Revisiting Akaike’s Final Prediction Error and the Generalized Cross Validation Criteria in Regression from the Same Perspective: From Least Squares to Ridge Regression and Smoothing Splines

In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived from two quite different perspectives. Here, settling on the most commonly accepted definition of the MSPE as the expectation of the squared prediction error loss, we provide theoretical expressions for it, valid for any linear model (LM) fitter, be it under random or non random designs. Specializing these MSPE expressions for each of them, we are able to derive closed formulas of the MSPE for some of the most popular LM fitters: Ordinary Least Squares (OLS), with or without a full column rank design matrix;Ordinary and Generalized Ridge regression, the latter embedding smoothing splines fitting. For each of these LM fitters, we then deduce a computable estimate of the MSPE which turns out to coincide with Akaike’s FPE. Using a slight variation, we similarly get a class of MSPE estimates coinciding with the classical GCV formula for those same LM fitters.

A novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise,minimum mean square variance criterion and least mean square adaptive filter

Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity of marine environment and the particularity of underwater acoustic channel,noise reduction of underwater acoustic signals has always been a difficult challenge in the field of underwater acoustic signal processing.In order to solve the dilemma,we proposed a novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise(CEEMDAN),minimum mean square variance criterion(MMSVC) and least mean square adaptive filter(LMSAF).This noise reduction technique,named CEEMDAN-MMSVC-LMSAF,has three main advantages:(i) as an improved algorithm of empirical mode decomposition(EMD) and ensemble EMD(EEMD),CEEMDAN can better suppress mode mixing,and can avoid selecting the number of decomposition in variational mode decomposition(VMD);(ii) MMSVC can identify noisy intrinsic mode function(IMF),and can avoid selecting thresholds of different permutation entropies;(iii) for noise reduction of noisy IMFs,LMSAF overcomes the selection of deco mposition number and basis function for wavelet noise reduction.Firstly,CEEMDAN decomposes the original signal into IMFs,which can be divided into noisy IMFs and real IMFs.Then,MMSVC and LMSAF are used to detect identify noisy IMFs and remove noise components from noisy IMFs.Finally,both denoised noisy IMFs and real IMFs are reconstructed and the final denoised signal is obtained.Compared with other noise reduction techniques,the validity of CEEMDAN-MMSVC-LMSAF can be proved by the analysis of simulation signals and real underwater acoustic signals,which has the better noise reduction effect and has practical application value.CEEMDAN-MMSVC-LMSAF also provides a reliable basis for the detection,feature extraction,classification and recognition of underwater acoustic signals.

Recursive weighted least squares estimation algorithm based on minimum model error principle

Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined,which may result in filtering divergence.As to the problem that the accuracy of state estimation for nonlinear ballistic model strongly depends on its mathematical model,we improve the weighted least squares method(WLSM)with minimum model error principle.Invariant embedding method is adopted to solve the cost function including the model error.With the knowledge of measurement data and measurement error covariance matrix,we use gradient descent algorithm to determine the weighting matrix of model error.The uncertainty and linearization error of model are recursively estimated by the proposed method,thus achieving an online filtering estimation of the observations.Simulation results indicate that the proposed recursive estimation algorithm is insensitive to initial conditions and of good robustness.

Low Complexity Minimum Mean Square Error Channel Estimation for Adaptive Coding and Modulation Systems

Performance of the Adaptive Coding and Modulation(ACM) strongly depends on the retrieved Channel State Information(CSI),which can be obtained using the channel estimation techniques relying on pilot symbol transmission.Earlier analysis of methods of pilot-aided channel estimation for ACM systems were relatively little.In this paper,we investigate the performance of CSI prediction using the Minimum Mean Square Error(MMSE)channel estimator for an ACM system.To solve the two problems of MMSE:high computational operations and oversimplified assumption,we then propose the Low-Complexity schemes(LC-MMSE and Recursion LC-MMSE(R-LC-MMSE)).Computational complexity and Mean Square Error(MSE) are presented to evaluate the efficiency of the proposed algorithm.Both analysis and numerical results show that LC-MMSE performs close to the wellknown MMSE estimator with much lower complexity and R-LC-MMSE improves the application of MMSE estimation to specific circumstances.

Vibration Suppression for Active Magnetic Bearings Using Adaptive Filter with Iterative Search Algorithm

Active Magnetic Bearing(AMB) is a kind of electromagnetic support that makes the rotor movement frictionless and can suppress rotor vibration by controlling the magnetic force. The most common approach to restrain the rotor vibration in AMBs is to adopt a notch filter or adaptive filter in the AMB controller. However, these methods cannot obtain the precise amplitude and phase of the compensation current. Thus, they are not so effective in terms of suppressing the vibrations of the fundamental and other harmonic orders over the whole speed range. To improve the vibration suppression performance of AMBs,an adaptive filter based on Least Mean Square(LMS) is applied to extract the vibration signals from the rotor displacement signal. An Iterative Search Algorithm(ISA) is proposed in this paper to obtain the corresponding relationship between the compensation current and vibration signals. The ISA is responsible for searching the compensating amplitude and shifting phase online for the LMS filter, enabling the AMB controller to generate the corresponding compensation force for vibration suppression. The results of ISA are recorded to suppress vibration using the Look-Up Table(LUT) in variable speed range. Comprehensive simulations and experimental validations are carried out in fixed and variable speed range, and the results demonstrate that by employing the ISA, vibrations of the fundamental and other harmonic orders are suppressed effectively.

THE INEFFICIENCY OF THE LEAST SQUARES ESTIMATOR AND ITS BOUND

It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this paper we propose a new inefficiency of the least squares estimator with the measure of generalized variance and obtain its bound.

Total least-squares EIO model,algorithms and applications

A functional model named EIO(Errors-In-Observations) is proposed for general TLS(total least-squares)adjustment. The EIO model only considers the correction of the observation vector, but doesn't consider to correct all elements in the design matrix as the EIV(Errors-In-Variables) model does, furthermore, the dimension of cofactor matrix is much smaller. Iterative algorithms for the parameter estimation and their precise covariance matrix are derived rigorously, and the computation steps are also presented. The proposed approach considers the correction of the observations in the coefficient matrix, and ensures their agreements in every matrix elements. Parameters and corrections can be solved at the same time.An approximate solution and a precise solution of the covariance matrix can be achieved by corresponding algorithms. Applications of EIO model and the proposed algorithms are demonstrated with several examples. The results and comparative studies show that the proposed EIO model and algorithms are feasible and reliable for general adjustment problems.

Adaptive Linear Filtering Design with Minimum Symbol Error Probability Criterion

Adaptive digital filtering has traditionally been developed based on the minimum mean square error （MMSE） criterion and has found ever-increasing applications in communications. This paper presents an alternative adaptive filtering design based on the minimum symbol error rate （MSER） criterion for communication applications. It is shown that the MSER filtering is smarter, as it exploits the non-Gaussian distribution of filter output effectively. Consequently, it provides significant performance gain in terms of smaller symbol error over the MMSE approach. Adopting Parzen window or kernel density estimation for a probability density function, a block-data gradient adaptive MSER algorithm is derived. A stochastic gradient adaptive MSER algorithm, referred to as the least symbol error rate, is further developed for sample-by-sample adaptive implementation of the MSER filtering. Two applications, involving single-user channel equalization and beamforming assisted receiver, are included to demonstrate the effectiveness and generality of the proposed adaptive MSER filtering approach.

A Squared-Chebyshev wavelet thresholding based 1D signal compression

In this paper a square wavelet thresholding method is proposed and evaluated as compared to the other classical wavelet thresholding methods (like soft and hard). The main advantage of this work is to design and implement a new wavelet thresholding method and evaluate it against other classical wavelet thresholding methods and hence search for the optimal wavelet mother function among the wide families with a suitable level of decomposition and followed by a novel thresholding method among the existing methods. This optimized method will be used to shrink the wavelet coefficients and yield an adequate compressed pressure signal prior to transmit it. While a comparison evaluation analysis is established, A new proposed procedure is used to compress a synthetic signal and obtain the optimal results through minimization the signal memory size and its transmission bandwidth. There are different performance indices to establish the comparison and evaluation process for signal compression;but the most well-known measuring scores are: NMSE, ESNR, and PDR. The obtained results showed the dominant of the square wavelet thresholding method against other methods using different measuring scores and hence the conclusion by the way for adopting this proposed novel wavelet thresholding method for 1D signal compression in future researches.

Efficient Mean Estimation in Log-normal Linear Models with First-order Correlated Errors

In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error （MM） and the asymptotic bias （MB）, respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better.

融合IMR-WGAN的时序数据修复方法

工业数据由于技术故障和人为因素通常导致数据异常,现有基于约束的方法因约束阈值设置的过于宽松或严格会导致修复错误,基于统计的方法因平滑修复机制导致对时间步长较远的异常值修复准确度较低.针对上述问题,提出了基于奖励机制的最小迭代修复和改进WGAN混合模型的时序数据修复方法.首先,在预处理阶段,保留异常数据,进行信息标注等处理,从而充分挖掘异常值与真实值之间的特征约束.其次,在噪声模块提出了近邻参数裁剪规则,用于修正最小迭代修复公式生成的噪声向量.将其传递至模拟分布模块的生成器中,同时设计了一个动态时间注意力网络层,用于提取时序特征权重并与门控循环单元串联组合捕捉不同步长的特征依赖,并引入递归多步预测原理共同提升模型的表达能力;在判别器中设计了Abnormal and Truth奖励机制和Weighted Mean Square Error损失函数共同反向优化生成器修复数据的细节和质量.最后,在公开数据集和真实数据集上的实验结果表明,该方法的修复准确度与模型稳定性显著优于现有方法.

基于第十三代国际地磁参考场模型在中国区域特征分析与研究

根据最新的第十三代国际地磁参考场模型(IGRF13),计算了2015—2020年中国区域地磁场模型七要素长期变化速率,并在此基础上分析我国区域地磁场长期变化特征。通过分析计算我国28个地磁台的IGRF13模型值与实际地磁场的长期变化速率、差值及均方误差,结果显示:IGRF13模型所显示的地磁场长期变化与我国区域地磁场实际观测变化基本一致,但在局部区域也存在差异,IGRF13模型能够体现中国区域地磁场的特征。应用IGRF13模型数据时需要考虑局部区域与台站实际观测数据的误差。

面向高速移动环境的二级信号检测算法

正交时间序列复用(OTSM)可以以更低的复杂度实现类似正交时频空间(OTFS)调制的传输性能,为未来需要低复杂度收发器的高速移动性通信系统提供一种有前景的解决方法。针对现有的基于时域的高斯-赛德尔(GS)迭代均衡效率不高的问题,提出二级信号检测算法。首先在时域进行低复杂度线性最小均方误差(LMMSE)检测,其次采用连续超松弛(SOR)迭代算法进一步消除残余符号干扰。为进一步提高收敛效率和检测性能,对SOR算法进行线性优化得到改进SOR(ISOR)算法。仿真实验结果表明,与SOR算法相比,ISOR算法在增加较低复杂度前提下可以提升检测性能并加快算法收敛。与GS迭代算法相比,ISOR算法采用16QAM调制且误码率为10-4时有1.61 dB的增益。

基于镜像修正FxLMS控制算法的船舶管路振动主动控制

针对船舶管路减振和抗冲击的需求,本文根据镜像修正自适应滤波算法,设计出了一种管路振动主动控制策略,能够有效地控制管路在低频下的振动,并且在次级通道发生突变时,控制系统可再次快速收敛,进行稳定控制。本文先对镜像修正自适应滤波算法进行理论研究,分析算法的迭代及控制过程;再通过仿真分别验证算法在不同参考信号输入下的收敛性及稳定性;最后搭建实验台架,通过试验验证算法的实际控制效果。试验结果表明:该控制策略在管路振动主动控制中能够降低15.37%的振动强度,比自适应滤波算法控制策略的控制效果好8.85%。所以镜像修正自适应滤波算法能够及时有效地进行管路振动控制。

Simulation research on a minimum root-mean-square error rotation-fitting algorithm for gravity matching navigation

Gravity/inertial combination navigation is a leading issue in realizing passive navigation onboard a submarine. A new rotation-fitting gravity matching algorithm, based on the Terrain Contour Matching (TERCOM) algorithm, is proposed in this paper. The algorithm is based on the principle of least mean-square-error criterion, and searches for a certain matched trajectory that runs parallel to a trace indicated by an inertial navigation system on a gravity base map. A rotation is then made clockwise or counterclockwise through a certain angle around the matched trajectory to look for an optimal matched trajectory within a certain angle span range, and through weighted fitting with another eight suboptimal matched trajectories, the endpoint of the fitted trajectory is considered the optimal matched position. In analysis of the algorithm reliability and matching error, the results from simulation indicate that the optimal position can be obtained effectively in real time, and the positioning accuracy improves by 35% and up to 1.05 nautical miles using the proposed algorithm compared with using the widely employed TERCOM and SITAN methods. Current gravity-aided navigation can benefit from implementation of this new algorithm in terms of better reliability and positioning accuracy.

Demodulation method combining virtual reference interferometry and minimum mean square error for fiber-optic Fabry–Perot sensors

We propose a cavity length demodulation method that combines virtual reference interferometry（VRI） and minimum mean square error（MMSE） algorithm for fiber-optic Fabry–Perot（F-P） sensors. In contrast to the conventional demodulating method that uses fast Fourier transform（FFT） for cavity length estimation,our method employs the VRI technique to obtain a raw cavity length, which is further refined by the MMSE algorithm. As an experimental demonstration, a fiber-optic F-P sensor based on a sapphire wafer is fabricated for temperature sensing. The VRI-MMSE method is employed to interrogate cavity lengths of the sensor under different temperatures ranging from 28°C to 1000°C. It eliminates the ＂mode jumping＂ problem in the FFT-MMSE method and obtains a precision of 4.8 nm, corresponding to a temperature resolution of 2.0°C over a range of 1000°C. The experimental results reveal that the proposed method provides a promising, high precision alternative for demodulating fiber-optic F-P sensors.

模分复用系统中盲均衡算法的均衡性能研究

恒模算法(CMA)是一种广泛应用于模分复用系统的算法,可对系统中模式耦合、差分模式群时延和色散等损伤因素进行均衡补偿,进而得到理想信号。为了研究CMA算法在强耦合模分复用系统中的均衡性能,采用功率耦合理论搭建6×6模分复用系统模型,并在接收端使用CMA和修正的恒定模数算法(MCMA)对系统输出信号进行均衡,获得了星座图、均方根误差(RMSE)值和误比特率(BER)。结果表明,在星座图方面,MCMA可以减少散点,使星座点更紧凑;在RMSE方面,MCMA均衡后的信号的RMSE值小于CMA均衡后得到的RMSE值,说明MCMA均衡后的数据离散程度较低;在BER方面,当BER为10-3时,MCMA要求的光信噪比比CMA低1.0 dB,因此,MCMA的均衡效果优于CMA。该研究结果为强耦合模分复用系统中的均衡算法提供了一些参考。

LTE系统中的Mean-OTDOA定位算法

由于LTE蜂窝网中远近效应的影响,终端测量到的邻近基站信号的定位参数会存在较大的偏差,导致OTDOA定位方法(到达时间差定位法)估计的终端位置存在较大误差。基于此,提出一种改进的Mean-OTDOA定位算法。首先估计终端与各基站的时延,然后对终端与多基站的距离测量值进行平均,作为OTDOA定位方法中的参考距离,最后利用泰勒级数展开法对终端位置进行估计。仿真结果表明,该算法可提高终端的定位精度,在基站数目为5、测量误差标准差为50 m时,本算法的均方根误差比OTDOA算法降低了5.2039 m,且随着基站数目的增加,定位精度的改善程度优于OTDOA算法。

基于激光扫描仪的点云配准方法

针对激光扫描仪实际扫描得到的不完整点云配准困难问题,提出了一种基于对应点对的配准方法。通过激光扫描仪进行实验,得到被测工件的实测点云数据,基于Visual Studio软件配置Point Cloud Library环境,对实测模型与理想模型的点云配准进行研究。首先对实测点云数据进行体素滤波以及均匀下采样的预处理;其次通过对应点对的方式进行对齐为后续精细配准提供较好的变换初值,后基于ICP算法实现点云配准精配准;最终以均方根误差作为点云配准精度评价指标对配准结果进行评价。借助CloudCompare软件对配准结果进行直观展示分析可知,在实测工件本身存在不绝对光滑的情况下,配准的均方根误差可控制在0.62 mm,表明该方法对于不完整点云的配准效果较好。

基于Fisher线性判别率的加权K-means聚类算法

为提高K-means聚类效果,采用Fisher线性判别率的方法确定特征在聚类中的贡献度并依此对特征进行加权聚类。在人工和实际数据集上所做的实验表明,本方法在聚类效果上优于其他同类加权K-means聚类算法。