This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both ...This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.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
基金supported by the National Science Foundations (DMS0504783 DMS0604207)National Science Fund for Distinguished Young Scholars of China (70825005)
文摘This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.
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.
