New approaches to parameter estimation with finite samples

Qing Guo Wang; Chao Yu

doi:10.1109/ASCC.2015.7244472

New approaches to parameter estimation with finite samples

Qing Guo Wang, Chao Yu

National University of Singapore

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Citation (Scopus)

Abstract

This paper proposes new methods attempting to find the unbiased parameter estimate with finite samples. The parameter estimates are obtained by solving optimization problems, and the regressors are newly formed, which may be different from the ordinary least squares method. Different criteria of the optimization problems are considered. A criterion is selected when it gets an optimal value on a random signal. The optimization problems are solved by the chosen global optimization algorithm. A number of performance measures are considered to assess the resulting estimates. The proposed method works well on the simulation example and outperforms existing methods.

Original language	English
Title of host publication	2015 10th Asian Control Conference
Subtitle of host publication	Emerging Control Techniques for a Sustainable World, ASCC 2015
Editors	Hazlina Selamat, Hafiz Rashidi Haruna Ramli, Ahmad Athif Mohd Faudzi, Ribhan Zafira Abdul Rahman, Asnor Juraiza Ishak, Azura Che Soh, Siti Anom Ahmad
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9781479978625
DOIs	https://doi.org/10.1109/ASCC.2015.7244472
Publication status	Published - 8 Sept 2015
Externally published	Yes
Event	10th Asian Control Conference, ASCC 2015 - Kota Kinabalu, Malaysia Duration: 31 May 2015 → 3 Jun 2015

Publication series

Name	2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015

Conference

Conference	10th Asian Control Conference, ASCC 2015
Country/Territory	Malaysia
City	Kota Kinabalu
Period	31/05/15 → 3/06/15

ASJC Scopus subject areas

Control and Systems Engineering

Access to Document

10.1109/ASCC.2015.7244472

Cite this

Wang, Q. G., & Yu, C. (2015). New approaches to parameter estimation with finite samples. In H. Selamat, H. R. H. Ramli, A. A. M. Faudzi, R. Z. A. Rahman, A. J. Ishak, A. C. Soh, & S. A. Ahmad (Eds.), 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015 Article 7244472 (2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ASCC.2015.7244472

Wang, Qing Guo ; Yu, Chao. / New approaches to parameter estimation with finite samples. 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015. editor / Hazlina Selamat ; Hafiz Rashidi Haruna Ramli ; Ahmad Athif Mohd Faudzi ; Ribhan Zafira Abdul Rahman ; Asnor Juraiza Ishak ; Azura Che Soh ; Siti Anom Ahmad. Institute of Electrical and Electronics Engineers Inc., 2015. (2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015).

@inproceedings{1cd96ef36f5e44f1a4c6405355b974c3,

title = "New approaches to parameter estimation with finite samples",

abstract = "This paper proposes new methods attempting to find the unbiased parameter estimate with finite samples. The parameter estimates are obtained by solving optimization problems, and the regressors are newly formed, which may be different from the ordinary least squares method. Different criteria of the optimization problems are considered. A criterion is selected when it gets an optimal value on a random signal. The optimization problems are solved by the chosen global optimization algorithm. A number of performance measures are considered to assess the resulting estimates. The proposed method works well on the simulation example and outperforms existing methods.",

author = "Wang, {Qing Guo} and Chao Yu",

note = "Publisher Copyright: {\textcopyright} 2015 IEEE.; 10th Asian Control Conference, ASCC 2015 ; Conference date: 31-05-2015 Through 03-06-2015",

year = "2015",

month = sep,

day = "8",

doi = "10.1109/ASCC.2015.7244472",

language = "English",

series = "2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

editor = "Hazlina Selamat and Ramli, {Hafiz Rashidi Haruna} and Faudzi, {Ahmad Athif Mohd} and Rahman, {Ribhan Zafira Abdul} and Ishak, {Asnor Juraiza} and Soh, {Azura Che} and Ahmad, {Siti Anom}",

booktitle = "2015 10th Asian Control Conference",

address = "United States",

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Wang, QG & Yu, C 2015, New approaches to parameter estimation with finite samples. in H Selamat, HRH Ramli, AAM Faudzi, RZA Rahman, AJ Ishak, AC Soh & SA Ahmad (eds), 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015., 7244472, 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015, Institute of Electrical and Electronics Engineers Inc., 10th Asian Control Conference, ASCC 2015, Kota Kinabalu, Malaysia, 31/05/15. https://doi.org/10.1109/ASCC.2015.7244472

New approaches to parameter estimation with finite samples. / Wang, Qing Guo; Yu, Chao.
2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015. ed. / Hazlina Selamat; Hafiz Rashidi Haruna Ramli; Ahmad Athif Mohd Faudzi; Ribhan Zafira Abdul Rahman; Asnor Juraiza Ishak; Azura Che Soh; Siti Anom Ahmad. Institute of Electrical and Electronics Engineers Inc., 2015. 7244472 (2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Wang, Qing Guo

AU - Yu, Chao

PY - 2015/9/8

Y1 - 2015/9/8

N2 - This paper proposes new methods attempting to find the unbiased parameter estimate with finite samples. The parameter estimates are obtained by solving optimization problems, and the regressors are newly formed, which may be different from the ordinary least squares method. Different criteria of the optimization problems are considered. A criterion is selected when it gets an optimal value on a random signal. The optimization problems are solved by the chosen global optimization algorithm. A number of performance measures are considered to assess the resulting estimates. The proposed method works well on the simulation example and outperforms existing methods.

AB - This paper proposes new methods attempting to find the unbiased parameter estimate with finite samples. The parameter estimates are obtained by solving optimization problems, and the regressors are newly formed, which may be different from the ordinary least squares method. Different criteria of the optimization problems are considered. A criterion is selected when it gets an optimal value on a random signal. The optimization problems are solved by the chosen global optimization algorithm. A number of performance measures are considered to assess the resulting estimates. The proposed method works well on the simulation example and outperforms existing methods.

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U2 - 10.1109/ASCC.2015.7244472

DO - 10.1109/ASCC.2015.7244472

M3 - Conference contribution

AN - SCOPUS:84957622238

T3 - 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015

BT - 2015 10th Asian Control Conference

A2 - Selamat, Hazlina

A2 - Ramli, Hafiz Rashidi Haruna

A2 - Faudzi, Ahmad Athif Mohd

A2 - Rahman, Ribhan Zafira Abdul

A2 - Ishak, Asnor Juraiza

A2 - Soh, Azura Che

A2 - Ahmad, Siti Anom

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 10th Asian Control Conference, ASCC 2015

Y2 - 31 May 2015 through 3 June 2015

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Wang QG, Yu C. New approaches to parameter estimation with finite samples. In Selamat H, Ramli HRH, Faudzi AAM, Rahman RZA, Ishak AJ, Soh AC, Ahmad SA, editors, 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015. Institute of Electrical and Electronics Engineers Inc. 2015. 7244472. (2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015). doi: 10.1109/ASCC.2015.7244472

New approaches to parameter estimation with finite samples

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