ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS

Abstract. We shall investigate the asymptotic behaviour of the sample autocorrelations and partial autocorrelations of a multiplicative ARIMA process and derive their limiting distributions. Some simulations are presented to illustrate the results obtained.     

Model validation and model structure determination

This paper gives a tutorial overview of basic approaches for model validation and model structure determination.Work partially supported by the Swedish Research Council for Engineering Sciences under contract 98-654.     

布尔函数的对偶性和线性点

本文主要讨论了部分自对偶和部分反自对偶函数、部分线性函数以及具有线性点的函数的性质。     

A Random Nonstationary Pulse Train Model

A simple and mathematically tractable model of a nonstationary process is developed.The process is the sum of waves where the parameters of the waves are random. Explicit expressions for the mean and autocorrelation function at each position as a function of time are obtained.In the case of infinite time, the model evolves into a stationary process. The time-frequency distribution at each position is also obtained. An explicit example is given where the initial waves are Gaussian. The case where there is dispersion in the propagation is also discussed.     

几乎最佳自相关二元序列偶的搜索算法研究

提出了利用几乎最佳自相关二元序列偶的变换性质和存在组合的必要条件,来缩小它的搜索范围,提高计算机搜索效率。在此基础上设计了高效的计算机搜索算法。并给出了若干小规模的规范型几乎最佳自相关二元序列偶实例。搜索结果表明,几乎最佳白相关二元序列偶具有较大的存在空间,可以应用到工程中。     

ISAR imaging algorithm for targets with the complex motion based on the high-order ambiguity function-Lv's distribution

In ISAR imaging for targets with the complex motion, since the azimuth high order phase terms caused by the time-varying rotation vector will deteriorate the azimuth focusing quality, the traditional RD algorithm and LFM model are not appropriate. Thereby, in the case when the received signal can be modeled as cubic phase signals (CPSs), this paper proposes an ISAR imaging algorithm based on HAF-LVD (high-order ambiguity function-Lv's distribution). First, this algorithm defines a novel double lag parametric instantaneous autocorrelation function, and then applies the scaling operator to remove the coupling and utilizes FFT to achieve the energy accumulation. Finally, the non-searching estimation of the moving parameter and the ISAR images for targets are accomplished by the obtained HAF-LVD. Because of the introduction of the scaling factor, this algorithm can flexibly deal with more changeful and hostile ISAR environment without loss of the anti-noise performance and computational efficiency. Simulation results validate the effectiveness of the ISAR imaging approach.     

基于EEMD和自相关函数特性的自适应降噪方法

在机械设备早期故障中,反映故障特征的冲击信号非常微弱,容易被噪声淹没,使得故障诊断有一定难度。集合经验模式分解方法将含噪信号分解为多个固有模式分量,其中包括噪声分量和有用信号分量。根据两者自相关函数特性的不同,提出了利用能量集中比找到噪声分量分界点的自适应降噪方法,并利用改进的软阈值方法拾取噪声分量中的高频有用信号。对不同频率的含噪信号进行降噪处理,结果表明,该方法对中低频信号的降噪具有很好的效果。故障轴承振动信号的降噪效果表明该方法的实用性。     

针对未知稀疏信号的压缩自相关检测算法

针对未知的宽频带稀疏信号检测问题,提出了一种直接基于非重构采样值 的压缩自相关检测算法。首先利用压缩感知技术以远低于奈奎斯特采样速率获取信号,在自 相关矩阵检测信号理论的基础上,利用压缩感知中传感矩阵的严格等距特性,推导出基于统 计分布的信号稀疏系数自相关检测算法,从理论上给出了判决门限的选取和虚警概率之间的 关系,并进行了算法复杂度分析。由于无需重构原始信号,该算法直接利用少量的压缩测量 值进行检测,可以有效地提高检测过程的时效性。仿真表明在较低的信噪比时,该算法对未 知信号仍有良好的检测性能。     

A general method of spatio-temporal clustering analysis

Spatio-temporal clustering has been a hot topic in the feld of spatio-temporal data mining and knowledge discovery.It can be employed to uncover and interpret developmental trends of geographic phenomenon in the real world.However,existing spatio-temporal clustering methods seldom consider both spatiotemporal autocorrelations and heterogeneities among spatio-temporal entities,and the coupling in space and time has not been well highlighted.In this paper,a unifed framework for the clustering analysis of spatio-temporal data is proposed,and a novel spatio-temporal clustering algorithm is developed by means of a spatio-temporal statistics methodology and intelligence computation technology.Our method is applied successfully to fnding spatio-temporal cluster in China’s annual temperature database for the period 1951 1992.     

一种高效语音基音检测方法的研究

根据语音信号产生的机理,综合考虑基音频率检测的准确性与高效性,提出了一种基于下采样的基音检测方法.该方法以传统的自相关函数法为基础,结合线性预测逆滤波及下采样技术,有效地提高了抗噪性,降低了计算复杂度.通过Matlab软件对计算结果进行仿真分析,证明新算法计算简便、准确,基音频率平滑性好,算法鲁棒性好,适用于实时语音信号的基音检测.