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INFLUENCE OF STOCHASTIC NOISE STATISTICS ON KALMAN FILTER PERFORMANCE BASED ON VIDEO TARGET TRACKING
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作者 Chen Ken M. R. Napolitano +1 位作者 Zhang Yun Li Dong 《Journal of Electronics(China)》 2010年第3期420-427,共8页
The system stochastic noises involved in Kalman filtering are preconditioned on being ideally white and Gaussian distributed. In this research, efforts are exerted on exploring the influence of the noise statistics on... The system stochastic noises involved in Kalman filtering are preconditioned on being ideally white and Gaussian distributed. In this research, efforts are exerted on exploring the influence of the noise statistics on Kalman filtering from the perspective of video target tracking quality. The correlation of tracking precision to both the process and measurement noise covariance is investigated; the signal-to-noise power density ratio is defined; the contribution of predicted states and measured outputs to Kalman filter behavior is discussed; the tracking precision relative sensitivity is derived and applied in this study case. The findings are expected to pave the way for future study on how the actual noise statistics deviating from the assumed ones impacts on the Kalman filter optimality and degra-dation in the application of video tracking. 展开更多
关键词 Stochastic noise Kalman filter performance Video tracking quality noise statistics
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Skew t Distribution-Based Nonlinear Filter with Asymmetric Measurement Noise Using Variational Bayesian Inference 被引量:1
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作者 Chen Xu Yawen Mao +2 位作者 Hongtian Chen Hongfeng Tao Fei Liu 《Computer Modeling in Engineering & Sciences》 SCIE EI 2022年第4期349-364,共16页
This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs ... This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs a skew t distribution to characterize the asymmetry of the measurement noise.The system states and the statistics of skew t noise distribution,including the shape matrix,the scale matrix,and the degree of freedom(DOF)are estimated jointly by employing variational Bayesian(VB)inference.The proposed method is validated in a target tracking example.Results of the simulation indicate that the proposed nonlinear filter can perform satisfactorily in the presence of unknown statistics of measurement noise and outperform than the existing state-of-the-art nonlinear filters. 展开更多
关键词 Nonlinear filter asymmetric measurement noise skew t distribution unknown noise statistics variational Bayesian inference
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A new adaptive filtering algorithm for systems with multiplicative noise 被引量:1
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作者 王会立 陈希信 吕钱浩 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2005年第1期71-73,共3页
Presented here is a new adaptive state filtering algorithm for systems with multiplicative noise. This algorithm estimates the vector state of the system and the statistics of noise when all the statistics of noise ar... Presented here is a new adaptive state filtering algorithm for systems with multiplicative noise. This algorithm estimates the vector state of the system and the statistics of noise when all the statistics of noise are unknown. This filtering algorithm is a simple recursive structure. A simulation example is presented which demonstrates the effectiveness of this filtering algorithm. 展开更多
关键词 system with multiplicative noise adaptive filtering statistics of noise
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Modeling random telegraph signal noise in CMOS image sensor under low light based on binomial distribution 被引量:2
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作者 张钰 逯鑫淼 +2 位作者 王光义 胡永才 徐江涛 《Chinese Physics B》 SCIE EI CAS CSCD 2016年第7期164-170,共7页
The random telegraph signal noise in the pixel source follower MOSFET is the principle component of the noise in the CMOS image sensor under low light. In this paper, the physical and statistical model of the random t... The random telegraph signal noise in the pixel source follower MOSFET is the principle component of the noise in the CMOS image sensor under low light. In this paper, the physical and statistical model of the random telegraph signal noise in the pixel source follower based on the binomial distribution is set up. The number of electrons captured or released by the oxide traps in the unit time is described as the random variables which obey the binomial distribution. As a result,the output states and the corresponding probabilities of the first and the second samples of the correlated double sampling circuit are acquired. The standard deviation of the output states after the correlated double sampling circuit can be obtained accordingly. In the simulation section, one hundred thousand samples of the source follower MOSFET have been simulated,and the simulation results show that the proposed model has the similar statistical characteristics with the existing models under the effect of the channel length and the density of the oxide trap. Moreover, the noise histogram of the proposed model has been evaluated at different environmental temperatures. 展开更多
关键词 random telegraph signal noise physical and statistical model binomial distribution CMOS image sensor
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Noise analysis of grating-based x-ray differential phase-contrast imaging with angular signal radiography
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作者 Wali Faiz 鲍园 +5 位作者 高昆 吴朝 卫晨希 昝贵彬 朱佩平 田扬超 《Chinese Physics B》 SCIE EI CAS CSCD 2017年第4期138-143,共6页
X-ray phase-contrast imaging is one of the novel techniques,and has potential to enhance image quality and provide the details of inner structures nondestructively.In this work,we investigate quantitatively signal-to-... X-ray phase-contrast imaging is one of the novel techniques,and has potential to enhance image quality and provide the details of inner structures nondestructively.In this work,we investigate quantitatively signal-to-noise ratio(SNR) of grating-based x-ray phase contrast imaging(GBPCI) system by employing angular signal radiography(ASR).Moreover,photon statistics and mechanical error that is a major source of noise are investigated in detail.Results show the dependence of SNR on the system parameters and the effects on the extracted absorption,refraction and scattering images.Our conclusions can be used to optimize the system design for upcoming practical applications in the areas such as material science and biomedical imaging. 展开更多
关键词 angular signal radiography signal-to-noise ratio photon statistical noise mechanical error
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Statistical learning prediction of fatigue crack growth via path slicing and re-weighting
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作者 Yingjie Zhao Yong Liu Zhiping Xu 《Theoretical & Applied Mechanics Letters》 CAS CSCD 2023年第6期415-423,共9页
Predicting potential risks associated with the fatigue of key structural components is crucial in engineering design.However,fatigue often involves entangled complexities of material microstructures and service condit... Predicting potential risks associated with the fatigue of key structural components is crucial in engineering design.However,fatigue often involves entangled complexities of material microstructures and service conditions,making diagnosis and prognosis of fatigue damage challenging.We report a statistical learning framework to predict the growth of fatigue cracks and the life-to-failure of the components under loading conditions with uncertainties.Digital libraries of fatigue crack patterns and the remaining life are constructed by high-fidelity physical simulations.Dimensionality reduction and neural network architectures are then used to learn the history dependence and nonlinearity of fatigue crack growth.Path-slicing and re-weighting techniques are introduced to handle the statistical noises and rare events.The predicted fatigue crack patterns are self-updated and self-corrected by the evolving crack patterns.The end-to-end approach is validated by representative examples with fatigue cracks in plates,which showcase the digital-twin scenario in real-time structural health monitoring and fatigue life prediction for maintenance management decision-making. 展开更多
关键词 Fatigue crack growth Structural health monitoring Statistical noises Rare events Digital libraries
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PREDICTION OF SOUND RESPONSES IN BOX-LIKE STRUCTURES
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作者 Yi Chuijie(Qinghua University)Chen Tianning Li Wei +1 位作者 Huang Xieqing (Xi’an Jiaotong University) 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 1995年第3期248-254,共17页
An analytical model based on statistical energy analysis (SEA) is developed for the sound pressurelevels inside a box-like structure due to wide-band random excitation applied at a prescribed point on thestructure.So... An analytical model based on statistical energy analysis (SEA) is developed for the sound pressurelevels inside a box-like structure due to wide-band random excitation applied at a prescribed point on thestructure.Some conditions that the sound field inside cavity must adapts to SEA assumes are given. Thesound responses inside the box structure for four different input mobilities are predicted using the SEA modeland compared with expermental results On the basis of these results,possible ways of reducing the noise in-side the box structure are suggested. 展开更多
关键词 Statistical energy aralysis Box-like structure noise control
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STATISTIC PROPERTIES OF NOISE FIELD OF MOVING SOURCE IN SHALLOW WATER AND ITS EFFECTS ON SIGNAL PROCESSING FOR THE NOISE RANGING SONAR
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作者 Xu Zhenrong(Institute of Acoustics, Academia Sinica) 《Chinese Journal of Acoustics》 1989年第2期133-147,共15页
In this paper the properties of space- time correlation function of the noise field of moving source in layered statistic inhomogeneous medium are studied and the effects of random fluctuating boundary are considered ... In this paper the properties of space- time correlation function of the noise field of moving source in layered statistic inhomogeneous medium are studied and the effects of random fluctuating boundary are considered as well.It has been shown, theoretically and experimentally, multi-path propergating effects cause the dispersion of the correlation function and fluctuations of the medium refraction index and the boundary cause the fluctuation of it.The effect of the movement of the noise source on the output of real- time correlator is equivalent to a low- pass filter added the drift of space- time correlation function.These properties of the correlation function cause grave degradation of the signal processing gain of noise ranging sonar system.The fluctuating and the distortion of conrrelation function made it difficult to realize the noise ranging.So in this paper, a method of space correlation ranging by a linear array of four points with short separation and long span and a technigue of dual- correlation signal processing are presented. By this, the influences of previously mentioned factors are greatly overcomed.Futhermore, for the long period and great delay fluctuation of the dual- correlation function output caused by internal wave, a method of limited memory Quasi- Kalman filtering is developed and the effective accurate ranging and tracing of noise ranging sonar are able to be tralized finally. 展开更多
关键词 time STATISTIC PROPERTIES OF noise FIELD OF MOVING SOURCE IN SHALLOW WATER AND ITS EFFECTS ON SIGNAL PROCESSING FOR THE noise RANGING SONAR exp over mode ITS
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