Method of Generating Strategic Guidance Information for Driving Evacuation Flows to Approach Safety-Based System Optimal Dynamic Flows: Case Study of a Large Stadium

In previous evacuation flow planning, a system optimal dynamic traffic assignment(SODTA) did not consider the exogenous costs caused by potential traffic accidents. A traffic accident,which might occur as a result of traffic congestion, will impact an evacuation process because of accidentrelated delays experienced by the downstream vehicles. This paper establishes a safety-based SO-DTA linear programming model in which the generalized system cost incorporates both the travel time and the accident-related delay. The goal is to minimize the generalized system cost under the cell transmission setup. Furthermore, the authors provide strategic guidance information that considers both the objective of the decision maker and the route choice behavior of the evacuees. Mathematically,the authors propose an unconstrained non-linear programming model aimed at minimizing the gap between the safety-based flows and the stochastic real-world evacuation flows, to provide strategic travel time information to be published on variable message signs(VMS). In the case study, the authors found that the safety-based SO-DTA model can reduce congestion and improve the evacuation efficiency; the stochastic real-world evacuation flows, guided by strategic information, can approach the safety-based flows.     

Orientation in social networks

Stanley Milgram’s small world experiment presents “six degrees of separation” of our world. One phenomenon of the experiment still puzzling us is that how individuals operating with the social network information with their characteristics can be very adept at finding the short chains. The previous works on this issue focus whether on the methods of navigation in a given network structure, or on the effects of additional information to the searching process. In this paper, the authors emphasize that the growth and shape of network architecture is tightly related to the individuals’ attributes. The authors introduce a method to reconstruct nodes’ intimacy degree based on local interaction. Then we provide an intimacy based approach for orientation in networks. The authors find that the basic reason of efficient search in social networks is that the degree of “intimacy” of each pair of nodes decays with the length of their shortest path exponentially. Meanwhile, the model can explain the hubs limitation which was observed in real-world experiment.     

基于直方图的自适应高斯噪声滤波器

图像滤噪时,利用原图像的信息越多滤波效果越好,但这通常是不可行的或不可能的。为此提出了一种图像恢复的新方法。该方法通过输入图像估计出原图像的直方图,并从该直方图得到一个包含原图像信息的模糊隶属度函数,以此隶属度函数构建一个模糊加权平均滤波器。该滤波器能够根据图像区域特性差异及噪声强弱自适应地采用不同的滤波尺度。实验结果表明,该滤波器滤波效果优于传统的滤波器和其它模糊滤波器,特别是当噪声发生概率超过0 3时,其滤波效果更加明显。     

Information identification in different networks with heterogeneous information sources

Traditional cheaptalk game model with homogeneous information sources provided a con clusion that dishonest information sources will not be identified if he changes strategy stochastically. In this paper, the authors incorporate different information diffusion networks and heterogeneous in formation sources into an agentbased artificial stock market. The obtained results are different with traditional results that identification ability of uninformed agents has been highly improved with diffu sion networks and heterogeneous information sources. Additionally, the authors find uninformed agents can improve identification ability only if there exists a sufficient number of heterogeneous information sources in stock market.     

Consensus control design for multi-agent systems using relative output feedback

This paper studies the consensus problem of multi-agent systems in which all agents are modeled by a general linear system. The authors consider the case where only the relative output feedback between the neighboring agents can be measured. To solve the consensus problem, the authors first construct a static relative output feedback control under some mild constraints on the system model. Then the authors use an observer based approach to design a dynamic relative output feedback control. If the adjacent graph of the system is undirected and connected or directed with a spanning tree, with the proposed control laws, the consensus can be achieved. The authors note that with the observer based approach, some information exchange between the agents is needed unless the associated adjacent graph is completely connected.     

具有随机偏差的最优多段卡尔曼估值器

提出了具有随机偏差的最优多段卡尔曼估值器。针对状态模型与观测模型同时具有偏差且偏差模型噪声与状态模型噪声相关的情况 ,给出了具有随机偏差的状态方程的增广状态 ,并通过U V变换对卡尔曼估值器的协方差矩阵解耦得到了最优多段卡尔曼估值器。结果表明 ,多段卡尔曼估值器不仅是最优的 ,而且降低了计算的复杂度     

一般性广义噪声协方差矩阵自适应迭代谱估计

分析了非参数化谱估计方法,分析表明,它们所解决的优化问题都是加权最小二乘（weighted least square, WLS）,不同在于如何估计广义噪声协方差矩阵来构建加权矩阵。基于统一框架,提出了一种能同时估计信号频谱和观测噪声的自适应迭代非参数谱估计方法。该方法在每一次迭代时都利用上一次估计结果来逐步逼近真实的广义噪声协方差矩阵。分析和仿真表明,本文方法具有分辨率高,谱泄漏抑制好,并能增强信号协方差矩阵的可逆性和频谱范围选择的随意性等特点。     

The effect of coupled feedback on noise filtering in signal transduction networks

Many interacting biomolecular components in cells form different positive or negative feedback loops. When biological signals transduce through cascades consisting of various loops they will be affected or even distorted. Especially, how to process various signals buried in various intrinsic and extrinsic noises is an important issue. This paper analyzes how the response time influences noise filtering ability and how to enhance the ability by coupling different feedback loops. A parameter to measure the response time of the signal transduction, i.e., τ _0.9, and its relationship between the response time and noise filtering will be discussed. The authors show clearly that the longer the response time is, the better the ability to filter noises will be. Therefore, to enhance the ability to filter noises, the authors can prolong the response time by coupling different positive or negative feedback loops. The results provide a possible approach to enhance the ability to filter noises in larger biomolecular networks.     

The Detecting System of Image Forgeries with Noise Features and EXIF Information

Recently, the digital image blind forensics technology has received an increasing attention in academic community. This paper aims at developing a new identification approach based on the statistical noise and exchangeable image file format(EXIF) information of image for images authentication. In particular, the authors can identify whether the current image has been modified or not by utilizing the relevance between noise and EXIF parameters and comparing the real values with the estimated values of the EXIF parameters. Experimental results validate the proposed method. That is, the detecting system can identify the doctored image effectively.     

用于干涉合成孔径雷达的地形适应K-均值滤波器

研究了干涉合成孔径雷达干涉图的自适应相位降噪滤波问题。由于原有的基于局部统计特性的自适应滤波方法使用固定窗口长度,滤波对干涉条纹中的高频分量有较大损失,因此将K 均值自适应滤波方法运用于干涉图,提出了一种新的地形适应的K均值自适应滤波方法,新方法结合K均值滤波窗口尺寸以当前区域自身的方差为调节的优点,又针对干涉图相位方差的特点,区分噪声因素和地形变化对相位方差产生的不同影响,在抑制噪声的同时,保持了干涉条纹密集区的信息特征,具有更好的滤波效果。     

循环平稳性与随机共振理论的非绝热描述

噪声背景中周期信号的循环平稳性是信号处理中一个重要的特征.本文利用随机循环平稳过程的有关理论研究复杂随机动态系统中的随机共振现象.依据系统输出的一维准稳态概率密度近似理论,本文推导了系统输出二维跃迁概率密度、稳态自相关函数和系统输出信噪比的公式.输出信噪比随着输入噪声强度增加而呈现的随机共振现象,理论分析和数值试验结果非常吻合.此理论为随机共振理论的一种非绝热描述,不仅能够解释经典随机共振现象,而且能够描述驻留随机共振现象,对于复杂随机动态系统的信息处理机制具有重要理论指导意义.     

New results about the relationship between optimally weighted least squares estimate and linear minimum variance estimate

The optimally weighted least squares estimate and the linear minimum variance estimate are two of the most popular estimation methods for a linear model. In this paper, the authors make a comprehensive discussion about the relationship between the two estimates. Firstly, the authors consider the classical linear model in which the coefficient matrix of the linear model is deterministic, and the necessary and sufficient condition for equivalence of the two estimates is derived. Moreover, under certain conditions on variance matrix invertibility, the two estimates can be identical provided that they use the same a priori information of the parameter being estimated. Secondly, the authors consider the linear model with random coefficient matrix which is called the extended linear model; under certain conditions on variance matrix invertibility, it is proved that the former outperforms the latter when using the same a priori information of the parameter. This research is supported in part by the National Natural Science Foundation of China under Grant Nos. 60232010, 60574032, and the Project 863 under Grant No. 2006AA12A104.     

图像混合噪声的模糊加权均值滤波算法仿真

针对图像混合噪声提出了一种新型的模糊加权均值滤波算法。该算法以象素的灰度差为基础,通过构建T-S模糊模型来自适应地计算反映各象素噪声污染程度的加权系数,然后通过加权平均算法得出最终结果,因此,该算法能够有效地抑制噪声象素对其邻域象素的影响,极大地改善了滤波效果。基于Matlab的多组仿真实验结果表明,该算法具有很好的普遍性和自适应性,能够比较有效地保护细节信息,对混合噪声有很好的抑制能力。     

Optimal Credibility Estimation of Random Parameters in Hierarchical Random Effect Linear Model

In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases.This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators.     

Heterogeneity,nonlinearity and endogenous market volatility

This paper aims to contribute to the literature on the explanatory power of behavior models with heterogeneous agents. The authors present a new nonlinear structural stock market model which is a nonlinear deterministic process buffeted by dynamic noise. An exogenous noise is introduced to the model with the assumption of IID normal innovations of the fundamental value in order to investigate how noisy dynamics interacts with deterministic process. The market is composed of two typical trader types: the rational fundamentalists and the boundedly rational traders governed by greed and fear. The interaction between noise and deterministic element determines the evolution process of the system as key parameters are changed. The authors find the model is able to generate time series that exhibit dynamical and statistical properties closely resembling those of the S&P500 index, such as volatility clustering, fat tails (leptokurtosis), autocorrelation in square and absolute return, larger amplitude, crashes and bubbles. The authors also investigate the nonlinear dependence structure in our data. The results indicate that the GARCH-type model cannot completely account for all nonlinearity in our simulated market, which is thus consistent with the results from real markets. It seems that the nonlinear structural model is more powerful to give a satisfied explanation to market behavior than the traditional stochastic approach.     

Robust Consensus and Soft Control of Multi-Agent Systems with Noises*

This paper considers the problem of robust consensus for a basic class of multi-agent systems with bounded disturbances and with directed information flow. A necessary and sufficient condition on the robust consensus is first presented, which is then applied to the analysis, control and decision making problems in the noise environments. In particular, the authors show how a soft control technique will synchronize a group of autonomous mobile agents without changing the existing local rule of interactions, and without assuming any kind of connectivity conditions on the system trajectories.     

基于信息理论的舰船噪声盲分离算法

目前水声信号处理方法大多基于信号和环境的特定统计假设 ,使用限制较大。当模型假设不成立时 ,会严重影响信号处理效果。本文导出了基于信息理论的舰船噪声盲分离算法。该算法利用当信号相互独立时的信息理论特性 (互信息量最小或熵最大 )作为分离准则 ,逐步学习确定分离矩阵。算法无需输入信号和混合矩阵的任何先验知识 ,实验仿真证明了算法的有效性。     

灰色人工神经网络模型及其在径流短期预报中的应用

降雨-径流过程的非线性问题早已被广大水文学者所注意, 广大水文学者分别基于实验方法、水动力学方法以及系统识别方法研究水文非线性模拟及预报问题。本文另辟溪径, 结合“人工神经网络模型”与“信息论”中的编码、译码, 提出一种灰色人工神经网络模型, 并就其在径流短期预报中的应用进行了初步的探讨。     

基于噪音交易者的风险资产定价模型及其应用

放宽DSSW模型中的风险资产股利为常数和噪音交易者心目中的股利变化是一个纯粹正态分布随机过程的假设条件,分别构建了只有理性投资者和存在噪音交易者两种情况下的股票市场风险资产定价模型,并在对所建立的两类模型及其经济意义进行比较分析的基础上研究了噪音交易者对股票市场风险资产定价及其波动性的影响机理,对中国股票市场2005年6月-2008年8月期间发生的"异常现象"进行了合理解释.研究结果表明:噪音交易者能对股票价格及其波动性产生系统性影响,中国股票市场发生的"异常现象"在很大程度上是由噪音交易者造成的.从研究假设、研究结论以及实践应用等方面对DSSW模型进行了合理的拓展和深化.     

一种改进的多模型噪声辨识方法

在混合系统参数估计问题中，交互式多模型算法是一种比较有效的求解方法。但是当系统机动模式较多时，模型集中的模型数目也随之增加。针对模型集过大导致的参数估计精度下降的现象，提出了一种改进的多模型算法，并将其应用于系统噪声辨识。它利用多扫描量测信息，采用离散优化技术，获得近似于系统的实际噪声水平的最优的子模型集。然后，利用此进行噪声估计作为结果输出。Monte Carlo仿真结果表明了新算法估计精度优于标准IMM算法。