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 o...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.展开更多
The article presents the results of recent investigations into Holter monitoring of ECG, using non-linear analysis methods. This paper discusses one of the modern methods of time series analysis--a method of determini...The article presents the results of recent investigations into Holter monitoring of ECG, using non-linear analysis methods. This paper discusses one of the modern methods of time series analysis--a method of deterministic chaos theory. It involves the transition from study of the characteristics of the signal to the investigation of metric （and probabilistic） properties of the reconstructed attractor of the signal. It is shown that one of the most precise characteristics of the functional state of biological systems is the dynamical trend of correlation dimension and entropy of the reconstructed attractor. On the basis of this it is suggested that a complex programming apparatus be created for calculating these characteristics on line. A similar programming product is being created now with the support of RFBR. The first results of the working program, its adjustment, and further development, are also considered in the article.展开更多
基金Supported by the National Natural Science Foundation of China (No.60874063)Science and Technology Re-search Foundation of Heilongjiang Education Department (No.11523037)
文摘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.
文摘The article presents the results of recent investigations into Holter monitoring of ECG, using non-linear analysis methods. This paper discusses one of the modern methods of time series analysis--a method of deterministic chaos theory. It involves the transition from study of the characteristics of the signal to the investigation of metric （and probabilistic） properties of the reconstructed attractor of the signal. It is shown that one of the most precise characteristics of the functional state of biological systems is the dynamical trend of correlation dimension and entropy of the reconstructed attractor. On the basis of this it is suggested that a complex programming apparatus be created for calculating these characteristics on line. A similar programming product is being created now with the support of RFBR. The first results of the working program, its adjustment, and further development, are also considered in the article.
