均值熵最大法滤除加性测量噪声
Filtering Additive Measurement Noise with Maximum Entropy in the Mean
摘要:
本文的目的是说明如何使用最大平均熵(MEM)的方法来改善参数估计时,测量值被破坏的大噪声水平。该方法是在上下文中开发的一个具体的例子:在指数分布的参数估计。我们比较了我们的方法与baidu和最大似然方法的性能。
英文摘要:
The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a concrete example: that of estimation of the parameter in an exponential distribution. We compare the performance of our method with the bayesian and maximum likelihood approaches.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。