Browsing by Subject "Maximum likelihood"
Now showing 1 - 5 of 5
Results Per Page
Sort Options
Item Open Access An alternative method to measure the likelihood of a financial crisis in an emerging market(Elsevier BV, 2007) Özlale, Ü.; Özcan, K. M.This paper utilizes an early warning system in order to measure the likelihood of a financial crisis in an emerging market economy. We introduce a methodology, where we can both obtain a likelihood series and analyze the time-varying effects of several macroeconomic variables on this likelihood. Since the issue is analyzed in a non-linear state space framework, the extended Kalman filter emerges as the optimal estimation algorithm. Taking the Turkish economy as our laboratory, the results indicate that both the derived likelihood measure and the estimated time-varying parameters are meaningful and can successfully explain the path that the Turkish economy had followed between 2000 and 2006. The estimated parameters also suggest that overvalued domestic currency, current account deficit and the increase in the default risk increase the likelihood of having an economic crisis in the economy. Overall, the findings in this paper suggest that the estimation methodology introduced in this paper can also be applied to other emerging market economies as well. © 2007 Elsevier B.V. All rights reserved.Item Open Access Enhanced position estimation via node cooperation(IEEE, 2010) Sahinoglu, Z.; Gezici, SinanTwo-way time-of-arrival (TW-ToA) is a widely used ranging protocol that can provide the distance between two devices without time synchronization. One drawback of the TW-ToA is poor positioning accuracy in the absence of a sufficient number of reference ranging devices. Also, for a self-positioning system with a limited battery life, it might be necessary to limit the number of transmissions while satisfying accuracy constraints. In this paper, a cooperative positioning protocol [1] is studied, which can improve positioning accuracy compared to the conventional TW-ToA based positioning systems and also facilitate positioning with fewer packet transmissions; hence, it can prolong battery life on average. The maximum likelihood estimator is obtained for the cooperative technique and the limits on the positioning accuracy are quantified in terms of the Cramer-Rao lower bound (CRLB). Simulation results are provided in order to show performance improvements. ©2010 IEEE.Item Open Access Fundamental limits and improved algorithms for linear least-squares wireless position estimation(John Wiley & Sons, 2010-09-22) Guvenc, I.; Gezici, Sinan; Sahinoglu Z.In this paper, theoretical lower bounds on performance of linear least-squares (LLS) position estimators are obtained, and performance differences between LLS and nonlinear least-squares (NLS) position estimators are quantified. In addition, two techniques are proposed in order to improve the performance of the LLS approach. First, a reference selection algorithm is proposed to optimally select the measurement that is used for linearizing the other measurements in an LLS estimator. Then, a maximum likelihood approach is proposed, which takes correlations between different measurements into account in order to reduce average position estimation errors. Simulations are performed to evaluate the theoretical limits and to compare performance of various LLS estimators.Item Open Access Noise enhanced parameter estimation using quantized observations(Bilkent University, 2010) Balkan, Gökçe OsmanIn this thesis, optimal additive noise is characterized for both single and multiple parameter estimation based on quantized observations. In both cases, first, optimal probability distribution of noise that should be added to observations is formulated in terms of a Cramer-Rao lower bound (CRLB) minimization problem. In the single parameter case, it is proven that optimal additive “noise” can be represented by a constant signal level, which means that randomization of additive signal levels (equivalently, quantization levels) are not needed for CRLB minimization. In addition, the results are extended to the cases in which there exists prior information about the unknown parameter and the aim is to minimize the Bayesian CRLB (BCRLB). Then, numerical examples are presented to explain the theoretical results. Moreover, performance obtained via optimal additive noise is compared to performance of the commonly used dither signals. Furthermore, mean-squared error (MSE) performances of maximum likelihood (ML) and maximum a-posteriori probability (MAP) estimates are investigated in the presence and absence of additive noise. In the multiple parameter case, the form of the optimal random additive noise is derived for CRLB minimization. Next, the theoretical result is supported with a numerical example, where the optimum noise is calculated by using the particle swarm optimization (PSO) algorithm. Finally, the optimal constant noise in the multiple parameter estimation problem in the presence of prior information is discussed.Item Open Access Performance analysis of code-multiplexed transmitted-reference ultra-wideband systems(IEEE, 2011) Tutay, Mehmet Emin; Gezici, Sinan; Poor H.V.In code-multiplexed transmitted-reference (CM-TR) ultra-wideband (UWB) systems, data signals and reference signals are transmitted using two distinct orthogonal codes. In this way, performance improvements and/or implementation advantages are obtained compared to transmitted-reference (TR) and frequency-shifted reference (FSR) ultra-wideband (UWB) systems. In this study, performance of CM-TR systems is investigated, and probability of error expressions are obtained. For the single user case, a closed-form expression for the exact probability of error is derived, whereas a Gaussian approximation, the accuracy of which depends on the number of frames per symbol, is considered for the multiuser case. Also, the maximum likelihood detector is derived, and numerical examples are presented. © 2011 IEEE.