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Estimation of Parameters for Gaussian Random Variables using Robust Differential Geometric Techniques

机译:鲁棒微分几何技术估计高斯随机变量的参数

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摘要

Most signal processing systems today need to estimate parameters of the underlyingprobability distribution, however quantifying the robustness of this system hasalways been difficult. This thesis attempts to quantify the performance and robustnessof the Maximum Likelihood Estimator (MLE), and a robust estimator, whichis a Huber-type censored form of the MLE. This is possible using diff erential geometricconcepts of slope. We compare the performance and robustness of the robustestimator, and its behaviour as compared to the MLE. Various nominal values ofthe parameters are assumed, and the performance and robustness plots are plotted.The results showed that the robustness was high for high values of censoring andwas lower as the censoring value decreased. This choice of the censoring value wassimplifi ed since there was an optimum value found for every set of parameters. Thisstudy helps in future studies which require quantifying robustness for di fferent kindsof estimators.
机译:如今,大多数信号处理系统都需要估计潜在概率分布的参数,但是始终很难量化该系统的鲁棒性。本文试图量化最大似然估计器(MLE)和鲁棒估计器的性能和鲁棒性,鲁棒估计器是MLE的Huber型审查形式。使用斜率的微分几何概念是可能的。我们比较了robustestimator的性能和鲁棒性,以及与MLE相比的行为。假定参数的各种标称值,并绘制了性能和鲁棒性图。结果表明,对于较高的删失值,鲁棒性较高,而随着删失值的减小,鲁棒性较低。由于为每个参数集找到了一个最佳值,因此简化了对检查值的选择。本研究有助于将来的研究,这些研究需要对不同估计量的鲁棒性进行量化。

著录项

  • 作者

    Yellapantula Sudha;

  • 作者单位
  • 年度 2010
  • 总页数
  • 原文格式 PDF
  • 正文语种 en_US
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