Faster ARMA maximum likelihood estimation

A new likelihood based AR approximation is given for ARMA models. The usual algorithms for the computation of the likelihood of an ARMA model require O(n) flops per function evaluation. Using our new approximation, an algorithm is developed which requires only O(1) flops in repeated likelihood evaluations. In most cases, the new algorithm gives results identical to or very close to the exact maximum likelihood estimate (MLE). This algorithm is easily implemented in high level quantitative programming environments (QPEs) such as Mathematica, MatLab and R. In order to obtain reasonable speed, previous ARMA maximum likelihood algorithms are usually implemented in C or some other machine efficient language. With our algorithm it is easy to do maximum likelihood estimation for long time series directly in the QPE of your choice. The new algorithm is extended to obtain the MLE for the mean parameter. Simulation experiments which illustrate the effectiveness of the new algorithm are discussed. Mathematica and R packages which implement the algorithm discussed in this paper are available [McLeod, A.I., Zhang, Y., 2007. Online supplements to “Faster ARMA Maximum Likelihood Estimation”, 〈http://www.stats.uwo.ca/faculty/aim/2007/faster/〉]. Based on these package implementations, it is expected that the interested researcher would be able to implement this algorithm in other QPEs.     

Feature extraction by autoregressive spectral analysis using maximum likelihood estimation: internal carotid arterial Doppler signals

Abstract: In this study, Doppler signals recorded from the internal carotid artery (ICA) of 97 subjects were processed by personal computer using classical and model-based methods. Fast Fourier transform (classical method) and autoregressive (model-based method) methods were selected for processing the ICA Doppler signals. The parameters in the autoregressive method were found by using maximum likelihood estimation. The Doppler power spectra of the ICA Doppler signals were obtained by using these spectral analysis techniques. The variations in the shape of the Doppler spectra as a function of time were presented in the form of sonograms in order to obtain medical information. These Doppler spectra and sonograms were then used to compare the applied methods in terms of their frequency resolution and the effects in determination of stenosis and occlusion in the ICA. Reliable information on haemodynamic alterations in the ICA can be obtained by evaluation of these sonograms.     

The Impact of Speculative Execution on SMT Processors

By executing two or more threads concurrently, Simultaneous MultiThreading (SMT) architectures are able to exploit both Instruction-Level Parallelism (ILP) and Thread-Level Parallelism (TLP) from the increased number of in-flight instructions that are fetched from multiple threads. However, due to incorrect control speculations, a significant number of these in-flight instructions are discarded from the pipelines of SMT processors (which is a direct consequence of these pipelines getting wider and deeper). Although increasing the accuracy of branch predictors may reduce the number of instructions so discarded from the pipelines, the prediction accuracy cannot be easily scaled up since aggressive branch prediction schemes strongly depend on the particular predictability inherently to the application programs. In this paper, we present an efficient thread scheduling mechanism for SMT processors, called SAFE-T (Speculation-Aware Front-End Throttling): it is easy to implement and allows an SMT processor to selectively perform speculative execution of threads according to the confidence level on branch predictions, hence preventing wrong-path instructions from being fetched. SAFE-T provides an average reduction of 57.9% in the number of discarded instructions and improves the instructions per cycle (IPC) performance by 14.7% on average over the ICOUNT policy across the multi-programmed workloads we simulate. This paper is an extended version of the paper, “Speculation Control for Simultaneous Multithreading,” which appeared in the Proceedings of the 18th International Parallel and Distributed Processing Symposium, Santa Fe, New Mexico, April 2004.     

基于改进的Capon滤波器组谱估计新方法

为了解决Capon滤波器组谱估计方法在α稳定分布噪声下性能出现退化的问题,提出了一种改进的Capon滤波器组谱估计方法,利用分数低阶协方差(FLOC)对传统的Capon滤波器组进行重构.由于分数低阶协方差的作用范围是0＜α≤2整个分数低阶空间,因此在α稳定分布噪声下其谱估计性能比基于二阶统计量方法的谱估计性能更好.计算机仿真结果显示了这种方法的优越性能,并且在高斯噪声环境下,其性能与二阶统计量下的方法类似.     

一类不稳定时滞过程的最优控制

本文对控制能量存在约束条件下一类不稳定时滞过程的最优控制问题进行了探讨. 首先基于不稳定过程的互质分解, 由敏感度函数和控制敏感度函数定义了一个包含跟踪误差和控制能量在内的性能指标, 然后应用谱分解最小化该性能指标, 从而为一类不稳定时滞过程导出了一种最优的控制器设计方法, 可使系统在控制能量存在约束时获得最优的控制性能. 仿真研究进一步说明了该方法的有效性.     

基于谱分解的中立型时滞系统观测器

针对线性中立型时滞系统, 利用线性算子半群的谱分解理论进行观测器设计. 在中立型项的范数小于一的条件下, 利用谱理论并结合投影算子, 将无穷维系统解的相空间分解为有限维不稳定广义特征子空间和无限维稳定广义特征子空间的直和. 进而利用线性算子半群的无穷小生成元得到具有积分微分形式的观测器方程, 并证明了观测器误差方程的渐近稳定性. 数值实验证实了所提设计方法的有效性.     

基于谱相关和RBFNN的调制识别算法

根据谱相关函数理论,对常用通信信号的谱相关函数和谱相关平面图的分析,提取4个可用于调制信号识别的谱相关特征参数.分类器算法采用改进的RBF神经网络.利用提出的联合特征参数和分类器算法能动态识别信号的调制方式.仿真结果表明,该算法在不增加算法复杂度的前提下,在低信噪比下能够取得较高的正确识别率.     

Role of electron-phonon interaction in lattice dynamics and superconductivity of oxide spinel LiTi2O4

The lattice dynamics of an oxide spinel LiTi₂O₄ is studied by taking account of the electron-phonon (EP) interaction derived on the basis of the realistic tight-binding bands fitted to the first-principles bands. Due to the characteristic dependences of the EP interaction on wavevectors and vibrational modes, a remarkable frequency renormalization of the O vibrational modes, which hybridize with the Ti vibrational modes, is obtained over a wide region of the Brillouin zone. The overall features of the calculated phonon density of states are in agreement with those observed by the inelastic neutron scattering measurements. By using the EP interaction and the renormalized phonon frequencies we have calculated the EP spectral function ² F(). The superconducting transition temperature, gap function, and tunneling spectra are calculated by solving the Éliashberg equation. The results agree well with the observations.     

一种计及频率偏移的谐波与邻近间谐波估计方法

新能源大规模并网会诱导电力信号中出现关于基波/谐波对称的邻近间谐波对或单个邻近间谐波。对信号中各频率成分进行参数估计时,往往需要获知邻近间谐波的类型以构建准确的计算模型。而当电网频率偏离额定值时,频谱泄露干扰将使该要求难以实现。为此,本文提出一种在频率偏移时依然有效的邻近间谐波类型判据及基于此判据的谐波与邻近间谐波参数估计方法。首先,通过分析频率偏移与泄露谱线的映射关系,抑制基波与谐波的频谱泄露以提取邻近间谐波谱线;然后,通过对比不同类型邻近间谐波的频谱差异,提出利用谱线比值作为邻近间谐波类型判据;最后,基于邻近间谐波类型信息,构建邻近间谐波谱线方程以精准估计谐波及邻近间谐波参数。本文所提方法在频率偏移时仍能准确判断邻近间谐波的类型,并能实现更精准的参数估计,仿真验证了本文方法的准确性。     

基于积分宽度法测量发光二极管结温方法的研究

本文提出了一种基于光谱积分宽度法来测量发光二极管(light emitting diode, LED)结温的新方法,并进行了理论分析和实验研究。本方法主要分为光谱数据采集、定标函数的测定和结温测量三个过程。首先,为了测量成本的降低和精度的提高而采用在正常工作电流下采集LED光谱数据,并通过采用不同温度下的光谱积分宽度与选定的某一基准状态下的值逐差可得到线性度达0.99以上的定标函数,并通过此定标函数可实时测定任意状态下的结温。其次,为了比较本方法测量结温的精确性,分别对单色和白光LED采用本方法和业界主流的正向电压法,通过自行设计的基于积分宽度法结温测量系统和美国Mentor Graphics公司的T3Ster型仪器的测量结果进行比较,两种方法测出的结温最大偏差为2.1℃,在可接受的误差范围内。实验结果表明积分宽度法测结温具有高效便捷且低成本的的特点,具有一定的应用前景。