Low-Complexity Reconstruction of Covariance Matrix in Hybrid Uniform Circular Array

Spatial covariance matrix(SCM) is essential in many multi-antenna systems such as massive multiple-input multiple-output(MIMO). For multi-antenna systems operating at millimeter-wave bands, hybrid analog-digital structure has been widely adopted to reduce the cost of radio frequency chains.In this situation, signals received at the antennas are unavailable to the digital receiver, and as a consequence, traditional sample average approach cannot be used for SCM reconstruction in hybrid multi-antenna systems. To address this issue, beam sweeping algorithm(BSA) which can reconstruct the SCM effectively for a hybrid uniform linear array, has been proposed in our previous works. However, direct extension of BSA to a hybrid uniform circular array(UCA)will result in a huge computational burden. To this end, a low-complexity approach is proposed in this paper. By exploiting the symmetry features of SCM for the UCA, the number of unknowns can be reduced significantly and thus the complexity of reconstruction can be saved accordingly. Furthermore, an insightful analysis is also presented in this paper, showing that the reduction of the number of unknowns can also improve the accuracy of the reconstructed SCM. Simulation results are also shown to demonstrate the proposed approach.

Geomagnetic jerk extraction based on the covariance matrix

We normalize data from 43 Chinese observatories and select data from ten Chinese observatories with most continuous records to assess the secular variations(SVs)and geomagnetic jerks by calculating the deviations between annual observed and CHAOS-6 model monthly means.The variations in the north,east,and vertical eigendirections are studied by using the covariance matrix of the residuals,and we find that the vertical direction is strongly affected by magnetospheric ring currents.To obtain noise-free data,we rely on the covariance matrix of the residuals to remove the noise contributions from the largest eigenvalue or vectors owing to ring currents.Finally,we compare the data from the ten Chinese observatories to seven European observatories.Clearly,the covariance matrix method can simulate the SVs of Dst,the jerk of the northward component in 2014 and that of the eastward component in 2003.5 in China are highly agree with that of Vertically downward component in Europe,compare to CHAOS-6,covariance matrix method can show more details of SVs.

Using position specific scoring matrix and auto covariance to predict protein subnuclear localization

The knowledge of subnuclear localization in eukaryotic cells is indispensable for under-standing the biological function of nucleus, genome regulation and drug discovery. In this study, a new feature representation was pro-posed by combining position specific scoring matrix (PSSM) and auto covariance (AC). The AC variables describe the neighboring effect between two amino acids, so that they incorpo-rate the sequence-order information;PSSM de-scribes the information of biological evolution of proteins. Based on this new descriptor, a support vector machine (SVM) classifier was built to predict subnuclear localization. To evaluate the power of our predictor, the benchmark dataset that contains 714 proteins localized in nine subnuclear compartments was utilized. The total jackknife cross validation ac-curacy of our method is 76.5%, that is higher than those of the Nuc-PLoc (67.4%), the OET- KNN (55.6%), AAC based SVM (48.9%) and ProtLoc (36.6%). The prediction software used in this article and the details of the SVM parameters are freely available at http://chemlab.scu.edu.cn/ predict_SubNL/index.htm and the dataset used in our study is from Shen and Chou’s work by downloading at http://chou.med.harvard.edu/ bioinf/Nuc-PLoc/Data.htm.

Fast and accurate covariance matrix reconstruction for adaptive beamforming using Gauss-Legendre quadrature

Most of the reconstruction-based robust adaptive beamforming(RAB)algorithms require the covariance matrix reconstruction(CMR)by high-complexity integral computation.A Gauss-Legendre quadrature(GLQ)method with the highest algebraic precision in the interpolation-type quadrature is proposed to reduce the complexity.The interference angular sector in RAB is regarded as the GLQ integral range,and the zeros of the threeorder Legendre orthogonal polynomial is selected as the GLQ nodes.Consequently,the CMR can be efficiently obtained by simple summation with respect to the three GLQ nodes without integral.The new method has significantly reduced the complexity as compared to most state-of-the-art reconstruction-based RAB techniques,and it is able to provide the similar performance close to the optimal.These advantages are verified by numerical simulations.

AN IMPROVED SAR-GMTI METHOD BASED ON EIGEN-DECOMPOSITION OF THE SAMPLE COVARIANCE MATRIX

An improved two-channel Synthetic Aperture Radar Ground Moving Target Indication (SAR-GMTI) method based on eigen-decomposition of the covariance matrix is investigated. Based on the joint Probability Density Function (PDF) of the Along-Track Interferometric (ATI) phase and the similarity between the two SAR complex images, a novel ellipse detector is presented and is applied to the indication of ground moving targets. We derive its statistics and analyze the performance of detection process in detail. Compared with the approach using the ATI phase, the ellipse detector has a better performance of detection in homogenous clutter. Numerical experiments on simulated data are presented to validate the improved performance of the ellipse detector with respect to the ATI phase approach. Finally, the detection capability of the proposed method is demonstrated by measured SAR data.

Optimal Estimation of High-Dimensional Covariance Matrices with Missing and Noisy Data

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.

Coupled Cross-correlation Neural Network Algorithm for Principal Singular Triplet Extraction of a Cross-covariance Matrix

This paper proposes a novel coupled neural network learning algorithm to extract the principal singular triplet (PST) of a cross-correlation matrix between two high-dimensional data streams. We firstly introduce a novel information criterion (NIC), in which the stationary points are singular triplet of the crosscorrelation matrix. Then, based on Newton's method, we obtain a coupled system of ordinary differential equations (ODEs) from the NIC. The ODEs have the same equilibria as the gradient of NIC, however, only the first PST of the system is stable (which is also the desired solution), and all others are (unstable) saddle points. Based on the system, we finally obtain a fast and stable algorithm for PST extraction. The proposed algorithm can solve the speed-stability problem that plagues most noncoupled learning rules. Moreover, the proposed algorithm can also be used to extract multiple PSTs effectively by using sequential method. © 2014 Chinese Association of Automation.

IMPROVED ESTIMATES OF THE COVARIANCE MATRIX IN GENERAL LINEAR MIXED MODELS

In this article, the problem of estimating the covariance matrix in general linear mixed models is considered. Two new classes of estimators obtained by shrinking the eigenvalues towards the origin and the arithmetic mean, respectively, are proposed. It is shown that these new estimators dominate the unbiased estimator under the squared error loss function. Finally, some simulation results to compare the performance of the proposed estimators with that of the unbiased estimator are reported. The simulation results indicate that these new shrinkage estimators provide a substantial improvement in risk under most situations.

Two Stage Estimation and Its Covariance Matrix in Multivariate Seemingly Unrelated Regression System

Multivariate seemingly unrelated regression system is raised first and the two stage estimation and its covariance matrix are given. The results of the literatures[1-5] are extended in this paper.

Covariance Matrix Learning Differential Evolution Algorithm Based on Correlation

Differential evolution algorithm based on the covariance matrix learning can adjust the coordinate system according to the characteristics of the population, which makes the search move in a more favorable direction. In order to obtain more accurate information about the function shape, this paper proposes covariance matrix learning differential evolution algorithm based on correlation (denoted as RCLDE) to improve the search efficiency of the algorithm. First, a hybrid mutation strategy is designed to balance the diversity and convergence of the population;secondly, the covariance learning matrix is constructed by selecting the individual with the less correlation;then, a comprehensive learning mechanism is comprehensively designed by two covariance matrix learning mechanisms based on the principle of probability. Finally, the algorithm is tested on the CEC2005, and the experimental results are compared with other effective differential evolution algorithms. The experimental results show that the algorithm proposed in this paper is an effective algorithm.

Empirical Likelihood Statistical Inference for Compound Poisson Vector Processes under Infinite Covariance Matrix

The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to construct confidence regions for the mean vector has been proposed.It is a generalization from the finite second-order moments to the infinite second-order moments in the domain of attraction of normal law.The log-empirical likelihood ratio statistic for the average number of the CPVP converges to F distribution in distribution when the population is in the domain of attraction of normal law but has infinite covariance matrix.Some simulation results are proposed to illustrate the method of the paper.

Underdetermined DOA estimation via multiple time-delay covariance matrices and deep residual network

Higher-order statistics based approaches and signal sparseness based approaches have emerged in recent decades to resolve the underdetermined direction-of-arrival(DOA)estimation problem.These model-based methods face great challenges in practical applications due to high computational complexity and dependence on ideal assumptions.This paper presents an effective DOA estimation approach based on a deep residual network(DRN)for the underdetermined case.We first extract an input feature from a new matrix calculated by stacking several covariance matrices corresponding to different time delays.We then provide the input feature to the trained DRN to construct the super resolution spectrum.The DRN learns the mapping relationship between the input feature and the spatial spectrum by training.The proposed approach is superior to existing model-based estimation methods in terms of calculation efficiency,independence of source sparseness and adaptive capacity to non-ideal conditions(e.g.,low signal to noise ratio,short bit sequence).Simulations demonstrate the validity and strong performance of the proposed algorithm on both overdetermined and underdetermined cases.

The convergence on spectrum of sample covariance matrices for information-plus-noise type data

In this paper,we consider the limiting spectral distribution of the information-plus-noise type sample covariance matrices Cn=1/N（Rn＋σXn）（Rn＋σXn）,under the assumption that the entries of Xn are independent but non-identically distributed random variables.It is proved that,almost surely,the empirical spectral distribution of Cn converges weakly to a non-random distribution whose Stieltjes transform satisfies a certain equation.Our result extends the previous one with the entries of Xn are i.i.d.random varibles to a more general case.The proof of the result mainly employs the Stein equation and the cumulant expansion formula of independent random variables.

On the Covariance of Regression Coefficients

In many applications, such as in multivariate meta-analysis or in the construction of multivariate models from summary statistics, the covariance of regression coefficients needs to be calculated without having access to individual patients’ data. In this work, we derive an alternative analytic expression for the covariance matrix of the regression coefficients in a multiple linear regression model. In contrast to the well-known expressions which make use of the cross-product matrix and hence require access to individual data, we express the covariance matrix of the regression coefficients directly in terms of covariance matrix of the explanatory variables. In particular, we show that the covariance matrix of the regression coefficients can be calculated using the matrix of the partial correlation coefficients of the explanatory variables, which in turn can be calculated easily from the correlation matrix of the explanatory variables. This is very important since the covariance matrix of the explanatory variables can be easily obtained or imputed using data from the literature, without requiring access to individual data. Two important applications of the method are discussed, namely the multivariate meta-analysis of regression coefficients and the so-called synthesis analysis, and the aim of which is to combine in a single predictive model, information from different variables. The estimator proposed in this work can increase the usefulness of these methods providing better results, as seen by application in a publicly available dataset. Source code is provided in the Appendix and in http://www.compgen.org/tools/regression.

On convergence of covariance matrix of empirical Bayes hyper-parameter estimator

Regularized system identification has become the research frontier of system identification in the past decade.One related core subject is to study the convergence properties of various hyper-parameter estimators as the sample size goes to infinity.In this paper,we consider one commonly used hyper-parameter estimator,the empirical Bayes(EB).Its convergence in distribution has been studied,and the explicit expression of the covariance matrix of its limiting distribution has been given.However,what we are truly interested in are factors contained in the covariance matrix of the EB hyper-parameter estimator,and then,the convergence of its covariance matrix to that of its limiting distribution is required.In general,the convergence in distribution of a sequence of random variables does not necessarily guarantee the convergence of its covariance matrix.Thus,the derivation of such convergence is a necessary complement to our theoretical analysis about factors that influence the convergence properties of the EB hyper-parameter estimator.In this paper,we consider the regularized finite impulse response(FIR)model estimation with deterministic inputs,and show that the covariance matrix of the EB hyper-parameter estimator converges to that of its limiting distribution.Moreover,we run numerical simulations to demonstrate the efficacy of ourtheoretical results.

分布式散射体相位估计奇异值分解法

常规的分布式散射体(DS)相位估计方法需要生成全组合干涉对以构建样本协方差矩阵(SCM),然后根据SCM的统计特性估计DS相位,这一过程不但计算耗时,而且占据大量存储空间。本文提出了一种基于奇异值分解技术的DS相位快速估计方法(SVDI)。该方法分析的对象是单主影像干涉对组成的干涉相位矩阵而非全组合干涉对组成的SCM,因而可以有效提高计算效率、节省存储空间。并且,理论上证明了在一定条件下SVDI的结果与常规的特征值分解方法(EVD)是一致的。模拟数据和真实SAR数据的结果表明,SVDI算法有更高的计算效率,并且其相位估计精度以及形变解算精度与常规算法是一致的。

基于极化联合特征值的雷达弱小目标检测方法

针对海杂波背景下雷达弱小目标检测问题,提出了一种基于极化联合特征值的雷达弱小目标检测方法。该方法利用多极化通道回波数据计算极化相干矩阵的最大特征值,然后将待检测单元的最大特征值与参考单元最大特征值、最小特征值、算数平均值和几何平均值的算数平均之比分别作为检验统计量实现检验判决。仿真和实测数据处理结果表明:基于极化联合特征值的雷达弱小目标检测方法较基于特征值的检测方法性能提高2 dB,较极化检测最优滤波器性能提高1.5 dB,较功率最大综合检测方法、SPAN检测方法性能提高5 dB,极化联合最大特征值-几何平均方法综合检测效果最好。

基于扩展卡尔曼滤波的交互式多模型跟踪算法研究

在辅助驾驶系统中,行人轨迹跟踪一直是一项有挑战性的任务,因为行人的回波信号中往往存在着许多干扰噪声。此外,行人在运动过程中可能会做出突然转身或其他改变方向的行为,这将直接导致行人运动轨迹呈现出非线性特征。针对上述问题,文中提出一种基于扩展卡尔曼滤波的交互式多模型跟踪(IMM-EKF)方法,适用于毫米波雷达对行人进行轨迹跟踪。首先,在扩展卡尔曼滤波算法(EKF)的基础上重构状态预测协方差矩阵,来补偿EKF非线性化过程中引入的误差;然后将改进的EKF作为交互式多模型算法(IMM)中的滤波器,根据行人运动特性选择匀速模型和协调转弯模型作为跟踪模型,利用所提出的IMM-EKF算法进行轨迹跟踪。实验结果表明,所提出的滤波算法较典型的EKF和改进的EKF算法,在跟踪滤波精度方面均有所提升,同时具备更优的跟踪鲁棒性。

融合改进人工蜂群的UKF算法研究

针对无迹卡尔曼滤波(UKF)算法在状态估计时异常系统噪声协方差矩阵影响滤波性能的问题,提出一种利用改进人工蜂群优化UKF的算法。首先,在UKF算法过程中引入IABC算法对系统噪声协方差矩阵寻优选择,从而实现自适应调节系统噪声协方差矩阵,提高估计精度;其次,对传统ABC算法采用Circle混沌初始化策略,增加人工蜂群初始种群的多样性;同时采用偏好随机游动策略,平衡算法的开发与探索能力,增强算法的稳定性;最后,通过动态扰动因子策略增强算法后期寻找最优解的能力,提高收敛速度,进一步优化算法性能。实验结果表明,相较于ABC算法,IABC算法在寻优性能上有明显提升。同时,通过对比UKF算法和IABC-UKF算法,验证了IABC-UKF算法的可行性,其位置均方根误差不大于1.4 m,表明该算法滤波效果较好且误差波动小,能够有效提高估计精度。