基于最小均方误差准则的相关旋转预编码算法

针对传统相关旋转(CR)算法放大噪声的问题,利用拉格朗日函数最小化接收信号与发射信号间的误差,通过贝叶斯理论和信道统计特性计算不完美信道状态信息,设计了信道状态信息(CSI)完美和不完美两种情况下基于最小均方误差(MMSE)准则的CR预编码算法的系统方案。分析与仿真结果表明,与传统迫零(ZF)准则下的CR算法相比较：信道状态信息完美时设计方案在同一信噪比(SNR)下误码率性能提高2~3dB;信道状态信息不完美时系统误码性能也有显著的提高。     

基于自适应多向独立成分分析的间歇过程监控的研究

针对间歇过程批次与批次之间,操作条件缓慢变化的特性,提出一种基于自适应多向独立成分分析(MICA)的监控算法。该方法首先用MICA法建模,然后在历史数据集中加入新的正常批次并剔除最早批次,逐渐更新模型,同时引入遗忘因子,提高对新过程特性的适应性。青霉素发酵过程的仿真结果表明,自适应MICA比MICA更准确地描述过程行为,并有效减少检测故障时的误报。     

基于独立分量分析的极化SAR图像的相干斑抑制

研究基于独立分量分析( ICA)的极化合成孔径雷达（SAR）图像相干斑抑制方法。该方法将极化SAR图像斑点噪声的乘积模型,变换为应用ICA的信号独立加噪模型。并且将HV/VV的比值图像,也作为ICA的输入数据。利用ICA 的分离性,得到了分别对应于HH、HV和VV极化的三幅降噪图像。经本文方法处理后的图像,其相干斑噪声得到了有效的抑制,具有较高的等效视数,明显地改善了图像的质量。     

Statistical process monitoring with independent component analysis

In this paper we propose a new statistical method for process monitoring that uses independent component analysis (ICA). ICA is a recently developed method in which the goal is to decompose observed data into linear combinations of statistically independent components [1 and 2]. Such a representation has been shown to capture the essential structure of the data in many applications, including signal separation and feature extraction. The basic idea of our approach is to use ICA to extract the essential independent components that drive a process and to combine them with process monitoring techniques. I², I_e² and SPE charts are proposed as on-line monitoring charts and contribution plots of these statistical quantities are also considered for fault identification. The proposed monitoring method was applied to fault detection and identification in both a simple multivariate process and the simulation benchmark of the biological wastewater treatment process, which is characterized by a variety of fault sources with non-Gaussian characteristics. The simulation results clearly show the power and advantages of ICA monitoring in comparison to PCA monitoring.     

On the linearly constrained minimum mean square error estimate

It is shown that the minimum mean square error estimate under a linear constraint is a linear sum of the unconstrained estimate and the constraint. This result is derived without further restricting the estimated random variable or the observations.     

Linear minimum mean square error estimation for discrete-timeMarkovian jump linear systems

The linear minimum mean square error estimator (LMMSE) for discrete-time linear systems subject to abrupt changes in the parameters modeled by a Markov chain &thetas;(k)ϵ{1...,N} is considered. The filter equations are derived from geometric arguments in a recursive form, resulting in an on-line algorithm suitable for computer implementation. The author's approach is based on estimating x(k)1/sub {&thetas;(k/=i}) instead of estimating directly x(k). The uncertainty introduced by the Markovian jumps increases the dimension of the filter to N(n+1), where n is the dimension of the state variable. An example where the dimension of the filter can be reduced to n is presented, as well as a numerical comparison with the IMM filter     

基于正交频分复用的线性最小均方误差信道估计改进算法

传统的线性最小均方误差(LMMSE)信道估计要求已知信道的统计特性,而实际应用中无线信道的统计特性往往是不可知的.针对无线信道的不确定性,根据时域信道上能量分布的稀疏性特点,在最小二乘(LS)算法的基础上提出了一种改进的LMMSE信道估计算法.该算法从当前信道置信度较高的频率响应出发,把相邻子载波信道估计误差的比值作为信道响应的加权系数,然后通过加权平均的方法计算出多径信道下的信道响应.该算法避免了繁琐的矩阵求逆与分解运算,能够有效降低算法复杂度.实验结果表明,所提算法总体性能优于LS算法及经过奇异值分解的线性最小均方误差(SVD-LMMSE)估计算法,且其误码率接近于传统的LMMSE算法.     

基于多尺度核主元分析的非线性过程监控方法研究

针对化工过程数据的多尺度性和非线性特性,提出了一种多尺度核主元分析方法(MSKPCA)监控过程的运行状态。使用小波变换在不同尺度下分解测量信号．然后借助于核函数对分解后的数据进行非线性变换,在变换后的线性空间中用主元分析(PCA)提取过程数据的主要特征,构造监控统计量T2和Q来检测故障。在此基础上,提出了一种贡献图方法．计算过程变量对故障的贡献量,用于故障变量的分离。在TE过程上的监控结果表明,MSKPCA可以比PCA和动态PCA更迅速地检测到过程故障,贡献图方法能够正确地分离故障变量。     

Moments and error expressions in polynomial minimum mean square estimatior

The mathematical complexity of the minimum mean square estimators made inevitable the consideration of suboptimal solutions, such as the linear minimum mean square (m.m.s.) estimators. The compromise between performance and complexity can be, in general, less serious if the estimator that will substitute the optimum one is polynomial. If the minimum mean square estimator happens to be equal to a polynomial one, the polynomial substitution does not involve any compromise with respect to performance. Balakrishnan found a necessary and sufficient condition satisfied by the joint characteristic functions of observations and variable to be estimated, so that the m.m.s. estimate is a polynomial. The equivalent moment relationships in this case were found in the present paper. A matrix expression of the error difference from two different m.m.s. polynomial estimators was also found. This form involves much fewer calculations than required for finding separately the two errors.     

基于最小分类错误率和Parzen窗的降维方法

提出了一种基于最小分类错误率和Parzen窗的降维方法,利用Parzen窗估计数据的概率密度分布;通过计算各特征维度下的分类错误率,判断该特征维度对目标分类的贡献度;依据贡献度大小进行特征维度选择从而达到降维的目的。     

Linear minimum mean square error filtering with stochastic linear equality constraints

Constrained filters, through utilising the prior state constraint information, are designed to obtain more accurate state estimates in applications, and most of them deal with the estimation problem of systems with deterministic constraints. In practice, complex environmental disturbance, incomplete information or uncooperative behaviour often brings out uncertainties of the constraints. This paper tackles the filtering problem of dynamic systems subject to the stochastic linear equality constraints expressed by random weighted basis matrices. The corresponding constrained dynamic model is constructed first and the linear-minimum-mean-square-error filter is derived based on the orthogonality principle. Due to the effect of constraint randomness, the resultant filter encounters the problem of nonlinear stochastic calculation of random parameters, which is solved by the Taylor-based and the UT-based schemes, respectively, and the computational complexity as well as the tractability of both schemes are analysed. Finally, a simulation study on a road-constrained vehicle tracking demonstrates that the proposed filter has better performance than the classical estimation projection method in terms of estimation accuracy and computational complexity.     

应用谱回归和图正则最小二乘回归的数据降维

数据降维对于提高高维数据处理的效率具有重要意义,稀疏编码是目前受到广泛关注的主流降维方法。针对该方法在降维过程中不能保持样本空间几何结构信息的不足,提出一种基于谱回归和图正则最小二乘回归的改进方案,以2个图像数据集和2个基因表达数据集为样本的实验表明该方法优于未加改进的稀疏编码降维法。     

Dimension selection for feature selection and dimension reduction with principal and independent component analysis

This letter is concerned with the problem of selecting the best or most informative dimension for dimension reduction and feature extraction in high-dimensional data. The dimension of the data is reduced by principal component analysis; subsequent application of independent component analysis to the principal component scores determines the most nongaussian directions in the lower-dimensional space. A criterion for choosing the optimal dimension based on bias-adjusted skewness and kurtosis is proposed. This new dimension selector is applied to real data sets and compared to existing methods. Simulation studies for a range of densities show that the proposed method performs well and is more appropriate for nongaussian data than existing methods.     

Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems

We derive in this paper a stationary filter for the linear minimum mean square error estimator (LMMSE) of discrete-time Markovian jump linear systems (MJLSs). We obtain the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the MJLS and ergodicity of the associated Markov chain. It is shown that there exists a unique solution for the stationary Riccati filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed off-line, leading to a linear time-invariant filter.     

基于ICA-PCA的化工流程仪表故障诊断

传统的多元统计过程控制(MSPC)的故障诊断方法要求观测变量数据服从高斯分布,然而实际化工流程中的仪表数据中难以满足这一要求。针对这一问题,提出在仪表数据中提取分离出非高斯信息和高斯信息,并分别利用独立元分析法和主元分析法建立不同的故障诊断模型。在检测到发生故障后,通过改进的贡献度算法定位出发生故障的仪表。通过对Tennessee Eastman(TE)过程数据进行仿真研究,验证了ICA-PCA故障诊断法在化工流程仪表不同故障诊断中的有效性。     

基于独立分量分析的工频干扰消除技术*

简要介绍了ICA的基本原理和快速算法,在分析地震信号和工频干扰特点的基础上,利用ICA技术来消除地震记录中的工频干扰,并与常规方法进行比较。研究结果表明ICA在有效消除工频干扰的同时,能够保护有效信号,并且在提高资料的信噪比方面更有优势,具有良好的应用前景。     

A novel process monitoring approach with dynamic independent component analysis

A novel process monitoring scheme is proposed to compensate for shortcomings in the conventional independent component analysis (ICA) based monitoring method. The primary idea is first to augment the observed data matrix in order to take the process dynamic into consideration. An outlier rejection rule is then proposed to screen out outliers, in order to better describe the majority of the data. Finally, a rectangular measure is used as a monitoring statistic. The proposed approach is investigated via three cases: a simulation example, the Tennessee Eastman process and a real industrial case. Results indicate that the proposed method is more efficient as compared to alternate methods.     

Integrating independent component analysis and support vector machine for multivariate process monitoring

This study aims to develop an intelligent algorithm by integrating the independent component analysis (ICA) and support vector machine (SVM) for monitoring multivariate processes. For developing a successful SVM-based fault detector, the first step is feature extraction. In real industrial processes, process variables are rarely Gaussian distributed. Thus, this study proposes the application of ICA to extract the hidden information of a non-Gaussian process before conducting SVM. The proposed fault detector will be implemented via two simulated processes and a case study of the Tennessee Eastman process. Results demonstrate that the proposed method possesses superior fault detection when compared to conventional monitoring methods, including PCA, ICA, modified ICA, ICA–PCA and PCA–SVM.     

Integrating independent component analysis and local outlier factor for plant-wide process monitoring

We propose a novel process monitoring method integrating independent component analysis (ICA) and local outlier factor (LOF). LOF is a recently developed outlier detection technique which is a density-based outlierness calculation method. In the proposed monitoring scheme, ICA transformation is performed and the control limit of LOF value is obtained based on the normal operating condition (NOC) dataset. Then, at the monitoring phase, the LOF value of current observation is computed at each monitoring time, which determines whether the current process is a fault or not. The comparison experiments are conducted with existing ICA-based monitoring schemes on widely used benchmark processes, a simple multivariate process and the Tennessee Eastman process. The proposed scheme shows the improved accuracy over existing schemes. By adopting LOF, the monitoring statistic is computed regardless of data distribution. Therefore, the proposed scheme integrating ICA and LOF is more suitable for real industry where the monitoring variables are the mixture of Gaussian and non-Gaussian variables, whereas existing ICA-based schemes assume only non-Gaussian distribution.