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. T...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.展开更多
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 o...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.展开更多
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 ...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.展开更多
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 applicati...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.展开更多
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 Fr...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.展开更多
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-wri...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.展开更多
The adaptive algorithm used for echo cancellation(EC) system needs to provide 1) low misadjustment and 2) high convergence rate. The affine projection algorithm(APA) is a better alternative than normalized least mean ...The adaptive algorithm used for echo cancellation(EC) system needs to provide 1) low misadjustment and 2) high convergence rate. The affine projection algorithm(APA) is a better alternative than normalized least mean square(NLMS) algorithm in EC applications where the input signal is highly correlated. Since the APA with a constant step-size has to make compromise between the performance criteria 1) and 2), a variable step-size APA(VSS-APA) provides a more reliable solution. A nonparametric VSS-APA(NPVSS-APA) is proposed by recovering the background noise within the error signal instead of cancelling the a posteriori errors. The most problematic term of its variable step-size formula is the value of background noise power(BNP). The power difference between the desired signal and output signal, which equals the power of error signal statistically, has been considered the BNP estimate in a rough manner. Considering that the error signal consists of background noise and misalignment noise, a precise BNP estimate is achieved by multiplying the rough estimate with a corrective factor. After the analysis on the power ratio of misalignment noise to background noise of APA, the corrective factor is formulated depending on the projection order and the latest value of variable step-size. The new algorithm which does not require any a priori knowledge of EC environment has the advantage of easier controllability in practical application. The simulation results in the EC context indicate the accuracy of the proposed BNP estimate and the more effective behavior of the proposed algorithm compared with other versions of APA class.展开更多
In order to resolve direction finding problems in the impulse noise,a direction of arrival(DOA)estimation method is proposed.The proposed DOA estimation method can restrain the impulse noise by using infinite norm exp...In order to resolve direction finding problems in the impulse noise,a direction of arrival(DOA)estimation method is proposed.The proposed DOA estimation method can restrain the impulse noise by using infinite norm exponential kernel covariance matrix and obtain excellent performance via the maximumlikelihood(ML)algorithm.In order to obtain the global optimal solutions of this method,a quantum electromagnetic field optimization(QEFO)algorithm is designed.In view of the QEFO algorithm,the proposed method can resolve the difficulties of DOA estimation in the impulse noise.Comparing with some traditional DOA estimation methods,the proposed DOA estimation method shows high superiority and robustness for determining the DOA of independent and coherent sources,which has been verified via the Monte-Carlo experiments of different schemes,especially in the case of snapshot deficiency,low generalized signal to noise ratio(GSNR)and strong impulse noise.Beyond that,the Cramer-Rao bound(CRB)of angle estimation in the impulse noise and the proof of the convergence of the QEFO algorithm are provided in this paper.展开更多
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...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.展开更多
Many studies on the diagnosis for machines have become important recently because of increased use of various complex industrial systems.The correlation information between sound and vibration is very important for ma...Many studies on the diagnosis for machines have become important recently because of increased use of various complex industrial systems.The correlation information between sound and vibration is very important for machine diagnosis.Usually,vibration pickups are attached directly to the machine in order to measure vibration data.However,in some cases,the sensors can not be attached directly on highly precise devices.In this study,a method to estimate the fluctuation of sound and vibration is proposed based on the measurement data of sound emitted from the machine under existence of background noise.The effectiveness of the proposed theory is experimentally confirmed by applying it to the observed data emitted from a rotational machine driven by an electric motor.展开更多
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]. U...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.展开更多
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...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.展开更多
Feedforward active noise control(ANC)system are widely used to reduce the wide-band noise in different application.In feedforward ANC systems,when the noise source is unknown,the misplacement of the reference micropho...Feedforward active noise control(ANC)system are widely used to reduce the wide-band noise in different application.In feedforward ANC systems,when the noise source is unknown,the misplacement of the reference microphone may violate the causality constraint.We present a performance analysis of the feedforward ANC system under a noncausal condition.The ANC system performance degrades when the degree of noncausality increases.This research applies the microphone array technique to feedforward ANC systems to solve the unknown noise source problem.The generalized cross-correlation(GCC)and steering response power(SRP)methods based on microphone array are used to estimate the noise source location.Then,the ANC system selects the proper reference microphone for a noise control algorithm.The simulation and experiment results show that the SRP method can estimate the noise source direction with 84%accuracy.The proposed microphone array integrated ANC system can dramatically improve the system performance.展开更多
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 conside...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.展开更多
When Kalman filter is used in the estimation of Vasicek term structure of interest rates,it is usual to assume that the measurement noise is uncorrelated.Study results are more favorable to the assumption of correlate...When Kalman filter is used in the estimation of Vasicek term structure of interest rates,it is usual to assume that the measurement noise is uncorrelated.Study results are more favorable to the assumption of correlated measurement noise.An augmented state Kalman filter form for Vasicek model is proposed to optimally estimate the unobservable state variable with the assumption of correlated measurement noise.Empirical results indicate that the model with sequentially correlated measurement noise can more accurately describe the dynamics of the term structure of interest rates.展开更多
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...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.展开更多
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 positiv...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.展开更多
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 den...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.展开更多
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 me...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.展开更多
In order to improve image quality, a novel Retinex algorithm for image enhancement was presented. Different from conventional algorithms, it was based on certain defined points containing the illumination information ...In order to improve image quality, a novel Retinex algorithm for image enhancement was presented. Different from conventional algorithms, it was based on certain defined points containing the illumination information in the intensity image to estimate the illumination. After locating the points, the whole illumination image was computed by an interpolation technique. When attempting to recover the reflectance image, an adaptive method which can be considered as an optimization problem was employed to suppress noise in dark environments and keep details in other areas. For color images, it was taken in the band of each channel separately. Experimental results demonstrate that the proposed algorithm is superior to the traditional Retinex algorithms in image entropy.展开更多
文摘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.
文摘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.
基金This work was supported by the National Natural Science Foundation of China(62073093)the Postdoctoral Scientific Research Developmental Fund of Heilongjiang Province(LBH-Q19098)+1 种基金the Heilongjiang Provincial Natural Science Foundation of China(LH2020F017)the Key Laboratory of Advanced Marine Communication and Information Technology,Ministry of Industry and Information Technology.
文摘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.
基金supported by the National Natural Science Foundation of China(61501142)the China Postdoctoral Science Foundation(2015M571414)+3 种基金the Fundamental Research Funds for the Central Universities(HIT.NSRIF.2016102)Shandong Provincial Natural Science Foundation(ZR2014FQ003)the Natural Scientific Research Innovation Foundation in Harbin Institute of Technology(HIT.NSRIF 2013130HIT(WH)XBQD 201022)
文摘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.
文摘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.
文摘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.
文摘The adaptive algorithm used for echo cancellation(EC) system needs to provide 1) low misadjustment and 2) high convergence rate. The affine projection algorithm(APA) is a better alternative than normalized least mean square(NLMS) algorithm in EC applications where the input signal is highly correlated. Since the APA with a constant step-size has to make compromise between the performance criteria 1) and 2), a variable step-size APA(VSS-APA) provides a more reliable solution. A nonparametric VSS-APA(NPVSS-APA) is proposed by recovering the background noise within the error signal instead of cancelling the a posteriori errors. The most problematic term of its variable step-size formula is the value of background noise power(BNP). The power difference between the desired signal and output signal, which equals the power of error signal statistically, has been considered the BNP estimate in a rough manner. Considering that the error signal consists of background noise and misalignment noise, a precise BNP estimate is achieved by multiplying the rough estimate with a corrective factor. After the analysis on the power ratio of misalignment noise to background noise of APA, the corrective factor is formulated depending on the projection order and the latest value of variable step-size. The new algorithm which does not require any a priori knowledge of EC environment has the advantage of easier controllability in practical application. The simulation results in the EC context indicate the accuracy of the proposed BNP estimate and the more effective behavior of the proposed algorithm compared with other versions of APA class.
基金supported by the National Natural Science Foundation of China(61571149)the Natural Science Foundation of Heilongjiang Province(LH2020F017)+1 种基金the Initiation Fund for Postdoctoral Research in Heilongjiang Province(LBH-Q19098)the Heilongjiang Province Key Laboratory of High Accuracy Satellite Navigation and Marine Application Laboratory(HKL-2020-Y01).
文摘In order to resolve direction finding problems in the impulse noise,a direction of arrival(DOA)estimation method is proposed.The proposed DOA estimation method can restrain the impulse noise by using infinite norm exponential kernel covariance matrix and obtain excellent performance via the maximumlikelihood(ML)algorithm.In order to obtain the global optimal solutions of this method,a quantum electromagnetic field optimization(QEFO)algorithm is designed.In view of the QEFO algorithm,the proposed method can resolve the difficulties of DOA estimation in the impulse noise.Comparing with some traditional DOA estimation methods,the proposed DOA estimation method shows high superiority and robustness for determining the DOA of independent and coherent sources,which has been verified via the Monte-Carlo experiments of different schemes,especially in the case of snapshot deficiency,low generalized signal to noise ratio(GSNR)and strong impulse noise.Beyond that,the Cramer-Rao bound(CRB)of angle estimation in the impulse noise and the proof of the convergence of the QEFO algorithm are provided in this paper.
基金supported by the National Natural Science Foundation of China (No.60874063)Science and Technology Research Foudation of Heilongjiang Education Department (No.11523037)and Automatic Control Key Laboratory of Heilongjiang University
文摘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.
文摘Many studies on the diagnosis for machines have become important recently because of increased use of various complex industrial systems.The correlation information between sound and vibration is very important for machine diagnosis.Usually,vibration pickups are attached directly to the machine in order to measure vibration data.However,in some cases,the sensors can not be attached directly on highly precise devices.In this study,a method to estimate the fluctuation of sound and vibration is proposed based on the measurement data of sound emitted from the machine under existence of background noise.The effectiveness of the proposed theory is experimentally confirmed by applying it to the observed data emitted from a rotational machine driven by an electric motor.
基金supported by FAU Start-up funding at the C. E. Schmidt Collegeof Science
文摘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.
基金supported by the Natural Science Foundation of Chongqing Science & Technology Commission,China (Grant No.CSTC2010BB2310)the Chongqing Municipal Education Commission Foundation,China (Grant Nos.KJ080614,KJ100810,and KJ100818)
文摘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.
文摘Feedforward active noise control(ANC)system are widely used to reduce the wide-band noise in different application.In feedforward ANC systems,when the noise source is unknown,the misplacement of the reference microphone may violate the causality constraint.We present a performance analysis of the feedforward ANC system under a noncausal condition.The ANC system performance degrades when the degree of noncausality increases.This research applies the microphone array technique to feedforward ANC systems to solve the unknown noise source problem.The generalized cross-correlation(GCC)and steering response power(SRP)methods based on microphone array are used to estimate the noise source location.Then,the ANC system selects the proper reference microphone for a noise control algorithm.The simulation and experiment results show that the SRP method can estimate the noise source direction with 84%accuracy.The proposed microphone array integrated ANC system can dramatically improve the system performance.
文摘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.
文摘When Kalman filter is used in the estimation of Vasicek term structure of interest rates,it is usual to assume that the measurement noise is uncorrelated.Study results are more favorable to the assumption of correlated measurement noise.An augmented state Kalman filter form for Vasicek model is proposed to optimally estimate the unobservable state variable with the assumption of correlated measurement noise.Empirical results indicate that the model with sequentially correlated measurement noise can more accurately describe the dynamics of the term structure of interest rates.
基金Project supported by the National Natural Science Foundation of China (Grant No. 60976039)
文摘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.
基金Supported by National Science Key Foundation of China
文摘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.
基金supported by the Korea Science and Engineering Foundation(KOSEF) grant fund by the Korea Govern-ment(MEST)(No.2011-0000148)the Ministry of Knowledge Economy,Korea under the Infor mation Technology Research Center support programsupervised by the National IT Industry Promotion Agency(NIPA-2011-C1090-1121-0010)
文摘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.
基金supported by the China Aerospace Science and Technology Corporation’s Aerospace Science and Technology Innovation Fund Project(casc2013086)CAST Innovation Fund Project(cast2012028)
文摘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.
基金Project(61071162) supported by the National Natural Science Foundation of China
文摘In order to improve image quality, a novel Retinex algorithm for image enhancement was presented. Different from conventional algorithms, it was based on certain defined points containing the illumination information in the intensity image to estimate the illumination. After locating the points, the whole illumination image was computed by an interpolation technique. When attempting to recover the reflectance image, an adaptive method which can be considered as an optimization problem was employed to suppress noise in dark environments and keep details in other areas. For color images, it was taken in the band of each channel separately. Experimental results demonstrate that the proposed algorithm is superior to the traditional Retinex algorithms in image entropy.