By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of ...By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.展开更多
In the constant-stress accelerated life test, estimation issues are discussed for a generalized half-normal distribution under a log-linear life-stress model. The maximum likelihood estimates with the corresponding fi...In the constant-stress accelerated life test, estimation issues are discussed for a generalized half-normal distribution under a log-linear life-stress model. The maximum likelihood estimates with the corresponding fixed point type iterative algorithm for unknown parameters are presented, and the least square estimates of the parameters are also proposed. Meanwhile, confidence intervals of model parameters are constructed by using the asymptotic theory and bootstrap technique. Numerical illustration is given to investigate the performance of our methods.展开更多
为了解决故障先验概率估算不准的问题,提出了基于最大熵的故障先验概率的计算模型.该模型以相关的先验信息作为最大概率估计的约束条件,并通过拉格朗日函数,将故障先验概率估算问题转化成无约束优化问题.为了实现对无约束优化问题的快...为了解决故障先验概率估算不准的问题,提出了基于最大熵的故障先验概率的计算模型.该模型以相关的先验信息作为最大概率估计的约束条件,并通过拉格朗日函数,将故障先验概率估算问题转化成无约束优化问题.为了实现对无约束优化问题的快速求解,提出了一种基于最速下降法和牛顿法的混合梯度算法;并且,针对大规模系统中故障变量过多的情况,依据系统分解的原则,将高维故障空间分解为多个低维故障空间,给出了低维故障空间求解的快速计算方法.通过最大熵方法和故障平均间隔(MTTF,Mean Time To Failure)方法的结果比较,证明最大熵方法更具准确性.展开更多
为抑制白噪声和窄带干扰对局部放电脉冲信号能量测量的影响,提出了一种基于噪声参数的能量估计方法。研究了现场信号模型和信号能量谱系数的概率分布,得到噪声参数已知条件下脉冲信号能量的最大似然估计。同时为获得噪声参数,将采样数...为抑制白噪声和窄带干扰对局部放电脉冲信号能量测量的影响,提出了一种基于噪声参数的能量估计方法。研究了现场信号模型和信号能量谱系数的概率分布,得到噪声参数已知条件下脉冲信号能量的最大似然估计。同时为获得噪声参数,将采样数据划分成信号帧和噪声帧,采用3F–C法估计了白噪声和窄带干扰参数。通过仿真实验和实测数据处理,与传统小波包降噪方法的结果进行了对比。数据分析结果表明:无论是针对单一白噪声环境还是存在窄带干扰的混合噪声环境,该能量估计方法的准确性均优于传统小波包降噪方法,且随着信噪比的降低和信号时间窗口长度的增加,该方法表现出更明显的优势。在信噪比为–8 d B的条件下,使用该方法对实测局部放电脉冲信号进行能量估计的相对误差仅为4.07%,而使用小波包降噪方法时相对误差则达到44.12%。展开更多
文摘By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.
基金supported by the National Natural Science Foundation of China(1150143371473187)the Natural Science Basic Research Plan in Shaanxi Province of China(2016JQ1014)
文摘In the constant-stress accelerated life test, estimation issues are discussed for a generalized half-normal distribution under a log-linear life-stress model. The maximum likelihood estimates with the corresponding fixed point type iterative algorithm for unknown parameters are presented, and the least square estimates of the parameters are also proposed. Meanwhile, confidence intervals of model parameters are constructed by using the asymptotic theory and bootstrap technique. Numerical illustration is given to investigate the performance of our methods.
文摘为了解决故障先验概率估算不准的问题,提出了基于最大熵的故障先验概率的计算模型.该模型以相关的先验信息作为最大概率估计的约束条件,并通过拉格朗日函数,将故障先验概率估算问题转化成无约束优化问题.为了实现对无约束优化问题的快速求解,提出了一种基于最速下降法和牛顿法的混合梯度算法;并且,针对大规模系统中故障变量过多的情况,依据系统分解的原则,将高维故障空间分解为多个低维故障空间,给出了低维故障空间求解的快速计算方法.通过最大熵方法和故障平均间隔(MTTF,Mean Time To Failure)方法的结果比较,证明最大熵方法更具准确性.
文摘为抑制白噪声和窄带干扰对局部放电脉冲信号能量测量的影响,提出了一种基于噪声参数的能量估计方法。研究了现场信号模型和信号能量谱系数的概率分布,得到噪声参数已知条件下脉冲信号能量的最大似然估计。同时为获得噪声参数,将采样数据划分成信号帧和噪声帧,采用3F–C法估计了白噪声和窄带干扰参数。通过仿真实验和实测数据处理,与传统小波包降噪方法的结果进行了对比。数据分析结果表明:无论是针对单一白噪声环境还是存在窄带干扰的混合噪声环境,该能量估计方法的准确性均优于传统小波包降噪方法,且随着信噪比的降低和信号时间窗口长度的增加,该方法表现出更明显的优势。在信噪比为–8 d B的条件下,使用该方法对实测局部放电脉冲信号进行能量估计的相对误差仅为4.07%,而使用小波包降噪方法时相对误差则达到44.12%。
