The effects of model parameter deviations on the variance of a linearly filtered time series

We consider a general linear filtering operation on an autoregressive moving average (ARMA) time series. The variance of the filter output, which is an important quantity in many applications, is not known with certainty because it depends on the true ARMA parameters. We derive an expression for the sensitivity (i.e., the partial derivative) of the output variance with respect to deviations in the model parameters. The results provide insight into the robustness of many common statistical methods that are based on linear filtering and also yield approximate confidence intervals for the output variance. We discuss applications to time series forecasting, statistical process control, and automatic feedback control of industrial processes. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

一种时频混叠的欠定混合通信信号盲分离算法

针对衰减-延迟欠定混合通信信号的盲分离问题,提出了一种基于子空间最小距离的源信号估计算法,通过计算观测信号到混合矩阵列矢量张成子空间的距离,估计任意时频点同时存在的源信号数目以及当前源信号对应的混合矩阵列矢量,把欠定混合问题转化为超定问题,然后通过计算Moore-Penrose逆矩阵求解源信号,理论分析和仿真结果验证了算法的有效性。     

基于数字混沌序列的变换域通信系统基函数产生方法

提出了一种新的变换域通信系统基函数生成方法——Logistic数字混沌映射法,并对基于Logistic混沌序列基函数的特性进行仿真,同时将其与基于m序列的基函数进行对比分析。仿真结果表明,基于Logistic混沌序列基函数具有较好的伪随机特性、多址特性,且函数数量巨大。     

基于层间嵌入式多级支持向量机的特征选择

针对多故障样本一次性映射之后分类不理想,研究了多级层次式支持向量机,应用UCI数据仿真,结果表明该方法缩短了训练时间、提升了测试准确率、改善了样本的可分类性。由于误差积累,在此基础上,提出了层间嵌入式多级支持向量机,采用Abalone数据仿真,结果表明分类精度有所提高并减少了分类步骤。结合ReliefF算法,对制导设备的故障特征参数进行了选择。     

基于多线程的CABAC并行编码方法

CABAC(Context based Adaptive Binary Arithmetic Coding)是H.264/AVC主要档次以上配置中推荐采用的熵编码方法.相比其他的熵编码方法,CABAC能够节省编码码率,但其计算串行性强,不能较好适应片上多核环境.针对这一问题提出了基于多线程的CABAC并行编码方法.大量实验统计表明,该方法负载划分较为均衡,对序列熵编码的单独加速比最高可达1.78.     

基于DSP平台的H.324系统研究与实现

在分析H.324系统中双向视音频编解码所需要的运算量和存储容量的基础上,选择两片高速DSP芯片TMS320VC5509,合理分配资源,对视频编解码中关键代码进行优化,设计和实现了双向视音频编解码的实时H.324系统。特别是在定点DSP上采用了整数变换代替浮点DCT,消除了浮点运算,减少了运算量,给出了实验结果。     

流域变换的串行与并行策略研究

流域变换是数字形态学中用于图像分割的一种经典方法,其并行化问题成为近年来研究的重点。首先给出了流域变换的数学模型,并归纳列举了几种离散情况下的形式化定义;其次分类总结了近年来流域变换串行算法研究的新进展,从而在此基础上重点讨论了相应的并行化策略。详细分析了设计并行流域算法需要考虑的几个问题;并比较评价了现有并行算法的性能特点,得出了一些结论;最后提出了有待进一步研究的问题。     

天地预警系统与机敏传感信息网

建立高效的天地预警系统对于赢得现代立体战争的胜利有着极其重要的意义。探讨了天地预警系统与机敏传感信息网 (Sm art Sensor Web)的构成 ,结合我国的部分研究现状 ,较详细地阐述了设计与构造天地预警系统所需解决的若干关键技术问题。     

The building evacuation problem with shared information

In this article, the Building Evacuation Problem with Shared Information (BEPSI) is formulated as a mixed integer linear program, where the objective is to determine the set of routes along which to send evacuees (supply) from multiple locations throughout a building (sources) to the exits (sinks) such that the total time until all evacuees reach the exits is minimized. The formulation explicitly incorporates the constraints of shared information in providing online instructions to evacuees, ensuring that evacuees departing from an intermediate or source location at a mutual point in time receive common instructions. Arc travel time and capacity, as well as supply at the nodes, are permitted to vary with time and capacity is assumed to be recaptured over time. The BEPSI is shown to be NP‐hard. An exact technique based on Benders decomposition is proposed for its solution. Computational results from numerical experiments on a real‐world network representing a four‐story building are given. Results of experiments employing Benders cuts generated in solving a given problem instance as initial cuts in addressing an updated problem instance are also provided. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

关于半鞅向量随机积分的两个结果

首先利用半鞅Girsanov定理与闭图像定理证明了:若{Xn}是带滤基的完备概率空间(Ω,F,F,P)中的一列半鞅,其中滤基F=(Ft)t≥0满足通常条件,且{Xn}在关于P的Emery拓扑空间中收敛于X,则当概率测度Q相似文献