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.

CPSO: Chaotic Particle Swarm Optimization for Cluster Analysis

Background:To solve the cluster analysis better,we propose a new method based on the chaotic particle swarm optimization(CPSO)algorithm.Methods:In order to enhance the performance in clustering,we propose a novel method based on CPSO.We first evaluate the clustering performance of this model using the variance ratio criterion(VRC)as the evaluation metric.The effectiveness of the CPSO algorithm is compared with that of the traditional particle swarm optimization(PSO)algorithm.The CPSO aims to improve the VRC value while avoiding local optimal solutions.The simulated dataset is set at three levels of overlapping:non-overlapping,partial overlapping,and severe overlapping.Finally,we compare CPSO with two other methods.Results:By observing the comparative results,our proposed CPSO method performs outstandingly.In the conditions of non-overlapping,partial overlapping,and severe overlapping,our method has the best VRC values of 1683.2,620.5,and 275.6,respectively.The mean VRC values in these three cases are 1683.2,617.8,and 222.6.Conclusion:The CPSO performed better than other methods for cluster analysis problems.CPSO is effective for cluster analysis.

Variance Variation Criterion and Consistency in Estimating the Number of Significant Signals of High-dimensional PCA

In this paper,we propose a criterion based on the variance variation of the sample eigenvalues to correctly estimate the number of significant components in high-dimensional principal component analysis(PCA),and it corresponds to the number of significant eigenvalues of the covariance matrix for p-dimensional variables.Using the random matrix theory,we derive that the consistent properties of the proposed criterion for the situations that the significant eigenvalues tend to infinity,as well as that the bounded significant population eigenvalues.Numerical simulation shows that the probability of estimator is correct by our variance variation criterion converges to 1 is faster than that by criterion of Passemier and Yao[Estimation of the number of spikes,possibly equal,in the high-dimensional case.J.Multivariate Anal.,(2014)](PYC),AIC and BIC under the finite fourth moment condition as the dominant population eigenvalues tend to infinity.Moreover,in the case of the maximum eigenvalue bounded,once the gap condition is satisfied,the rate of convergence to 1 is faster than that of PYC and AIC,especially the effect is better than AIC when the sample size is small.It is worth noting that the variance variation criterion significantly improves the accuracy of model selection compared with PYC and AIC when the random variable is a heavy-tailed distribution or finite fourth moment not exists.