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。     

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。     

一般阵列误差情况下信号二维方向角估计

针对均匀圆阵存在一般阵列误差的情况,提出一种信号二维方向角估计方法.基于均匀圆阵的阵列流形和阵列输出的协方差矩阵,采用加权总体最小二乘法估计信号二维方向角.并给出了解整周期性模糊的方法.计算机仿真表明了此方法估计精度高,对阵列误差鲁棒性强,并且各项性能都接近于CRB.     

OFDM系统中同步算法的FPGA 实现

给出了一种用于 OFDM 系统中可同时完成帧起始位置估计和载波频偏估计／补偿的同步算法及其 FPGA 实现方法。采用量化的方法对该不需要额外同步序列的估计算法进行了改进,提高了载波频偏的估计精度,并在数字域进行了频偏校正。在硬件实现上,利用 CORDIC 算法能够有效计算三角函数的特点,把频偏估计和频偏校正过程中的反正切运算和角度旋转操作转化成加法和移位操作,实现了计算精度、运算速度和硬件资源利用三方面性能的兼顾。     

Revised Estimates of Dimension and Exercise Variance Components in Assessment Center Postexercise Dimension Ratings.

The authors reanalyzed assessment center (AC) multitrait-multimethod (MTMM) matrices containing correlations among postexercise dimension ratings (PEDRs) reported by F. Lievens and J. M. Conway (2001). Unlike F. Lievens and J. M. Conway, who used a correlated dimension-correlated uniqueness model, we used a different set of confirmatory-factor-analysis-based models (1-dimension-correlated Exercise and 1-dimension-correlated uniqueness models) to estimate dimension and exercise variance components in AC PEDRs. Results of reanalyses suggest that, consistent with previous narrative reviews, exercise variance components dominate over dimension variance components after all. Implications for AC construct validity and possible redirections of research on the validity of ACs are discussed. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

基于循环前缀的单载波直接序列扩频技术(CP/CDMA)

介绍了下行链路中基于循环前缀的单载波直接序列扩频技术(CP/CDMA)。这种技术结合了多载波系统中的循环前缀和频域均衡,具有较低的复杂度。同时保留了单载波系统发射端复杂度低的优点。在时变信道中,利用基于辅助数据的信道估计方法,即每隔一定帧数的数据帧发送一帧训练序列来估计信道。在仿真中使用了信道编码。