State estimation for random closed sets
نویسنده
چکیده
State estimation entails the estimation of an unobserved random closed set from (partial) observation of an associated random set. Examples include edge effect correction, cluster detection, filtering and prediction. We focus on inference for random sets based on points sampled on its boundary. Such data are subject to mis-alignment and noise. First, we ignore mis-alignment and discuss maximum likelihood estimation of the model and noise parameters in the Fourier domain. We estimate the unknown curve by back-transformation and derive the expectation of the integrated squared error. Then, we model mis-alignment by means of a shifted parametric diffeomorphism and minimise a suitable objective function simultaneously over the unknown curve and the mis-alignment parameters.
منابع مشابه
Propagation Models and Fitting Them for the Boolean Random Sets
In order to study the relationship between random Boolean sets and some explanatory variables, this paper introduces a Propagation model. This model can be applied when corresponding Poisson process of the Boolean model is related to explanatory variables and the random grains are not affected by these variables. An approximation for the likelihood is used to find pseudo-maximum likelihood esti...
متن کاملOn the approximation of mean densities of random closed sets
Many real phenomena may be modeled as random closed sets in R, of different Hausdorff dimensions. In many real applications such as fiber processes, n-facets of random tessellations of dimension n ≤ d in spaces of dimension d ≥ 1, several problems are related to the estimation of such mean densities. In order to face such problems in the general setting of spatially inhomogeneous processes, we ...
متن کاملOn the approximation of geometric densities of random closed sets
Many real phenomena may be modelled as random closed sets in Rd, of different Hausdorff dimensions. The authors have recently revisited the concept of mean geometric densities of random closed sets Θn with Hausdorff dimension n ≤ d with respect to the standard Lebesgue measure on Rd, in terms of expected values of a suitable class of linear functionals (Delta functions à la Dirac). In many real...
متن کاملOn a Statistical Framework for Estimation from Random Set Observations
Using the theory of random closed sets, we extend the statistical framework introduced by Schreiber (11) for inference based on set-valued observations from the case of finite sample spaces to compact metric spaces with continuous distributions .
متن کاملModeling of the Maximum Entropy Problem as an Optimal Control Problem and its Application to Pdf Estimation of Electricity Price
In this paper, the continuous optimal control theory is used to model and solve the maximum entropy problem for a continuous random variable. The maximum entropy principle provides a method to obtain least-biased probability density function (Pdf) estimation. In this paper, to find a closed form solution for the maximum entropy problem with any number of moment constraints, the entropy is consi...
متن کامل