Asymptotic Behavior of the Drift Coefficient Estimator of Stochastic Differential Equations Driven by Small Noises

The parametric estimation problem for diffusion processes with small white noise based on continuous time observations is well developed. However,in parametric inference,it is more realistic and interesting to consider asymptotic estimation for diffusion processes based on discrete observations. The least squares method is used to obtain the estimator of the drift parameter for stochastic differential equations( SDEs) driven by general Lévy noises when the process is observed discretely. Its strong consistency and the rate of convergence of the squares estimator are studied under some regularity conditions.

HMM-based noise estimator for speech enhancement

A noise estimator was presented in this paper by modeling the log-power sequence with hidden Markov model （HMM）. The smoothing factor of this estimator was motivated by the speech presence probability at each frequency band. This HMM had a speech state and a nonspeech state, and each state consisted of a unique Gaussian function. The mean of the nonspeech state was the estimation of the noise logarithmic power. To make this estimator run in an on-line manner, an HMM parameter updated method was used based on a first-order recursive process. The noise signal was tracked together with the HMM to be sequentially updated. For the sake of reliability, some constraints were introduced to the HMM. The proposed algorithm was compared with the conventional ones such as minimum statistics （MS） and improved minima controlled recursive averaging （IM- CRA）. The experimental results confirms its promising performance.

A new information fusion white noise deconvolution estimator

The white noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the autoregressive moving average （ARMA） innovation model, a new information fusion white noise deconvolution estimator is presented for the general multisensor systems with different local dynamic models and correlated noises. It can handle the input white noise fused filtering, prediction and smoothing problems, and it is applicable to systems with colored measurement noises. It is locally optimal, and is globally suboptimal. The accuracy of the fuser is higher than that of each local white noise estimator. In order to compute the optimal weights, the formula computing the local estimation error cross-covariances is given. A Monte Carlo simulation example for the system with Bernoulli-Gaussian input white noise shows the effectiveness and performances.

INFORMATION FUSION STEADY-STATE WHITE NOISE DECONVOLUTION ESTIMATORS WITH TIME-DELAYED MEASUREMENTS AND COLORED MEASUREMENT NOISES

White noise deconvolution or input white noise estimation problem has important appli-cation backgrounds in oil seismic exploration,communication and signal processing.By the modern time series analysis method,based on the Auto-Regressive Moving Average(ARMA) innovation model,under the linear minimum variance optimal fusion rules,three optimal weighted fusion white noise deconvolution estimators are presented for the multisensor systems with time-delayed measurements and colored measurement noises.They can handle the input white noise fused filtering,prediction and smoothing problems.The accuracy of the fusers is higher than that of each local white noise estimator.In order to compute the optimal weights,the formula of computing the local estimation error cross-covariances is given.A Monte Carlo simulation example for the system with 3 sensors and the Bernoulli-Gaussian input white noise shows their effectiveness and performances.

PARAMETER ESTIMATION FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SMALL STABLE NOISES FROM DISCRETE OBSERVATIONS

We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. Under some regularity conditions, we obtain the consistency and the rate of convergence of the least squares estimator （LSE） when a small dispersion parameter ε→0 and n →∞ simultaneously. The asymptotic distribution of the LSE in our setting is shown to be stable, which is completely different from the classical cases where asymptotic distributions are normal.

Application of local polynomial estimation in suppressing strong chaotic noise

In this paper, we propose a new method that combines chaotic series phase space reconstruction and local polynomial estimation to solve the problem of suppressing strong chaotic noise. First, chaotic noise time series are reconstructed to obtain multivariate time series according to Takens delay embedding theorem. Then the chaotic noise is estimated accurately using local polynomial estimation method. After chaotic noise is separated from observation signal, we can get the estimation of the useful signal. This local polynomial estimation method can combine the advantages of local and global law. Finally, it makes the estimation more exactly and we can calculate the formula of mean square error theoretically. The simulation results show that the method is effective for the suppression of strong chaotic noise when the signal to interference ratio is low.

Parameter estimation for chaotic systems with and without noise using differential evolution-based method

We present an approach in which the differential evolution （DE） algorithm is used to address identification problems in chaotic systems with or without delay terms. Unlike existing considerations, the scheme is able to simultaneously extract （i） the commonly considered parameters, （ii） the delay, and （iii） the initial state. The main goal is to present and verify the robustness against the common white Guassian noise of the DE-based method. Results of the time-delay logistic system, the Mackey Glass system and the Lorenz system are also presented.

A CROSS-REFERENCE METHOD OF PARAMETER ESTIMATION AND NOISE REDUCTION AND ITS APPLICATIONS

This paper proposes a cross-reference method of nonlinear time series analysis, combining the tasks of dynamical system parameter estimation and noise reduction which were fulfilled separately before. With the positive interaction between the two processing modules, the method is somewhat superior. Some prior works can be viewed as special cases of this general framework and effective new algorithms may be devised according to it. Two examples of chaotic time series analysis are also given to show the applicability of the proposed method.

Adaptive Gaussian Noise Image Removal Algorithm Using Filtering-Based Noise Estimation

This paper proposes a spatially denoising algorithm using filtering-based noise estimation for an image corrupted by Gaussian noise.The proposed algorithm consists of two stages:estimation and elimination of noise density.To adaptively deal with variety of the noise amount,a noisy input image is firstly filtered by a lowpass filter.Standard deviation of the noise is computed from different images between the noisy input and its filtered image.In addition,a modified Gaussian noise removal filter based on the local statistics such as local weighted mean,local weighted activity and local maximum is used to control the degree of noise suppression.Experiments show the effectiveness of the proposed algorithm.

Noise level estimation method with application to EMD-based signal denoising

This paper proposes a new signal noise level estimation approach by local regions. The estimated noise variance is applied as the threshold for an improved empirical mode decomposition（EMD） based signal denoising method. The proposed estimation method can effectively extract the candidate regions for the noise level estimation by measuring the correlation coefficient between noisy signal and a Gaussian filtered signal. For the improved EMD based method, the situation of decomposed intrinsic mode function（IMFs） which contains noise and signal simultaneously are taken into account. Experimental results from two simulated signals and an X-ray pulsar signal demonstrate that the proposed method can achieve better performance than the conventional EMD and wavelet transform（WT） based denoising methods.

Optimal Estimation of High-Dimensional Covariance Matrices with Missing and Noisy Data

The estimation of covariance matrices is very important in many fields, such as statistics. In real applications, data are frequently influenced by high dimensions and noise. However, most relevant studies are based on complete data. This paper studies the optimal estimation of high-dimensional covariance matrices based on missing and noisy sample under the norm. First, the model with sub-Gaussian additive noise is presented. The generalized sample covariance is then modified to define a hard thresholding estimator , and the minimax upper bound is derived. After that, the minimax lower bound is derived, and it is concluded that the estimator presented in this article is rate-optimal. Finally, numerical simulation analysis is performed. The result shows that for missing samples with sub-Gaussian noise, if the true covariance matrix is sparse, the hard thresholding estimator outperforms the traditional estimate method.

A Singular Value Thresholding Based Matrix Completion Method for DOA Estimation in Nonuniform Noise

Usually,the problem of direction-of-arrival(DOA)estimation is performed based on the assumption of uniform noise.In many applications,however,the noise across the array may be nonuniform.In this situation,the performance of DOA estimators may be deteriorated greatly if the non-uniformity of noise is ignored.To tackle this problem,we consider the problem of DOA es-timation in the presence of nonuniform noise by leveraging a singular value thresholding(SVT)based matrix completion method.Different from that the traditional SVT method apply fixed threshold,to improve the performance,the proposed method can obtain a more suitable threshold based on careful estimation of the signal-to-noise ratio(SNR)levels.Specifically,we firstly employ an SVT-based matrix completion method to estimate the noise-free covariance matrix.On this basis,the signal and noise subspaces are obtained from the eigendecomposition of the noise-free cov-ariance matrix.Finally,traditional subspace-based DOA estimation approaches can be directly ap-plied to determine the DOAs.Numerical simulations are performed to demonstrate the effective-ness of the proposed method.

Joint DOA and polarization estimation for unequal power sources based on reconstructed noise subspace

In most literature about joint direction of arrival（DOA） and polarization estimation, the case that sources possess different power levels is seldom discussed. However, this case exists widely in practical applications, especially in passive radar systems. In this paper, we propose a joint DOA and polarization estimation method for unequal power sources based on the reconstructed noise subspace. The invariance property of noise subspace（IPNS） to power of sources has been proved an effective method to estimate DOA of unequal power sources. We develop the IPNS method for joint DOA and polarization estimation based on a dual polarized array. Moreover, we propose an improved IPNS method based on the reconstructed noise subspace, which has higher resolution probability than the IPNS method. It is theoretically proved that the IPNS to power of sources is still valid when the eigenvalues of the noise subspace are changed artificially. Simulation results show that the resolution probability of the proposed method is enhanced compared with the methods based on the IPNS and the polarimetric multiple signal classification（MUSIC） method. Meanwhile, the proposed method has approximately the same estimation accuracy as the IPNS method for the weak source.

Direction finding of bistatic MIMO radar in strong impulse noise

For bistatic multiple-input multiple-output(MIMO)radar,this paper presents a robust and direction finding method in strong impulse noise environment.By means of a new lower order covariance,the method is effective in suppressing impulse noise and achieving superior direction finding performance using the maximum likelihood(ML)estimation method.A quantum equilibrium optimizer algorithm(QEOA)is devised to resolve the corresponding objective function for efficient and accurate direc-tion finding.The results of simulation reveal the capability of the presented method in success rate and root mean square error over existing direction-finding methods in different application situations,e.g.,locating coherent signal sources with very few snapshots in strong impulse noise.Other than that,the Cramér-Rao bound(CRB)under impulse noise environment has been drawn to test the capability of the presented method.

Nonlinear Phase Noise Estimate Based on Electronic Orthogonal Coherent for 112 Gb/s PDM-4QAM System

In this paper, we proposed a novel method of joint phase noise estimate (JPNE) for PDM-M-QAM (M = 4, 16, 32, 64, …) transmission systems, and established the theoretical model to illustrate the operation mechanism. The simulation of laser phase noise and fiber nonlinearity compensation based on the proposed JPNE method had also been demonstrated. For 112 Gb/s PDM-4QAM transmission system, the simulation results had showed that the optimum launch power increased from -4 dBm to at least 0 dBm compared with the condition of no phase noise compensation in reach of all simulation distances.

Joint MAP channel estimation and data detection for OFDM in presence of phase noise from free running and phase locked loop oscillator

This paper addresses a computationally compact and statistically optimal joint Maximum a Posteriori(MAP)algorithm for channel estimation and data detection in the presence of Phase Noise(PHN)in iterative Orthogonal Frequency Division Multiplexing(OFDM)receivers used for high speed and high spectral efficient wireless communication systems.The MAP cost function for joint estimation and detection is derived and optimized further with the proposed cyclic gradient descent optimization algorithm.The proposed joint estimation and detection algorithm relaxes the restriction of small PHN assumptions and utilizes the prior statistical knowledge of PHN spectral components to produce a statistically optimal solution.The frequency-domain estimation of Channel Transfer Function(CTF)in frequency selective fading makes the method simpler,compared with the estimation of Channel Impulse Response(CIR)in the time domain.Two different time-varying PHN models,produced by Free Running Oscillator(FRO)and Phase-Locked Loop(PLL)oscillator,are presented and compared for performance difference with proposed OFDM receiver.Simulation results for joint MAP channel estimation are compared with Cramer-Rao Lower Bound(CRLB),and the simulation results for joint MAP data detection are compared with“NO PHN"performance to demonstrate that the proposed joint MAP estimation and detection algorithm achieve near-optimum performance even under multipath channel fading.

Joint Noise Reduction and lp-Norm Minimization for Enhancing Time Delay Estimation in Colored Noise

Time delay estimation (TDE) is an important issue in signal processing. Conventional TDE algorithms are usually efficient under white noise environments. In this paper, a joint noise reduction and -norm minimization method is presented to enhance TDE in colored noise. An improved subspace method for colored noise reduction is first performed. Then the time delay is estimated by using an -norm minimization method. Because the clean speech signal form the noisy signal is well extracted by noise reduction and the -norm minimization method is robust, the TDE accuracy can be enhanced. Experiment results confirm that the proposed joint estimation method obtains more accurate TDE than several conventional algorithms in colored noise, especially in the case of low signal-to-noise ratio.

A NOVEL APPROACH FOR DOA ESTIMATION IN UNKNOWN CORRELATED NOISE FIELDS

The key of the subspace-based Direction Of Arrival (DOA) estimation lies in the estimation of signal subspace with high quality. In the case of uncorrelated signals while the signals are temporally correlated, a novel approach for the estimation of DOA in unknown correlated noise fields is proposed in this paper. The approach is based on the biorthogonality between a matrix and its Moore-Penrose pseudo inverse, and made no assumption on the spatial covariance matrix of the noise. The approach exploits the structural information of a set of spatio-temporal correlation matrices, and it can give a robust and precise estimation of signal subspace, so a precise estimation of DOA is obtained. Its performances are confirmed by computer simulation results.

Speech Signal Detection Based on Bayesian Estimation by Observing Air-Conducted Speech under Existence of Surrounding Noise with the Aid of Bone-Conducted Speech

In order to apply speech recognition systems to actual circumstances such as inspection and maintenance operations in industrial factories to recording and reporting routines at construction sites, etc. where hand-writing is difficult, some countermeasure methods for surrounding noise are indispensable. In this study, a signal detection method to remove the noise for actual speech signals is proposed by using Bayesian estimation with the aid of bone-conducted speech. More specifically, by introducing Bayes’ theorem based on the observation of air-conducted speech contaminated by surrounding background noise, a new type of algorithm for noise removal is theoretically derived. In the proposed speech detection method, bone-conducted speech is utilized in order to obtain precise estimation for speech signals. The effectiveness of the proposed method is experimentally confirmed by applying it to air- and bone-conducted speeches measured in real environment under the existence of surrounding background noise.

Noise estimation and filtering method of MEMS gyroscope based on EMMAP

Aiming at the problems of low measurement accuracy,uncertainty and nonlinearity of random noise of the micro electro mechanical system(MEMS)gyroscope,a gyroscope noise estimation and filtering method is proposed,which combines expectation maximum(EM)with maximum a posterior(MAP)to form an adpative unscented Kalman filter(UKF),called EMMAP-UKF.According to the MAP estimation principle,a suboptimal unbiased MAP noise statistical estimation model is constructed.Then,EM algorithm is introduced to transform the noise estimation problem into the mathematical expectation maximization problem,which can dynamically adjust the variance of the observed noise.Finally,the estimation and filtering of gyroscope random drift error can be realized.The performance of the gyro noise filtering method is evaluated by Allan variance,and the effectiveness of the method is verified by hardware-in-the-loop simulation.