Bootstrapping the Local Periodogram of Locally Stationary Processes

Abstract. Locally stationary processes are non‐stationary stochastic processes the second‐order structure of which varies smoothly over time. In this paper, we develop a method to bootstrap the local periodogram of a locally stationary process. Our method generates pseudo local periodogram ordinates by combining a parametric time and non‐parametric frequency domain bootstrap approach. We first fit locally a time varying autoregressive model so as to capture the essential characteristics of the underlying process. A locally calculated non‐parametric correction in the frequency domain is then used so as to improve upon the locally parametric autoregressive fit. As an application, we investigate theoretically the asymptotic properties of the bootstrap method proposed applied to the class of local spectral means, local ratio statistics and local spectral density estimators. Some simulations demonstrate the ability of our method to give accurate estimates of the quantities of interest in finite sample situations and an application to a real‐life data‐set is presented.     

Grouped Approach for the Design of H.264/AVC Motion Estimation Architectures

This letter presents a novel approach for organizing computational resources into groups within H.264/AVC motion estimation architectures, leading to reductions of up to 75% in the equivalent gate count with respect to state‐of‐the‐art designs.     

Multiplicative cases from additive cases: Extension of Kolmogorov–Feller equation to parametric Poisson white noise processes

In this paper the response of nonlinear systems driven by parametric Poissonian white noise is examined.As is well known, the response sample function or the response statistics of a system driven by external white noise processes is completely defined. Starting from the system driven by external white noise processes, when an invertible nonlinear transformation is applied, the transformed system in the new state variable is driven by a parametric type excitation. So this latter artificial system may be used as a tool to find out the proper solution to solve systems driven by parametric white noises. In fact, solving this new system, being the nonlinear transformation invertible, we must pass from the solution of the artificial system (driven by parametric noise) to that of the original one (driven by external noise, that is known). Moreover, introducing this invertible nonlinear transformation into the Itô’s rule for the original system driven by external input, one can derive the Itô’s rule for systems driven by a parametric type excitation, directly. In this latter case one can see how natural is the presence of the Wong–Zakai correction term or the presence of the hierarchy of correction terms in the case of normal and Poissonian white noise, respectively. Direct transformation on the Fokker–Planck and on the Kolmogorov–Feller equation for the case of parametric input are found.     

Quadtree-based genetic algorithm and its applications to computer vision

Many computer vision problems can be formulated as optimization problems. Presented in this paper is a new framework based on the quadtree-based genetic algorithm that can be applied to solve many of these problems. The proposed algorithm incorporates the quadtree structure into the conventional genetic algorithm. The solutions of image-related problems are encoded through encoding the corresponding quadtrees, and therefore, the 2D locality within a solution can be preserved. Examples addressed using the proposed framework include image segmentation, stereo vision, and motion estimation. In all cases, encouraging results are obtained.     

Measurement of the coolant flow rate using correlation of temperature fluctuations

The transit time of the coolant, and thus its velocity, has been measured using the temperature fluctuation at the outlet of a reactor core. An impulse response function estimation is introduced, which substitutes the widely used cross-correlation measurement technique. It is shown in theory and practice that the time delay estimation is improved when using the impulse response function instead of the cross-correlation function in parameter estimation. Extremely low velocities (down to 2 cm/sec) have been measured in a natural circulation regime in a research reactor.     

光纤荧光传感器衰减寿命的加权对数拟合法

荧光寿命的检测是荧光光学传感器的核心内容，国际上尝试了多种方法来拟合这种理论上为单指数衰减信号的荧光衰减曲线。这些方法包括非线性函数标准拟合方法。即Levenburg-Marquardt方法，以及Prony方法、FFT方法，对数拟合法等等。为了克服在实际应用中发生的信号退化，需要在测量信号衰减寿命的同时测量信号的初始强度。文章介绍了一种加权的对数拟合法，经计算机仿真及实际数据测试均可以得到和Levenburg-Marquardt方法非常接近的结果，且拟合时间大大缩短，测量稳定性大大提高。仿真测试及具体实验测试结果显示了这种方法的有效性。该方法不仅与Levenburg-Marquardt方法的偏差曲线非常相似，而且实验测得的荧光寿命与Levenburg-Marquardt方法偏差在0．2％以内。     

多码CDMA系统中联合并行干扰抵消与迭代信道估计方法

本文针对多码CDMA系统提出了一种联合并行干扰抵消与迭代信道估计方法。该方法首先通过导频符号对信道进行估计，然后使用RAKE接收机后的软信息对信道参数进行修正，最后通过并行干扰抵消(PIC)去除多码干扰(MCI)。仿真结果表明，经过多次迭代后，该方法可显著地降低多码CDMA系统的误比特率平台。本文同时还给出了信道估计质量、码道数和PIC次数对多码CDMA系统性能的影响。     

MC-CDMA系统迭代检测中的一种信道估计算法

在DS—CDMA系统中，联合译码的迭代多用户检测是克服多址干扰增加系统容量的有效方法。本文将多用户检测和译码相结合的迭代检测技术应用于MC—CDMA系统，其中，多用户检测器由串行干扰消除和其后的MMSE滤波器组成。文中提出一种时域信道估计作为迭代初始值的频域信道估计算法，比单纯的频域信道估计方法节约导频符号数量，并且由于信道估计性能的改善，加快了迭代检测的收敛速度。     

Time and cost securing in complex large-scale projects

Meeting time and cost objectives in complex projects involves specific problems and risks. An attempt is made to analyse the components of total cost increase of a project caused by time delay. An outline is given as to how these considerations can be used to estimate cost increases in investors' decision situations as well as to ascertain fair contractual penalties and claims for compensation and for the evaluation of justified project acceleration costs.