Random Matrix Theory (RMT) is a valuable tool for describing the asymptotic behavior of multiple systems,especially for large matrices. In this paper,using asymptotic random matrix theory,a new cooperative Multiple-In...Random Matrix Theory (RMT) is a valuable tool for describing the asymptotic behavior of multiple systems,especially for large matrices. In this paper,using asymptotic random matrix theory,a new cooperative Multiple-Input Multiple-Output (MIMO) scheme for spectrum sensing is proposed,which shows how asymptotic free property of random matrices and the property of Wishart distribution can be used to assist spectrum sensing for Cognitive Radios (CRs). Simulations over Rayleigh fading and AWGN channels demonstrate the proposed scheme has better detection performance compared with the energy detection techniques even in the case of a small sample of observations.展开更多
We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorithm utilizes the fa...We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorithm utilizes the fact that the major part of the time series is random, and compare the eigenvalue spectrum of cross correlation matrix of a large set of random time series, to the spectrum derived by the random matrix theory (RMT) at the limit of large dimension (the number of independent time series) and long enough length of time series. We test this algorithm on the real tick data of American stocks at different years between 1994 and 2002 and show that the extracted principal components indeed reflects the change of leading stock sectors during this period.展开更多
We have applied the Random Matrix Theory in order to examine the validity of the NPT treatment in HSP. We have investigated the pathology examining the sEMG recorded signal for about eight minutes. We have performed s...We have applied the Random Matrix Theory in order to examine the validity of the NPT treatment in HSP. We have investigated the pathology examining the sEMG recorded signal for about eight minutes. We have performed standard electromyographic investigations as well as we have applied the RMT method of analysis. We have investigated the sEMG signals before and after the NPT treatment. The application of a so robust method as the RMT evidences that the NPT treatment was able to induce a net improvement of the disease respect to the pathological status before NPT.展开更多
Spectrum sensing in a wideband regime for cognitive radio network(CRN) faces considerably technical challenge due to the constraints on analog-to-digital converters(ADCs).To solve this problem,an eigenvalue-based comp...Spectrum sensing in a wideband regime for cognitive radio network(CRN) faces considerably technical challenge due to the constraints on analog-to-digital converters(ADCs).To solve this problem,an eigenvalue-based compressive wideband spectrum sensing(ECWSS) scheme using random matrix theory(RMT) was proposed in this paper.The ECWSS directly utilized the compressive measurements based on compressive sampling(CS) theory to perform wideband spectrum sensing without requiring signal recovery,which could greatly reduce computational complexity and data acquisition burden.In the ECWSS,to alleviate the communication overhead of secondary user(SU),the sensors around SU carried out compressive sampling at the sub-Nyquist rate instead of SU.Furthermore,the exact probability density function of extreme eigenvalues was used to set the threshold.Theoretical analyses and simulation results show that compared with the existing eigenvalue-based sensing schemes,the ECWSS has much lower computational complexity and cost with no significant detection performance degradation.展开更多
In this paper, a method of power quality disturbance classification based on random matrix theory (RMT) is proposed. The method utilizes the power quality disturbance signal to construct a random matrix. By analyzing ...In this paper, a method of power quality disturbance classification based on random matrix theory (RMT) is proposed. The method utilizes the power quality disturbance signal to construct a random matrix. By analyzing the mean spectral radius (MSR) variation of the random matrix, the type and time of occurrence of power quality disturbance are classified. In this paper, the random matrix theory is used to analyze the voltage sag, swell and interrupt perturbation signals to classify the occurrence time, duration of the disturbance signal and thedepth of voltage sag or swell. Examples show that the method has strong anti-noise ability.展开更多
The impact of large-scale wind farms on power system stability should be carefully investigated,in which mal-functions usually exist in the collector line's relay protection.In order to solve this challenging prob...The impact of large-scale wind farms on power system stability should be carefully investigated,in which mal-functions usually exist in the collector line's relay protection.In order to solve this challenging problem,a novel time-domain protection scheme for collector lines,based on random matrix theory(RMT),is proposed in this paper.First,the collected currents are preprocessed to form time series data.Then,a real-time sliding time window is used to form a consecutive time series data matrix.Based on RMT,mean spectral radius(MSR)is used to analyze time series data characteristics after real-time calculations are performed.Case studies demonstrate that RMT is independent from fault locations and fault types.In particular,faulty and non-faulty collector lines can be accurately and efficiently identified compared with traditional protection schemes.展开更多
基金Supported by the National Natural Science Foundation of China (No.60972039)Natural Science Foundation of Jiangsu Province (No.BK2007729)Natural Science Funding of Jiangsu Province (No.06KJA51001)
文摘Random Matrix Theory (RMT) is a valuable tool for describing the asymptotic behavior of multiple systems,especially for large matrices. In this paper,using asymptotic random matrix theory,a new cooperative Multiple-Input Multiple-Output (MIMO) scheme for spectrum sensing is proposed,which shows how asymptotic free property of random matrices and the property of Wishart distribution can be used to assist spectrum sensing for Cognitive Radios (CRs). Simulations over Rayleigh fading and AWGN channels demonstrate the proposed scheme has better detection performance compared with the energy detection techniques even in the case of a small sample of observations.
文摘We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorithm utilizes the fact that the major part of the time series is random, and compare the eigenvalue spectrum of cross correlation matrix of a large set of random time series, to the spectrum derived by the random matrix theory (RMT) at the limit of large dimension (the number of independent time series) and long enough length of time series. We test this algorithm on the real tick data of American stocks at different years between 1994 and 2002 and show that the extracted principal components indeed reflects the change of leading stock sectors during this period.
文摘We have applied the Random Matrix Theory in order to examine the validity of the NPT treatment in HSP. We have investigated the pathology examining the sEMG recorded signal for about eight minutes. We have performed standard electromyographic investigations as well as we have applied the RMT method of analysis. We have investigated the sEMG signals before and after the NPT treatment. The application of a so robust method as the RMT evidences that the NPT treatment was able to induce a net improvement of the disease respect to the pathological status before NPT.
基金National Natural Science Foundations of China(Nos.61201161,61271335)Postdoctoral Science Foundation of Jiangsu Province of China(No.1301002B)
文摘Spectrum sensing in a wideband regime for cognitive radio network(CRN) faces considerably technical challenge due to the constraints on analog-to-digital converters(ADCs).To solve this problem,an eigenvalue-based compressive wideband spectrum sensing(ECWSS) scheme using random matrix theory(RMT) was proposed in this paper.The ECWSS directly utilized the compressive measurements based on compressive sampling(CS) theory to perform wideband spectrum sensing without requiring signal recovery,which could greatly reduce computational complexity and data acquisition burden.In the ECWSS,to alleviate the communication overhead of secondary user(SU),the sensors around SU carried out compressive sampling at the sub-Nyquist rate instead of SU.Furthermore,the exact probability density function of extreme eigenvalues was used to set the threshold.Theoretical analyses and simulation results show that compared with the existing eigenvalue-based sensing schemes,the ECWSS has much lower computational complexity and cost with no significant detection performance degradation.
文摘In this paper, a method of power quality disturbance classification based on random matrix theory (RMT) is proposed. The method utilizes the power quality disturbance signal to construct a random matrix. By analyzing the mean spectral radius (MSR) variation of the random matrix, the type and time of occurrence of power quality disturbance are classified. In this paper, the random matrix theory is used to analyze the voltage sag, swell and interrupt perturbation signals to classify the occurrence time, duration of the disturbance signal and thedepth of voltage sag or swell. Examples show that the method has strong anti-noise ability.
基金the National Natural Science Foundation of China(No.51807085,52037003)Key Science and Technology Project of Yunnan Province,China(202002AF080001)。
文摘The impact of large-scale wind farms on power system stability should be carefully investigated,in which mal-functions usually exist in the collector line's relay protection.In order to solve this challenging problem,a novel time-domain protection scheme for collector lines,based on random matrix theory(RMT),is proposed in this paper.First,the collected currents are preprocessed to form time series data.Then,a real-time sliding time window is used to form a consecutive time series data matrix.Based on RMT,mean spectral radius(MSR)is used to analyze time series data characteristics after real-time calculations are performed.Case studies demonstrate that RMT is independent from fault locations and fault types.In particular,faulty and non-faulty collector lines can be accurately and efficiently identified compared with traditional protection schemes.