Fitting a line segment to noisy data

Fitting a line segment to noisy data
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DOI:
10.1016/s0378-3758(02)00409-3
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发表时间:
2004-01-15
影响因子:
0.9
通讯作者:
Goldenshluger, A
Goldenshluger, A
中科院分区:
数学3区
文献类型:
--
作者:
Davidov, O;Goldenshluger, A

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在本文中,我们考虑拟合线段噪声数据。我们描述的结构段模型,并建立其可识别性的条件。介绍并探讨了矩估计方法。MME很容易计算,并且在平移、旋转和反射下是不变的。我们表明,MME如下,渐近,正态分布。MME的渐近效率相对于最大似然数值研究,发现在大多数情况下是高的。(C)2002 Elsevier B.V.保留所有权利。
In this paper, we consider fitting a line segment to noisy data. We describe the structural segment model and establish conditions for its identifiability. The method of moments estimator (MME) is introduced and explored. The MME is easily computed and is invariant under translation rotation and reflection. We show that the MME follows, asymptotically, a normal distribution. The asymptotic efficiency of the MME relative to the maximum likelihood is investigated numerically and found to be high in most cases. (C) 2002 Elsevier B.V. All rights reserved.