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Abstract

This paper deals with the problem of nonstationarity of regressors in binary choice model. The limit distribution of the ML-estimator is mixed normal, but restriction testing shall not be based on standard t-statistic. The results of the conducted Monte Carlo experiment demonstrate that the true size of the restriction test is far from the significance level. Therefore, the t-Student statistic should be modified and this paper proposes its modification. The results of the Monte Carlo investigation point to the superiority of the new statistic.

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Authors and Affiliations

Wojciech Grabowski
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Abstract

The paper considers the modeling and estimation of the stochastic frontier model where the error components are assumed to be correlated and the inefficiency error is assumed to be autocorrelated. The multivariate Farlie-Gumble-Morgenstern (FGM) and normal copula are used to capture both the contemporaneous and the temporal dependence between, and among, the noise and the inefficiency components. The intractable multiple integrals that appear in the likelihood function of the model are evaluated using the Halton sequence based Monte Carlo (MC) simulation technique. The consistency and the asymptotic efficiency of the resulting simulated maximum likelihood (SML) estimators of the present model parameters are established. Finally, the application of model using the SML method to the real life US airline data shows significant noise-inefficiency dependence and temporal dependence of inefficiency.

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Authors and Affiliations

Arabinda Das
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Abstract

This article investigates identification of aircraft aerodynamic derivatives. The identification is performed on the basis of the parameters stored by Flight Data Recorder. The problem is solved in time domain by Quad-M Method. Aircraft dynamics is described by a parametric model that is defined in Body-Fixed-Coordinate System. Identification of the aerodynamic derivatives is obtained by Maximum Likelihood Estimation. For finding cost function minimum, Lavenberg-Marquardt Algorithm is used. Additional effects due to process noise are included in the state-space representation. The impact of initial values on the solution is discussed. The presented method was implemented in Matlab R2009b environment.

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Authors and Affiliations

Piotr Lichota
Maciej Lasek
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Abstract

This article investigates unstable tiltrotor in hover system identification from flight test data. The aircraft dynamics was described by a linear model defined in Body-Fixed-Coordinate System. Output Error Method was selected in order to obtain stability and control derivatives in lateral motion. For estimating model parameters both time and frequency domain formulations were applied. To improve the system identification performed in the time domain, a stabilization matrix was included for evaluating the states. In the end, estimates obtained from various Output Error Method formulations were compared in terms of parameters accuracy and time histories. Evaluations were performed in MATLAB R2009b environment.

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Bibliography


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[2] R.K. Mehra, R.K. Prasanth, and S. Gopalaswamy. XV-15 tiltrotor flight control system design using model predictive control. In I EEE Aerospace Conference, volume 2, pages 139–148, March 1998. doi: 10.1109/AERO.1998.687905.
[3] R.E. Maine and J.E. Murray. Application of parameter estimation to highly unstable aircraft. Journal of Guidance, Control, and Dynamics, 11(3):213–219, May 1988. doi: 10.2514/3.20296.
[4] S. Weiss, H. Friehmelt, E. Plaetschke, and D. Rohlf. X-31A system identification using single-surface excitation at high angles of attack. J ournal of Aircraft, 33(3):485–490, May 1996. doi: 10.2514/3.46970.
[5] E. Özger. Parameter estimation of highly unstable aircraft assuming linear errors. In AIAA Atmospheric Flight Mechanics Conference, Minneapolis, MN, August 2012. doi: 10.2514/6.2012-4511.
[6] B. Mettler, T. Kanade, and M. Tischler. System identification modeling of a model-scale helicopter. Technical Report CMU-RI-TR-00-03, Robotics Institute, Pittsburgh, PA, January 2000.
[7] S.K. Kim and D.M. Tilbury. Mathematical modeling and experimental identification of an unmanned helicopter robot with flybar dynamics. Journal of Robotic Systems, 21(3):95–116, March 2004. doi: 10.1002/rob.20002.
[8] A. Ji and K. Turkoglu. Development of a low-cost experimental quadcopter testbed using an arduino controller for video surveillance. In AIAA Infotech @ Aerospace. AIAA, January 2015. doi: 10.2514/6.2015-0716.
[9] V. Hrishikeshavan, M. Benedict, and I. Chopra. Identification of flight dynamics of a cylcocopter micro air vehicle in hover. Journal of Aircraft, 52(1):116–129, April 2014. doi: 10.2514/1.C032633.
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[11] M.B. Tischler and R.K. Remple. Aircraft and Rotorcraft System Identification. AIAA Education Series. AIAA, Washington, DC, 2 edition, August 2012. doi: /10.2514/4.868207.
[12] B. Etkin. Dynamics of Atmospheric Flight. Dover Publications, Mineola, NY, 2005.
[13] L.A. Zadeh. From circuit theory to system theory. Proceeding of the IRE, 50(5):856–865, May 1962. doi: 10.1109/JRPROC.1962.288302 .
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[19] P. Stoica and R. Moses. Introduction to Spectral Analysis. Prentice Hall, Upper Saddle River, NJ, 2 edition, 2005.
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[21] P. Young and R.J. Patton. Frequency domain identification of remotely-piloted helicopter dynamics using frequency-sweep and schroeder-phased test signals. In AIAA Atmospheric Flight Mechanics Conference, Minneapolis, MN, August 1988. AIAA. doi: 10.2514/6.1988-4349.
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Authors and Affiliations

Piotr Lichota
1
Joanna Szulczyk
1

  1. Warsaw University of Technology, Institute of Aeronautics and Applied Mechanics, Poland
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Abstract

We develop and study in detail a new family of distributions called Half-logistic Odd Power Generalized Weibull-G (HLOPGW-G) distribution, which is a linear combination of the exponentiated-G family of distributions. From the special cases considered, the model can fit heavy tailed data and has non-monotonic hazard rate functions. We further assess and demonstrate the performance of this family of distributions via simulation experiments. Real data examples are given to demonstrate the applicability of the proposed model compared to several other existing models.
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Authors and Affiliations

Peter O. Peter
1
Fastel Chipepa
1
Broderick Oluyede
1
Boikanyo Makubate
1

  1. Department of Mathematics & Statistical Sciences, Faculty of Science, Botswana International University of Science & Technology, Palapye, Botswana
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Abstract

In this paper we consider a class of nonlinear autoregressive models in which a specific type of dependence structure between the error term and the lagged values of the state variable is assumed. We show that there exists an equivalent representation given by a p-th order state-dependent autoregressive (SDAR(p)) model where the error term is independent of the last p lagged values of the state variable (y_{t-1},…,y_{t-p}) and the autoregressive coefficients are specific functions of them. We discuss a quasi-maximum likelihood estimator of the model parameters and we prove its consistency and asymptotic normality. To test the forecasting ability of the SDAR(p) model, we propose an empirical application to the quarterly Japan GDP growth rate which is a time series characterized by a level-increment dependence. A comparative analyses is conducted taking into consideration some alternative and competitive models for nonlinear time series such as SETAR and AR-GARCH models.
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Authors and Affiliations

Fabio Gobbi
1
Sabrina Mulinacci
2

  1. Department of Economics and Statistics, University of Siena, Italy
  2. Department of Statistical Sciences, University of Bologna, Italy
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Abstract

The purpose of this paper is to introduce and study a new generated family of distributions based on the type II transformation which is called the type II exponentiated half-logistic-Gompertz-Topp-Leone-G (TIIEHL-Gom-TL-G) family of distributions. We investigate its general mathematical properties, including, hazard rate function, quantile function, moments, moment generating function, Rényi entropy and order statistics. Parameter estimates of the new family of distributions are obtained based on the maximum likelihood estimation method and their performance is evaluated via a simulation study. For illustration of the applicability of the new family of distributions, four real data sets are analyzed.
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Authors and Affiliations

Broderick Oluyede
1
Thatayaone Moakofi
1

  1. Department of Mathematics and Statistical Sciences, Botswana International University of Science and Technology, Palapye, Botswana
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Abstract

The marshes are the most abundant water sources and ecological rich communities. They have a significant impact on the ecological and economic well-being of the communities surrounding them. However, climatic changes directly impact these bodies of water, especially those marshes which depend on rainwater and flooding for their survival. The Al-Sannya marsh is used as the example of marshes in Southern Iraq for this study between 1987–2017. The research takes place throughout the winter season due to the revival of marshes in southern Iraq at this time of year. The years 1987, 1990, 1995, 2000, 2007, 2014, 2017 are the focus of this study. Satellite imagery from the Landsat 5 (TM) and Landsat 8 (OLI) and the meteorological parameters affecting the marsh were acquired from NASA. The calculation of the areas of water bodies after classification using satellite imagery is done using the maximum likelihood method and comparing it with meteorological parameters. These results showed that these marshes are facing extinction due to the general change of climate and the interference of humans in utilising the drylands of the marsh for agricultural purposes. The vegetation area can be seen to have decreased from 51.15 km2 in 2000 to 8.77 km2 in 2017.
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Authors and Affiliations

Amal Jabbar Hatem
1
Ali Adnan N. Al-Jasim
1
ORCID: ORCID
Hameed Majeed Abduljabbar
1

  1. University of Baghdad, College of Education for Pure Science (Ibn-Al-Haitham), Department of Physics, Baghdad, Iraq
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Abstract

Within the maximum likelihood method an optimal algorithm for polarization target selection against the background of interfering signal reflected from the earth’s surface is synthesized. The algorithm contains joint operations of spectral interference rejection and their polarization compensation by means of certain combinations of interchannel subtraction of signals of different polarizations. The physical features of the elements of the polarization scattering matrix are investigated for the technical implementation of the synthesized algorithm.
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Authors and Affiliations

Valerii Volosyuk
1
Simeon Zhyla
1
Vladimir Pavlikov
1
Nikolay Ruzhentsev
1
Eduard Tserne
1
Anatoliy Popov
2
Oleksandr Shmatko
3
Kostiantyn Dergachov
4
Olena Havrylenko
4
Ivan Ostroumov
5
Nataliia Kuzmenko
6
Olga Sushchenko
6
Yuliya Averyanova
6
Maksym Zaliskyi
7
Oleksandr Solomentsev
7
Borys Kuznetsov
8
Tatyana Nikitina
9

  1. Department of Aerospace Radio-electronic Systems, National Aerospace University H.E. Zhukovsky ”Kharkiv Aviation Institute”, Ukraine
  2. Department of Radio-Electronic and Biomedical Computerized Means and Technologies, National Aerospace University H.E. Zhukovsky ”Kharkiv Aviation Institute”, Ukraine
  3. Laboratory of Electron Microscopy, Optics, Andlaser Technologies, National Aerospace University H.E. Zhukovsky ”Kharkiv Aviation Institute”, Ukraine
  4. Aircraft Control Systems Department, National Aerospace University H.E. Zhukovsky ”Kharkiv Aviation Institute”, Ukraine
  5. Air Navigation Systems Department, National Aviation University, Ukraine
  6. Air Navigation Systems Department National Aviation University, Ukraine
  7. Department of Telecommunication and Radioelectronic Systems, National Aviation University, Ukraine
  8. Magnetic Field Control Problems Department, State Institution “Institute of Technical Problems of Magnetism of the National Academy of Sciences of Ukraine”, Ukraine
  9. Technical Disciplines Department, Kharkiv National Automobile and Highway University, Ukraine
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Abstract

The determination of precise emitter location is a very important task in electronic intelligence systems. Its basic requirements include the detection of the emission of electromagnetic sources (emitters), measurement of signal parameters, determining the direction of emitters, signal analysis, and the recognition and identification of their sources. The article presents a new approach and algorithm for calculating the location of electromagnetic emission sources (radars) in a plane based on the bearings in the radio-electronic reconnaissance system. The main assumptions of this method are presented and described i.e. how the final mathematical formulas for calculating the emitter location were determined for any number of direction finders (DFs). As there is an unknown distance from the emitter to the DFs then in the final formulas it is stated how this distance should be calculated in the first iteration. Numerical simulation in MATLAB showed a quick convergence of the proposed algorithm to the fixed value in the fourth/fifth iteration with an accuracy less than 0.1 meter. The computed emitter location converges to the fixed value regardless of the choice of the starting point. It has also been shown that to precisely calculate the emitter position, at least a dozen or so bearings from each DFs should be measured. The obtained simulation results show that the precise emitter location depends on the number of DFs, the distances between the localized emitter and DFs, their mutual deployment, and bearing errors. The research results presented in the article show the usefulness of the tested method for the location of objects in a specific area of interest. The results of simulation calculations can be directly used in radio-electronic reconnaissance systems to select the place of DFs deployment to reduce the emitter location errors in the entire reconnaissance area.
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Bibliography

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Authors and Affiliations

Jan Matuszewski
1
Tomasz Kraszewski
1
ORCID: ORCID

  1. Military University of Technology, Faculty of Electronics, Institute of Radioelectronics, gen. S. Kaliskiego 2, 00–908 Warsaw, Poland

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