Download or read book Small Sample Parameter Estimation for Forced Discrete Linear Dynamic Models written by Donald L. Stevens and published by . This book was released on 1979 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of estimating the parameters of a forced discrete linear dynamic model is considered. The system model is conceptualized to include the value of the initial state as a parameter. The forces driving the system are partitioned into accessible and inaccessible inputs. Accessible inputs are those that are measured; inaccessible inputs are all others, including random disturbances. Maximum likelihood and mean upper likelihood estimators are derived. The mean upper likelihood estimator is a variant of the mean likelihood estimator and apparently has more favorable small sample properties than does the maximum likelihood estimator. A computational algorithm that does not require the inversion or storage of large matrices is developed. The estimators and the algorithm are derived for models having an arbitrary number of inputs and a single output. The extension to a two output system is illustrated; further extension to an arbitrary number of outputs follows trivially. The techniques were developed for the analysis of possibly unique realizations of a process. The assumption that the inaccessible input is a stationary process is necessary only over the period of observation. Freedom from the more general usual assumptions was made possible by treatment of the initial state as a parameter. The derived estimation technique should be particularly suitable for the analysis of observational data. Simulation studies are used to compare the estimators and assess their properties. The mean upper likelihood estimator has consistently smaller mean square error than does the maximum likelihood estimator. An example application is presented, representing a unique realization of a dynamic system. The problems associated with determination of concurrence of a hypothetical "system change" with a temporally identified event are examined, and associated problems of inference of causality based on observational data are discussed with respect to the example.
Download or read book Modelling and Parameter Estimation of Dynamic Systems written by J.R. Raol and published by IET. This book was released on 2004-08-13 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a detailed examination of the estimation techniques and modeling problems. The theory is furnished with several illustrations and computer programs to promote better understanding of system modeling and parameter estimation.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal Estimation of Dynamic Systems written by John L. Crassidis and published by CRC Press. This book was released on 2004-04-27 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals receiv
Download or read book O S U Theses and Dissertations 1978 1982 written by Oregon State University and published by . This book was released on 1983 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Discrete Techniques of Parameter Estimation written by Jerry M. Mendel and published by . This book was released on 1973 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Equation error formulation of parameter estimation problems; Least-squares parameter estimation; Minimum-variance parameter estimation; Stochastic-gradient parameter estimation; Estimation of time-varying parameters.
Download or read book Bulletin Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1979 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Identification of Dynamic Systems written by Rolf Isermann and published by Springer. This book was released on 2011-04-08 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: Precise dynamic models of processes are required for many applications, ranging from control engineering to the natural sciences and economics. Frequently, such precise models cannot be derived using theoretical considerations alone. Therefore, they must be determined experimentally. This book treats the determination of dynamic models based on measurements taken at the process, which is known as system identification or process identification. Both offline and online methods are presented, i.e. methods that post-process the measured data as well as methods that provide models during the measurement. The book is theory-oriented and application-oriented and most methods covered have been used successfully in practical applications for many different processes. Illustrative examples in this book with real measured data range from hydraulic and electric actuators up to combustion engines. Real experimental data is also provided on the Springer webpage, allowing readers to gather their first experience with the methods presented in this book. Among others, the book covers the following subjects: determination of the non-parametric frequency response, (fast) Fourier transform, correlation analysis, parameter estimation with a focus on the method of Least Squares and modifications, identification of time-variant processes, identification in closed-loop, identification of continuous time processes, and subspace methods. Some methods for nonlinear system identification are also considered, such as the Extended Kalman filter and neural networks. The different methods are compared by using a real three-mass oscillator process, a model of a drive train. For many identification methods, hints for the practical implementation and application are provided. The book is intended to meet the needs of students and practicing engineers working in research and development, design and manufacturing.
Download or read book Parameter Estimation Techniques for Nonlinear Dynamic Models with Limited Data Process Disturbances and Modeling Errors written by Hadiseh Karimi and published by . This book was released on 2013 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this thesis appropriate statistical methods to overcome two types of problems that occur during parameter estimation in chemical engineering systems are studied. The first problem is having too many parameters to estimate from limited available data, assuming that the model structure is correct, while the second problem involves estimating unmeasured disturbances, assuming that enough data are available for parameter estimation. In the first part of this thesis, a model is developed to predict rates of undesirable reactions during the finishing stage of nylon 66 production. This model has too many parameters to estimate (56 unknown parameters) and not having enough data to reliably estimating all of the parameters. Statistical techniques are used to determine that 43 of 56 parameters should be estimated. The proposed model matches the data well. In the second part of this thesis, techniques are proposed for estimating parameters in Stochastic Differential Equations (SDEs). SDEs are fundamental dynamic models that take into account process disturbances and model mismatch. Three new approximate maximum likelihood methods are developed for estimating parameters in SDE models. First, an Approximate Expectation Maximization (AEM) algorithm is developed for estimating model parameters and process disturbance intensities when measurement noise variance is known. Then, a Fully-Laplace Approximation Expectation Maximization (FLAEM) algorithm is proposed for simultaneous estimation of model parameters, process disturbance intensities and measurement noise variances in nonlinear SDEs. Finally, a Laplace Approximation Maximum Likelihood Estimation (LAMLE) algorithm is developed for estimating measurement noise variances along with model parameters and disturbance intensities in nonlinear SDEs. The effectiveness of the proposed algorithms is compared with a maximum-likelihood based method. For the CSTR examples studied, the proposed algorithms provide more accurate estimates for the parameters. Additionally, it is shown that the performance of LAMLE is superior to the performance of FLAEM. SDE models and associated parameter estimates obtained using the proposed techniques will help engineers who implement on-line state estimation and process monitoring schemes.
Download or read book Parameter Estimation in linear dynamic systems written by and published by . This book was released on 1979 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Notices of the American Mathematical Society written by American Mathematical Society and published by . This book was released on 1979 with total page 1214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Parameter Estimation of Linear Dynamic Systems written by Charles A. Siletti and published by . This book was released on 1984 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Introduction to Small Area Estimation Techniques written by Asian Development Bank and published by Asian Development Bank. This book was released on 2020-05-01 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: This guide to small area estimation aims to help users compile more reliable granular or disaggregated data in cost-effective ways. It explains small area estimation techniques with examples of how the easily accessible R analytical platform can be used to implement them, particularly to estimate indicators on poverty, employment, and health outcomes. The guide is intended for staff of national statistics offices and for other development practitioners. It aims to help them to develop and implement targeted socioeconomic policies to ensure that the vulnerable segments of societies are not left behind, and to monitor progress toward the Sustainable Development Goals.
Download or read book Parameter estimation in nonlinear dynamical systems written by Walter Johannes Henricus Stortelder and published by . This book was released on 1998 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Discrete Choice Methods with Simulation written by Kenneth Train and published by Cambridge University Press. This book was released on 2009-07-06 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.
Download or read book American Doctoral Dissertations written by and published by . This book was released on 1984 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applied mechanics reviews written by and published by . This book was released on 1948 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:
