广义次正定矩阵上的Oppenheim不等式

用矩阵分析的方法, 通过对广义次正定矩阵性质的进一步研究, 得到了更一般条件下的两个广义次正定矩阵的Hadamard乘积的行列式下界估计的Oppenheim不等式, 在适用范围和估计精度上都改进了已有的相应结果.     

多精英采样与个体差分学习的分布估计算法

提出了基于多精英采样和差分搜索的分布估计算法EDA-M/D (Estimation distribution algorithm based on multiple elites sampling and individuals differential search)。EDA-M/D利用多精英个体独立采样生成子代来提升算法全局搜索能力,利用精英群体分布的σ²约束采样半径,实现种群从全局搜索逐步过度到局部搜索。当精英群体停滞时,劣势个体借助精英群体的μ和种群历史最优解进行差分搜索,帮助种群跳出局部最优解。通过多精英采样与差分搜索的自适应协同实现种群宏观信息与个体微观信息的有机融合。实验结果表明EDA-M/D在稳定性和搜索能力方面均表现出明显的优势。     

基于协方差矩阵重构的单基地MIMO阵列无网格DOA估计方法

提出了一种单基地多输入多输出(multiple-input multiple-output, MIMO)阵列中的协方差矩阵重构的无网格波达方向(direction-of-arrival, DOA)估计方法。该方法通过降维处理将MIMO阵列等效为信噪比(signal-to-noise ratio, SNR)提升的均匀线列阵,将目标方位估计问题转化为混合范数最小化(mixed norm minimization, MixNM)稀疏信号重构问题。进一步给出了与该稀疏重构问题等价的基于网格的凸优化问题,并模型化为半定规划来求解。为了解决网格大小影响估计性能的问题,利用了等价均匀线列阵的托普利兹结构,模型化为半定规划问题来重构无噪声协方差矩阵,最后通过范德蒙分解来估计目标方位。与传统的基于MixNM方位估计方法相比,该方法减少了优化变量个数。与其他离网格方法相比,该方法估计精度不受网格大小的影响,且能够估计相干源目标。实验仿真验证了该方法的有效性。     

一种稳健的多主瓣干扰抑制方法

当训练数据含有期望信号时,传统的基于特征投影预处理的主瓣干扰抑制算法会产生严重退化。这是因为在期望信号的扰动下主瓣干扰对应的特征波束易产生峰值偏移,导致主瓣干扰难以完全去除,当多个主瓣干扰存在时尤为突出。通过估计信号与噪声功率并将期望信号功率置零重构干扰加噪声协方差矩阵,排除了期望信号的影响,使得主瓣干扰能够充分去除。进一步将主瓣干扰功率置零重构旁瓣干扰加噪声协方差矩阵进行波束形成,方向图较协方差重构法在旁瓣干扰方向上能够形成更深的零陷。仿真实验表明,提出的方法能够有效抑制多个主瓣干扰并具有良好的稳健性。     

Application of meshless method to electromagnetic NDT

0 Introduction Finite element methods have been successfully pliedfor solving different kinds of problemsinelectrom netic NDT. The domain under study is divided into mesh of element inthis method.For complicated geom tries or in variable geometry problemsthe mesh present high computational cost due to the reevaluation of e newgeometry. Meshless methods are nowproven as a robust te nique to study field problems in which large geometri deformations areto be modeled,since such methods av the on…     

基于自适应背景模型的动态场景目标检测

背景建模一直是运动目标检测中的一个重要课题。该文提出一个适用于动态背景的基于非参数估计的前景背景对比模型。模型通过核函数估计的方法模拟了像素点五维特征向量的概率分布,并在图像序列中滚动更新。实验证明,上述算法能够在一般目标检测,特别是动态场景(摇动树枝等)的检测中取得较好的效果。     

基于抵消技术的邻道干扰抑制

针对无线设备间的邻道干扰,提出了一种干扰抑制方法。在接收机中设计邻道干扰重建支路,利用记忆多项式估计信道的非线性参数,构建邻道干扰信号模型并重建干扰信号,最终从接收信号中消除邻道干扰信号。所提方法能够有效减小邻道干扰影响,提升期望信号接收信噪比,使有限带宽内容纳更多通信设备。计算机仿真与软件无线电平台实验结果表明,在实验室视距环境中,甚高频频段,信号带宽25 kHz,所提方法能够抑制18 dB的邻道干扰,为有限空间内无线电设备间邻道干扰抑制提供了新的研究思路。     

取水监测数据的奇异值识别与修正策略

提高水资源监测数据的真实性与完备性是国家水资源监控能力建设的重要内容.本文基于当前国家水资源监控数据的实际统计状况,提出采用小波变换模极大值的方法实现对取用水监测数据的降噪和奇异值的挖掘,并将辨识出的奇异值进行剔除处理后的监测数据序列作为粒子群-最小二乘支持向量机模型的训练样本,进而根据拟合函数对奇异值进行修正的策略.通过对重点取用水户的取用水监测数据进行实证研究结果发现,利用小波变换模极大值可较大限度地保留取用水监测数据的原始信息,并实现对其中变动幅度偏大数据的分离,可有效降噪并观测取用水监测数据的内在变化规律;同时借助相对误差可进一步挖掘监测数据中存在的奇异值,且辨识效果要好于传统统计方法;而粒子群-最小二乘支持向量机模型对取用水监测数据的样本拟合要比普通最小二乘支持向量机、曲线拟合等方法更为有效,运用该方法修正的取用水监测数据奇异值更加符合实际取用水需求的特点.     

Revisiting Targeted Factors

This paper proposes new methods for ‘targeting’ factors estimated from a big dataset. We suggest that forecasts of economic variables can be improved by tuning factor estimates: (i) so that they are both more relevant for a specific target variable; and (ii) so that variables with considerable idiosyncratic noise are down‐weighted prior to factor estimation. Existing targeted factor methodologies are limited to estimating the factors with only one of these two objectives in mind. We therefore combine these ideas by providing new weighted principal components analysis (PCA) procedures and a targeted generalized PCA (TGPCA) procedure. These methods offer a flexible combination of both types of targeting that is new to the literature. We illustrate this empirically by forecasting a range of US macroeconomic variables, finding that our combined approach yields important improvements over competing methods, consistently surviving elimination in the model confidence set procedure. Copyright © 2016 John Wiley & Sons, Ltd.     

Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters

Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time‐varying behavior have not been thoroughly examined. This paper presents an adaptive estimation approach that allows for the parameters of the estimated models to be time varying. It is shown that a two‐state Gaussian hidden Markov model with time‐varying parameters is able to reproduce the long memory of squared daily returns that was previously believed to be the most difficult fact to reproduce with a hidden Markov model. Capturing the time‐varying behavior of the parameters also leads to improved one‐step density forecasts. Finally, it is shown that the forecasting performance of the estimated models can be further improved using local smoothing to forecast the parameter variations. Copyright © 2016 John Wiley & Sons, Ltd.