Nonparametric estimation of signal amplitude in white Gaussian noise

We assume that a transmitted signal is of the form S(t)f(t), where f(t) is a known function vanishing at some points of the observation interval and S(t) is a function of a known smoothness class. The signal is transmitted over a communication channel with additive white Gaussian noise of small intensity ?. For this model, we construct an estimator for S(t) which is optimal with respect to the rate of convergence of the risk to zero as ? → 0.     

自适应控制迭代的随机值脉冲噪声滤波

定义了一种更接近实际噪声情况的随机值脉冲噪声模型,针对随机值脉冲噪声的滤除提出一种自适应控制迭代次数的滤波算法。算法包括噪声检测、噪声滤除、误检像素修正和迭代控制四个步骤,对固定值脉冲噪声和随机值脉冲噪声均能有效滤除。与中值滤波算法进行实验比较,在滤除随机值脉冲噪声时,该算法滤波后图像细节信息保护较好,且滤波过程无需设定迭代参数,自适应性强。     

Adaptive Gaussian weighted filtering for image segmentation

A simple approach to image smoothing is presented using a filter whose weights are adaptive Gaussian functions of the absolute difference between the central pixel and its neighbours in a 3 × 3 window. Such a filter smooths the signal effectively within homogeneous regions whilst maintaining inter-region boundaries thus alloqing iterative processing. The filtering scheme is shown to be particularly suitable for image segmentation.     

高斯白噪声发生器的FPGA实现

分析了几种高斯白噪声发生器的实现途径,提出了一个基于Box-Muller算法级联中心极限定理实现高精度高斯白噪声发生器的方法,在FPGA中使用HDL语言实现。与现有的实现方法相比,本设计速度更快、占用的资源更少,且易于FPGA实现,可作为一个快速实用的误码率测试平台的一部分。     

一种盲信号处理中的时域自适应滤波算法

滤波是信号处理中的重要环节,鉴于盲信号处理本身的特点,传统的滤波技术并不适合直接用于盲源分离之中。然而作为分离前的预处理,滤波技术在独立成分分离算法中是必要的。为此,本文结合稳健的数据非线性投影,首次提出盲信号中的自适应滤波方法,与此同时给出了具有自适应特性的阈值判决。在此基础上构造了盲信号中的自适应滤波算法,解决了利用低通和高通滤波处理盲信号所遇到的问题。仿真结果表明,在不破坏数据统计特性的前提下,该方法能有效滤除数据中的野值成分,避免了野值数据对独立成分分离算法性能的影响,为盲信号分离的预处理开辟了一种新的途径。     

一种自适应图像去噪混合滤波方法

结合自适应中值滤波技术和自适应压缩加权均值滤波技术,提出了一种新的图像混合噪声滤波算法。算法首先对受混合噪声污染的图像利用灰度极值检测出脉冲噪声,运用自适应中值滤波滤除脉冲噪声;其次对处理结果进行自适应压缩的加权均值滤波。实验结果说明算法不仅能有效地滤除脉冲与高斯混合噪声,而且可以较好地保护图像细节。     

On signal reconstruction in white noise using dictionaries

Assume that we observe a Gaussian vector Y = Xβ + σζ, where X is a known p × n matrix with p ≥ n, β ∈ ℝ ⁿ is an unknown vector, and ζ ∈ ℝ ⁿ is a standard Gaussian white noise. The problem is to reconstruct Xβ from observations Y, provided that β is a sparse vector.     

非白高斯噪声中基于导频的匹配滤波频谱检测

为了在低信噪比的情况下,能够用很少的采样样本得到很高的检测概率,考虑到现实生活中噪声和信号在传输过程中的衰落,所以在非白高斯信道中采用线性模型对信号进行估计,在此基础上对导频运用匹配滤波检测,讨论了决定检测概率的重要因素——偏移系数的最大值的选取。仿真结果表明,选取非白高斯噪声信道是必要的;偏移系数选取最优值将会得到很好的检测性能;对导频进行检测可以减少采样数。     

On Kalman filtering for conditionally Gaussian systems with random matrices

We consider linear stochastic systems with additive white Gaussian noise, with the added generality that the system matrices are random and adapted to the observation process. The main result of this paper is that in order for the standard Kalman filter to generate the conditional mean and conditional covariance of the conditionally Gaussian distributed state, it is sufficient for the random matrices to be finite with probability one at each time instant. This generalizes the best previous results available to date, to our knowledge, which require the more stringent hypothesis that the entries of the random matrices should possess finite second moments at each time instant.

A significant application of the results of this paper is to the problem of recursive identification of the unknown parameters of a controlled linear stochastic system. In such problems, the observation matrix is typically generated by complicated nonlinear feedback, as for example in adaptive control, and the finiteness of the second moments is difficult, if not impossible, to establish, while the finiteness with probability one has been established in many applications.     

基于Kalman滤波的通用和统一的白噪声估计方法

用射影理论,基于Kalman滤波提出了通用和统一的白噪声估计方法,可统一解决带非零均值相关噪声的线性离散时变随机控制系统的白噪声滤波、平滑和预报问题.提出了输入白噪声估值器和观测白噪声估值器,最优和稳态白噪声估值器,固定点、固定滞后和固定区间白噪声平滑器,白噪声新息滤波器和Wiener滤波器.它可应用于石油地震勘探信号处理和状态估计,为解决信号和状态估计问题,提供了新的途径和工具.关于Bernoulli-Gaussian白噪声估值器的仿真例子说明了其有效性.     

高斯白噪声对神经元映射模型动力学的影响*

研究了噪声引发的神经元相干共振现象。基于神经元二维映射模型,用高斯白噪声模拟生物神经系统中的环境噪声,通过数字仿真研究了噪声对神经元动力学特性的影响。研究发现,噪声可以提高静态神经元的可兴奋性,诱导其产生动作电位,当噪声达到某一适中强度时,动作电位的有序性可以达到最佳,产生相干共振现象。研究了系统参数的选取对神经元共振特性的影响,发现控制参数越接近分岔点,相干共振性越好。结果表明合适强度的噪声可以促进神经元的信息传递。     

图像椒盐噪声的自适应滤波算法研究

为有效去除严重的椒盐噪声、更好地保护图像细节,提出了一种基于改进脉冲耦合神经网络（PCNN）的自适应去噪方法。根据PCNN神经网络的点火时刻矩阵,对受噪声污染的像素进行定位,仅对噪声像素进行类中值滤波,实现了图像细节的有效保留;根据噪声强度的估计信息,自动进行滤波次数和滤波窗口尺寸的优选,实现了图像的强自适应滤波。实验表明,与传统去噪方法相比,该方法噪声去除效果好,图像细节保持完整,而且系统具有一定的泛化能力。     

The response of grandstands driven by filtered Gaussian white noise processes

This paper presents a semi-analytical estimate of the response of a grandstand occupied by an active crowd and by a passive crowd. Filtered Gaussian white noise processes are used to approximate the loading terms representing an active crowd. Lumped biodynamic models with a single degree of freedom are included to reflect passive spectators occupying the structure. The response is described in terms of the first two moments, employing the Itô formula and the state augmentation method for the stationary time domain solution. The quality of the approximation is compared on the basis of three examples of varying complexity using Monte Carlo simulation based on a synthetic generator available in the literature. For comparative purposes, there is also a brief review of frequency domain estimates.     

Dynamic behavior of periodic potential system driven by cross-correlated non-Gaussian noise and Gaussian white noise

The dynamic behavior of the periodic potential system driven by the cross-correlated non-Gaussian noise and Gaussian white noise is studied in this article. According to path integral method and unified color noise approximation, the periodic potential system is transformed into a stochastic equivalent Stratonovich stochastic differential equation. Then the Fokker–Planck equation and the expression of the steady-state probability density are derived. The fourth-order Runge–Kutta algorithm is used to calculate the times response of the system. Meanwhile, the probability density function (PDF) of the first-passage time (FPT) is simulated, and the mean first-passage time (MFPT) is obtained by averaging these values. Finally, the influence of noise parameters on MFPT and PDF of FPT is analyzed.     

基于自适应开关插值算法的图像椒盐噪声滤波*

针对传统中值滤波算法在滤除椒盐噪声时的缺点,提出了一种自适应开关插值算法。该方法根据椒盐噪声的特点,通过极大值、极小值和块均匀度检测来标志噪声,然后根据噪声分布情况,利用拉格朗日插值和自适应中值滤波来滤除噪声。实验结果表明,该方法对椒盐噪声密度为10%80%的测试图像,能更加有效地抑制椒盐噪声并很好地保持了图像的细节信息,滤波性能比传统中值滤波方法更理想。该方法为图像去噪提供了一种新的途径。     

联合白噪声统计估计和卡尔曼滤波的MIMO信道辨识

提出了一种新的时间选择性衰落环境下MIMO信道辨识算法。为了提高信息传输效率,训练序列被直接叠加于信息序列之上。算法将信息符号输出、接收端AWGN和由于采用零中频接收技术而产生的直流偏移当做虚拟的观测噪声,其均值和自协方差均未知。通过联合的递推白噪声统计估计器和卡尔曼滤波器对时变信道进行跟踪,推导了一种计算简单的次优无偏时变白噪声统计估计器。以简单有效的方法抑制直流偏移对辨识精度的影响。仿真结果表明了算法具有良好的性能。     

基于高斯马尔可夫随机场的MAP估计在高斯噪声滤波中的应用

提出了基于高斯马尔可夫随机场(GMRF)的最大后验概率(MAP)估计在图像高斯噪声滤波中的应用方法。根据高斯噪声的先验特点,建立基于高斯马尔可夫随机场的退化图像恢复模型,从而将图像高斯噪声滤波问题转化为求解最大后验概率问题。先验概率可以根据马尔可夫随机场(MRF)和吉布斯分布(GD)的等效性, 用GD的概率估计。为了求解最大后验概率,第一,通过期望最大化(EM）算法对GMRF模型进行参数估计。第二,用共轭梯度法将目标函数最小化。实验结果表明,与其他滤波器（如高斯滤波、维纳滤波等）相比,本文所阐述的方法在滤除高斯噪声、保持图像原有结构方面效果更好。     

Adaptive detection for distributed targets in Gaussian noise with Rao and Wald tests

The problem of adaptively detecting a range distributed target or targets in Gaussian interference is considered in this paper.It is assumed that a set of secondary data is available.Firstly,we derive the adaptive Rao and Wald tests with one-step detection algorithm,and find that both of them are of the same asymptotic performance as the GLRT one.Secondly,the Rao and Wald tests are derived by resorting to the two-step design strategy.To our surprise,our derivations show that all the Rao,Wald and GLR tests in the two-step design strategy are equivalent.Thirdly,the property assessments are presented.It is shown that these new detectors guarantee CFAR property with respect to the Gaussian noise.Finally,simulation results show that these results are accurate.