The problem of parameter estimation is considered for the twostate telegraph process, observed in white Gaussian observation noise. An online one-step Maximum Likelihood Estimator (MLE) process is constructed, using a preliminary Method of Moments (MM) estimator. The obtained estimation procedure is shown to be asymptotically normal and efficient in the large sample regime. MSC 2000 Classificat...

Along with the development of 3D acquisition devices and methods and increasing number of available 3D objects, new tools are necessary to automatically analyze, search and interpret these models. In this paper we describe a novel geometric approach to 3D object comparison and analysis. To compare two objects geometrically we first properly position and align the objects. After solving this pos...

We present ~ αPDE, a new multivariate analysis technique for parameter estimation. The method is based on a direct construction of joint probability densities of known variables and the parameters to be estimated. We show how posterior densities and best-value estimates are then obtained for the parameters of interest by a straightforward manipulation of these densities. The method is essential...

Maximum likelihood is by far the most popular general method of estimation. Its widespread acceptance is seen on the one hand in the very large body of research dealing with its theoretical properties, and on the other in the almost unlimited list of applications. To give a reasonably general definition of maximum likelihood estimates, let X = (X1, . . . , Xn) be a random vector of observations...

Article history: Received 5 November 2012 Received in revised form 8 June 2014 Accepted 9 June 2014 Available online 24 June 2014

本稿では,調波・非調波統合モデルのモデルパラメータ推定における楽器の奏法と個体差に対する問題点 を改善する手法について述べる.我々は,CDなどの複雑な多重奏音楽音響信号中の調波構造を持つ楽器音 と持たない楽器音を同時に分離するために調波・非調波統合モデルおよびそのモデルパラメータの推定手法 を設計し,調波構造モデルや非調波構造モデルをそれぞれ単独で用いるよりも統合モデルを用いることで分 離性能が向上することを実験で示した.本システムで実楽曲を扱うためには,楽器の多様な奏法や個体差に 対処する必要がある.そのための問題点は,MIDIは奏法を扱うことがほとんど不可能な点,単一のテンプ レート音を用いると個体差に対処できない点である.そこで本稿ではこれらの問題点を解決するため,楽器 音認識で用いられる音色特徴量の確率分布を用いてモデルパラメータを推定する手法を提案する.音色特徴 量の確率分...

This paper is concerned with the problem of H m estimation for linear discrete-time systems with timevarying norm-bounded parameter uncertainty in both the state and output matrices. We design an estimator such that the estimation error dynamics is quadratically stable and the induced operator norm of the mapping from noise to estimation error is kept within a prescribed bound for all admissibl...