Estimation Problem Research Articles

Tail index estimation for tail adversarial stable time series with an application to high‐dimensional tail clustering

For stationary time series with regularly varying marginal distributions, an important problem is to estimate the associated tail index which characterizes the power‐law behavior of the tail distribution. For this, various results have been developed for independent data and certain types of dependent data. In this article, we consider the problem of tail index estimation under a recently proposed notion of serial tail dependence called the tail adversarial stability. Using the technique of adversarial innovation coupling and a martingale approximation scheme, we establish the consistency and central limit theorem of the tail index estimator for a general class of tail dependent time series. Based on the asymptotic normal distribution from the obtained central limit theorem, we further consider an application to cluster a large number of regularly varying time series based on their tail indices by using a robust mixture algorithm. The results are illustrated using numerical examples including Monte Carlo simulations and a real data analysis.

Deep optimal experimental design for parameter estimation problems

Abstract Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter estimation techniques are changing rapidly with the introduction of deep learning techniques to replace traditional estimation methods. This in turn requires the adaptation of optimal experimental design that is associated with these new techniques. In this paper we investigate a new experimental design methodology that uses deep learning. We show that the training of a network as a Likelihood Free Estimator can be used to significantly simplify the design process and circumvent the need for the computationally expensive bi-level optimization problem that is inherent in optimal experimental design for non-linear systems. Furthermore, deep design improves the quality of the recovery process for parameter estimation problems. As proof of concept we apply our methodology to two different systems of Ordinary Differential Equations.

Sensitivity fields and parameter estimation from dielectric objects

The quantitative phase image formation process is posed as a problem of parameter estimation from intensity measurements. This approach is inclusive of traditional pixel-oriented imaging, where the sought parameters are the pixel values. The resulting optimization process to find the parameters is then seen to depend on the sensitivity field: this is the gradient of the scattered field with respect to the parameters, and it turns out to obey a scattering relationship that is analogous to that of the original scattered field. Examples are given from several regimes of scattering strength.

Variational Inference based on a Subclass of Closed Skew Normals

Gaussian distributions are widely used in Bayesian variational inference to approximate intractable posterior densities, but the ability to accommodate skewness can improve approximation accuracy significantly, when data or prior information is scarce. We study the properties of a subclass of closed skew normals constructed using affine transformation of independent standardized univariate skew normals as the variational density, and illustrate how it provides increased flexibility and accuracy in approximating the joint posterior in various applications, by overcoming limitations in existing skew normal variational approximations. The evidence lower bound is optimized using stochastic gradient ascent, where analytic natural gradient updates are derived. We also demonstrate how problems in maximum likelihood estimation of skew normal parameters occur similarly in stochastic variational inference, and can be resolved using the centered parameterization. Supplementary materials for this article are available online.

James-Stein estimator improves accuracy and sample efficiency in human kinematic and metabolic data.

Human biomechanical data are often accompanied with measurement noise and behavioral variability. Errors due to such noise and variability are usually exaggerated by fewer trials or shorter trial durations, and could be reduced using more trials or longer trial durations. Speeding up such data collection by lowering number of trials or trial duration, while improving the accuracy of statistical estimates, would be of particular interest in wearable robotics applications and when the human population studied is vulnerable (e.g., the elderly). Here, we propose the use of the James-Stein estimator (JSE) to improve statistical estimates with a given amount of data, or reduce the amount of data needed for a given accuracy. The JSE is a shrinkage estimator that produces a uniform reduction in the summed squared errors when compared to the more familiar maximum likelihood estimator (MLE), simple averages, or other least squares regressions. When data from multiple human participants are available, an individual participant's JSE can improve upon MLE by incorporating information from all participants, improving overall estimation accuracy on average. Here, we apply the JSE to multiple time-series of kinematic and metabolic data from the following parameter estimation problems: foot placement control during level walking, energy expenditure during circle walking, and energy expenditure during resting. We show that the resulting estimates improve accuracy - that is, the James-Stein estimates have lower summed squared error from the 'true' value compared to more conventional estimates.

Bayesian inference for link travel time correlation of a bus route

Estimation of link travel time correlation of a bus route is essential to many bus operation applications. Link travel time on a bus route could exhibit complex correlation structures, such as long-range correlations, negative correlations, and time-varying correlations. This paper develops a Bayesian Gaussian model to estimate the link travel time correlation matrix of a bus route using smart-card-like data. Our method overcomes the small-sample-size problem in correlation matrix estimation by borrowing/integrating those incomplete observations from other bus routes. We first conduct a synthetic experiment and results show that the proposed method produces an accurate estimation for correlations with credible intervals. Next, we perform experiments on a real-world bus route with in-out-stop record data; results show that both local and long-range correlations exist on this bus route. Finally, we demonstrate an application of using the estimated covariance matrix to make probabilistic forecasting of link and trip travel time.

Parameter Estimation of Uncertain Differential Equations Driven by Threshold Ornstein–Uhlenbeck Process with Application to U.S. Treasury Rate Analysis

Uncertain differential equations, as an alternative to stochastic differential equations, have proved to be extremely powerful across various fields, especially in finance theory. The issue of parameter estimation for uncertain differential equations is the key step in mathematical modeling and simulation, which is very difficult, especially when the corresponding terms are driven by some complicated uncertain processes. In this paper, we propose the uncertainty counterpart of the threshold Ornstein–Uhlenbeck process in probability, named the uncertain threshold Ornstein–Uhlenbeck process, filling the gaps of the corresponding research in uncertainty theory. We then explore the parameter estimation problem under different scenarios, including cases where certain parameters are known in advance while others remain unknown. Numerical examples are provided to illustrate our method proposed. We also apply the method to study the term structure of the U.S. Treasury rates over a specific period, which can be modeled by the uncertain threshold Ornstein–Uhlenbeck process mentioned in this paper. The paper concludes with brief remarks and possible future directions.

Stubborn State and Disturbance Observer Co‐Design for Nonlinear Descriptor Systems With δQC$$ \delta \mathrm{QC} $$ via a Dynamic Event‐Triggered Mechanism

ABSTRACTThis article studies the state and disturbance simultaneous estimation problem for a class of nonlinear descriptor systems with using a dynamic event‐triggered mechanism. refers to incremental quadratic constraints, which can provide a unified description of many types of common nonlinear functions. To reduce the negative impact of measurement outliers on the identification estimation, a stubborn state and disturbance observer co‐design scheme is proposed for the first time by embedding dynamic saturation output estimation errors. Meanwhile, a dynamic event‐triggered mechanism is introduced to avoid the need for continuously available output information, which can reduce the pressure on communication resources. By constructing a Lyapunov function, existence conditions of the stubborn state and disturbance observer are obtained in the form of a convex optimization problem so that the error estimation maintains an acceptable estimation performance. Finally, simulation examples illustrate the universality and stubbornness of the proposed observer.

Cubic spline estimation for non parametric uncertain differential equation

. In the history of researching to estimate the unknown parameters that were in the uncertain differential equation (UDE), the problem of parameter estimation with known functional forms is often studied. However, in practical situations, its functional form is often unknown. In order to deal with this problem, this article proposes the cubic spline method to approximate the autonomous UDE, and perform non parametric estimation on it. The cross validation is introduced to determine the number of term (J), which is in the approximate cubic spline. In addition, the uncertain hypothesis testing is given to verify the rationality of this method. Finally, some numerical examples are given. Then this method is applied to a case study of the Beijing Air Quality Index, and a comparative analysis is given to verify the practicability and superiority of the cubic spline method.

Preliminary Test Estimation for Parallel 2-Sampling in Autoregressive Model

The purpose of this paper is to discuss the problem of estimation and testing the equality of two autoregressive parameters of two first-order autoregressive processes AR(1), where for each process, the observations are made at different time points. The primary interest is to propose the testing procedures for the homogeneity of autocorrelation parameters ρ1 and ρ2. Furthermore, we are interested in estimating ρ1 under uncertain and weak prior information about the possible equality of ρ1 and ρ2, though we may not have full confidence in the tenacity of this information. A large sample test for the homogeneity of the parameters is developed. Pooled “P” (or restricted estimator) and preliminary test “PT” estimators are proposed, and their properties are investigated and compared with the unrestricted estimator “UE” of ρ1.

Distributed adaptive moving horizon estimation for multi-sensor networks subject to quantization effects

This paper investigates the distributed state estimation problem for multi-sensor networks with quantized measurements. Within the Bayesian framework, a distributed adaptive moving horizon estimation algorithm is developed. Unlike the existing methods regarding quantized errors roughly as bounded uncertainties, the posterior distributions of the errors are demanded to be derived. To overcome the difficulty of evaluating the posterior distributions for series of the states and quantized errors jointly, the variational Bayesian methodology is adopted to approximate the true distributions. Based on the fixed-point iteration method, the update rules are analytically derived, with the convergence criterion provided. Furthermore, by incorporating the average consensus algorithm into the prediction process, all sensors can achieve consensus on their estimates in a distributed manner. Finally, a numerical example of target tracking under logarithmic and uniform quantization effects is given to illustrate the validity of the proposed algorithm.

The Square-Root Unscented and the Square-Root Cubature Kalman Filters on Manifolds.

Estimating the state of a system by fusing sensor data is a major prerequisite in many applications. When the state is time-variant, derivatives of the Kalman filter are a popular choice for solving that task. Two variants are the square-root unscented Kalman filter (SRUKF) and the square-root cubature Kalman filter (SCKF). In contrast to the unscented Kalman filter (UKF) and the cubature Kalman filter (CKF), they do not operate on the covariance matrix but on its square root. In this work, we modify the SRUKF and the SCKF for use on manifolds. This is particularly relevant for many state estimation problems when, for example, an orientation is part of a state or a measurement. In contrast to other approaches, our solution is both generic and mathematically coherent. It has the same theoretical complexity as the UKF and CKF on manifolds, but we show that the practical implementation can be faster. Furthermore, it gains the improved numerical properties of the classical SRUKF and SCKF. We compare the SRUKF and the SCKF on manifolds to the UKF and the CKF on manifolds, using the example of odometry estimation for an autonomous car. It is demonstrated that all algorithms have the same localization performance, but our SRUKF and SCKF have lower computational demands.

Tensor Based Semi-Blind Channel Estimation for Reconfigurable Intelligent Surface-Aided Multiple-Input Multiple-Output Communication Systems

Reconfigurable intelligent surfaces (RISs) are a promising technology for sixth-generation (6G) wireless networks. However, a fully passive RIS cannot independently process signals. Wireless systems equipped with it often encounter the challenge of large channel matrix dimensions when acquiring channel state information using pilot-assisted algorithms, resulting in high pilot overhead. To address this issue, this article proposes a semi-blind joint channel and symbol estimation receiver without a pilot training stage for RIS-aided multiple-input multiple-output (MIMO) (including massive MIMO) communication systems. In a semi-blind system, a transmission symbol matrix and two channel matrices are coupled within the received signals at the base station (BS). We decouple them by building two parallel factor (PARAFAC) tensor models. Leveraging PARAFAC tensor decomposition, we transform the joint channel and symbol estimation problem into least square (LS) problems, which can be solved by Alternating Least Squares (ALSs). Our proposed scheme allows duplex communication. Compared to recently proposed pilot-based methods and semi-blind receivers, our results demonstrate the superior performance of our proposed algorithm in estimation accuracy and speed.

Distributed Consensus Filtering Over Sensor Networks With Asynchronous Measurements

ABSTRACTIn practical sensor networks, sensor nodes may operate with different sampling periods and initial sampling time instants, and their observations may also be nonuniform. Unfortunately, the research on distributed state estimation problems over such asynchronous sensor networks is very limited. Thus, this article focuses on the distributed consensus filtering problem over sensor networks with asynchronous measurements. First, the asynchronous measurement from each sensor is synchronized by the continuous‐time state evolution equation to a unified filtering fusion time instant within a given filtering period. After measurement synchronization, the statistical characteristics of measurement noise change. The cross‐correlations between the converted measurement noises are analyzed, as well as one‐step correlations between the converted measurement noises and the process noise. Second, an optimal asynchronous distributed consensus filter is designed based on synchronization measurements under the criterion of minimum mean‐square error with the above correlations between various types of noises taken into account. Meanwhile, a suboptimal distributed consensus filtering algorithm is further proposed to reduce computational complexity. Finally, based on the Lyapunov function method, the stability of the estimation error is theoretically demonstrated with an appropriate selection of consensus filtering gain and validated through simulations.

Robust Fault Estimation and Fault‐Tolerant Control for a Class of Fuzzy Singularly Perturbed Systems With State Time Delay Based on Learning Observer

ABSTRACTThis article studies the problem of fault estimation (FE) and dynamic output fault‐tolerant control (DOFTC) for a class of Takagi–Sugeno (T–S) fuzzy singularly perturbed systems (SPSs) which subject to time delay, external disturbance and actuator fault. A new fault estimation and fault‐tolerant control scheme was proposed and designed for the influence of the change of perturbation parameter on the singularly perturbed system. This scheme adopts the Takagi–Sugeno (T–S) fuzzy model, learning observer and dynamic output feedback fault‐tolerant mechanism, so that the system has multi‐time‐scale dynamic stability. The results show that this method has more accurate estimation effect, faster convergence speed, and very fast steady‐state response of fault‐tolerant control when faults occur. Furthermore, when constructing the Lyapunov function, the improved matrix was selected to ensure that the closed‐loop system is stable for all , and at the same time, the conservativeness of the results was reduced. Finally, the feasibility and correctness of the proposed design method were illustrated through two numerical examples.

State Estimation for Measurement-Saturated Memristive Neural Networks with Missing Measurements and Mixed Time Delays Subject to Cyber-Attacks: A Non-Fragile Set-Membership Filtering Framework

This paper is concerned with the state estimation problem based on non-fragile set-membership filtering for a class of measurement-saturated memristive neural networks (MNNs) with unknown but bounded (UBB) noises, mixed time delays and missing measurements (MMs), subject to cyber-attacks under the framework of weighted try-once-discard protocol (WTOD protocol). Considering bandwidth-limited open networks, this paper proposes an improved set-membership filtering based on WTOD protocol to partially solve the problem that multiple sensor-related problems and multiple network-induced phenomena influence the state estimation performance of MNNs. Moreover, this paper also discusses the gain perturbations of the estimator and proposes an improved non-fragile estimation framework based on set-membership filtering, which enhances the robustness of the estimation approach. The proposed estimation framework can effectively estimate the state of MNNs with UBB noises, estimator gain perturbations, mixed time-delays, cyber-attacks, measurement saturations and MMs. This paper first utilizes mathematical induction to provide the sufficient conditions for the existence of the desired estimator, and obtains the estimator gain by solving a set of linear matrix inequalities. Then, a recursive optimization algorithm is utilized to achieve optimal estimation performance. The effectiveness of the theoretical results is verified by comparative numerical simulation examples.

Interval estimation of sensor fault in rotary steerable drilling tools based on set-membership approach

The rotary steerable drilling tools (RSDTs) are invented for high-precision wellpath control. Fault diagnosis is essential for the RSDT as it can improve the reliability of the drilling processes. To estimate the sensor fault of the RSDT, this paper investigates the interval estimation problem for Lipschitz nonlinear systems with sensor fault via the set-membership approach. Firstly, the RSDT is modeled by a discrete-time Lipschitz nonlinear system with unknown inputs, noises, and parameter uncertainties. Next, based on the ellipsoid bundles, a set-membership fault estimator is presented, where the unknown inputs are decoupled. Additionally, a sufficient condition, which is derived based on the P-radius of the ellipsoid bundles, is put forward to design the parameters of the estimator with Lipschitz nonlinear terms. Then, the interval estimations of the states and fault are obtained via ellipsoid bundles. Finally, the efficiency of the proposed approach is evaluated through numerical simulations and experiments.

Quantum Multiple Eigenvalue Gaussian filtered Search: an efficient and versatile quantum phase estimation method

Quantum phase estimation is one of the most powerful quantum primitives. This work proposes a new approach for the problem of multiple eigenvalue estimation: Quantum Multiple Eigenvalue Gaussian filtered Search (QMEGS). QMEGS leverages the Hadamard test circuit structure and only requires simple classical postprocessing. QMEGS is the first algorithm to simultaneously satisfy the following two properties: (1) It can achieve the Heisenberg-limited scaling without relying on any spectral gap assumption. (2) With a positive energy gap and additional assumptions on the initial state, QMEGS can estimate all dominant eigenvalues to ϵ accuracy utilizing a significantly reduced circuit depth compared to the standard quantum phase estimation algorithm. In the most favorable scenario, the maximal runtime can be reduced to as low as log⁡(1/ϵ). This implies that QMEGS serves as an efficient and versatile approach, achieving the best-known results for both gapped and gapless systems. Numerical results validate the efficiency of our proposed algorithm in various regimes.

Retrieving hourly aerosol optical depth for geostationary satellite FY-4B/AGRI by surface-related dynamic spectral reflectance ratio method

The Advanced Geostationary Radiation Imager (AGRI) on board Fengyun-4B (FY-4B) has been found to have significant advantages in aerosol dynamic monitoring. This study proposed a surface-related dynamic spectral reflectance ratio (SDSRR) method for FY-4B AGRI to solve the problem of inaccurate surface reflectance estimation in Aerosol Optical Depth (AOD) retrieval. This method introduced Moderate-resolution Imaging Spectroradiometer (MODIS) aerosol product to assist in calculating the surface reflectance of the AGRI blue channel and the spectral reflectance ratio between the shortwave infrared (SWIR) channel and the blue channel, then constructed a surface-related dynamic spectral reflectance ratio series by combining the spectral reflectance ratio, Normalized Difference Vegetation Index (NDVI) and Scattering Angle (SCA) to obtain aerosol retrieval results. To verify the accuracy of the SDSRR method, the AOD dataset of the SDSRR method, the official aerosol products of AGRI (LDA) and Advanced Himawari Imager (AHI) AOD datasets were compared with the ground-based observations of Aerosol Robotic Network (AERONET) and Sun-shy radiometer Observation Network (SONET) in East Asia. The results indicate that the SDSRR method performs more consistently in East Asia compared to the official ARGI aerosol products. The root-mean-square-error (RMSE), mean error (ME), and correlation coefficient (R) between SDSRR AOD and ground-based measurements are 0.286, 0.180 and 0.70, which is better than that of LDA AOD (RMSE = 0.508, ME = 0.292, R = 0.69). Additionally, the RMSE, ME, and R of AHI AOD were 0.253, 0.168, and 0.74, respectively.

Using query semantic and feature transfer fusion to enhance cardinality estimating of property graph queries

With the increasing complexity and diversity of query tasks, cardinality estimation has become one of the most challenging problems in query optimization. In this study, we propose an efficient and accurate cardinality estimation method to address the cardinality estimation problem in property graph queries, particularly in response to the current research gap regarding the neglect of contextual semantic features. We first propose formal representations of the property graph query and define its cardinality estimation problem. Then, through the query featurization, we transform the query into a vector representation that can be learned by the estimation model, and enrich the feature vector representation by the context semantic information of the query. We finally propose an estimation model for property graph queries, specifically introducing a feature information transfer module to dynamically control the information flow meanwhile achieving the model’s feature fusion and inference. Experimental results on three datasets show that the estimation model can accurately and efficiently estimate the cardinality of property graph queries, the mean Q_error and RMSE are reduced by about 30% and 25% than the state-of-art estimation models. The context semantics features of queries can improve the model’s estimation accuracy, the mean Q_error result is reduced by about 20% and the RMSE result is about 5%.