参数估计

We give a simple and practical method to decide on exceedance threshold. Based on the linearity of mean excess function which is a qualitative means,this method uses moment estimate plot to analyze quantitatively the varying trend of shape parameter with changing thresholds.and combines these two means to choose reasonable threshold.

我们给出了确定超越门限的一种简单实用方法，该方法基于平均剩余函数图形的线性性这种定性方法，利用矩估计图定量分析形状参数估计随门限值变化趋势，将两种方法相结合来确定合理的超越门限。

We introduce a method of statistic based on generalised extreme value distribution in the estimation of WCET, and proposed a statistical module of WCET and the methods of parameter estimation and checkout for the module, then derive the value of the program\\\s Worst-Case Execution Time by using the module.

在WCET的估计中，引入了基于广义极值分布的统计方法，给出WCET的统计模型及其参数估计和验证方法，并应用本模型导出了程序的最坏情况执行时间。

On the basis of direct modelling method by using extended Kalman filter, a new method combining extended Kalman filter with adaptive extended Kalman filter is presented to model gyro drift directly from rotate angle of turntable. Extended Kalman filter has great estimation error, what is more, may be divergent if the model and noise statistic are not accurate or wrong. The new method solves the problem of general extended Kalman filter by using fictious noise with timevarying statistic to compensate the linearized model error of extended Kalman filter. The parameter estimators of single-axis and double-axis servo test are designed from it.

本文深入研究了根据伺服试验数据进行陀螺仪漂移误差模型建模的方法，在应用广义Kalman滤波器直接建模的方法基础上，针对广义Kalman滤波器对于不精确或错误的模型和噪声统计，估计误差较大，甚至滤波发散的缺陷，借助于用带时变噪声统计的虚拟噪声补偿广义Kalman滤波的线性化模型误差的新思想，提出了用广义Kalman滤波和自适应广义Kalman滤波算法相结合的方法由转台的转角数据直接建模陀螺仪漂移误差模型，并设计了陀螺仪单轴伺服和双轴伺服测试时参数估计的滤波器。

I will introduce a method to solve this problem when data come from some common life distribution, such as Weibull distribution and Lognormal distribution. In chapter 1, we introduce background of grouped data and how to analyze them with classical methods. In chapter 2, we introduce EM algorithm and show that the estimation of the parameters get through this algorithm is convergent under certain conditions. In chapter 3, we use EM algorithm to estimate parameters in Weibull distribution and Lognormal distribution by grouped data and the simulation shows this method is available.

第一章首先介绍分组数据问题的背景以及如何利用经典的统计方法对分组数据进行分析，并指出分析过程中所遇到的困难；第二章将介绍一种处理不完全数据时的常用算法，EM算法，并说明利用这种算法所得到的估计具有良好的收敛性；第三章将利用EM算法对基于分组数据的威布尔分布和对数正态分布进行参数估计，并进行模拟表明此方法的可行性与有效性。

First, in this paper, based on the fundamental theory and methods of survival analysis, martingale analysis method of point process in stochastic process is introduced and product limit estimator of non-parametric estimation is discussed.

本文在综述生存分析中的基本理论与方法的基础上，引入了随机过程中的点过程鞅分析方法，探讨了非参数估计中的乘积限估计。

In reliability testing, weibull distribution is widely used to analyze the lifetime of electronic products. Weibull Probability Plot and Maximum Likelihood Estimator were often applied to estimate the weibull parameters.

在可靠度试验中，韦伯分配为最常用的产品寿命分配，韦伯机率纸和最大概似估计法是韦伯分配常用的两种参数估计方法。

The results indicate that different approaches and product strategies have little effect on the estimates, but the partially constrained approach and the unconstrained approach (except for the one-pair strategy) produce fewer fully proper solutions, more bias and greater root mean square error for smaller sample sizes or poor reliability of the indicators.

结果显示，四种方法与交乘项策略对估计影响不大，但部分限制式方法於三种配对组合、未限制式方法於两两配对与所有配对组合，在适当解比率与参数估计评估表现皆较其他组合差，以小样本或外生潜在变项负载量低时尤为明显。

The distances estimation algorithm between object and base-stations is studied in detail, which provides pseudo-distance observation data for location object\'s status parament estimation.

深入研究了定位物体与定位基站的距离估计算法，为定位物体的位置、速度和姿态角等状态参数估计提供了伪距观测数据。

For some parametric estimation, whether it is the best estimation or not, its consistency, unbiasedness, effectiveness, invariance, and so on are often discussed. Then, it is compared with the data we get from experiment, and the deviation with the experimental data is considered.

某一参数估计是否是"最优"估计，通常要从一致性、无偏性、有效性、不变性等方面进行讨论，进而通过实际的观察对其进行数据拟合，分析其相对于实际模型的偏差程度。

Based on the analysis of the Doppler effect of the mobile channel, the performance of two MIMO-OFDM systems (STTC-OFDM and SFBC-OFDM) in the fast-moving environment is studied. Then, the algorithm for channel estimation based on the training sequence is extended into the fast-moving environment by introducing the space-frequency coding, the method of the equal-interval pectinate pilot-inserting, and the complete Maximum-Likelihood space-frequency decoding.

针对快速移动环境中存在的多普勒效应，研究了两种多输入多输出正交频分复用系统在快衰落信道中的误码性能，采用空频编码梳状等间隔导频插入方式，以及完全最大似然空频分组码解码算法，使用导频与接收信号进行信道参数估计，将一般多输入多输出正交频分复用系统中的基于训练序列的最小均方误差信道估计算法推广到了快衰落信道环境中。

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应，而且减少跟风的可能性。