This paper concerns the estimation of the parameters that describe a stable distribution. Stable distributions are characterised by four parameters which can be estimated using a number of methods and although approximate maximum likelihood estimation (MLE) techniques do exist, they are computationally intensive. There are a number of techniques that are much faster thanMLE and these are the fo...

The problem of estimating the di erence in arrival times of a noisy sinusoid received at two spatially separated sensors is considered. Given the sinusoidal frequency, a simple delay estimator using the phase di erence of the discrete time Fourier transforms (DTFTs) of the received signals is devised. With the use of periodogram, the algorithm is extended to estimate the delay when the frequenc...

Previous attempts at defining other correlation measures mostly tried to generalize the inner product definition used in Pearson’s correlation coefficient. This does allow for certain useful correlations, like the Greatest Deviation, or Gini’s. In this work the idea in Gideon and Hollister (1987) of seeing correlation as the difference between distance from perfect negative and perfect positive...

This tutorial describes a parameter estimation technique that is little-known in social sciences, namely maximum a posteriori estimation. This technique can be used in conjunction with prior knowledge to improve maximum likelihood estimation of the best-fitting parameters of a data set. The estimates are based on the mode of the posterior distribution of a Bayesian analysis. The relationship be...

Previous attempts at defining other correlation measures mostly tried to generalize the inner product definition used in Pearson’s correlation coefficient. This does not allow for certain useful correlation’s, like the Greatest Deviation, or Gini’s. In this work the idea in Gideon and Hollister (1987) of seeing correlation, as the difference between distance from perfect negative and perfect po...

this comment is to show that theorem3.3 of dey and chung (1991) (multiparameter estimation intruncated power series distributions under the stein's loss.emph{commun. statist.-theory meth.,} {bf 20}, 309-326) may giveus misleading results. analytically and through simulation, weshow that the theorem does not improve the given estimator.

An inspection of signal processing approach in order to estimate underwater network cardinalities is conducted in this research. A matter of key prominence for underwater network is its cardinality estimation as the number of active cardinalities varies several times due to numerous natural and artificial reasons due to harsh underwater circumstances. So, a proper estimation technique is mandat...

The paper considers a distributed robust estimation problem over a network with directed topology involving continuous time observers. While measurements are available to the observers continuously, the nodes interact according to a Round-Robin rule, at discrete time instances. The results of the paper are sufficient conditions which guarantee a suboptimal H∞ level of consensus between observer...

Article history: Received 6 May 2010 Received in revised form 14 June 2010 Accepted 2 September 2010 Available online 6 September 2010 Communicated by A.R. Bishop