• 제목/요약/키워드: Maximum likelihood Estimation

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Maximum-likelihood Estimation of Radar Cross Section of a Swerling III Target (Swerling III 표적 RCS의 최대공산추정)

  • Jung, Young-Hun;Hong, Sun-Mog
    • Journal of the Institute of Electronics and Information Engineers
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    • v.54 no.3
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    • pp.87-93
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    • 2017
  • A maximum likelihood (ML) approach is presented for estimating the mean of radar cross section (RCS) of a Swerling III target and its numerical solution methods are discussed. The solution methods are based on an approximate expression for implementing the expectation maximization (EM) algorithm. The methods are evaluated and compared through Monte Carlo simulations in terms of estimation accuracy and computational efficiency to obtain a most efficient method for both Swerling I and Swerling III targets. The methods are also compared with a previously reported method based on heuristics.

Likelihood Ratio Criterion for Testing Sphericity from a Multivariate Normal Sample with 2-step Monotone Missing Data Pattern

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.473-481
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    • 2005
  • The testing problem for sphericity structure of the covariance matrix in a multivariate normal distribution is introduced when there is a sample with 2-step monotone missing data pattern. The maximum likelihood method is described to estimate the parameters on the basis of the sample. Using these estimates, the likelihood ratio criterion for testing sphericity is derived.

A Computationally Efficient Time Delay and Doppler Estimation for the LFM Signal (LFM 신호에 대한 효과적인 시간지연 및 도플러 추정)

  • 윤경식;박도현;이철목;이균경
    • The Journal of the Acoustical Society of Korea
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    • v.20 no.8
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    • pp.58-66
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    • 2001
  • In this paper, a computationally efficient time delay and doppler estimation algorithm is proposed for active sonar with Linear Frequency Modulated (LFM) signal. To reduce the computational burden of the conventional estimation algorithm, an algebraic equation is used which represents the relationship between the time delay and doppler in cross-ambiguity function of the LFM signal. The algebraic equation is derived based on the Fast maximum Likelihood (FML) method. Using this algebraic relation, the time delay and doppler are estimated with two 1-D search instead of the conventional 2-D search. The estimation errors of the proposed algorithm are analyzed for various SNR's. The simulation result demonstrates the good performance of the proposed algorithm.

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Tests For and Against a Positive Dependence Restriction in Two-Way Ordered Contingency Tables

  • Oh, Myongsik
    • Journal of the Korean Statistical Society
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    • v.27 no.2
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    • pp.205-220
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    • 1998
  • Dependence concepts for ordered two-way contingency tables have been of considerable interest. We consider a dependence concept which is less restrictive than likelihood ratio dependence and more restrictive than regression dependence. Maximum likelihood estimation of cell probability under this dependence restriction is studied. The likelihood ratio statistics for and against this dependence are proposed and their large sample distributions are derived. A real data is analyzed to illustrate the estimation and testing procedures.

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Time-Delay Estimation in the Multi-Path Channel based on Maximum Likelihood Criterion

  • Xie, Shengdong;Hu, Aiqun;Huang, Yi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.6 no.4
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    • pp.1063-1075
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    • 2012
  • To locate an object accurately in the wireless sensor networks, the distance measure based on time-delay plays an important role. In this paper, we propose a maximum likelihood (ML) time-delay estimation algorithm in multi-path wireless propagation channel. We get the joint probability density function after sampling the frequency domain response of the multi-path channel, which could be obtained by the vector network analyzer. Based on the ML criterion, the time-delay values of different paths are estimated. Considering the ML function is non-linear with respect to the multi-path time-delays, we first obtain the coarse values of different paths using the subspace fitting algorithm, then take them as an initial point, and finally get the ML time-delay estimation values with the pattern searching optimization method. The simulation results show that although the ML estimation variance could not reach the Cramer-Rao lower bounds (CRLB), its performance is superior to that of subspace fitting algorithm, and could be seen as a fine algorithm.

Preformance Comparison of MLE Technique with POF(Pencil of Functions) Method for SEM Parameter Estimation (SEM 파라메타 측정에 대한 MLE 기법과 POF 기법의 성능비교)

  • Kim, Deok-Nyeon
    • The Transactions of the Korea Information Processing Society
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    • v.1 no.4
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    • pp.511-516
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    • 1994
  • Parameter estimation techniques are discussed for the complex frequency analysis of an electromagnetic scatterer. The paper suggests how the Maximum Likelihood estimation technique can be applied for this purpose. Experiments on hypothetical data sets demonstrate that the Maximum Likelihood technique is better than the Pencil of Functions technique. Although there have been several techniques including MLE suggested as tools of the parameter estimation, the proposed method has strong advantages under the noise-contaminated sample data environment because it uses minimal dimension of system matrix that stands totally independent of the length of extracted data set.

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Estimation for the Triangular Distribution under Progressive Type-II Censoring

  • Kang, Suk-Bok;Han, Jun-Tae;Jung, Won-Tae
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.765-774
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    • 2008
  • In this paper, we derive the approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator of the scale parameter in a triangular distribution based on progressive Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation for various progressive censoring schemes.

Estimation for Two-Parameter Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1319-1328
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    • 2006
  • For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation in an Exponentiated Half Logistic Distribution under Progressively Type-II Censoring

  • Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.657-666
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    • 2011
  • In this paper, we derive the maximum likelihood estimator(MLE) and some approximate maximum likelihood estimators(AMLEs) of the scale parameter in an exponentiated half logistic distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error(MSE) through a Monte Carlo simulation for various censoring schemes. We also obtain the AMLEs of the reliability function.

Goodness-of-fit Test for the Weibull Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.349-361
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    • 2009
  • In this paper, we derive the approximate maximum likelihood estimators of the shape parameter and the scale parameter in a Weibull distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We develop three modified empirical distribution function type tests for the Weibull distribution based on multiply Type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.