Browsing by Subject "Mean squared error"

Now showing 1 - 3 of 3

Open Access
A comparison of hazard rate estimators for left truncated and right censored data
(1992) Uzunoğulları, Ü.; Wang, J.-L.
SUMMARY: Left truncation and right censoring arise frequently in practice for life data. This paper is concerned with the estimation of the hazard rate function for such data. Two types of nonparametric estimators based on kernel smoothing methods are considered. The first one is obtained by convolving a kernel with a cumulative hazard estimator. The second one is in the form of a ratio of two statistics. Local properties including consistency, asymptotic normality and mean squared error expressions are presented for both estimators. These properties facilitate locally adaptive bandwidth choice. The two types of estimators are then compared based on their theoretical and empirical performances. The effect of overlooking the truncation factor is demonstrated through the Channing House data.
Open Access
Equiripple FIR filter design by the FFT algorithm
(Institute of Electrical and Electronics Engineers, 1997-03) Çetin, A. Enis; Gerek, Ö. N.; Yardımcı, Y.
The fast Fourier transform (FFT) algorithm has been used in a variety of applications in signal and image processing. In this article, a simple procedure for designing finite-extent impulse response (FIR) discrete-time filters using the FFT algorithm is described. The zero-phase (or linear phase) FIR filter design problem is formulated to alternately satisfy the frequency domain constraints on the magnitude response bounds and time domain constraints on the impulse response support. The design scheme is iterative in which each iteration requires two FFT computations. The resultant filter is an equiripple approximation to the desired frequency response. The main advantage of the FFT-based design method is its implementational simplicity and versatility. Furthermore, the way the algorithm works is intuitive and any additional constraint can be incorporated in the iterations, as long as the convexity property of the overall operations is preserved. In one-dimensional cases, the most widely used equiripple FIR filter design algorithm is the Parks-McClellan algorithm (1972). This algorithm is based on linear programming, and it is computationally efficient. However, it cannot be generalized to higher dimensions. Extension of our design method to higher dimensions is straightforward. In this case two multidimensional FFT computations are needed in each iteration.
Open Access
Statistics of the MLE and approximate upper and lower bounds-Part I: Application to TOA estimation
(Institute of Electrical and Electronics Engineers Inc., 2014) Mallat, A.; Gezici, Sinan; Dardari, D.; Craeye, C.; Vandendorpe, L.
In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramér-Rao lower bound at low and medium signal-to-noise ratios (SNRs) due the threshold and ambiguity phenomena. In order to evaluate the achieved mean-squared error (MSE) at those SNR levels, we propose new MSE approximations (MSEA) and an approximate upper bound by using the method of interval estimation (MIE). The mean and the distribution of the MLE are approximated as well. The MIE consists in splitting the a priori domain of the unknown parameter into intervals and computing the statistics of the estimator in each interval. Also, we derive an approximate lower bound (ALB) based on the Taylor series expansion of noise and an ALB family by employing the binary detection principle. The accuracy of the proposed MSEAs and the tightness of the derived approximate bounds are validated by considering the example of time-of-arrival estimation.