基于网络状态参数估计的主动队列管理PI改进算法

作为一种重要的主动队列管理手段,PI控制器算法通过积分嚣的引入有效地消除了队列长度控制的稳态误差,在提高网络吞吐的同时缩短了排队时延.但是PI控制器不能根据网络状态变化而自动调整控制参数,故当网络流量变化时PI控制器的收敛速度很慢.基于TCP-AQM系统模型,对经过中间节点的活动连接数、平均往返时间和前向链路容量等3个参数进行估计.通过计算击中概率的倒数,估计出活动流数;通过计算单位时间的数据包数,估计出网络容量;通过往返时延、活动流数、网络容量以及丢包概率在稳态时的关系式,估算出平均往返时延.在此基础上,提出了对网络状态变化自适应调整控制参数改进的快速收敛PI算法——FCPI算法.仿真结果表明,该算法有效提高了算法的收敛速度,并且鲁棒性好,易于实现,适用于未来高速网络的路由器.     

基于运动方向预测的快速运动估计算法

利用序列图像的相邻块运动矢量的高度相关性和运动矢量的中心偏移特性,提出一种基于运动方向预测的快速运动估计算法。设计4种方向性模板,根据参考运动矢量预测出图像块的运动情况,根据不同的运动方向选择对应的方向性模板进行搜索。实验结果表明,该算法在速度和准确性方面都优于传统的快速运动估计算法。     

基于纹理分析的视差估计算法

针对传统方法难以可靠估计图像中纹理单一像素点视差的问题,提出一种新的基于纹理分析的视差估计算法。与已有方法不同,在以极线约束计算像素点视差时,将极线上纹理单一且近似的像素点合并成直线段,根据连续性和唯一性约束对直线段进行整体匹配,采用直线段的视差得到纹理单一区域的稠密视差图。利用直线段进行整体匹配,提高比较基元包含的信息量,减少扫描范围,从而降低误匹配产生的概率和算法时间复杂度。实验结果表明,该方法能提高纹理单一区域稠密视差图的精度,匹配速度快,具有实用价值。     

Set-membership estimation from poor quality data sets: Modelling ammonia volatilisation in flooded rice systems

A set-membership (bounded-error) estimation approach can handle small and poor quality data sets as it does not require testing of statistical assumptions which is possible only with large informative data sets. Thus, set-membership estimation can be a good tool in the modelling of agri-environmental systems, which typically suffers from limited and poor quality observational data sets. The objectives of the paper are (i) to demonstrate how six parameters in an agri-environmental model, developed to estimate NH₃ volatilisation in flooded rice systems, were estimated based on two data sets using a set-membership approach, and (ii) to compare the set-membership approach with conventional non-linear least-squares methods. Results showed that the set-membership approach is efficient in retrieving feasible parameter-vectors compared with non-linear least-squares methods. The set of feasible parameter-vectors allows the formation of a dispersion matrix of which the eigenvalue decomposition reflects the parameter sensitivity in a region.     

Frequency domain regularization of d-dimensional structure tensor-based directional fields

The present work is intended to address two of the major difficulties that can be found when tackling the estimation of the local orientation of the data in a scene, a task which is usually accomplished by means of the computation of the structure tensor-based directional field. On one hand, the orientation information only exists in the non-homogeneous regions of the dataset, while it is zero in the areas where the gradient (i.e. the first-order intensity variation) remains constant. Due to this lack of information, there are many cases in which the overall shape of the represented objects cannot be precisely inferred from the directional field. On the other hand, the orientation estimation is highly dependent on the particular choice of the averaging window used for its computation (since a collection of neighboring gradient vectors is needed to obtain a dominant orientation), typically resulting in vector fields which vary from very irregular (thus yielding a noisy estimation) to very uniform (but at the expense of a loss of angular resolution). The proposed solution to both drawbacks is the regularization of the directional field; this process extends smoothly the previously computed vectors to the whole dataset while preserving the angular information of relevant structures. With this purpose, the paper introduces a suitable mathematical framework and deals with the d-dimensional variational formulation which is derived from it. The proposed formulation is finally translated into the frequency domain in order to obtain an increase of insight on the regularization problem, which can be understood as a low-pass filtering of the directional field. The frequency domain point of view also allows for an efficient implementation of the resulting iterative algorithm. Simulation experiments involving datasets of different dimensionality prove the validity of the theoretical approach.     

Guaranteed Dynamic-System State Estimation by the Method of Bidirectional Dynamic Programming

The problem of guaranteed estimation (smoothing, filtration, prediction) of a dynamic process observed on a finite discrete time interval is solved, based on generalization of the dynamic programming procedure for the case with sequential optmization in direct and inverse time.     

Estimation of the Bivariate Stable Spectral Representation by theProjection Method

A method of estimating the spectral representation of a generalized bivariatestable distribution is presented, based on a series of maximum likelihood (ML)estimates of the stable parameters of univariate projections of the data. Thecorresponding stable spectral density is obtained by solving a quadraticprogram. The proposed method avoids the often arduous task of computing themultivariate stable density, relying instead on the standard univariate stabledensity. The paper applies this projection procedure, under the simplifyingassumption of symmetry, to simulated data as well as to foreign exchangereturn data, with favorable results. Kanter projection coefficients governingconditional expectations are computed from the estimated spectral density. For the simulated data these compare well to their known true values.     

An Artificial Neural Network Classifier Design Based-on Variable Kernel and Non-Parametric Density Estimation

This paper proposes a probabilistic variant of the SOM-kMER (Self Organising Map-kernel-based Maximum Entropy learning Rule) model for data classification. The classifier, known as pSOM-kMER (probabilistic SOM-kMER), is able to operate in a probabilistic environment and to implement the principles of statistical decision theory in undertaking classification problems. A distinctive feature of pSOM-kMER is its ability in revealing the underlying structure of data. In addition, the Receptive Field (RF) regions generated can be used for variable kernel and non-parametric density estimation. Empirical evaluation using benchmark datasets shows that pSOM-kMER is able to achieve good performance as compared with those from a number of machine learning systems. The applicability of the proposed model as a useful data classifier is also demonstrated with a real-world medical data classification problem.     

Some Statistical-Estimation Methods for Stochastic Finite-State Transducers

Formal translations constitute a suitable framework for dealing with many problems in pattern recognition and computational linguistics. The application of formal transducers to these areas requires a stochastic extension for dealing with noisy, distorted patterns with high variability. In this paper, some estimation criteria are proposed and developed for the parameter estimation of regular syntax-directed translation schemata. These criteria are: maximum likelihood estimation, minimum conditional entropy estimation and conditional maximum likelihood estimation. The last two criteria were proposed in order to deal with situations when training data is sparse. These criteria take into account the possibility of ambiguity in the translations: i.e., there can be different output strings for a single input string. In this case, the final goal of the stochastic framework is to find the highest probability translation of a given input string. These criteria were tested on a translation task which has a high degree of ambiguity.     

ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS

Abstract. The limiting process of partial sums of residuals in stationary and invertible autoregressive moving-average models is studied. It is shown that the partial sums converge to a standard Brownian motion under the assumptions that estimators of unknown parameters are root- n consistent and that innovations are independent and identically distributed random variables with zero mean and finite variance or, more generally, are martingale differences with moment restrictions specified in Theorem 1. Applications for goodness-of-fit and change-point problems are considered. The use of residuals for constructing nonparametric density estimation is discussed.