n 进制编码遗传算法的收敛速度

利用一个特殊的minorization条件给出了n进制编码的经典遗传算法收敛速度的一个上界,分析了种群的规模、编码串的长度以及变异概率等变量对算法收敛速度的影响,它推广了已有的结论,并对算法的参数设计有参考价值.     

Adaptive tracking of a class of first-order systems with binary-valued observations and fixed thresholds

This paper considers the adaptive tracking problem for a class of first-order systems with binary-valued observations generated via fixed thresholds.A recursive projection algorithm is proposed for parameter estimation based on the statistical properties of the system noise.Then,an adaptive control law is designed via the certainty equivalence principle.By use of the conditional expectations of the innovation and output prediction with respect to the estimates,the closed-loop system is shown to be stable and asymptotically optimal.Meanwhile,the parameter estimate is proved to be both almost surely and mean square convergent,and the convergence rate of the estimation error is also obtained. A numerical example is given to demonstrate the efficiency of the adaptive control law.     

Adaptive Optimization with Periodic Dither Signals

Optimization methods in cyber-physical systems do not involve parameter uncertainties in most existing literature. This paper considers adaptive optimization problems in which searching for optimal solutions and identifying unknown parameters must be performed simultaneously. Due to the dual roles of the input signals on achieving optimization and providing persistent excitation for identification, a fundamental conflict arises. In this paper, a method of adding a small deterministic periodic dither signal to the input is deployed to resolve this conflict and provide sufficient excitation for estimating the unknown parameters. The designing principle of the dither is discussed. Under dithered inputs, the authors show that simultaneous convergence of parameter estimation and optimization can be achieved. Convergence properties and convergence rates of parameter estimation and optimization variable updates are presented under the scenarios of uncertainty-free observations and systems with noisy observation and unmodeled components. The fundamental relationships and tradeoff among updating step sizes, dither magnitudes, parameter estimation errors, optimization accuracy,and convergence rates are further investigated.     

低信噪比突发信号载波频偏估计算法

快速准确的载波频偏估计在突发信号的相干解调中发挥着至关重要的作用。目前的载波频偏估计算法很难同时兼顾估计精度、信噪比(signal-to-noise ratio,SNR)门限以及估计范围等指标。针对这一问题,提出了一种数据辅助的基于接收信号自相关序列离散傅里叶变换(discrete Fourier transform,DFT)的载波频偏估计算法。该算法通过对接收信号的自相关进行加窗处理,借助离散傅里叶变换来实现频率估计。仿真结果表明,与经典的M&M算法相比,该算法具有更低的信噪比工作门限,在低信噪比情况下具有更低的差错概率和更宽的估计范围,非常适合低信噪比突发信号的载波频偏估计。     

Approach for wideband direction-of-arrival estimation in the presence of array model errors

The presence of array imperfection and mutual coupling in sensor arrays poses several challenges for development of effective algorithms for the direction-of-arrival (DOA) estimation problem in array processing. A correlation domain wideband DOA estimation algorithm without array calibration is proposed, to deal with these array model errors, using the arbitrary antenna array of omnidirectional elements. By using the matrix operators that have the memory and oblivion characteristics, this algorithm can separate the incident signals effectively. Compared with other typical wideband DOA estimation algorithms based on the subspace theory, this algorithm can get robust DOA estimation with regard to position error, gain-phase error, and mutual coupling, by utilizing a relaxation technique based on signal separation. The signal separation category and the robustness of this algorithm to the array model errors are analyzed and proved. The validity and robustness of this algorithm, in the presence of array model errors, are confirmed by theoretical analysis and simulation results.     

模糊步长LMS算法及其性能分析

以均方误差、输出与误差信号的相关系数作为衡量LMS算法收敛程度的标准及模糊推理系统的输入,提出了一种用零阶Sugeno模糊推理系统自适应调整步长的模糊步长LMS(FSS-LMS)算法,并从理论上分析了FSS-LMS算法的计算复杂度及其收敛性能。分析结果指出FSS-LMS算法的计算复杂度与传统LMS算法基本相当,但它具有更大的灵活性。自适应系统辨识的仿真结果表明FSS-LMS比传统的LMS算法及其它一些变步长LMS算法具有更好的收敛性能。     

门限分位数自回归模型及在股市收益自相关分析中应用

门限分位数自回归模型(threshold quantile autoregressive model,简记为TQAR)是一种非线性分位数回归模型,主要用于讨论系统中的门限效应.在TQAR模型中,自回归阶数与门限值的确定等,都会影响模型分析效果.为此,本文给出模型定阶、门限值估计及门限效应检验等方法.数值模拟结果表明,TQAR模型在门限值估计、回归系数估计的有限样本表现方面都优于传统的门限均值自回归模型(threshold autoregressive model,简记为TAR)及门限均值自回归条件异方差(TAR-GARCH)模型.最后,将TQAR模型应用于中国股市收益的自相关性研究,实证结果证实收益序列的自相关性呈现出明显的门限效应和异质效应.这一发现,有助于准确刻画股市收益动态变化规律,为重新认识金融市场运行机制提供了一个实证基础.     

基于蜂群算法和神经网络的通信调制识别方法

针对现有基于误差反向传播算法的多层感知器神经网络分类器在信号识别中存在收敛速度缓慢、出现假饱和现象等问题,采用蜂群算法提取信号的联合特征模块,提出快速支持、超级自适应误差反向传播、共轭梯度3种不同算法分别应用于多层感知器神经网络分类器,实现对通信信号的自动识别。所提算法和误差反向传播算法相比有更高的识别率。仿真结果表明,所提算法能够克服误差反向传播算法的缺陷,在隐藏层神经元仅为20个、信噪比为4 dB条件下,3种算法的识别率均高于95% ,且系统易于实现,在信号识别中具有广泛的应用前景。     

短序列条件下快速频率估计性能分析

对短序列条件下的三种快速频率估计算法性能进行了讨论。首先分别叙述了三种快速频率估计算法的机理,随后进一步给出了频率估计的Cramer-Rao下界、计算机仿真结果、实测数据计算结果以及估计精度和计算量分析。并同其它频率估计算法的性能进行了比较,指出了存在信噪比门限的原因。所得结论对工程人员选择算法具有参考价值。     

基于乘性四元数和约束滤波的飞行器姿态估计算法

以单位四元数作为姿态描述参数提出一种乘性约束姿态估计算法。四元数具有全局非奇异、运动学方程双线性的优点,但归一化约束条件必须精确保持。首先,比较了加性和乘性滤波算法在估计误差定义和校正方式上的差别,并从物理概念和估计精度上详细分析了无约束四元数估计算法的不足。然后,针对“矢量测量+陀螺”姿态观测模式,利用乘性约束滤波算法设计了姿态估计器。针对状态部分受约束的姿态估计问题,推导了状态和方差预测方程及状态受约束的最优增益矩阵,并将约束增益矩阵应用到姿态估计算法的测量更新过程。最后,通过数学仿真验证了算法在估计精度和收敛性能上的优越性。     

基于矢量频率锁定环的高动态GPS信号跟踪

研究了高动态环境下矢量跟踪算法在GPS接收机中的应用,提出了一种适合高动态环境的矢量频率跟踪算法。当接收机存在高动态时,与由其引起的多普勒频率的变化率相比,由卫星运动引起的多普勒频率的变化率非常小,多普勒频率的变化主要由接收机的动态引起。对各个通道来说接收机的速度与加速度等状态信息是共同的,因此利用矢量跟踪的方法从各个通道的量测数据中直接估计接收机的速度、加速度等状态,可以有比通常的标量跟踪更低的跟踪门限,而在相同的载噪比下,可以有比通常的标量跟踪更好的估计精度。给出了一种适合高动态环境的矢量频率锁定环(VFLL)的结构,详细分析了导航滤波器的系统转移方程与量测方程,讨论了导航滤波器的实现。利用非线性估计的方法代替鉴频器提取频率误差,提高矢量跟踪的性能。由于矢量跟踪的性能是与想定相关的,在典型的高动态情景下,根据具体的想定,利用仿真的方法分析了矢量频率锁定环的跟踪性能。仿真结果表明矢量跟踪在高动态环境下可以有比标量跟踪更好的优势,能很好地跟踪GPS接收机的高动态信号。     

基于集员共轭梯度的约束自适应波束成形算法

针对传统波束成形计算复杂度过大的问题,提出一种基于集员共轭梯度的约束自适应波束成形算法。运用共轭梯度算法原理,在期望信号功率保留的约束条件下使输出方差最小,得到权重向量,避免计算输入信号的协方差逆矩阵,有效达到收敛。集员方法运用时变边界约束条件,实行数据选择性更新,减少计算复杂度。该算法运用集员方法和共轭梯度,避免重复计算,得到有效的权重向量,保证良好的收敛性能。又对算法进行计算复杂度和收敛性能分析。仿真结果表明,与其他传统算法相比,该算法在保证良好的收敛性能的同时,大大减少了计算复杂度。     

ADAPTIVE SYSTEMS THEORY： SOME BASIC CONCEPTS, METHODS AND RESULTS

The adaptive systems theory to be presented in this paper consists of two closely related parts: adaptive estimation (or filtering, prediction) and adaptive control of dynamical systems. Both adaptive estimation and control are nonlinear mappings of the on-line observed signals of dynamical systems, where the main features are the uncertain-ties in both the system‘s structure and external disturbances, and the non-stationarity and dependency of the system signals. Thus, a key difficulty in establishing a mathematical theory of adaptive systems lies in how to deal with complicated nonlinear stochastic dynamical systems which describe the adaptation processes. In this paper, we will illustrate some of the basic concepts, methods and results through some simple examples. The following fundamental questions will be discussed: How much information is needed for estimation? How to deal with uncertainty by adaptation? How to analyze an adaptive system? What are the convergence or tracking performances of adaptation? How to find the proper rate of adaptation in some sense? We will also explore the following more fundamental questions: How much uncertainty can be dealt with by adaptation ? What are the limitations of adaptation ? How does the performance of adaptation depend on the prior information ? We will partially answer these questions by finding some “critical values“ and establishing some “Impossibility Theorems“ for the capability of adaptation, for several basic classes of nonlinear dynamical control systems with either parametric or nonparametric uncertainties.     

基于EKF与UKF的利率期限结构模型估计及对比

在CKLS广义模型框架下,引入基于扩展卡尔曼滤波(EKF )和无损卡尔曼滤波(UKF )的利率期限结构均衡模型的估计方法,并使用加拿大国债数据对EKF和UKF的模型估计效果进行了对比实证研究.结论表明,引入的基于UKF的模型估计方法相对于文献中普遍采用的基于EKF 的估计方法的估计效果有明显改善,尤其存在强非线性和非正态分布的模型条件下,基于 UKF 的模型估计方法相对于基于EKF的估计方法有很大优势.进一步,基于UKF 估计方法对Vasicek 模型和CIR模型的数据拟合性进行了对比研究.结果表明,Vasicek 模型和 CIR 模型均具有较好的数据拟合性,而Vasicek 模型相对更好.     

Direction finding of coexisted independent and coherent signals using electromagnetic vector sensor

The existing direction of arrival (DOA) estimation algorithms based on the electromagnetic vector sensors array barely deal with the coexisting of independent and coherent signals. A two-dimensional direction finding method using an L-shape electromagnetic vector sensors array is proposed. According to this method, the DOAs of the independent signals and the coherent signals are estimated separately, so that the array aperture can be exploited sufficiently. Firstly, the DOAs of the independent signals are estimated by the estimation of signal parameters via rotational invariance techniques, and the influence of the coherent signals can be eliminated by utilizing the property of the coherent signals. Then the data covariance matrix containing the information of the coherent signals only is obtained by exploiting the Toeplitz property of the independent signals, and an improved polarimetric angular smoothing technique is proposed to de-correlate the coherent signals. This new method is more practical in actual signal environment than common DOA estimation algorithms and can expand the array aperture. Simulation results are presented to show the estimating performance of the proposed method.     

软件接收机中基于数据处理的多径估计方法

当信噪比(signal-to-noise ratio, SNR）较低时基于数据处理的多径估计算法的估计性能显著降低。提出了基于Kalman滤波和Teager-Kaiser (TK）算子/最小二乘(least square, LS）相结合的多径估计算法,简称KTK/KLS算法。该算法通过Kalman滤波消除低SNR的高斯噪声对相关输出的影响,然后将滤波后的相关输出用于TK算子/LS估计直接信号时间延迟或多径参数。KTK/KLS算法有效解决了仅使用TK算子和LS算法进行参数估计时对噪声比较敏感的问题,保留了二者对多径比较敏感的优点。最后,通过仿真将KTK/KLS算法与其他高效的基于数据处理的多径估计算法进行比较,结果表明所提出算法的多径估计精度优于对比算法。     

信号到达角的快速估计算法研究

针对将FFT算法用于空域信号处理中存在受空间阵元数的限制,分辨率不高,无法识别相距较近的两个目标的问题,对等距线阵的DoA估计算法进行了研究,提出了基于空间分割的快速MUSIC算法。此算法在FFT算法粗略估计的若干局域子空间内进行谱峰搜索,可大大减小MUSIC算法全空间谱峰搜索的计算量。在单一期望信号的情况下,提出了基于最小二范数的快速DoA估计算法,它可进一步减小计算量。仿真结果证明了对DoA估计的快速算法理论分析的正确性和算法的有效性。     

基于ESPRIT的多基线分布式阵列DOA估计方法

为了提高分布式阵列在低信噪比（signal-to-noise ratio, SNR）条件下的波达方向(direction-of-arrival, DOA)估计性能,同时放宽阵列物理孔径扩展程度的限制,提出了一种基于旋转不变子空间（estimation of signal parameters via rotational invariance techniques, ESPRIT）的多基线分布式阵列DOA估计方法。该方法通过优化分布式阵列结构,在子阵间使用多基线结构布阵,结合ESPRIT算法和多步解模糊方法得到多基线分布式阵列的高精度无模糊DOA估计。此外,利用最大后验概率准则近似法分析分布式阵列DOA估计的门限效应,给出了SNR门限和基线长度门限的近似计算方法。计算机仿真结果验证了所提方法的有效性。     

在滑动窗口中判决的自适应门限检测方法

对在突发通信中基于噪声功率和基于信号功率的自适应门限信号检测方法进行研究,提出了在滑动窗口中进行比较判决的自适应门限检测方法,用多个采样点进行比较判决以取得最优的同步信号。仿真比较不同情况下的系统性能,结果表明改进方案能得到精确的系统同步信号,低信噪比时,基于噪声功率的自适应检测方法检测概率较大。     

单基地MIMO雷达降维酉ESPRIT算法

波达方向(direction of arrival, DOA)估计问题是单基地多输入多输出(multiple input multiple output, MIMO)雷达信号处理中的一个关键问题。在低信噪比、低快拍数的情况下,常规DOA估计算法的性能会严重下降。针对此问题,提出一种新的DOA估计算法：降维酉旋转不变性信号参数估计技术算法。该算法首先通过降维变换将MIMO雷达数据变换至低维信号空间,然后在该低维信号空间构造实值旋转不变性方程估计目标的DOA。仿真结果表明该方法能够在低信噪比、低快拍数的环境下获得较常规ESPRIT方法更高的DOA估计精度,同时具有更低的运算量。