李静威, 全厚德, 崔佩璋. 基于粒子群优化的偏斜α稳定分布参数估计[J]. 电波科学学报, 2013, 28(1): 163-168.
      引用本文: 李静威, 全厚德, 崔佩璋. 基于粒子群优化的偏斜α稳定分布参数估计[J]. 电波科学学报, 2013, 28(1): 163-168.
      LI Jingwei, QUAN Houde, CUI Peizhang. Parameter estimation for skewedαstable distribution based on PSO[J]. CHINESE JOURNAL OF RADIO SCIENCE, 2013, 28(1): 163-168.
      Citation: LI Jingwei, QUAN Houde, CUI Peizhang. Parameter estimation for skewedαstable distribution based on PSO[J]. CHINESE JOURNAL OF RADIO SCIENCE, 2013, 28(1): 163-168.

      基于粒子群优化的偏斜α稳定分布参数估计

      Parameter estimation for skewedαstable distribution based on PSO

      • 摘要: 基于粒子群优化算法,结合偏斜α稳定分布的分数低阶矩性质,提出了一种新的α稳定分布参数估计方法.针对已有方法无法实现多个参数同时估计的不足,结合α稳定分布分数低阶矩的特点,首先判断出对称参数的符号以及分数低阶矩阶数的取值范围,进而确定目标函数.仿真试验结果表明:所提方法可以同时给出3个参数的估值,验证了该方法的有效性,同时与Kuru-FLOM相比在精度上有所提高或相当.

         

        Abstract: Based on particle swarm optimization(PSO)and the properties of fractional lower order moment(FLOM) of α stable distribution,a novel method of parameter estimation for skewed αstable distribution is proposed.Aiming at the disadvantage of existing method without giving multiparameter at the same time and utilizing characteristics of FLOM,the sign of β is detected and the moment of the FLOM is selected.Based on above/previous analysis the objective function is given.It is demonstrated by simulation results that three parameters can be obtained through PSO-FLOM directly.The novel method is effective and the accuracy is advanced or equivalent to KuruFLOM.

         

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