Results 271 to 280 of about 683,782 (308)

TSGYE: Two-Stage Grape Yield Estimation

2020
Vision-based grape yield estimation provides a cost-effective solution for intelligent orchards. However, unstructured background, occlusion and dense berries make it challenging for grape yield estimation. We propose an efficient two-stage pipeline TSGYE: precise detection of grape clusters and efficient counting of grape berries.
Geng Deng, Tianyu Geng, Chengxin He, Xinao Wang, Bangjun He, Lei Duan   +5 more
openaire   +1 more source

Robust Fault Diagnosis with a Two-stage Kalman Estimator

European Journal of Control, 1997
In the first part of this paper, we present a two-stage Kalman filter for state and bias filtering in dynamic stochastic systems affected by unknown inputs and constant biases. It is shown that the state estimate can be expressed as x k / k = x k / k + β k / k b k / k , where the biasfree estimate x k
L. Summerer, Jean-Yves Keller, Mohamed Darouach   +2 more
openaire   +2 more sources

Two-stage estimation after parameter selection

2016 IEEE Statistical Signal Processing Workshop (SSP), 2016
In many practical multiparameter estimation problems, no a-priori information exists regarding which parameters are more relevant within a group of candidate unknown parameters. This paper considers the estimation of a selected “parameter of interest”, where the selection is conducted according to a data-based selection rule, Ψ.
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Two Stages Liu Regression Estimator

Communications in Statistics - Simulation and Computation, 2015
This paper introduces a new estimator for multicollinearity and autocorrelated errors. We propose the Two Stages Liu estimator (TL) for the multiple linear regression model which suffers from autocorrelation AR(1) and multicollinearity problems. We use a mixed method to apply the two stages least squares procedure (TS) for deriving the TL estimator. We
Issam Dawoud, Selahattin Kaçiranlar
openaire   +1 more source

Estimating the Mean by Two-Stage Sampling with Replacement

Calcutta Statistical Association Bulletin, 1963
Summary In two-stage sampling when sampling is done with replacement at each stage, a better estimate of the population mean can be obtained by considering the distinct units only at each stage. The mean of the distinct uniss is chosen as the desired estimate and an exact expression for the variance is obtained. A sufficient condition
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The Nonlinear Two-Stage Least-Squares Estimator

Journal of Econometrics, 1974
In this paper we consider estimation of the parameters of a single equation of a simultaneous equations model which is nonlinear both in variables and paarmeters. Such a model has never been analyzed in the literature to the best of our knowledge. Models in which the nonlinearity appears only in variables or only in parameters have been previously ...
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Two Stage Estimation in Data Processing

2008 International Symposium on Intelligent Information Technology Application Workshops, 2008
The new method presented in this paper shows an effective way of solving an estimation problem, the estimated values are nearer to their theoretical ones than in an adjustment with the method of least squares. Considering the semi parametric adjustment models, firstly, the estimators of the parameters and the nonparametric are derived by using a kernel
Pan Xiong, Chen Gang, Chen Yu
openaire   +1 more source

On two-stage james-stein sstimators

Communications in Statistics. Part C: Sequential Analysis, 1983
In the context of minimum risk (point) estimation of the mean vector of a multivariate normal distribution, based on the James-Stein and an allied rule, a two-stage procedure is considered, and the relative risk efficiency results are studied.
Ghosh, Malay, Sen, Pranab Kumar
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Estimation of Synchrophasor with Two-Stage ADALINE

2012 International Symposium on Computer, Consumer and Control, 2012
The estimation of synchrophasor is of great concern for power quality and protection in power system. Once the power frequency deviation is present, the phasor would undergo a rotation in the complex plane. This phenomenon will introduce difficulty for the interconnection of power grids and distributed generation systems. In this paper, a synchrophasor
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Generalized two-stage Kalman estimator

Proceedings of the 36th IEEE Conference on Decision and Control, 2002
This paper presents an optimal two-stage estimator for discrete-time stochastic systems subject to disturbances evolving in accordance with a dynamic state equation. The proposed two-stage estimator gives an optimum state estimate expressed as x/sub k/k//sup 1/=x/sub k/k//sup 1/+/spl beta//sub k/k/ x/sub k/k//sup 2/, where x/sub k/k//sup 1/ and x/sub k/
openaire   +1 more source