Optimal combination of sampled measurements
US7536455B2 · kind B2 · utility
20Cited by
20References
19Claims
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Key dates
| Filing date | Jul 18, 2006 |
| Grant date | May 19, 2009 |
| Priority date | — |
| Expiry date | Jul 18, 2026 |
Classification
- Technology area (CPC Y)Emerging Cross-Sectional Technologies
- CPC primaryY02D30/50
- WIPO fieldDigital communication
- WIPO sectorElectrical engineering
Abstract
Two regularized estimators that avoid the pathologies associated with variance estimation are disclosed. The regularized variance estimator adds a contribution to estimated variance representing the likely error, and hence ameliorates the pathologies of estimating small variances while at the same time allowing more reliable estimates to be balanced in the convex combination estimator. The bounded variance estimator employs an upper bound to the variance which avoids estimation pathologies when sampling probabilities are very small.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.