Robust Estimation Approach Research Articles

Robust inference for estimating equations with nonignorably missing data based on SIR algorithm

ABSTRACTNonresponse is a very common phenomenon in survey sampling. Nonignorable nonresponse – that is, a response mechanism that depends on the values of the variable having nonresponse – is the most difficult type of nonresponse to handle. This article develops a robust estimation approach to estimating equations (EEs) by incorporating the modelling of nonignorably missing data, the generalized method of moments (GMM) method and the imputation of EEs via the observed data rather than the imputed missing values when some responses are subject to nonignorably missingness. Based on a particular semiparametric logistic model for nonignorable missing response, this paper proposes the modified EEs to calculate the conditional expectation under nonignorably missing data. We can apply the GMM to infer the parameters. The advantage of our method is that it replaces the non-parametric kernel-smoothing with a parametric sampling importance resampling (SIR) procedure to avoid nonparametric kernel-smoothing problems with high dimensional covariates. The proposed method is shown to be more robust than some current approaches by the simulations.

Sensor Bias Estimation Based on Ridge Least Trimmed Squares

A robust sensor bias estimation approach, named as the ridge least trimmed squares (RLTS), is proposed. Combing the advantages of ridge regression and least trimmed squares, RLTS can solve the sensor bias estimation problem with the presence of misassociations and ill-conditioning. Simulation results verify the effectiveness of the proposed approach.

Fast robust power system dynamic state estimation using model transformation

Accurate information about generator rotor speeds and angles plays an important role for power system transient stability online assessment and protection. To address this need, this paper proposes a fast and robust estimation approach based on the model transformation strategy. Thanks to this strategy, the original complex nonlinear model is transformed into a linear one without linerization, which makes the dynamical system observability analysis and the estimation problem significantly easier to solve. The proposed model transformation strategy is achieved by taking the measured generator active power as the input variable and the derived frequency and the rate of change of frequency measurements from the phasor measurement units (PMUs) as the output variables of the dynamical generator model. This allows us to estimate the generator rotor speeds and angles using only local PMU measurements and the swing equations, relaxing the need of a detailed generator model on which the existing dynamic state estimators are based. A robust Kalman filter is also developed to handle data quality problems as the frequency and rate of change of frequency measurements can be biased in presence of severe disturbance or communication issues. Comparison results carried out on the IEEE 39-bus system successfully validate the effectiveness and robustness of the proposed approach under various conditions.

Assistant Vehicle Localization Based on Three Collaborative Base Stations via SBL-Based Robust DOA Estimation

As a promising research area in Internet of Things (IoT), Internet of Vehicles (IoV) has attracted much attention in wireless communication and network. In general, vehicle localization can be achieved by the global positioning systems (GPSs). However, in some special scenarios, such as cloud cover, tunnels or some places where the GPS signals are weak, GPS cannot perform well. The continuous and accurate localization services cannot be guaranteed. In order to improve the accuracy of vehicle localization, an assistant vehicle localization method based on direction-of-arrival (DOA) estimation is proposed in this paper. The assistant vehicle localization system is composed of three base stations (BSs) equipped with a multiple input multiple output (MIMO) array. The locations of vehicles can be estimated if the positions of the three BSs and the DOAs of vehicles estimated by the BSs are known. However, the DOA estimated accuracy maybe degrade dramatically when the electromagnetic environment is complex. In the proposed method, a sparse Bayesian learning (SBL)-based robust DOA estimation approach is first proposed to achieve the off-grid DOA estimation of the target vehicles under the condition of nonuniform noise, where the covariance matrix of nonuniform noise is estimated by a least squares (LSs) procedure, and a grid refinement procedure implemented by finding the roots of a polynomial is performed to refine the grid points to reduce the off-grid error. Then, according to the DOA estimation results, the target vehicle is cross-located once by each two BSs in the localization system. Finally, robust localization can be realized based on the results of three-time cross-location. Plenty of simulation results demonstrate the effectiveness and superiority of the proposed method.

State of charge estimation based on adaptive algorithm for Lead-Acid battery

The usage of batteries in recent years has become widespread in many fields e.g. in electric vehicles, energy renewable and stand-alone systems which require a robust approach for estimation of the state of charge (SOC). The SOC represents an important factor to guaranty safe operations. A lot of methods have been used to predict the state of charge. The coulomb counting method is the famous and widely used among them, but have limitation due to its accuracy. Another used approach is the Kalman Filter, which improves the estimation efficiency, to reach a good performance in SOC prediction. The version of adaptive extended Kalman filter (AEKF) technique is applied in this paper. This paper presents an experimental performance of technique of Kalman filter, for solving the problem of accurate SOC. The method is used to compute the terminal voltage in such a way to estimate the SOC. The proposed algorithm is based on preselected Thevenin model after the identification of its parameters. It has been used to predict the SOC based on nonlinear equations, and evaluation of the approach is verified with the experimental results. The final results signify that the estimation matched with the proposed model and the algorithm is performed optimally, thus the maximum soc estimation error is the finest

State of charge estimation based on adaptive algorithm for Lead-Acid battery

The usage of batteries in recent years has become widespread in many fields e.g. in electric vehicles, energy renewable and stand-alone systems which require a robust approach for estimation of the state of charge (SOC). The SOC represents an important factor to guaranty safe operations. A lot of methods have been used to predict the state of charge. The coulomb counting method is the famous and widely used among them, but have limitation due to its accuracy. Another used approach is the Kalman Filter, which improves the estimation efficiency, to reach a good performance in SOC prediction. The version of adaptive extended Kalman filter (AEKF) technique is applied in this paper. This paper presents an experimental performance of technique of Kalman filter, for solving the problem of accurate SOC. The method is used to compute the terminal voltage in such a way to estimate the SOC. The proposed algorithm is based on preselected Thevenin model after the identification of its parameters. It has been used to predict the SOC based on nonlinear equations, and evaluation of the approach is verified with the experimental results. The final results signify that the estimation matched with the proposed model and the algorithm is performed optimally, thus the maximum soc estimation error is the finest

Deep Architecture for Citywide Travel Time Estimation Incorporating Contextual Information

To meet the growing demand of accurate and reliable travel time information in intelligent transportation systems, this a develops a deep architecture incorporating contextual information to estimate travel time in urban road network from a citywide perspective. First, several categories of features that affect travel time significantly are analyzed and extracted. On this basis, a deep architecture, which utilizes sparse denoising auto-encoders as building blocks, is proposed to learn the feature representations for travel time estimation. To train the deep architecture successfully, a greedy layer-wise semi-unsupervised learning algorithm is devised. The proposed approach inherently incorporates both the geographical features and contextual features, and accounts for the spatial correlation of adjacent road segments. It is a deep architecture with powerful modeling capabilities for the complex nonlinear phenomena in transportation. The information contained in the huge amount of unlabeled data are fully extracted and utilized. The feature representations for estimation are adaptively learned layer by layer from the input with an unsupervised fashion. The proposed model is applied to the real case study of the road network in Beijing, China, based on the large-scale GPS trajectories collected from a sample of taxicabs. Empirical results on extensive experiments demonstrate that the novel deep architecture provides a promising and robust approach for citywide travel time estimation, and outperforms the competing methods.

Targeted learning with daily EHR data.

Electronic health records (EHR) data provide a cost- and time-effective opportunity to conduct cohort studies of the effects of multiple time-point interventions in the diverse patient population found in real-world clinical settings. Because the computational cost of analyzing EHR data at daily (or more granular) scale can be quite high, a pragmatic approach has been to partition the follow-up into coarser intervals of pre-specified length (eg, quarterly or monthly intervals). The feasibility and practical impact of analyzing EHR data at a granular scale has not been previously evaluated. We start filling these gaps by leveraging large-scale EHR data from a diabetes study to develop a scalable targeted learning approach that allows analyses with small intervals. We then study the practical effects of selecting different coarsening intervals on inferences by reanalyzing data from the same large-scale pool of patients. Specifically, we map daily EHR data into four analytic datasets using 90-, 30-, 15-, and 5-day intervals. We apply a semiparametric and doubly robust estimation approach, the longitudinal Targeted Minimum Loss-Based Estimation (TMLE), to estimate the causal effects of four dynamic treatment rules with each dataset, and compare the resulting inferences. To overcome the computational challenges presented by the size of these data, we propose a novel TMLE implementation, the "long-format TMLE," and rely on the latest advances in scalable data-adaptive machine-learning software, xgboost and h2o, for estimation of the TMLE nuisance parameters.

Hierarchical likelihood approach to non-Gaussian factor analysis

ABSTRACTFactor models, structural equation models (SEMs) and random-effect models share the common feature that they assume latent or unobserved random variables. Factor models and SEMs allow well developed procedures for a rich class of covariance models with many parameters, while random-effect models allow well developed procedures for non-normal models including heavy-tailed distributions for responses and random effects. In this paper, we show how these two developments can be combined to result in an extremely rich class of models, which can be beneficial to both areas. A new fitting procedures for binary factor models and a robust estimation approach for continuous factor models are proposed.

MANTIS: Model-Augmented Neural neTwork with Incoherent k-space Sampling for efficient MR parameter mapping.

To develop and evaluate a novel deep learning-based image reconstruction approach called MANTIS (Model-Augmented Neural neTwork with Incoherent k-space Sampling) for efficient MR parameter mapping. MANTIS combines end-to-end convolutional neural network (CNN) mapping, incoherent k-space undersampling, and a physical model as a synergistic framework. The CNN mapping directly converts a series of undersampled images straight into MR parameter maps using supervised training. Signal model fidelity is enforced by adding a pathway between the undersampled k-space and estimated parameter maps to ensure that the parameter maps produced synthesized k-space consistent with the acquired undersampling measurements. The MANTIS framework was evaluated on the T2 mapping of the knee at different acceleration rates and was compared with 2 other CNN mapping methods and conventional sparsity-based iterative reconstruction approaches. Global quantitative assessment and regional T2 analysis for the cartilage and meniscus were performed to demonstrate the reconstruction performance of MANTIS. MANTIS achieved high-quality T2 mapping at both moderate (R = 5) and high (R = 8) acceleration rates. Compared to conventional reconstruction approaches that exploited image sparsity, MANTIS yielded lower errors (normalized root mean square error of 6.1% for R = 5 and 7.1% for R = 8) and higher similarity (structural similarity index of 86.2% at R = 5 and 82.1% at R = 8) to the reference in the T2 estimation. MANTIS also achieved superior performance compared to direct CNN mapping and a 2-step CNN method. The MANTIS framework, with a combination of end-to-end CNN mapping, signal model-augmented data consistency, and incoherent k-space sampling, is a promising approach for efficient and robust estimation of quantitative MR parameters.

Flattening the Seismic Data for Optimal Noise Attenuation

The seismic energy is the most correlative along the structural direction, and thus, many traditional filtering methods can be optimally performed in a flattened gather. We introduce in detail a flattening operator for creating the flattened dimension, where a denoising operator can be applied subsequently. The flattening operator is created by deriving a plane-wave trace continuation relation following the plane-wave equation. We demonstrate that the plane-wave trace continuation can well preserve the strong amplitude variation existing in the seismic data. In order to obtain a reliable slope estimation in the presence of noise, a robust slope estimation approach is introduced to substitute the traditional method. The flattening operator can be combined with many state-of-the-art filtering methods to obtain superior performance. Both synthetic and field seismic data are used to demonstrate the potential of the proposed framework in realistic applications.

Sparse evidence for selection on phenotypic plasticity in response to temperature.

Phenotypic plasticity is frequently assumed to be an adaptive mechanism by which organisms cope with rapid changes in their environment, such as shifts in temperature regimes owing to climate change. However, despite this adaptive assumption, the nature of selection on plasticity within populations is still poorly documented. Here, we performed a systematic review and meta-analysis of estimates of selection on thermal plasticity. Although there is a large literature on thermal plasticity, we found very few studies that estimated coefficients of selection on measures of plasticity. Those that did do not provide strong support for selection on plasticity, with the majority of estimates of directional selection on plasticity being weak and non-significant, and no evidence for selection on plasticity overall. Although further estimates are clearly needed before general conclusions can be drawn, at present there is not clear empirical support for any assumption that plasticity in response to temperature is under selection. We present a multivariate mixed model approach for robust estimation of selection on plasticity and demonstrate how it can be implemented. Finally, we highlight the need to consider the environments, traits and conditions under which plasticity is (or is not) likely to be under selection, if we are to understand phenotypic responses to rapid environmental change. This article is part of the theme issue 'The role of plasticity in phenotypic adaptation to rapid environmental change'.

Robust Neural Network Fault Estimation Approach for Nonlinear Dynamic Systems With Applications to Wind Turbine Systems

In this paper, a robust fault estimation approach is proposed for multi-input and multioutput nonlinear dynamic systems on the basis of back propagation neural networks. The augmented system approach, input-to-state stability theory, linear matrix inequality optimization, and neural network training/learning are integrated so that a robust simultaneous estimate of system states and actuator faults are achieved. The proposed approaches are finally applied to a 4.8 MW wind turbine benchmark system, and the effectiveness is well demonstrated.

Improving the Performance of Multi-GNSS Time and Frequency Transfer Using Robust Helmert Variance Component Estimation.

The combination of multiple Global Navigation Satellite Systems (GNSSs) may improve the performance of time and frequency transfers by increasing the number of available satellites and improving the time dilution of precision. However, the receiver clock estimation is easily affected by the inappropriate weight of multi-GNSSs due to the different characteristics of individual GNSS signals as well as the outliers from observations. Thus, we utilised a robust Helmert variance component estimation (RVCE) approach to determine the appropriate weights of different GNSS observations, and to control for the influence of outliers in these observation in multi-GNSS time and frequency transfer. In order to validate the effectiveness of this approach, four time links were employed. Compared to traditional solutions, the mean improvement of smoothed residuals is 3.43% using the RVCE approach. With respect to the frequency stability of the time links, the RVCE solution outperforms the traditional solution, particularly in the short-term, and the mean improvement is markedly high at 14.89%.

Robust fault estimation based on zonotopic Kalman filter for discrete‐time descriptor systems

SummaryThis paper proposes a set‐based approach for robust fault estimation of discrete‐time descriptor systems. The considered descriptor systems are subject to unknown‐but‐bounded uncertainties (state disturbances and measurement noise) in predefined zonotopes and additive actuator faults. The zonotopic fault estimation filter for descriptor systems is built based on fault detectability indices and matrix to estimate fault magnitude in a deterministic set. The zonotopic fault estimation filter gain is designed in a parameterized form. Within a set‐based framework, following the zonotopic Kalman filter, the optimal filter gain is computed by minimizing the size of the corresponding zonotopes to achieve robustness against uncertainties and the identification of occurred actuator faults. Besides, boundedness of the proposed zonotopic fault estimation is analyzed, which proves that the size of obtained fault estimation bounds is not growing in time. Finally, the simulation results with two application examples are provided to show the effectiveness of the proposed approach.

Robust Estimation of Displacement in Real-Time Freehand Ultrasound Strain Imaging.

We present a novel and efficient approach for robust estimation of displacement in real-time strain imaging for freehand ultrasound elastography by utilizing pre- and post-deformation ultrasound images. We define a quality factor for image lines and find the line with the highest value of quality factor to serve as the seed line for generating the displacement map. We also develop an analytical framework for coarse-to-fine displacement estimation, obtain an initial estimate of the seed line's displacement with subsample precision, and propagate it to the entire image to obtain a high quality strain image. Our fast strategy for estimating the seed line's displacement enables us to enhance the robustness without sacrificing the speed by identifying a new seed line when the quality falls below a given threshold. This is more efficient than the existing approaches that utilize multiple seed lines to improve robustness. Simulations, phantom experiments, and clinical studies show high signal-to-noise-ratio and contrast-to-noise-ratio values in our method for a wide range of average strain levels (1%-10%). Phantom experiments also demonstrate that our method is robust against corrupt and decorrelated data. Our method is superior to the existing real-time methods as it can produce high-quality strain images for up to 10% average strain levels at the rate of 20 frames/s on conventional CPUs.

A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates

In this paper, a new robust and efficient estimation approach based on local modal regression is proposed for partially linear models with large-dimensional covariates. We show that the resulting estimators for both parametric and nonparametric components are more efficient in the presence of outliers or heavy-tail error distribution, and as asymptotically efficient as the corresponding least squares estimators when there are no outliers and the error distribution is normal. We also establish the asymptotic properties of proposed estimators when the covariate dimension diverges at the rate of $$o\left( {\sqrt{n} } \right) \mathrm{{ }}$$ . To achieve sparsity and enhance interpretability, we develop a variable selection procedure based on SCAD penalty to select significant parametric covariates and show that the method enjoys the oracle property under mild regularity conditions. Moreover, we propose a practical modified MEM algorithm for the proposed procedures. Some Monte Carlo simulations and a real data are conducted to illustrate the finite sample performance of the proposed estimators. Finally, based on the idea of sure independence screening procedure proposed by Fan and Lv (J R Stat Soc 70:849–911, 2008), a robust two-step approach is introduced to deal with ultra-high dimensional data.

A frame selective dynamic programming approach for noise robust pitch estimation.

The principles of the existing pitch estimation techniques are often different and complementary in nature. In this work, a frame selective dynamic programming (FSDP) method is proposed which exploits the complementary characteristics of two existing methods, namely, sub-harmonic to harmonic ratio (SHR) and sawtooth-wave inspired pitch estimator (SWIPE). Using variants of SHR and SWIPE, the proposed FSDP method classifies all the voiced frames into two classes-the first class consists of the frames where a confidence score maximization criterion is used for pitch estimation, while for the second class, a dynamic programming (DP) based approach is proposed. Experiments are performed on speech signals separately from KEELE, CSLU, and PaulBaghsaw corpora under clean and additive white Gaussian noise at 20, 10, 5, and 0 dB SNR conditions using four baseline schemes including SHR, SWIPE, and two DP based techniques. The pitch estimation performance of FSDP, when averaged over all SNRs, is found to be better than those of the baseline schemes suggesting the benefit of applying smoothness constraint using DP in selected frames in the proposed FSDP scheme. The VuV classification error from FSDP is also found to be lower than that from all four baseline schemes in almost all SNR conditions on three corpora.

A tensor-based Bayesian probabilistic model for citywide personalized travel time estimation

Urban travel time information is of great importance for many levels of traffic management and operation. This paper develops a tensor-based Bayesian probabilistic model for citywide and personalized travel time estimation, using the large-scale and sparse GPS trajectories generated by taxicabs. Combined with the knowledge learned from historical trajectories, travel times of different drivers on all road segments in some time slots are modeled with a 3-order tensor. This tensor-based modeling approach incorporates both the spatial correlation between different road segments and the person-specific variation between different drivers, as well as the coarse-grain temporal correlation between recent and historical traffic conditions and the fine-grain temporal correlation between different time slots. To account for the variability caused by the intrinsic uncertainties in urban road network, each travel time entry in the built tensor is treated as a variable following a log-normal distribution. With the help of the fully Bayesian treatment, the model achieves automatic hyper-parameter tuning and model complexity controlling, and therefore the problem of over-fitting is prevented even when the used data is large-scale and sparse. The proposed model is applied to a real case study on the citywide road network of Beijing, China, using the large-scale and sparse GPS trajectories collected from over 32,670 taxicabs for a period of two months. Empirical results of extensive experiments demonstrate that the proposed model provides an effective and robust approach for urban travel time estimation and outperforms the considered competing methods.

Robust Multisensor Bias Estimation Under Nonideal Association

In the data fusion system, sensor biases lead to systematic deviation of the position states of targets reported to the fusion center. If sensor biases could not be estimated and compensated correctly, the fusion system will fail to achieve the expected performance superiority. However, the starting point of sensor bias estimation is the overdetermined equations construted on the biasis of data association. In the complicated environment, with the presence of interference factors such as random errors, sensor biases, false alarms and missed detections, the data association module outputs some misassociations inevitably. In view of the multisensor bias estimation problem under nonideal association, the robust estimation approach based on the least trimmed squares is proposed. Furthermore, the reweighted least squares apporach through eliminating abnormal equations is presented. Compared with the least squares and the least median of squares, the proposed approaches can not only ensure the robust performance on bias estimation, but also are less sensitive to random errors. Simulation results verify the effectiveness of the proposed methods.