参数估计

Study is made of Bayes estimation of the error rate proportionality parameter θ in the JM model for testing software reliability,leading to the a priori,a posteriori distribution of θ and the coresponding Bayes estimates on the Bayes assumption,Jeffrey s principle and conjugate dis- tribution,together with their comparison and discussion.

讨论了软件可靠性模型——JM 模型中故障率比例参数θ的 Bayes 估计问题，分别求出了在贝叶斯假设、杰弗莱原则和共轭分布原则下参数θ的先验分布、后验分布及相应的 Bayes 估计，并对它们进行了比较和讨论。

Four new relative efficiencies of the best linear unbiased estimator to the covariance improvement estimator for the unknown parameter vector are given, and three new relative efficiencies of the least square estimator to the covariance improvement estimator for the unknow parameter vector are given.

本文考虑相依模型，对其未知参数向量给出了其最佳线性无偏估计相对于协方差改进估计的四种相对效率，同时，还给出了最小二乘估计相对于协方差改进估计的三种相对效率，在不同条件下，分别给出了相对效率的上界与下界。

Though the almost unbiased estimator was still a biased estimator, it has smaller bias than corresponding biased estimator.In this paper, we first study the properties of the almost unbiased generalized ridge estimator and the almost unbiased generalized Liu estimator.

但有偏估计毕竟偏离参数的真值，因此学者们又提出了几乎无偏估计的概念，虽然几乎无偏估计仍然是有偏估计，但是它比相应的有偏估计有更小的偏度。

Based on censored data, a smoothing estimation method is proposed to estimate the parameter functions. Moreover, a consistent estimator for the asymptotic variance matrix of the estimators is provided. The limiting distribution of estimated functions and the estimator of variance matrix enable us to construct approximated regions.

根据截切资料，我们提供平滑估计法以便估计参数函数，接著，我们也对估计函数的变异矩阵提出一个估计式，利用估计式的常态分配逼近，其相对应的信赖区间建构法也被提出。

The second chapter mainly compares the superiority between ridge estimate and James-Stein estimate under the generalized mean squared errors criterion, and gives a improvement method about ridge estimate under growth curve model, and gives a comparison with ridge estimate.

论文第二章，在广义均方误差准则下比较了James -Stein估计和岭估计的优良性，又提出了生长曲线模型中参数岭估计的一种改进方法，并将提出的新估计与已有的岭估计作了比较。

As to nonparametric and semiparametric regression models, the most widely used regression methods include: local smoothness, including Nadaraya-Watson kernel estimate, Gasser-Muller estimate, local polynomial method; spline method(such as smoothing spline, spline penalies and so on); other is orthogonal series estimates, such as Fourier series and so on.

本文主要介绍Nadaraya-Watson核估计方法对非参数模型估计的思路和估计方法，变系数模型中函数系数的局部多项式估计，包括估计思路，估计计算。

Topics covered include: density estimation incorporating such topics as kernel density estimates, nearest neighbor estimates, variable kernel methods, orthogonal series estimates, maximum penalized likelihood estimates

包括：密度估计（如：核密度估计，最近邻估计，可变核方法，正交序列估计，最大补偿似然估计法，带宽选择），非参数回归(如：核方法，样条方法，补偿似然估计，带宽选择，广义可加模型，)和bootstrapping方法。

The measurement system error model analysis is introduced into power system real time network state analysis as an important part for the first time, which can improve on the state estimation quality and provide the capability to monitor the operation of the measurement system; 2. The theory and algorithm of the on-line estimation and update of measurement noise variance based on the relation between the residual variance and noise variance. The statistic properties of the sample variance are discussed and the relation between the estimation precision and sample size under given confidence level is derived; 3. The theory and algorithm of detection and identification of measurement bias are presented, which is based on the relation between residual mean and noise mean. The statistic properties of sample mean are discussed and the relation between estimation precision and sample size is derived; 4. The Givens orthogonal transformation algorithm is selected to be the essential algorithm of state estimation, the fast orthogonal transformation algorithm with damp factor and the algorithm which can handle the zero injection measurements efficiently are presented; 5. The quantity analysis theory of bad data detectivity and identifibility are presented, which describes the relation between the elements in matrix W〓 and bad data amplitude and can provide the theory base for measurement system design and valuation.

一、首次将量测系统误差模型分析做为一个环节引入电力系统实时网络状态分析中，为EMS系统增加了实时监视系统运行、修正量测系统误差模型的新功能，进一步发挥了实时网络状态分析应用软件的潜力；二、首次提出了应用样本方差在线估计与修正量测系统误差方差的基本理论，讨论了样本方差的统计性质和概率分布，推导出了样本容量、估计精度和置信度之间的关系，给出了在线估计与修正量测系统误差方差的算法；三、首次提出了应用样本均值在线检测与辨识量测偏差的基本理论，讨论了样本均值的统计性质，推导了样本容量、估计精度和置信度之间的基本关系，给出了在线检测与辨识量测偏差的算法；四、在状态估计算法设计中，以Givens变换算法做为基本算法，提出了快速正交变换阻尼因子法和可以有效地处理零注入量测的混合法，并对实时应用中的一些问题进行了讨论；五、提出了不良数据可检测性与可辨识性的定量分析理论，揭示了描述量测系统配置、网络结构与参数的残差灵敏度矩阵中的元素与不良数据的幅值在可检测、可辨识能力上的定量关系，为量测系统配置设计与评价提供了理论基础；六、综合国内外最新研究成果，采用自适应自回归预测技术和稀疏矢量技术，构造了较完善的不良数据检测与辨识算法。

These conditions do not relate to the unknown parameters but the dimension of model, so it is easy to apply in practice. Next, we consider the relative efficiency of LSE against the beast linear unbiased estimator.

我们给出了Pitman准则下，最小二乘估计优于Within估计的一个充分条件，最后又得到了广义均方误差意义下两步估计一致的优于Between估计和Within估计的充分条件，并且这些条件只是和模型维数有关而和未知参数无关的一些不等式关系，因此便于实际应用。

By time-varying filtering, we realize the signal selectivity and interference suppression, especially for the signals with time-varying power spectrum. It is shown herein that conventional eigenstructure based methods are lower dimensional special case of the time-frequency subspace fitting method. The closed-form array response estimation algorithms for blind source separation in wireless communication is also developed in the dissertation by exploiting the data structure of second-order statistics of the array output in the presence of multipath. The proposed method achieves array response estimation with little constraint on signal property and propagation environment such as scatters or angular spread. Moreover, the array utilized here can be of arbitrary geometry and even uncalibrated. Since the closed-form solution is obtained, no misconvergency may occur and large amount of computation can be saved. The equivalent feed model and corresponding optimization designation are proposed to realize the downlink multi-user selective transmission. By coherent and non-coherent superposition of the electromagnetical field, multiple beams can be formed using a single array, so that each co-channel user signal is transmitted in each beam and will not interfered with each other. The proposed system scheme implements the digital beamforming and the channel allocation in the base band, therefore is suitable for the utilization of the radio software technology. The feasibility and effectiveness of the proposed model are proved by the RF experiment.

在窄带条件下，GSC－SSF方法还可以提高阵列的虚拟孔径，从而提高估计的性能；可以证明，Cyclic DOA 和SC-SSF方法可看作该方法的特例或近似； 3、提出了二维GSC－SSF方法和宽带谱相关DOA矩阵方法，利用信号的循环平稳特性解决了宽带条件下二维 DOA 估计问题，并具有阵元数少、计算量较小的特点； 4、提出了时频子空间拟合和宽带时频DOA估计算法，将联合时频分析的理论和方法引入到阵列信号的空间谱估计研究中，利用时变滤波实现信号选择性测向和干扰抑制，特别适合于谱时变信号；可以证明传统特征结构法可看作是时频子空间拟合方法的特例； 5、提出了多用户环境下阵列响应的估计方法——CARE方法，该方法对信号结构和传播参数（主要是散射源分布与角度散布）的约束较少，适用于各种几何结构的阵列甚至未校准的阵列，能够直接得到阵列响应的闭式解，因此计算量小、稳健性好，不存在收敛问题； 6、提出了针对多用户下行选择性发送的阵列等效激励模型、优化设计方法及其系统实现方案，通过空间场的相干叠加与非相干叠加使得单一阵列能够形成多个波束，并保证各波束内的用户信号各不相同且相互干扰最小；其系统方案具有在基带实现数字波束成形、信道分配并便于软件无线电实现的特点，其有效性已得到外场实测数据的证实。

For a big chunk of credit-card losses; the number of filings (and thus charge-off rates) would be rising again, whether

年美国个人破产法的一个改动使得破产登记急速下降，而后引起了信用卡大规模的亏损。

Eph. 4:23 And that you be renewed in the spirit of your mind

弗四23 而在你们心思的灵里得以更新