Improved on-line estimation for gamma process

被引：6
|
作者：
Xu, Ancha [1 ]
Shen, Lijuan [2 ]
机构：
[1] Wenzhou Univ, Dept Math, Wenzhou 325035, Zhejiang, Peoples R China
[2] Natl Univ Singapore, Dept Ind Syst Engn & Management, Singapore, Singapore
来源：
STATISTICS & PROBABILITY LETTERS | 2018年 / 143卷
关键词：
On-line estimation; Gamma process; Inverse Gaussian process; Linear estimation; Wiener process; INVERSE GAUSSIAN PROCESS; DEGRADATION ANALYSIS; MODEL;
D O I：
10.1016/j.spl.2018.07.021
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：
In this paper, two new estimators based on the spirit of the best linear unbiased estimators are separately developed for homogeneous gamma process. Both estimators can be computed recursively, and have high efficiency. We compare the two new estimators with those of Paroissin (2017) by simulations, and find that ours have smaller biases and mean squared errors. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码：67 / 73
页数：7
相关论文
共 50 条
  • [1] On-line estimation of the nitrification process
    MarsiliLibelli, S
    Giovannini, F
    WATER RESEARCH, 1997, 31 (01) : 179 - 185
  • [2] On-line estimation for process control and optimization applications
    Schei, Tor Steinar
    JOURNAL OF PROCESS CONTROL, 2008, 18 (09) : 821 - 828
  • [3] On-line estimation of biomass in fermentation process using support vector machine
    Wang, JL
    Yu, T
    Jin, CY
    CHINESE JOURNAL OF CHEMICAL ENGINEERING, 2006, 14 (03) : 383 - 388
  • [4] On-line Estimation of Biomass in Fermentation Process Using Support Vector Machine
    王建林
    于涛
    金翠云
    Chinese Journal of Chemical Engineering, 2006, (03) : 383 - 388
  • [5] Form error on-line estimation and compensation for non-circular turning process
    Yang, Jixiang
    Rao, Pengwei
    Chen, Bing
    Ding, Han
    Ai, Wu
    INTERNATIONAL JOURNAL OF MECHANICAL SCIENCES, 2020, 184
  • [6] Degradation analysis on trend gamma process
    Wang, Yi-Fu
    Huang, Yufen
    Liao, Wei-Chieh
    QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, 2022, 38 (02) : 941 - 956
  • [7] On-line estimation of glucose and biomass concentration in batch fermentation process using particle filter with constraint
    Zhao, Zhonggai
    Shao, Xinguang
    Huang, Biao
    Liu, Fei
    ASIA-PACIFIC JOURNAL OF CHEMICAL ENGINEERING, 2012, 7 (05) : 678 - 686
  • [8] On-line process identification using the Modulating Functions Method and non-asymptotic state estimation
    Byrski, Witold
    Drapala, Michal
    ARCHIVES OF CONTROL SCIENCES, 2022, 32 (03) : 535 - 555
  • [9] On-line WSN SoC estimation using Gaussian Process Regression: An Adaptive Machine Learning Approach
    Ali, Omer
    Ishak, Mohamad Khairi
    Ahmed, Ashraf Bani
    Salleh, Mohd Fadzli Mohd
    Ooi, Chia Ai
    Khan, Muhammad Firdaus Akbar Jalaludin
    Khan, Imran
    ALEXANDRIA ENGINEERING JOURNAL, 2022, 61 (12) : 9831 - 9848
  • [10] Nonparametric estimation of the shape function in a Gamma process for degradation data
    Wang, Xiao
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2009, 37 (01): : 102 - 118
12345