为了解决部分均匀环境中训练数据不足时的子空间信号检测难题,采用贝叶斯理论,将噪声协方差矩阵建模为逆威沙特分布,并采用广义似然比准则(generalized likelihood ratio test,GLRT)、Rao准则和Wald准则设计自适应检测器,结果表明3种准...为了解决部分均匀环境中训练数据不足时的子空间信号检测难题,采用贝叶斯理论,将噪声协方差矩阵建模为逆威沙特分布,并采用广义似然比准则(generalized likelihood ratio test,GLRT)、Rao准则和Wald准则设计自适应检测器,结果表明3种准则得到相同的结果。基于仿真及实测数据验证了所提检测器的有效性,并得出了影响检测性能的关键物理量。展开更多
Ridge type estimators are used to estimate regression parameters in a multiple linear regression model when multicolinearity exists among predictor variables. When different estimators are available, preliminary test ...Ridge type estimators are used to estimate regression parameters in a multiple linear regression model when multicolinearity exists among predictor variables. When different estimators are available, preliminary test estimation procedure is adopted to select a suitable estimator. In this paper, two ridge estimators, the Stochastic Restricted Liu Estimator and Liu Estimator are combined to define a new preliminary test estimator, namely the Preliminary Test Stochastic Restricted Liu Estimator (PTSRLE). The stochastic properties of the proposed estimator are derived, and the performance of PTSRLE is compared with SRLE in the sense of mean square error matrix (MSEM) and scalar mean square error (SMSE) for the two cases in which the stochastic restrictions are correct and not correct. Moreover the SMSE of PTSRLE based on Wald (WA), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests are derived, and the performance of PTSRLE is compared using WA, LR and LM tests as a function of the shrinkage parameter d with respect to the SMSE. Finally a numerical example is given to illustrate some of the theoretical findings.展开更多
文摘为了解决部分均匀环境中训练数据不足时的子空间信号检测难题,采用贝叶斯理论,将噪声协方差矩阵建模为逆威沙特分布,并采用广义似然比准则(generalized likelihood ratio test,GLRT)、Rao准则和Wald准则设计自适应检测器,结果表明3种准则得到相同的结果。基于仿真及实测数据验证了所提检测器的有效性,并得出了影响检测性能的关键物理量。
文摘Ridge type estimators are used to estimate regression parameters in a multiple linear regression model when multicolinearity exists among predictor variables. When different estimators are available, preliminary test estimation procedure is adopted to select a suitable estimator. In this paper, two ridge estimators, the Stochastic Restricted Liu Estimator and Liu Estimator are combined to define a new preliminary test estimator, namely the Preliminary Test Stochastic Restricted Liu Estimator (PTSRLE). The stochastic properties of the proposed estimator are derived, and the performance of PTSRLE is compared with SRLE in the sense of mean square error matrix (MSEM) and scalar mean square error (SMSE) for the two cases in which the stochastic restrictions are correct and not correct. Moreover the SMSE of PTSRLE based on Wald (WA), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests are derived, and the performance of PTSRLE is compared using WA, LR and LM tests as a function of the shrinkage parameter d with respect to the SMSE. Finally a numerical example is given to illustrate some of the theoretical findings.
