Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

Weighted Least Squares Estimation with Missing Data

Power System State Estimation Using Weighted Least Squares (WLS) and Regularized Weighted Least Squares(RWLS) Method

In this paper, a new formulation for power system state estimation is proposed. The formulation is based on regularized least squares method which uses the principle of Thikonov’s regularization to overcome the limitations of conventional state estimation methods. In this approach, the mathematical unfeasibility which results from the lack of measurements in case of ill-posed problems is elimin...

Weighted Majorization Algorithms for Weighted Least Squares Decomposition Models

For many least-squares decomposition models efficient algorithms are well known. A more difficult problem arises in decomposition models where each residual is weighted by a nonnegative value. A special case is principal components analysis with missing data. Kiers (1997) discusses an algorithm for minimizing weighted decomposition models by iterative majorization. In this paper, we propose a m...

Estimating Variances in Weighted Least-Squares Estimation of Distributional Parameters

Abstract: Many estimation methods have been proposed for the parameters of statistical distribution. The least squares estimation method, based on a regression model or probability plot, is frequently used by practitioners since its implementation procedure is extremely simple in complete and censoring data cases. However, in the procedure, heteroscedasticity is present in the used regression m...

Modified Weighted Least Squares Method to Improve Active Distribution System State Estimation

The development of communications and telecommunications infrastructure, followed by the extension of a new generation of smart distribution grids, has brought real-time control of distribution systems to electrical industry professionals’ attention. Also, the increasing use of distributed generation (DG) resources and the need for participation in the system voltage control, which is possible ...