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peng_weishi

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WS Peng,YW Fang,RJ Zhan,YL Wu. "Two approximation algorithms of error spectrum for estimation performance evaluation". Optik - International Journal for Light and Electron Optics
March 2016, Vol.127(5):2811–2821

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Two approximation algorithms of error spectrum for estimation performance evaluation
作者eng, WS (Peng, Wei-Shi)[ 1,2 ] ; Fang, YW (Fang, Yang-Wang)[ 1 ] ; Zhan, RJ (Zhan, Ren-Jun)[ 2 ] ; Wu, YL (Wu, You-Li)[ 1 ]
OPTIK
卷: 127  期: 5  页: 2811-2821
DOI: 10.1016/j.ijleo.2015.11.204
出版年: 2016
查看期刊信息
摘要
Error spectrum is a comprehensive metric for evaluation of estimation performance in that it is an aggregation of many incomprehensive measures. However, error spectrum requires computing the expectation of the rth power of the estimation-error-norm as using it to evaluate an estimator's performance. Therefore unless the error distribution is given, it's usually not easy to obtain the error spectrum. To alleviate this difficulty, two approximation algorithms are proposed. One is the Gaussian mixture method, which calculated the error spectrum by capturing the probability density function. The other using the sample is the power means error method. Furthermore, how the Gaussian mixture method and power means error method can be used in estimation performance evaluation are analyzed not only in the large sample case but also in the small sample case. Numerical examples are provided to illustrate the effectiveness of the above two algorithms. It is shown that the two proposed algorithms can be applied easily to calculate the error spectrum in estimator performance evaluation. (C) 2015 Elsevier GmbH. All rights reserved.
关键词
作者关键词:Error spectrum; Power means error; Gaussian mixture; Approximation algorithm; Estimation performance evaluation
KeyWords Plus:MAXIMUM-LIKELIHOOD; EM ALGORITHM
作者信息
通讯作者地址: Peng, WS (通讯作者)
              Air Force Engn Univ, Sch Aeronaut & Astronaut Engn, Xian 710038, Shaanxi, Peoples R China.
通讯作者地址: Peng, WS (通讯作者)
              Armed Police Force Engn Univ, Sch Equipment Engn, Xian 710086, Shaanxi, Peoples R China.
地址:
              [ 1 ] Air Force Engn Univ, Sch Aeronaut & Astronaut Engn, Xian 710038, Shaanxi, Peoples R China
              [ 2 ] Armed Police Force Engn Univ, Sch Equipment Engn, Xian 710086, Shaanxi, Peoples R China
电子邮件地址:peng_weishi@163.com; ywfang2008@sohu.com; zhanrenjun@aliyun.com; wu_youli@126.com
基金资助致谢
基金资助机构        授权号
Province Natural Science Foundation of Shaanxi Province in China        
2014JQ8339
查看基金资助信息   
出版商
ELSEVIER GMBH, URBAN & FISCHER VERLAG, OFFICE JENA, P O BOX 100537, 07705 JENA, GERMANY
类别 / 分类
研究方向:Optics
Web of Science 类别:Optics
文献信息
文献类型:Article
语种:English
入藏号: WOS:000369207700076
ISSN: 0030-4026
期刊信息
目录: Current Contents Connect®
Impact Factor (影响因子): Journal Citation Reports®
其他信息
IDS 号: DC4RJ
Web of Science 核心合集中的 "引用的参考文献": 30
Web of Science 核心合集中的 "被引频次": 0
不忘初心......
3楼2016-03-10 16:56:23
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心静_依然

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★ ★ ★ ★ ★ ★ ★ ★ ★ ★
感谢参与,应助指数 +1
peng_weishi: 金币+10, ★★★★★最佳答案, 谢谢 2016-03-10 21:05:12
lazy锦溪: LS-EPI+1, 感谢应助! 2016-03-10 23:34:00
Accession number:       
20160902007039
        Title:        Two approximation algorithms of error spectrum for estimation performance evaluation
        Authors:        Peng, Wei-Shi1, 2 Email author peng_weishi@163.com; Fang, Yang-Wang1 Email author ywfang2008@sohu.com; Zhan, Ren-Jun2 Email author zhanrenjun@aliyun.com; Wu, You-Li1 Email author wu_youli@126.com
        Author affiliation:        1 School of Aeronautics and Astronautics Engineering, Air Force Engineering University, Xi'an, Shaanxi, China
                2 School of Equipment Engineering, Armed Police Force Engineering University, Xi'an, Shaanxi, China
        Corresponding author:        Peng, Wei-Shi (peng_weishi@163.com)
        Source title:        Optik
        Abbreviated source title:        Optik
        Volume:        127
        Issue:        5
        Issue date:        March 1, 2016
        Publication year:        2016
        Pages:        2811-2821
        Language:        English
        ISSN:        00304026
        Document type:        Journal article (JA)
        Publisher:        Elsevier GmbH
        Abstract:        Error spectrum is a comprehensive metric for evaluation of estimation performance in that it is an aggregation of many incomprehensive measures. However, error spectrum requires computing the expectation of the rth power of the estimation-error-norm as using it to evaluate an estimator's performance. Therefore unless the error distribution is given, it's usually not easy to obtain the error spectrum. To alleviate this difficulty, two approximation algorithms are proposed. One is the Gaussian mixture method, which calculated the error spectrum by capturing the probability density function. The other using the sample is the power means error method. Furthermore, how the Gaussian mixture method and power means error method can be used in estimation performance evaluation are analyzed not only in the large sample case but also in the small sample case. Numerical examples are provided to illustrate the effectiveness of the above two algorithms. It is shown that the two proposed algorithms can be applied easily to calculate the error spectrum in estimator performance evaluation. © 2015 Elsevier GmbH. All rights reserved.
        Number of references:        30
        Main heading:        Approximation algorithms
        Controlled terms:        Algorithms - Errors - Estimation - Gaussian distribution - Probability density function
        Uncontrolled terms:        Error distributions - Error spectrum - Estimation errors - Estimation performance - Gaussian mixture methods - Gaussian mixtures - Power means - Small sample case
        Classification code:        921 Mathematics - 922.1 Probability Theory
        DOI:        10.1016/j.ijleo.2015.11.204
        Database:        Compendex
                Compilation and indexing terms, © 2016 Elsevier Inc.
不忘初心......
2楼2016-03-10 16:55:50
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peng_weishi

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引用回帖:
3楼: Originally posted by 心静_依然 at 2016-03-10 16:56:23
Two approximation algorithms of error spectrum for estimation performance evaluation
作者eng, WS (Peng, Wei-Shi) ; Fang, YW (Fang, Yang-Wang) ; Zhan, RJ (Zhan, Ren-Jun) ; Wu, YL (Wu, You-Li)
OPTI ...

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4楼2016-03-10 20:53:48
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