The smooth fractionator

A modification of the general fractionator sampling technique called the smooth fractionator is presented. It may be used in almost every situation in which sampling is performed from distinct items that are uniquely defined, often they are physically separated items or clusters like pieces, blocks, slabs, sections, etc. To each item is associated a ‘guesstimate’ or an associated variable with a more‐or‐less close – and possibly biased ? relationship to the content of the item. The smooth fractionator is systematic sampling among the items arranged according to the guesstimates in a unique, symmetric sequence with one peak and minimal jumps. The smooth fractionator is both very simple to implement and so efficient that it should probably always be used unless the natural sequence of the sampling items is equally smooth. So far, there is no theory for the prediction of the efficiency of smooth fractionator designs in general, and their properties are therefore illustrated with a range of real and simulated examples. At the cost of a slightly more elaborate sampling scheme, it is, however, always possible to obtain an unbiased estimate of the real precision and of some of the variance components. The only real practical problem for always obtaining a high precision with the smooth fractionator is specimen inhomogeneity, but that is detectable at almost no extra cost. With careful designs and for sample sizes of about 10, the sampling variation for the primary, smooth fractionator sampling step may in practice often be small enough to be ignored.     

Application of the blind source separation method to feature extraction of machine sound signals

As the result of vibration emission in air, a machine sound signal carries important information about the working condition of machinery. But in practice, the sound signal is typically received with a very low signal-to-noise ratio. To obtain features of the original sound signal, uncorrelated sound signals must be removed and the wavelet coefficients related to fault condition must be retrieved. In this paper, the blind source separation technique is used to recover the wavelet coefficients of a monitored source from complex observed signals. Since in the proposed blind source separation (BSS) algorithms it is generally assumed that the number of sources is known, the Gerschgorin disk estimator method is introduced to determine the number of sound sources before applying the BSS method. This method can estimate the number of sound sources under non-Gaussian and non-white noise conditions. Then, the partial singular value analysis method is used to select these significant observations for BSS analysis. This method ensures that signals are separated with the smallest distortion. Afterwards, the time-frequency separation algorithm, converted to a suitable BSS algorithm for the separation of a non-stationary signal, is introduced. The transfer channel between observations and sources and the wavelet coefficients of the source signals can be blindly identified via this algorithm. The reconstructed wavelet coefficients can be used for diagnosis. Finally, the separation results obtained from the observed signals recorded in a semi-anechoic chamber demonstrate the effectiveness of the presented methods .     

卡尔曼滤波器在光电经纬仪中的应用

为了解决光电经纬仪电视跟踪系统脱靶量滞后对控制系统跟踪精度及稳定性的影响，将预测滤波技术应用到光电跟踪系统中，提出了极坐标下卡尔曼滤波算法，目标模型采用等速运动并附有时间相关的随机加速度，增加了延时补偿。仿真结果表明，跟踪误差减小，当跟踪目标从视场消失时，控制系统按照预测的目标信息跟踪。     

Estimating areal means and variances of forest attributes using the k-Nearest Neighbors technique and satellite imagery

The k-Nearest Neighbor (k-NN) technique has become extremely popular for a variety of forest inventory mapping and estimation applications. Much of this popularity may be attributed to the non-parametric, multivariate features of the technique, its intuitiveness, and its ease of use. When used with satellite imagery and forest inventory plot data, the technique has been shown to produce useful estimates of many forest attributes including forest/non-forest, volume, and basal area. However, variance estimators for quantifying the uncertainty of means or sums of k-NN pixel-level predictions for areas of interest (AOI) consisting of multiple pixels have not been reported. The primary objectives of the study were to derive variance estimators for AOI estimates obtained from k-NN predictions and to compare precision estimates resulting from different approaches to k-NN prediction and different interpretations of those predictions. The approaches were illustrated by estimating proportion forest area, tree volume per unit area, tree basal area per unit area, and tree density per unit area for 10-km AOIs. Estimates obtained using k-NN approaches and traditional inventory approaches were compared and found to be similar. Further, variance estimates based on different interpretations of k-NN predictions were similar. The results facilitate small area estimation and simultaneous and consistent mapping and estimation of multiple forest attributes.     

C pm MPPAC for manufacturing quality control applied to the precision voltage reference process

The multiprocess performance analysis chart (MPPAC) based on the process capability index C_pm, called C_pm MPPAC, is developed for analysing the manufacturing quality of a group of processes in a multiple process environment. The C_pm MPPAC conveys critical information of multiple processes regarding the departure of the process and process variability from one single chart. Existing research works on MPPAC are restricted to obtaining quality information from one single sample of each process ignoring sampling errors. The information provided from existing MPPAC charts, therefore, is unreliable and misleading and results in incorrect decisions. In this paper, we consider the natural estimator of C_pm based on multiple samples. Based on the natural estimator of C_pm, we consider the sampling errors by providing an explicit formula with the Matlab program to obtain the estimation accuracy of the C_pm. We tabulate the sampling accuracy of C_pm for sample size determination so that the engineers/practitioners can use it for their in-plant applications. An example of multiple precision voltage reference (PVR) processes is presented to illustrate the applicability of C_pm MPPAC for manufacturing quality control.     

基于卡尔曼滤波改进的精子图像序列分割方法

图像分割是精子图像识别的一项关键技术,在精子运动能力分析中起着至关重要的作用。本文对采集的连续精子图像序列进行灰度化、去噪等预处理后,采用Otsu算法对首幅动物精子图像二值化,对后续图像采用Kalman Filter确定二值化阈值范围,改进Otsu算法求出每一幅图像的适当阈值并进行二值化,缩短算法时间并能保证分割精度。应用形态学消除精子尾部和部分精子之间的粘连现象,通过计算和比较目标面积、形状因子,去除小颗粒杂质以及形状及灰度和精子相似的杂质,为精子运动能力检测提供高质量的分割图像。     

SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL

Abstract. The simultaneous switching autoregressive (SSAR) model proposed by Kunitomo and Sato (A non-linearity in economic time series and disequilibrium econometric models. In Theory and Application of Mathematical Statistics (ed. A. Takemura). Tokyo:University of Tokyo Press (in Japanese), 1994; Asymmetry in economic time series and simultaneous switching autoregressive model. Struct. Change Econ. Dyn. , forthcoming (1994).) is a Markovian non-linear time series model. We investigate the finite sample as well as the asymptotic properties of the least squares estimator and the maximum likelihood (ML) estimator. Due to a specific simultaneity involved in the SSAR model, the least squares estimator is badly biased. However, the ML estimator under the assumption of Gaussian disturbances gives reasonable estimates.     

Consistent estimation of the memory parameter for nonlinear time series

Abstract. For linear processes, semiparametric estimation of the memory parameter, based on the log‐periodogram and local Whittle estimators, has been exhaustively examined and their properties well established. However, except for some specific cases, little is known about the estimation of the memory parameter for nonlinear processes. The purpose of this paper is to provide the general conditions under which the local Whittle estimator of the memory parameter of a stationary process is consistent and to examine its rate of convergence. We show that these conditions are satisfied for linear processes and a wide class of nonlinear models, among others, signal plus noise processes, nonlinear transforms of a Gaussian process ξ_t and exponential generalized autoregressive, conditionally heteroscedastic (EGARCH) models. Special cases where the estimator satisfies the central limit theorem are discussed. The finite‐sample performance of the estimator is investigated in a small Monte Carlo study.