• 제목/요약/키워드: Maximum likelihood estimation

검색결과 979건 처리시간 0.031초

최대우도법을 이용한 라이다 포인트군집의 박스특징 추정 (Box Feature Estimation from LiDAR Point Cluster using Maximum Likelihood Method)

  • 김종호;이경수
    • 자동차안전학회지
    • /
    • 제13권4호
    • /
    • pp.123-128
    • /
    • 2021
  • This paper present box feature estimation from LiDAR point cluster using maximum likelihood Method. Previous LiDAR tracking method for autonomous driving shows high accuracy about velocity and heading of point cluster. However, Assuming the average position of a point cluster as the vehicle position has a lower accuracy than ground truth. Therefore, the box feature estimation algorithm to improve position accuracy of autonomous driving perception consists of two procedures. Firstly, proposed algorithm calculates vehicle candidate position based on relative position of point cluster. Secondly, to reflect the features of the point cluster in estimation, the likelihood of the particle scattered around the candidate position is used. The proposed estimation method has been implemented in robot operating system (ROS) environment, and investigated via simulation and actual vehicle test. The test result show that proposed cluster position estimation enhances perception and path planning performance in autonomous driving.

Bayesian and maximum likelihood estimation of entropy of the inverse Weibull distribution under generalized type I progressive hybrid censoring

  • Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
    • /
    • 제27권4호
    • /
    • pp.469-486
    • /
    • 2020
  • Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.

메이크헴 수명분포에 의존한 소프트웨어 평균고장간격시간에 관한 모수 추정법 비교 연구 (A Comparative Study of the Parameter Estimation Method about the Software Mean Time Between Failure Depending on Makeham Life Distribution)

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
    • /
    • 제24권1호
    • /
    • pp.25-32
    • /
    • 2017
  • For repairable software systems, the Mean Time Between Failure (MTBF) is used as a measure of software system stability. Therefore, the evaluation of software reliability requirements or reliability characteristics can be applied MTBF. In this paper, we want to compare MTBF in terms of parameter estimation using Makeham life distribution. The parameter estimates used the least square method which is regression analyzer method and the maximum likelihood method. As a result, the MTBF using the least square method shows a non-decreased pattern and case of the maximum likelihood method shows a non-increased form as the failure time increases. In comparison with the observed MTBF, MTBF using the maximum likelihood estimation is smallerd about difference of interval than the least square estimation which is regression analyzer method. Thus, In terms of MTBF, the maximum likelihood estimation has efficient than the regression analyzer method. In terms of coefficient of determination, the mean square error and mean error of prediction, the maximum likelihood method can be judged as an efficient method.

정적계통의 통계적 퍼래미터 추정에 있어 최우도법과 Bayes식방법과의 비교연구 (A Comparative Study Of Maximum Likelihood Method With Bayesian Approach In Statistical Parameter Estimation Of Static Systems)

  • 한만춘;최경삼
    • 전기의세계
    • /
    • 제22권2호
    • /
    • pp.51-56
    • /
    • 1973
  • The comparative study of maximum likelihood estimation with Bayesian approach was made by statistical & computational methods in center of a priori information of static systems and the effect of a priori information on the accuracy of the estimatiion was also analyzed. Through the numerical computations of some examples by digital computer, we concluded that maximum likelihood method is better than Bayesian estimation except for almost certain a priori informations. The study may therefore contribute in identification problems of dynamical systems connected with a priori informations.

  • PDF

Modified inverse moment estimation: its principle and applications

  • Gui, Wenhao
    • Communications for Statistical Applications and Methods
    • /
    • 제23권6호
    • /
    • pp.479-496
    • /
    • 2016
  • In this survey, we present a modified inverse moment estimation of parameters and its applications. We use a specific model to demonstrate its principle and how to apply this method in practice. The estimation of unknown parameters is considered. A necessary and sufficient condition for the existence and uniqueness of maximum-likelihood estimates of the parameters is obtained for the classical maximum likelihood estimation. Inverse moment and modified inverse moment estimators are proposed and their properties are studied. Monte Carlo simulations are conducted to compare the performances of these estimators. As far as the biases and mean squared errors are concerned, modified inverse moment estimator works the best in all cases considered for estimating the unknown parameters. Its performance is followed by inverse moment estimator and maximum likelihood estimator, especially for small sample sizes.

Regularity of Maximum Likelihood Estimation for ARCH Regression Model with Lagged Dependent Variables

  • Hwang, Sun Y.
    • Journal of the Korean Statistical Society
    • /
    • 제29권1호
    • /
    • pp.9-16
    • /
    • 2000
  • This article addresses the problem of maximum likelihood estimation in ARCH regression with lagged dependent variables. Some topics in asymptotics of the model such as uniform expansion of likelihood function and construction of a class of MLE are discussed, and the regularity property of MLE is obtained. The error process here is possibly non-Gaussian.

  • PDF

Sequential Estimation in Exponential Distribution

  • Park, Sang-Un
    • Communications for Statistical Applications and Methods
    • /
    • 제14권2호
    • /
    • pp.309-316
    • /
    • 2007
  • In this paper, we decompose the whole likelihood based on grouped data into conditional likelihoods and study the approximate contribution of additional inspection to the efficiency. We also combine the conditional maximum likelihood estimators to construct an approximate maximum likelihood estimator. For an exponential distribution, we see that a large inspection size does not increase the efficiency much if the failure rate is small, and the maximum likelihood estimator can be approximated with a linear function of inspection times.

Reliability Estimation of Generalized Geometric Distribution

  • Abouammoh, A.M.;Alshangiti, A.M.
    • International Journal of Reliability and Applications
    • /
    • 제9권1호
    • /
    • pp.31-52
    • /
    • 2008
  • In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.

  • PDF

MPE-LPC음성합성에서 Maximum- Likelihood Estimation에 의한 Multi-Pulse의 크기와 위치 추정 (Multi-Pulse Amplitude and Location Estimation by Maximum-Likelihood Estimation in MPE-LPC Speech Synthesis)

  • 이기용;최홍섭;안수길
    • 대한전자공학회논문지
    • /
    • 제26권9호
    • /
    • pp.1436-1443
    • /
    • 1989
  • In this paper, we propose a maximum-likelihood estimation(MLE) method to obtain the location and the amplitude of the pulses in MPE( multi-pulse excitation)-LPC speech synthesis using multi-pulses as excitation source. This MLE method computes the value maximizing the likelihood function with respect to unknown parameters(amplitude and position of the pulses) for the observed data sequence. Thus in the case of overlapped pulses, the method is equivalent to Ozawa's crosscorrelation method, resulting in equal amount of computation and sound quality with the cross-correlation method. We show by computer simulation: the multi-pulses obtained by MLE method are(1) pseudo-periodic in pitch in the case of voicde sound, (2) the pulses are random for unvoiced sound, (3) the pulses change from random to periodic in the interval where the original speech signal changes from unvoiced to voiced. Short time power specta of original speech and syunthesized speech obtained by using multi-pulses as excitation source are quite similar to each other at the formants.

  • PDF

On the maximum likelihood estimation for a normal distribution under random censoring

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
    • /
    • 제25권6호
    • /
    • pp.647-658
    • /
    • 2018
  • In this paper, we study statistical inferences on the maximum likelihood estimation of a normal distribution when data are randomly censored. Likelihood equations are derived assuming that the censoring distribution does not involve any parameters of interest. The maximum likelihood estimators (MLEs) of the censored normal distribution do not have an explicit form, and it should be solved in an iterative way. We consider a simple method to derive an explicit form of the approximate MLEs with no iterations by expanding the nonlinear parts of the likelihood equations in Taylor series around some suitable points. The points are closely related to Kaplan-Meier estimators. By using the same method, the observed Fisher information is also approximated to obtain asymptotic variances of the estimators. An illustrative example is presented, and a simulation study is conducted to compare the performances of the estimators. In addition to their explicit form, the approximate MLEs are as efficient as the MLEs in terms of variances.