估计理论

By means of proposing a priori Markovian transition probability used in the model predictive probability in input synthesize, the IMM estimation algorithm not only utilizes the sufficiency system's posteriori information, but also utilizes rationally the system's priori information, which enhances estimation performance highly Theoretical analysis and simulation show the IMM algorithm is one of the most cost-effective schemes in all generalized pseudo Bayesian algorithms.

IMM估计方法通过在用于输入综合的模型预测概率中引入一个马尔可夫先验转移概率，使得IMM估计不但充分地利用了系统的后验信息，而且合理地利用了系统的先验信息，从而大大地提高了估计的精度和性能。理论分析和仿真结果表明：IMM估计方法是各种广义伪贝叶斯算法中性能最优的一种自适应估计算法。

Describes general methods of point and interval parameter estimation and the small and large sample properties of estimators: method of moments, maximum likelihood, unbiased estimation, Rao-Blackwell and Lehmann-Scheffe theorems, information inequality, asymptotic relative efficiency of estimators.

点估计和区间估计的一般方法，估计量的小样本和大样本性质：矩法，极大似然估计，无偏估计，Rao-Blackwell 和 Lehmann-Scheffe 理论，信息不等式，渐进相对有效估计量。

Maximum likelihood, unbiased estimation, Rao-Blackwell and Lehmann-Scheffe theorems, information inequality, asymptotic relative efficiency of estimators.

点估计和区间估计的一般方法，估计量的小样本和大样本性质：矩法，极大似然估计，无偏估计，Rao-Blackwell 和Lehmann-Scheffe 理论，信息不等式，渐进相对有效估计量。

Thereby, these facts indicate that the SDE not only have better statistic properties but also have uniformly smaller mean square errors than ANOVAE in an available group of linear mixed models. The other significative following work is to generalize the idea of SDE to multivariate linear mixed model and obtain the SDE of variance component matrices which uniformly dominate the ANOVAE either.

对于含有一个随机效应的混合模型，目前文献中都仅讨论了方差分量的谱分解估计和ANOVA估计等价的充要条件，本文首次给出了方差分量的谱分解估计在均方误差意义下严格的优于ANOVA估计的理论结果，并推广到广义谱分解估计，从而说明谱分解估计不仅较ANOVA估计有更好的统计性质，而且在一类常用的模型下有更小的风险损失。

In chapter 5,a knowledge-based correction term for the objective function of parameter estimation is proposed.The relationship between the function extreme points of state estimatin and parameter estimation is deduced.A strategy of projecting the parameter objective function from the augmented solution space to the parameter space is proposed and proved.

第五章分析了电力系统状态估计和参数估计的理论依据并指出传统解法的不足，提出基于经验知识的参数估计目标函数修正项，推导了状态估计和参数估计目标函数极值点的关系，由此提出并证明了新的基于垂直投影的估计策略。

To the problem of unbiasedness of L 1 estimation,basing on uniqueness of solution,Zhou Shijiang proved it according to dual theorem of linear programming; and Wang Zhizhong proved it according to probability statistics theorem by using the method from special to general; also,basing on error distribution theorem and probability statistics theorem,the authors proved it.

对于L1 估计的无偏性问题，周世健基于解法的惟一性，根据线性规划的对偶理论，证明了L1 估计的无偏性[5] ；王志忠根据数理统计理论，采用由特殊情形推广到一般情形的方法，证明了L1 估计的无偏性[6] 。

This article estimates the extreme loss distribution with extreme value theory, estimates the shape parameter with HKKP estimator, which is unbiased to small sample data, selects the right threshold by selecting smallest mean square error of the estimated cumulative distribution function and empirical cumulative distribution function and based on the extreme value theory method, this article estimates the extreme loss distribution and the p-percentile operational loss under certain believe range for Chinese commercial banks, then calculates the operational risk supervise capital.

本文利用极值理论对中国商业银行操作损失极端值分布进行估计，针对尾参数估计的来用传统Hill佑计对小样本数据容易产生偏倚的情况，提出了采用Hill佑计的改进―小样本无偏估计的HKKP佑计来估计操作损失的尾参数，针对由于阈值确定不准确导致结果偏差大的情况，采用最小化估计的累计概率分布与经验累计概率分布平均平方误差的方法确定较精确的阈值，估计出给定置信水平下操作风险损失的分位数，从而使得中国商业银行操作风险监管资本的测定成为可能。

Firstly, Wavelet-Galerkin algorithm for solving the first kind of singular integral equation with the Hilbert kernel is proposed, we use the characteristic of periodic wavelet on L~2([0,1]) and Hilbert kernel to solve and make stiff matrix lower dimensions and become sparser through thresholding,thus the cost of computation is reduced. Because of the singularity of Hilbert kernel we use Tikhonov regularization method to solve the system of stiff equation. At last the convergence and numerical result of approximate solution are given. Secondly, an approach of regularization based on Fourier is presented for sideways heat equation; we give the theory proof and error estimate.

首先，提出了含Hilbert核的第一类奇异积分方程的小波伽辽金(Wavelet-Galerkin)数值算法，该算法中利用了L~2([0，1])上的周期小波和Hilbert核的特点进行处理，使得刚性矩阵维数降低并且通过阈值使得它更加稀疏，减少了计算量；由于Hilbert核的奇异性，通过Tikhonov正则化方法求解所得到的刚性方程组，给出了收敛性和数值结果；其次，对标准的一维逆热传导方程给出了一种基于Fourier正则化方法，给出了理论证明及其误差估计，解决了文献中算法与理论误差估计的不相匹配的现象，该正则化方法不仅保留了测量数据的部分高频成份，且与文献中的算法具有同样的计算量和误差估计。

Secondly, according to the spectral correlation theory of second order cyclostationary processes, maximumlikelihood filters are used to estimate the cyclic spectra. By estimating the crossspectra of the two frequency shifted versions of cyclostationary signal, the cyclic spectra can be obtained. The analysis effective bandwidth of maximumlikelihood filters is studied in details. In case of cross-spectra estimation, the analysis effective bandwidth of maximum-likelihood filters is not correct. A new method to calculate the analysis effective bandwidth is presented.

第二，根据二阶周期平稳随机信号的谱相关理论，提出了循环谱密度估计的最大似然滤波器法，即采用最大似然滤波器估计出周期平稳信号的两个频移分量之间的互谱密度，从而得到了循环谱密度的估计；对最大似然滤波器的有效分析带宽做了详细的分析，指出了在互谱密度估计时以往的有效分析带宽不正确，并提出了互谱密度估计时的有效分析带宽的新的计算方法。

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。

Since historical times,England ,where the early inhabitants were Celts, has been conquered three times .

从有历史以来，英国，在此地早期居住的是凯尔特人，已经被征服了三次。

Bluetooth OBEX File Transfer Enables the sending and receiving of files on your phone via Bluetooth.

蓝牙OBEX文件移动允许经过蓝牙传送和接受文件。。。。