行稳定性分析,推导了估计误差范数平方期望的一个上界函数,给出了估计误差范数平方期望收敛的充分条件。最后,通过仿真验证了所提算法的有效性。     

双应力恒加试验Weibull分布型产品置信可靠性评估模型

为了有效快速评估高可靠性长寿命产品在正常应力条件下的可靠性，提出了一种双应力恒加试验Weibull分布型产品置信可靠性评估模型。首先，采用加速寿命试验(accelerated life test，ALT)技术，建立广义Eyring-Weibull可靠性模型，假定试验各应力水平组合下Weibull分布的形状参数相同，且尺度参数与各应力水平组合间呈对数线性关系。其次，给出了Weibull分布定时截尾双应力恒加试验的极大似然估计(maximum likelihood estimation，MLE)方法、与似然函数相关的Fisher信息矩阵以及模型参数的渐近协方差矩阵，构造了模型参数和一些可靠性指标的渐近置信区间。最后，通过仿真算例证明了所提方法的可行性。     

函数型核加权估计法及其在经济学中的应用

本文基于变系数模型提出了一个新的统计推断方法:函数型核函数加权最小二乘法.该方法将变系数模型中经典的核函数加权最小二乘法和参数模型中的函数型最小二乘法巧妙结合,通过条件特征函数构造损失函数进而定义了函数型核函数最小二乘估计量.该估计量既具有函数型最小二乘法的优势——在扰动项服从厚尾分布时也能够稳健估计参数,又具有非参数核估计的特点——估计量的相合性不依赖于参数模型的正确设定.同时,本文探讨了该估计量的大样本性质,证明了其相合性和渐近正态性.进一步,本文研究了该估计量的自适应估计,即基于估计量渐近方差的相合估计量来选择最优估计.最后,本文通过数值模拟来探究函数型核函数最小二乘法的有限样本性质,并将该方法应用到我国PM_(2.5)和经济增长关系的研究中.     

基于参数估计与记分函数联合的直觉梯形模糊随机前景决策方法

完善直觉梯形模糊数的算术运算,在直觉梯形模糊数及梯形模糊随机变量的基础上,定义直觉梯形模糊随机变量(instuitionistic trapezoidal fuzzy random variable, ITrFRV),探讨并证明ITrFRV的相关性质。针对具有ITrFRV且属性权重未知的模糊随机多属性决策问题,考虑决策者心理行为特征,提出基于参数估计与记分函数联合的直觉梯形模糊随机多属性决策前景决策方法。该方法首先获取决策子周期内的直觉梯形模糊样本信息,估计分布类型已知的直觉梯形模糊总体的未知参数,以获取直觉梯形模糊随机决策矩阵;其次,构造带有方差的期望直觉模糊数矩阵,定义模糊随机记分函数,将规范化的期望直觉模糊数矩阵转化为记分函数矩阵;最后,利用前景理论计算前景记分函数,进而基于灰色系统理论求解属性权重,获取综合前景记分值,由此进行方案比选。案例表明本文方法的可行性及有效性。     

双应力恒加试验Weibull分布型产品置信可靠性评估模型

为了有效快速评估高可靠性长寿命产品在正常应力条件下的可靠性,提出了一种双应力恒加试验Weibull分布型产品置信可靠性评估模型。首先,采用加速寿命试验(accelerated life test,ALT)技术,建立广义Eyring-Weibull可靠性模型,假定试验各应力水平组合下Weibull分布的形状参数相同,且尺度参数与各应力水平组合间呈对数线性关系。其次,给出了Weibull分布定时截尾双应力恒加试验的极大似然估计(maximum likelihood estimation,MLE)方法、与似然函数相关的Fisher信息矩阵以及模型参数的渐近协方差矩阵,构造了模型参数和一些可靠性指标的渐近置信区间。最后,通过仿真算例证明了所提方法的可行性。     

数据丢包的参数不确定下无人机滚动时域估计

针对网络中通信链路中断及系统参数不确定现象,研究了数据包丢失的参数不确定无人机系统状态估计问题,基于滚动时域估计理论和随机最小二乘理论,提出了一种分布式滚动时域估计算法。对于数据包丢失和参数不确定问题,采用已知概率的马尔可夫序列和系统矩阵扰动噪声进行建模。仿真结果表明,该算法的估计效果优于一种新的卡尔曼滤波算法。最后,研究分析了系统压缩量、数据包接收概率和时窗长度对所提算法估计性能的影响。在系统不确定性和丢包概率未知的情况下,适当增加时窗长度可以提高算法估计性能。     

Robust estimation of parameters in nonlinear ordinary differential equation models

Ordinary differential equation (ODE) models are widely used to model dynamic processes in many scientific fields. Parameter estimation is usually a challenging problem, especially in nonlinear ODE models. The most popular method, nonlinear least square estimation, is shown to be strongly sensitive to outliers. In this paper, robust estimation of parameters using M-estimators is proposed, and their asymptotic properties are obtained under some regular conditions. The authors also provide a method to adjust Huber parameter automatically according to the observations. Moreover, a method is presented to estimate the initial values of parameters and state variables. The efficiency and robustness are well balanced in Huber estimators, which is demonstrated via numerical simulations and chlorides data analysis.     

基于步进加速退化建模的剩余寿命在线预测

针对同类产品在步进应力加速退化试验中观测数据,采用非线性Wiener过程,建立了带测量误差的加速退化模型;采用两步极大似然估计法,求解出退化模型中固定系数估计值和随机系数先验值;基于首达时的概率分布,推导出剩余寿命的概率密度函数近似表达式;引入随机系数贝叶斯更新方法,利用目标产品当前观测数据来更新随机系数后验值,实现剩余寿命预测结果在线更新;结合某型激光器仿真实例分析,验证了所建模型的正确性和优势。     

Differentially Private Distributed Parameter Estimation

Data privacy is an important issue in control systems, especially when datasets contain sensitive information about individuals. In this paper, the authors are concerned with the differentially private distributed parameter estimation problem, that is, we estimate an unknown parameter while protecting the sensitive information of each agent. First, the authors propose a distributed stochastic approximation estimation algorithm in the form of the differentially private consensus+innovations(DP-CI...     

Robust Estimation for Partial Functional Linear Regression Model Based on Modal Regression

This paper presents a robust estimation procedure by using modal regression for the partial functional linear regression, which combines the common linear model with the functional linear regression model. The outstanding merit of the new method is that it is robust against outliers or heavy-tail error distributions while performs no worse than the least-square-based estimation method for normal error cases. The slope function is fitted by B-spline. Under suitable conditions, the authors obtain the convergence rates and asymptotic normality of the estimators. Finally, simulation studies and a real data example are conducted to examine the finite sample performance of the proposed method. Both the simulation results and the real data analysis confirm that the newly proposed method works very well.     

基于改进 HAF的线性调频雷达信号参数估计

针对多项式相位信号(PPS)中的线性调频(LFM)雷达信号参数估计,通过提出频谱方差极大值准则对PPS次优参数估计方法高阶模糊度函数(HAF)进行了改进,提出了适于单分量LFM参数估计的改进HAF。首先讨论了HAF对LFM参数的估计方法及其局限性,然后提出了分段频谱方差极大值法则下LFM调频斜率估计的方法,将其与HAF相结合提出了单分量LFM参数估计的改进HAF,克服了接收信号与实际信号起点不一致性对HAF带来的影响,降低了由于HAF局限性带来的调频斜率估计误差,改善了HAF的累积误差效应。MATLAB仿真验证了改进方法较HAF的优越性。     

基于重构信号和1范数的动目标参数估计方法

提出了一种基于重构信号和1范数的动目标参数估计方法。该方法利用重构信号与杂波抑制后数据的1范数构造代价函数完成对动目标的参数估计,能够在雷达发射脉冲数有限的情况下获得准确的参数估计结果。给出了其对应Cramer-Rao界的详细推导过程;通过将仿真结果与Cramer-Rao界的比较,证明了该方法的有效性。     

一种基于灰色距离测度的小样本数据区间估计方法

针对小样本试验数据的概率分布特征有时无法确定,传统概率统计就无法提供相应的参数估计方法的问题。基于灰色关联理论,首先定义了基于试验数据之间的拓扑关系和距离关系的灰色距离测度,通过对灰色距离测度的灰色生成得到小样本数据的参数估计值,并给出了满足一定灰色置信度下的参数置信区间。继而讨论了概率参数估计与灰色参数估计之间的区别。最后利用计算机对小样本试验数据的参数估计进行了仿真举例,示例结果表明所提方法简单合理,能有效地解决小样本数据参数估计的有关问题。     

基于谱图的伪码调相与线性调频复合信号参数估计

研究了基于谱图的伪码调相与线性调频（pseudo random binary code and linear frequency modulation, PRBC-LFM）复合信号参数估计算法,根据PRBC-LFM信号的谱图特点给出了其伪码参数（子脉冲宽度、脉冲重复周期和伪码重复周期等）和调频参数（载频、调制斜率）的估计方法。结合瞬时频率估计误差理论,分析了谱图窗函数窗长的选择对信号参数估计精度的影响。另外,为了评价该参数估计方法的性能,推导了PRBC-LFM信号参数估计的克拉美罗界。理论分析和仿真实验表明,选择中等长度的窗函数,在信噪比为0~10 dB范围内,该估计方法比较接近克拉美罗界。     

Modelling of a Class of Nonstationary Time Series with Kalman Filter Using Moving Window

In this paper a method for modelling and forecasting of a class of nonstationary time series with Kalmnan filter using moving window is proposed. The procedure of the method is as follows: in terms of parameter estimation during recursive process by using LSM, the state space equation is constructed, then the Kahnan filter using moving window is made to get the data with reduced level of observation noise. Finally, the precise parameter estimation can be obtained by using the LSM again. The algorithm is carried on recursively. Good results for estimating and forecasting are shown by simulation, examples. The algorithm of Kalman filter using moving window proposed by us is introduced in this paper, which can guarantee the precision and convergence of Kalman filter.     

考虑测量误差和随机效应的设备剩余寿命预测#br#

针对非线性退化设备的剩余寿命预测问题,尚未系统研究考虑测量误差和随机效应的退化建模、先验参数估计及相应的剩余寿命预测方法。首先建立考虑测量误差和随机效应的非线性Wiener退化模型;利用同类设备历史监测数据,基于期望最大化算法估计出退化模型中固定系数和随机系数先验分布;采用状态空间模型描述目标设备当前监测状态,基于Kalman滤波算法迭代估计出随机系数后验分布和当前真实退化状态;利用全概率公式,推导出考虑隐含状态估计不确定性的设备剩余寿命的概率密度函数;仿真实例分析表明,所提方法较现有方法在参数估计误差和剩余寿命预测精度上具有一定优势。     

网络控制系统的事件触发与量化控制协同设计

针对资源受限的离散时间网络控制系统,提出一种基于性能优化的事件触发和量化控制协同设计方法。该方法主要通过事件触发降低网络带宽占用,采用带有缩放因子的动态量化器降低量化误差的影响,并将该网络控制系统建模成具有不确定参数的离散时间切换系统;根据稳定性和二次性能指标要求,利用分段李雅普诺夫函数和线性矩阵不等式技术将性能指标最优问题转化为具有矩阵不等式约束的优化问题,给出了保证系统渐近稳定且二次性能指标最小的事件触发器参数、动态量化器可调参数及控制器增益协同设计方法。最后,通过仿真验证了所提方法的有效性。     

随机冲击影响的非线性退化设备剩余寿命预测

退化设备的剩余寿命(remaining useful life, RUL)预测是当前可靠性领域研究的一个热点问题。基于Wiener过程,提出一种考虑随机冲击影响的非线性退化设备RUL预测方法。首先,设备连续退化过程用一个非线性Wiener过程描述,而冲击导致退化水平突变的影响由一个复合泊松过程刻画;其次,基于所建立的退化模型和首达时间概念,推导出剩余寿命概率密度函数及其近似解析解,极大地减少了数值计算时间,并提出一种基于期望最大化算法的模型参数估计方法。数值仿真和航天锂电池实例验证表明,所提方法提高了RUL预测的准确性,对于解决存在随机冲击影响的设备RUL预测问题具有一定的理论指导意义。