Search NASA⌕ Search

SEARCH · Search NASA

Results for “Unbiased estimator”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records

Estimating unbiased horizontal velocity components from ST/MST radar measurements: A case study

In this paper a self-editing quick look procedure is presented for use at the Sunset radar. It is used for determining relatively unbiased hourly estimates of the u and v components of the wind. The technique presented here should be applicable to all height ranges, though only ST results are presented here. The vertical wind component, w, may be measured directly by pointing the radar beam straight up. The east and west components of the wind, u and v, however, must be estimated by projecting to the horizontal plane the radial velocity, vr, actually observed by pointing the radar suitably off zenith.

Clark, W. L.↗

Contextual classification of multispectral image data: An unbiased estimator for the context distribution

A key input to a statistical classification algorithm, which exploits the tendency of certain ground cover classes to occur more frequently in some spatial context than in others, is a statistical characterization of the context: the context distribution. An unbiased estimator of the context distribution is discussed which, besides having the advantage of statistical unbiasedness, has the additional advantage over other estimation techniques of being amenable to an adaptive implementation in which the context distribution estimate varies according to local contextual information. Results from applying the unbiased estimator to the contextual classification of three real LANDSAT data sets are presented and contrasted with results from non-contextual classifications and from contextual classifications utilizing other context distribution estimation techniques.

Tilton, J. C.↗

Contextual classification of multispectral image data - An unbiased estimator for the context distribution

Recent investigations have demonstrated the effectiveness of a contextual classifier that combines spatial and spectral information employing a general statistical approach. This statistical classification algorithm exploits the tendency of certain ground-cover classes to occur more frequently in some spatial contexts than in others. Indeed, a key input to this algorithm is a statistical characterization of the context: the context distribution. Here a discussion is given of an unbiased estimator of the context distribution which, besides having the advantage of statistical unbiasedness, has the additional advantage over other estimation techniques of being amenable to an adaptive implementation in which the context distribution estimate varies according to local contextual information. Results from applying the unbiased estimator to the contextual classification of three real Landsat data sets are presented and contrasted with results from noncontextual classifications and from contextual classifications utilizing other context distribution estimation techniques.

Tilton, J. C.↗

Unbiased estimation of oceanic mean rainfall from satellite borne radiometer measurements

The statistical properties of the radar derived rainfall obtained during the GARP Atlantic Tropical Experiment (GATE) are used to derive quantitative estimates of the spatial and temporal sampling errors associated with estimating rainfall from brightness temperature measurements such as would be obtained from a satelliteborne microwave radiometer employing a practical size antenna aperture. A basis for a method of correcting the so called beam filling problem, i.e., for the effect of nonuniformity of rainfall over the radiometer beamwidth is provided. The method presented employs the statistical properties of the observations themselves without need for physical assumptions beyond those associated with the radiative transfer model. The simulation results presented offer a validation of the estimated accuracy that can be achieved and the graphs included permit evaluation of the effect of the antenna resolution on both the temporal and spatial sampling errors.

Mittal, M. C.↗

Multilevel Monte Carlo Estimation of Unbiased Expectation via Sample Reuse and the Low Variance Estimation of Asymptotic Rates

A new variant of the multilevel Monte Carlo estimator [5, 3, 9, 12] is presented for the estimation of expectation statistics that utilizes sample reuse in specified levels, explicitly removes approximation error bias associated with numerically computed output quantities of interest that have an asymptotic limit behavior, and permits a low variance estimate of the asymptotic rate of convergence to that limit. In addition, it is shown that this new multilevel Monte Carlo variant can yield a computational cost savings. A review of Monte Carlo and multilevel Monte Carlo estimators is presented that includes analysis of expected value, expected mean squared error, and the calculation of optimized multilevel sample size parameters. The multilevel Monte Carlo estimator produces estimates of expectation for numerically approximated output quantities of interest that are biased by approximation error. When the quantity of interest can be modeled as the asymptotic limit of numerically approximated output quantities of interest, it is theoretically possible to remove this approximation error bias in the multilevel Monte Carlo estimator. In actual implementations, however, this procedure is unreliable due to statistical variability and inaccuracy in estimating the needed asymptotic limit. Analysis and numerical experiment show that the proposed variant of the multilevel Monte Carlo method greatly reduces (in some cases eliminates) the statistical variability in this limit estimation.

Barth, Timothy↗

Extreme Mean and Its Applications

Extreme value statistics obtained from normally distributed data are considered. An extreme mean is defined as the mean of p-th probability truncated normal distribution. An unbiased estimate of this extreme mean and its large sample distribution are derived. The distribution of this estimate even for very large samples is found to be nonnormal. Further, as the sample size increases, the variance of the unbiased estimate converges to the Cramer-Rao lower bound. The computer program used to obtain the density and distribution functions of the standardized unbiased estimate, and the confidence intervals of the extreme mean for any data are included for ready application. An example is included to demonstrate the usefulness of extreme mean application.

Swaroop, R.↗

Biased estimation for dynamic systems.

Optimization and regulation of static and dynamic systems require good estimates of the states of the system model and the parameters of the model in the presence of input and measurement noise. A biased estimator is proposed as an alternative to the familiar best linear unbiased estimator. Depending on the value of a constant, this biased estimator can be made unbiased and is then identical to the best linear unbiased estimator, thus permitting additional freedom of choice in design and application. The sum of squared errors of this bs tmator can be less than the best linear unbiased case. An existence theorem is established and various properties are discussed.

Chang, J. W.↗

Decision rules for unbiased inventory estimates

An efficient and accurate procedure for estimating inventories from remote sensing scenes is presented. In place of the conventional and expensive full dimensional Bayes decision rule, a one-dimensional feature extraction and classification technique was employed. It is shown that this efficient decision rule can be used to develop unbiased inventory estimates and that for large sample sizes typical of satellite derived remote sensing scenes, resulting accuracies are comparable or superior to more expensive alternative procedures. Mathematical details of the procedure are provided in the body of the report and in the appendix. Results of a numerical simulation of the technique using statistics obtained from an observed LANDSAT scene are included. The simulation demonstrates the effectiveness of the technique in computing accurate inventory estimates.

Argentiero, P. D.↗

Absolute magnitude calibration using trigonometric parallax - Incomplete, spectroscopic samples

A new numerical algorithm is used to calibrate the absolute magnitude of spectroscopically selected stars from their observed trigonometric parallax. This procedure, based on maximum-likelihood estimation, can retrieve unbiased estimates of the intrinsic absolute magnitude and its dispersion even from incomplete samples suffering from selection biases in apparent magnitude and color. It can also make full use of low accuracy and negative parallaxes and incorporate censorship on reported parallax values. Accurate error estimates are derived for each of the fitted parameters. The algorithm allows an a posteriori check of whether the fitted model gives a good representation of the observations. The procedure is described in general and applied to both real and simulated data.

Ratnatunga, Kavan U.↗

Estimation of context for statistical classification of multispectral image data

Recent investigations have demonstrated the effectiveness of a contextual classifier that combines spatial and spectral information employing a general statistical approach. This statistical classification algorithm exploits the tendency of certain ground cover classes to occur more frequently in some spatial contexts than in others. Indeed, a key input to this algorithm is a statistical characterization of the context: the context function. An unbiased estimator of the context function is discussed which, besides having the advantage of statistical unbiasedness, has the additional advantage over other estimation techniques of being amenable to an adaptive implementation in which the context-function estimate varies according to local contextual information. Results from applying the unbiased estimator to the contextual classification of three real Landsat data sets are presented and contrasted with results from noncontextual classifications and from contextual classifications utilizing other context-function estimation techniques.

Tilton, J. C.↗

Real-time Signal-to-noise Ratio (SNR) Estimation for BPSK and QPSK Modulation Using the Active Communications Channel

Method and apparatus for estimating signal-to-noise ratio (SNR) gamma of a composite input signal e(t) on a phase modulated (e.g., BPSK) communications link. A first demodulator receives the composite input signal and a stable carrier signal and outputs an in-phase output signal; a second demodulator receives the composite input signal and a phase-shifted version of the carrier signal and outputs a quadrature-phase output signal; and phase error theta(sub E)(t) contained within the composite input signal e(t) is calculated from the outputs of the first and second demodulators. A time series of statistically independent phase error measurements theta(sub E)(t(sub 1)), theta (sub E)(t(sub 2)),..., theta (sub E)(t(sub k)) is obtained from the composite input signal subtending a time interval delta t = t(sub k) - t(sub 1) whose value is small enough such that gamma(t) and sigma(t) can be taken to be constant in delta t. A biased estimate gamma(sup *) for the signal-to-noise ratio (SNR) gamma if the composite input signal is calculated using maximum likelihood (ML) estimation techniques, and an unbiased estimate gamma(sup ^) for the signal-to-noise ratio (SNR) gamma of the composite input signal is determined from the biased estimate gamma(sup *), such as by use of a look-up table.

Manning, Robert M.↗

Cramer-Rao bounds for signal-to-noise ratio and combiner weight estimation

Cramer-Rao lower bounds on estimator variance are calculated for arbitrary unbiased estimates of signal-to-noise ratio and combiner weight parameters. Estimates are assumed to be based on a discrete set of observables obtained by matched filtering of a biphase modulated signal. The bounds are developed first for a problem model based on one observable per channel symbol period, and then extended to a more general problem in which subperiod observables are also available.

Dolinar, S. J.↗

Reliability Stress-Strength Models for Dependent Observations with Applications in Clinical Trials

We consider the applications of stress-strength models in studies involving clinical trials. When studying the effects and side effects of certain procedures (treatments), it is often the case that observations are correlated due to subject effect, repeated measurements and observing many characteristics simultaneously. We develop maximum likelihood estimator (MLE) and uniform minimum variance unbiased estimator (UMVUE) of the reliability which in clinical trial studies could be considered as the chances of increased side effects due to a particular procedure compared to another. The results developed apply to both univariate and multivariate situations. Also, for the univariate situations we develop simple to use lower confidence bounds for the reliability. Further, we consider the cases when both stress and strength constitute time dependent processes. We define the future reliability and obtain methods of constructing lower confidence bounds for this reliability. Finally, we conduct simulation studies to evaluate all the procedures developed and also to compare the MLE and the UMVUE.

Kushary, Debashis↗

Unbalanced and Minimal Point Equivalent Estimation Second-Order Split-Plot Designs

Restricting the randomization of hard-to-change factors in industrial experiments is often performed by employing a split-plot design structure. From an economic perspective, these designs minimize the experimental cost by reducing the number of resets of the hard-to- change factors. In this paper, unbalanced designs are considered for cases where the subplots are relatively expensive and the experimental apparatus accommodates an unequal number of runs per whole-plot. We provide construction methods for unbalanced second-order split- plot designs that possess the equivalence estimation optimality property, providing best linear unbiased estimates of the parameters; independent of the variance components. Unbalanced versions of the central composite and Box-Behnken designs are developed. For cases where the subplot cost approaches the whole-plot cost, minimal point designs are proposed and illustrated with a split-plot Notz design.

Parker, Peter A.↗

Classes of Split-Plot Response Surface Designs for Equivalent Estimation

When planning an experimental investigation, we are frequently faced with factors that are difficult or time consuming to manipulate, thereby making complete randomization impractical. A split-plot structure differentiates between the experimental units associated with these hard-to-change factors and others that are relatively easy-to-change and provides an efficient strategy that integrates the restrictions imposed by the experimental apparatus. Several industrial and scientific examples are presented to illustrate design considerations encountered in the restricted randomization context. In this paper, we propose classes of split-plot response designs that provide an intuitive and natural extension from the completely randomized context. For these designs, the ordinary least squares estimates of the model are equivalent to the generalized least squares estimates. This property provides best linear unbiased estimators and simplifies model estimation. The design conditions that allow for equivalent estimation are presented enabling design construction strategies to transform completely randomized Box-Behnken, equiradial, and small composite designs into a split-plot structure.

Parker, Peter A.↗

Parameter estimation in linear models of the human operator in a closed loop with application of deterministic test signals

Parameter estimation techniques are discussed with emphasis on unbiased estimates in the presence of noise. A distinction between open and closed loop systems is made. A method is given based on the application of external forcing functions consisting of a sun of sinusoids; this method is thus based on the estimation of Fourier coefficients and is applicable for models with poles and zeros in open and closed loop systems.

Vanlunteren, A.↗

Calculation of Weibull strength parameters and Batdorf flow-density constants for volume- and surface-flaw-induced fracture in ceramics

The calculation of shape and scale parameters of the two-parameter Weibull distribution is described using the least-squares analysis and maximum likelihood methods for volume- and surface-flaw-induced fracture in ceramics with complete and censored samples. Detailed procedures are given for evaluating 90 percent confidence intervals for maximum likelihood estimates of shape and scale parameters, the unbiased estimates of the shape parameters, and the Weibull mean values and corresponding standard deviations. Furthermore, the necessary steps are described for detecting outliers and for calculating the Kolmogorov-Smirnov and the Anderson-Darling goodness-of-fit statistics and 90 percent confidence bands about the Weibull distribution. It also shows how to calculate the Batdorf flaw-density constants by uing the Weibull distribution statistical parameters. The techniques described were verified with several example problems, from the open literature, and were coded. The techniques described were verified with several example problems from the open literature, and were coded in the Structural Ceramics Analysis and Reliability Evaluation (SCARE) design program.

Pai, Shantaram S.↗