Least squares parameter estimation in multiplicative noise models

被引:40
|
作者
Xu, PL
Shimada, S
机构
[1] Kyoto Univ, Disaster Prevent Res Inst, Kyoto 6110011, Japan
[2] Natl Res Inst Disaster Prevent, Div Solid Earth, Tsukuba, Ibaraki 305, Japan
关键词
multiplicative noise; least squares; bias analysis; quasi-likelihood;
D O I
10.1080/03610910008813603
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A simple multiplicative noise model with a constant signal has become a basic mathematical model in processing synthetic aperture radar images. The purpose of this paper is to examine a general multiplicative noise model with linear signals represented by a number of unknown parameters. The ordinary least squares (LS) and weighted LS methods are used to estimate the model parameters. The biases of the weighted LS estimates of the parameters are derived. The biases are then corrected to obtain a second-order unbiased estimator, which is shown to be exactly equivalent to the maximum log quasi-likelihood estimation, though the quasi-likelihood function is founded on a completely different theoretical consideration and is known, at the present time, to be a uniquely acceptable theory for multiplicative noise models. Synthetic simulations are carried out to confirm theoretical results and to illustrate problems in processing data contaminated by multiplicative noises. The sensitivity of the LS and weighted LS methods to extremely noisy data is analysed through the simulated examples.
引用
收藏
页码:83 / 96
页数:14
相关论文
共 50 条
  • [2] Effect of multiplicative noise on least-squares parameter estimation with applications to the atomic force microscope
    Sader, John E.
    Hughes, Barry D.
    Sanelli, Julian A.
    Bieske, Evan J.
    [J]. REVIEW OF SCIENTIFIC INSTRUMENTS, 2012, 83 (05):
  • [3] PARAMETER ESTIMATION FOR A MULTIPLICATIVE COMPETITIVE INTERACTION MODEL - LEAST SQUARES APPROACH
    NAKANISHI, M
    COOPER, LG
    [J]. JOURNAL OF MARKETING RESEARCH, 1974, 11 (03) : 303 - 311
  • [4] Non-linear least squares estimation for harmonics in multiplicative and additive noise
    Ghogho, M
    Swami, A
    Nandi, A
    [J]. NINTH IEEE SIGNAL PROCESSING WORKSHOP ON STATISTICAL SIGNAL AND ARRAY PROCESSING, PROCEEDINGS, 1998, : 407 - 410
  • [5] Non-linear least squares estimation for harmonics in multiplicative and additive noise
    Ghogho, M
    Swami, A
    Nandi, AK
    [J]. SIGNAL PROCESSING, 1999, 78 (01) : 43 - 60
  • [6] MULTIPLICATIVE NOISE MODELS - PARAMETER-ESTIMATION USING CUMULANTS
    SWAMI, A
    [J]. SIGNAL PROCESSING, 1994, 36 (03) : 355 - 373
  • [7] Parameter Estimation of Least Squares Collocation
    Jin, Lihong
    [J]. PROCEEDINGS OF THE 2016 INTERNATIONAL CONFERENCE ON MECHATRONICS, CONTROL AND AUTOMATION ENGINEERING (MCAE), 2016, 58 : 184 - 188
  • [8] LEAST-SQUARES PARAMETER ESTIMATION FOR CATALYST LAYER AGGLOMERATE MODELS
    Dobson, Peter
    Secanell, Marc
    [J]. PROCEEDINGS OF THE ASME 8TH INTERNATIONAL CONFERENCE ON FUEL CELL SCIENCE, ENGINEERING, AND TECHNOLOGY 2010, VOL 1, 2010, : 795 - 804
  • [9] A weighted least-squares method for parameter estimation in structured models
    Galrinho, Miguel
    Rojas, Cristian
    Hjalmarsson, Hakan
    [J]. 2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2014, : 3322 - 3327
  • [10] Parameter estimation for grey system models: A nonlinear least squares perspective
    Wei, Baolei
    Xie, Naiming
    [J]. COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2021, 95