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A block-diagonal gr...
A block-diagonal growth curve model
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Xu, Luzhou (författare)
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- Stoica, Peter (författare)
- Uppsala universitet,Reglerteknik
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Li, Jian (författare)
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(creator_code:org_t)
- Elsevier BV, 2006
- 2006
- Engelska.
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Ingår i: Digital signal processing (Print). - : Elsevier BV. - 1051-2004 .- 1095-4333. ; 16:6, s. 902-912
- Relaterad länk:
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https://urn.kb.se/re...
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visa fler...
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https://doi.org/10.1...
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Abstract
Ämnesord
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- We consider a variation of the growth curve (GC) model, referred to as the block-diagonal growth curve (BDGC) model, where the unknown regression coefficient matrix is constrained to be block-diagonal. A closed-form approximate maximum likelihood (AML) estimator for this model is derived based on the maximum likelihood principle. We analyze the statistical properties of this method theoretically and show that the AML estimate is unbiased and asymptotically statistically efficient for a large snapshot number. Via numerical examples in wireless communications, we also show that the proposed AML estimator can achieve excellent estimation accuracy.
Ämnesord
- NATURVETENSKAP -- Data- och informationsvetenskap -- Systemvetenskap, informationssystem och informatik (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Information Systems (hsv//eng)
Nyckelord
- Block-diagonal vectorization
- Cramér-Rao bound
- Generalized Khatri-Rao product
- Growth curve model
- Maximum likelihood estimation
- Information technology
- Informationsteknologi
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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