基于多项式变换的参数估计方法

本文给出一种采用DPT估计SNCK信号时宽—带宽积的方法,并通过仿真该估计方法的性能与其它估计方法进行比较.首先给出SNCK信号参数估计的一般过程.为了便于计算和理论推导,根据估计出的中心频率将接收到的SNCK信号搬移到零频,从而进一步估计其它参数,如采用DPT估计SNCK信号时宽带宽积.本文将重点研究采用DPT算法估计SNCK信号值的方法.     

A lightweight autonomous MAV for indoor search and rescue

Micro Aerial Vehicles (MAVs) have great potentials to be applied for indoor search and rescue missions. In this paper, we propose a modular lightweight design of an autonomous MAV with integrated hardware and software. The MAV is equipped with the 2D laser scanner, camera, mission computer and flight controller, running all the computation onboard in real time. The onboard perception system includes a laser‐based SLAM module and a custom‐designed visual detection module. A dual Kalman filter design provides robust state estimation by multiple sensor fusion. Specifically, the fusion module provides robust altitude measurement in the circumstance of surface changing. In addition, indoor‐outdoor transition is explicitly handled by the fusion module. In order to efficiently navigate through obstacles and adapt to multiple tasks, a task tree‐based mission planning method is seamlessly integrated with path planning and control modules. The MAV is capable of searching and rescuing victims from unknown indoor environments effectively. It was validated by our award‐winning performance at the 2017 International Micro Air Vehicle Competition (IMAV 2017), held in Toulouse, France. The performance video is available on https://youtu.be/8H19ppS_VXM .     

Nonuniform linear array DOA estimation using EM criterion

In this letter, we address the problem of Direction of Arrival (DOA) estimation with nonuniform linear array in the context of sparse Bayesian learning (SBL) framework. The nonuniform array output is deemed as an incomplete-data observation, and a hypothetical uniform linear array output is treated as an unavailable complete-data observation. Then the Expectation-Maximization (EM) criterion is directly utilized to iteratively maximize the expected value of the complete-data log likelihood under the posterior distribution of the latent variable. The novelties of the proposed method lie in its capability of interpolating the actual received data to a virtual uniform linear array, therefore extending the achievable array aperture. Simulation results manifests the superiority of the proposed method over off-the-shelf algorithms, specially on circumstances such as low SNR, insufficient snapshots, and spatially adjacent sources.     

基于分段加权的反向稀疏跟踪算法研究

为提高稀疏表示跟踪模型性能，提出一种分段加权的反向稀疏跟踪算法，将跟踪问题转化为在贝叶斯框架下寻找概率最高的候选对象问题，构造不同的分段权重函数来分别度量候选目标与正负模板的判别特征系数。通过池化来降低跟踪结果的不确定性干扰，选择正负模板加权系数差值最大的候选表示作为跟踪结果。实验表明，在光照变化、遮挡、快速运动、运动模糊情况下，所提出的算法可以确保跟踪结果的准确性和鲁棒性。     

Mixture ratio modeling of dynamic systems

Any knowledge extraction relies (possibly implicitly) on a hypothesis about the modelled-data dependence. The extracted knowledge ultimately serves to a decision-making (DM). DM always faces uncertainty and this makes probabilistic modelling adequate. The inspected black-box modeling deals with “universal” approximators of the relevant probabilistic model. Finite mixtures with components in the exponential family are often exploited. Their attractiveness stems from their flexibility, the cluster interpretability of components and the existence of algorithms for processing high-dimensional data streams. They are even used in dynamic cases with mutually dependent data records while regression and auto-regression mixture components serve to the dependence modeling. These dynamic models, however, mostly assume data-independent component weights, that is, memoryless transitions between dynamic mixture components. Such mixtures are not universal approximators of dynamic probabilistic models. Formally, this follows from the fact that the set of finite probabilistic mixtures is not closed with respect to the conditioning, which is the key estimation and predictive operation. The paper overcomes this drawback by using ratios of finite mixtures as universally approximating dynamic parametric models. The paper motivates them, elaborates their approximate Bayesian recursive estimation and reveals their application potential.     

Backtesting portfolio value-at-risk with estimated portfolio weights

This article theoretically and empirically analyzes backtesting portfolio value-at-risk (VaR) with estimation risk in an intrinsically multi-variate framework. It particularly takes into account the estimation of portfolio weights in forecasting portfolio VaR and its impact on backtesting. It shows that the estimation risk from estimating portfolio weights and that from estimating the multi-variate dynamic model make the existing methods in a univariate framework inapplicable. It proposes a general theory to quantify estimation risk applicable to the present problem and suggests practitioners a simple but effective way to implement valid inference to overcome the effect of estimation risk in backtesting portfolio VaR. In particular, we apply our theory to the efficient mean-variance-skewness portfolio for a multi-variate generalized autoregressive conditional heteroscedasticity model with multi-variate general hyperbolic distributed innovations. Some Monte Carlo simulations and an empirical application demonstrate the merits of our method.     

Improved Input and State Estimation for Linear Stochastic Systems with Direct Feedthrough

This paper is concerned with the problem of joint input and state estimation for linear stochastic systems with direct feedthrough. Based on the fact that each unknown input between any two time steps is always bounded, a novel improved algorithm is proposed. Compared with existing results, this algorithm can effectively enhance estimation accuracy. Moreover, the stability of the algorithm is also discussed. Finally, an illustrative example is given to demonstrate the effectiveness of the proposed approach.     

Estimation of the Stress-Strength Reliability for Exponentiated Pareto Distribution Using Median and Ranked Set Sampling Methods

In reliability analysis, the stress-strength model is often used to describe the life of a component which has a random strength (X) and is subjected to a random stress (Y). In this paper, we considered the problem of estimating the reliability R=P [Y<X] when the distributions of both stress and strength are independent and follow exponentiated Pareto distribution. The maximum likelihood estimator of the stress strength reliability is calculated under simple random sample, ranked set sampling and median ranked set sampling methods. Four different reliability estimators under median ranked set sampling are derived. Two estimators are obtained when both strength and stress have an odd or an even set size. The two other estimators are obtained when the strength has an odd size and the stress has an even set size and vice versa. The performances of the suggested estimators are compared with their competitors under simple random sample via a simulation study. The simulation study revealed that the stress strength reliability estimates based on ranked set sampling and median ranked set sampling are more efficient than their competitors via simple random sample. In general, the stress strength reliability estimates based on median ranked set sampling are smaller than the corresponding estimates under ranked set sampling and simple random sample methods.     

一种改进的新三步搜索算法

在对三步法工作原理进行研究的基础上提出了新三步搜索算法（NITSS）。该方法充分利用视频序列运动矢量概率分布上的中心偏置特性．在三步搜索算法的基础上引入了十字型分布的4个点构成搜索点群。实验结果表明。新三步搜索算法解决了三步法的小运动估计效果较差问题．提高了搜索精度，保持了三步法的高效率。     

数据融合在经纬仪引导中的应用

介绍一种用于经纬仪引导数据的处理方法。该方法利用参数估计法对引导数据进行融合，弥补了常规方法的不足。对经纬仪引导数据进行处理，结果表明，该方法可显著提高经纬仪的引导精度，引导误差小于0．50m。