基于奇异谱分析的降噪方法及其在计算最大Liapunov指数中的应用

基于奇异谱分析对信号的自适应滤波特性,提出了一种降低混沌信号噪声的算法,这个算法首先求得信号的各阶经验正交函数（EOF）和主分量（PC）,然后用经验正交函数和主分量重构信号,根据重构信号的奇异谱选择最优的重构阶次以获得降噪后的信号．在计算动力系统最大Liapunov指数时,由于噪声的存在会降低计算的精度,因此将提出的降噪算法应用于最大Liapunov指数的计算中．通过对Henon映射和Logistic映射这两个典型混沌系统最大Liapunov指数的计算,结果表明该算法能有效提高最大Liapunov指数计算的精度．     

基于不同经验模态分解的小波软阈值ECG去噪研究

针对ECG信号的非线性和非平稳性,利用不同经验模态分解的小波软阈值方法对其进行降噪处理.根据希尔伯特-黄(Hilbert-Huang)变换提出的一系列的EMD算法,有EMD、EEMD、CEEMD等.首先,将含高斯白噪声的ECG信号分别进行EMD、EEMD、CEEMD分解,所得到的固有模态函数(IMF)分量是从高频到低频排列的,分别舍去前几层含噪IMF'进行重构去噪.由于舍去的IMF分量中含有少部分信号的细节信息,然后利用小波软阈值对前几层含噪IMF提取细节信息得到新的分量,再将剩余分量和新的分量重构去噪后的ECG信号.利用去噪信号图和不同性能指标验证了不同方法的有效性,得出了基于CEEMD的小波软阈值ECG降噪效果最佳.最后,用上述方法对MIT-BIH心电噪声库信号进行去噪处理,其结果与仿真实验相吻合.     

基于双线性变换法的心磁信号降噪初探

利用心磁图来诊断心脏疾病是目前医学界的一种新方法.心磁信号在测量过程中往往会引入各种噪声,这将影响对心磁信号的进一步分析和计算.因此,降低噪声是心磁信号处理中的一个关键环节.利用双线性变换法对心磁信号的降噪处理进行了初步地研究,并结合一些实际的心磁数据进行了比较与分析,从而展现了该方法的实用性.     

离散系统迭代学习型瞬时最优控制及作动器位置优化研究

以线性离散系统为研究对象,以瞬时最优化控制和智能算法中的迭代学习控制为基础,以系统响应期望值与实际值之差为反馈信号,以离散系统的二次型性能泛函为目标函数,提出了迭代学习型瞬时最优控制算法.该方法以瞬时最优化控制算法初始化控制信号,并采用迭代学习控制在线实时修正控制信号以提高主动控制的效果.针对迭代学习型瞬时最优化控制算法迭代的特性,采用范数方法给出了该算法收敛的充分条件.数值算例表明,迭代学习型瞬时最优控制算法较离散瞬时最优控制算法有较明显的优势.同时,基于改进遗传算法,对主动控制器位置优化进行了讨论.数值分析结果表明:部分楼层设置主动控制器且安装位置经过优化后,其控制效果可接近甚至优于全楼层设置主动控制器时的控制效果.     

一个新的求解加权线性互补问题的非单调光滑牛顿法

本文研究了求解加权线性互补问题的光滑牛顿法.利用一类光滑函数将加权线性互补问题等价转化成一个光滑方程组,然后提出一个新的光滑牛顿法去求解它.在适当条件下,证明了算法具有全局和局部二次收敛性质.与现有的光滑牛顿法不同,我们的算法采用一个非单调无导数线搜索技术去产生步长,从而具有更好的收敛性质和实际计算效果.     

求解带二次约束的非凸二次规划的一种分支定界算法

本文提出了一种求解带二次约束和线性约束的二次规划的分支定界算法.在算法中,我们运用Lipschitz条件来确定目标函数和约束函数的在每个n矩形上的上下界,对于n矩形的分割,我们采用选择n矩形最长边的二分法,同时我们采用了一些矩形删除技术,在不大幅增加计算量的前提下,起到了加速算法收敛的效果.从理论上我们证明了算法的收敛性,同时数值实验表明该算法是有效的.     

OPAST子空间跟踪数据压缩半盲多用户检测

基于子空间方法的最小均方误差半盲多用户检测的计算核心是对信号子空间的特征值与特征向量的同时跟踪.仅跟踪计算信号子空间特征向量的子空间跟踪算法不能直接应用于这种检测方法.利用数据压缩技术,提出一种只需跟踪计算信号子空间正交规范基的自适应数据压缩半盲多用户检测.将著名的正交投影逼近子空间跟踪(OPAST)算法应用于这种数据压缩半盲多用户检测,发现OPAST算法具有自然的数据压缩结构,在几乎不增加运算量的情况下即可实现数据压缩半盲多用户检测.仿真实验表明:基于OPAST算法的数据压缩半盲多用户检测具有良好的检测性能.     

卫星系统中的混沌控制

对于非线性扰动系统对指令信号的跟踪问题,提出解析条件和实现方法.对在反馈中包含线性动力和非线性两部份的非线性扰动设备进行了研究,设备的非线性部份和扰动是未知的但是有界的.提出控制卫星天平动角的算法,用图示对该算法作了说明.     

基于广义交叉认证的多小波阈值的图像降噪

提出一种新的小波收缩阈值降噪方法,该方法是通过对噪声图像进行多小波变换,然后用广义交叉认证的方法来确定小波阈值参数．由于本文采用的是多小波变换,而多小波一般同时具有正交性和线性相位,另外广义交叉认证方法不需要对噪声的强度进行估计,所以这种方法有比较好的降噪效果．实验结果表明该方法与基于小波变换的广义交叉认证的图像降噪方法相比较,其降噪效果有一定的提高;同时也表明在一定的条件下,其降噪效果要明显好于传统的Wiener滤波方法．     

多变点检测问题的Shape-based BS算法

BS算法是时间序列多变点检测中最经典的算法之一,但是基于全局CUSUM统计量的识别过程会带来过多误判和较高的时间复杂度.BS算法是一种离线的序贯方法,因此没有充分利用数据的时序信息;另一方面,BS算法识别变点的原则是CUSUM统计量最大化,也没有考虑统计量构成序列的形态特性.鉴于此,提出一种基于局部形态识别的BS改进算法,命名为Shape-based BS算法.基于局部形态识别统计量,不仅大大降低计算复杂度,且降低了因变点间的互相干扰而带来的误判率,进而提升变点识别的稳健性.最后,将此算法应用到了电力系统的"场景压缩"问题上,具有满意的实用效果.     

The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets

The daily closing prices of several stock market indices are examined to analyse whether noise reduction matters in measuring dependencies of the financial series. We consider the effect of noise reduction on the linear and nonlinear measure of dependencies. We also use singular spectrum analysis as a powerful method for filtering financial series. We compare the results with those obtained by ARMA and GARCH models as linear and nonlinear methods for filtering the series. We also examine the findings on an artificial data set namely the Hénon map.     

Representation of systems disturbed by wide band noise

In this paper, a method of handling and working with wide band noise is developed. We represent wide band noise as a distributed delay of white noise and use it to reduce a nonlinear system disturbed by wide band noise to a nonlinear system disturbed by white noise. An application of this reduction to a nonlinear filtering problem under a wide band noise disturbance is discussed.     

低噪声水平混沌时序的预测技术及其应用研究

研究含有噪声的混沌时序的除噪及其重构技术,基于除噪混沌数据的预测技术及其应用．应用混沌时序的奇异值分解技术对混沌时序的噪声进行了剥离,将混沌时序的相空间分解成为值域空间和虚拟的噪声空间,在值域空间内重构了原混沌时序,并在此基础上,确立了非线性模型的阶,利用所提出的非线性模型对时序进行了预测研究工作,研究结果表明,该非线性模型具有很强的函数逼近能力,所采用的混沌预测方法对相应的实际问题有着一定的指导意义．     

Particle Filters with Nudging in Multiscale Chaotic Systems: With Application to the Lorenz ’96 Atmospheric Model

This paper presents reduced-order nonlinear filtering schemes based on a theoretical framework that combines stochastic dimensional reduction and nonlinear filtering. Here, dimensional reduction is achieved for estimating the slow-scale process in a multiscale environment by constructing a filter using stochastic averaging results. The nonlinear filter is approximated numerically using the ensemble Kalman filter and particle filter. The particle filter is further adapted to the complexities of inherently chaotic signals. In particle filters, an ensemble of particles is used to represent the distribution of the state of the hidden signal. The ensemble is updated using observation data to obtain the best representation of the conditional density of the true state variables given observations. Particle methods suffer from the “curse of dimensionality,” an issue of particle degeneracy within a sample, which increases exponentially with system dimension. Hence, particle filtering in high dimensions can benefit from some form of dimensional reduction. A control is superimposed on particle dynamics to drive particles to locations most representative of observations, in other words, to construct a better prior density. The control is determined by solving a classical stochastic optimization problem and implemented in the particle filter using importance sampling techniques.

     

Approximate filter for a two-dimensional nonlinear diffusion observed in a correlated low noise channel

The purpose of this article is to study a nonlinear filtering problem when the signal is a two-dimensional process from which only the second component is noisy and when only its first (and unnoisy) component is observed in a correlated low noise channel. We propose an approximate finite-dimensional filter and we prove that the filtering error converges to zero. The order of magnitude of the error between the approximate filter and the optimal filter, as the observation noise vanishes, is computed.     

Parameter estimation in general state-space models using particle methods

Particle filtering techniques are a set of powerful and versatile simulation-based methods to perform optimal state estimation in nonlinear non-Gaussian state-space models. If the model includes fixed parameters, a standard technique to perform parameter estimation consists of extending the state with the parameter to transform the problem into an optimal filtering problem. However, this approach requires the use of special particle filtering techniques which suffer from several drawbacks. We consider here an alternative approach combining particle filtering and gradient algorithms to perform batch and recursive maximum likelihood parameter estimation. An original particle method is presented to implement these approaches and their efficiency is assessed through simulation.     

Extended and Unscented Kalman filtering based feedforward neural networks for time series prediction

With the ability to deal with high non-linearity, artificial neural networks (ANNs) and support vector machines (SVMs) have been widely studied and successfully applied to time series prediction. However, good fitting results of ANNs and SVMs to nonlinear models do not guarantee an equally good prediction performance. One main reason is that their dynamics and properties are changing with time, and another key problem is the inherent noise of the fitting data. Nonlinear filtering methods have some advantages such as handling additive noises and following the movement of a system when the underlying model is evolving through time. The present paper investigates time series prediction algorithms by using a combination of nonlinear filtering approaches and the feedforward neural network (FNN). The nonlinear filtering model is established by using the FNN’s weights to present state equation and the FNN’s output to present the observation equation, and the input vector to the FNN is composed of the predicted signal with given length, then the extended Kalman filtering (EKF) and Unscented Kalman filtering (UKF) are used to online train the FNN. Time series prediction results are presented by the predicted observation value of nonlinear filtering approaches. To evaluate the proposed methods, the developed techniques are applied to the predictions of one simulated Mackey-Glass chaotic time series and one real monthly mean water levels time series. Generally, the prediction accuracy of the UKF-based FNN is better than the EKF-based FNN when the model is highly nonlinear. However, comparing from prediction accuracy and computational effort based on the prediction model proposed in our study, we draw the conclusion that the EKF-based FNN is superior to the UKF-based FNN for the theoretical Mackey-Glass time series prediction and the real monthly mean water levels time series prediction.     

非正态噪声一阶非线性离散系统的递推滤波

其中,X_n,Y_n 均为一维,初始观测 Y_0=0,初始状态 X_0,系统噪声{W_n}(?)以及观测噪声{V_n}相互独立,它们的分布函数分别为     

Fuzzy based directional weighted median filter for impulse noise detection and reduction

The known median-based denoising methods tends to work well for restoring the images corrupted by random-valued impulse noise with low noise level, but it fails in denoising highly corrupted images. In this paper, a new noise reduction method based on directional weighted median based fuzzy impulse noise detection and reduction method (DWMFIDRM) has been proposed, which has been specially developed for denoising all categories of impulse noise. The contribution of this paper is threefold. The main contribution of the novel impulse noise reduction technique lies in the unification of three different methods; the impulse noise detection phase utilizing the concept of fuzzy gradient values, edge-preserving noise reduction phase based on the directional weighted median of the neighboring pixels and a final filtering step in order to deal with noisy pixels of non-zero degree. Such a unique combination has improved the efficiency of this method for high density noise removal. The experimental results of our proposed method have a significant improvement when compared to other existing filters for high density noise removal. This paper utilizes the concept of fuzzy gradient values. The noise reduction phase that preserves edge sharpness is based on the directional weighted median of neighboring pixels. Final filtering phase is performed only when there is non-zero degree of noise pixels. This phase makes our method more efficient in high noise density. Experimental results show that DWMFIDRM provides a significant improvement on other existing filters.     

An Examination of the Use of Adaptive Filtering in Forecasting

Adaptive filtering is a technique for preparing short- to medium-term forecasts based on the weighting of historical observations, in a similar way to moving average and exponential smoothing. However, adaptive filtering, as it has been developed in electrical engineering, attempts to distinguish a signal pattern from random noise, rather than simply smoothing the noise of past data. This paper reviews the technique of adaptive filtering and investigates its applications and limitations for the forecasting practitioner. This is done by looking at the performance of adaptive filtering in forecasting a number of time series and by comparing it with other forecasting techniques.