基于Hankel矩阵的奇异值分解(Singular value decomposition,SVD)方法在信号处理、故障诊断领域得到了广泛应用。其降噪性能受选取的重构分量、Hankel矩阵结构、分析的数据点数的影响,对此进行了系统的研究,提出了基于相关奇异值比的SVD...基于Hankel矩阵的奇异值分解(Singular value decomposition,SVD)方法在信号处理、故障诊断领域得到了广泛应用。其降噪性能受选取的重构分量、Hankel矩阵结构、分析的数据点数的影响,对此进行了系统的研究,提出了基于相关奇异值比的SVD(Correlated singular value ratio SVD,C-SVR SVD)方法,并成功应用于轴承故障诊断。首先,针对SVD的重构分量的确定问题,提出了奇异值比(Singular value ratio,SVR)和互相关系数相结合的方法;其次,对Hankel矩阵的结构进行研究,提出了基于SVR和峭度指标的结构优化方法。然后,对分析的数据点数进行了分析讨论,给定了约束。最后,将C-SVR SVD方法应用于轴承故障仿真信号和实际轴承故障案例分析,验证了C-SVR SVD方法的有效性和优越性。展开更多
针对经典高分辨波达方位(DOA)估计方法在低信噪比下分辨性能较差的问题,该文提出一种适用于主动探测系统的基于互相关矩阵的改进多重信号分类(MUSIC)高分辨方位估计方法(I-MUSIC)。该方法首先利用主动声呐发射信号已知的特性,将发射信...针对经典高分辨波达方位(DOA)估计方法在低信噪比下分辨性能较差的问题,该文提出一种适用于主动探测系统的基于互相关矩阵的改进多重信号分类(MUSIC)高分辨方位估计方法(I-MUSIC)。该方法首先利用主动声呐发射信号已知的特性,将发射信号与阵元接收信号进行互相关,利用互相关序列形成新的空域协方差矩阵,再进行特征分解。理论分析表明,互相关处理在抑制噪声的同时保留了阵元之间的相位信息,可以得到比MUSIC方法更准确的子空间划分,进而提高低信噪比方位估计性能。在此基础上,提出一种基于相关时间门限的改进MUSIC高分辨方位估计(T-MUSIC)方法,通过对互相关序列设置时间门限进一步提高方位估计信噪比。仿真结果表明,与MUSIC方法相比,I-MUSIC与T-MUSIC可以分别使低信噪比时的估计性能提高3 d B和6 d B,相应平均估计误差分别为原方法的77%和53%。在阵元间接收噪声存在相关性时,T-MUSIC与I-MUSIC方法相比可获得8 d B的估计增益,估计性能更优。I-MUSIC与T-MUSIC应用于多目标主动探测,可大幅提高探测系统在低信噪比下的方位估计性能。展开更多
In this paper,it aims to model wind speed time series at multiple sites.The five-parameter Johnson mdistribution is deployed to relate the wind speed at each site to a Gaussian time series,and the resultant-Z(t)dimens...In this paper,it aims to model wind speed time series at multiple sites.The five-parameter Johnson mdistribution is deployed to relate the wind speed at each site to a Gaussian time series,and the resultant-Z(t)dimensional Gaussian stochastic vector process is employed to model the temporal-spatial correlation of mwind speeds at different sites.In general,it is computationally tedious to obtain the autocorrelation functions Z(t)(ACFs)and cross-correlation functions(CCFs)of Z(t),which are different to those of wind speed times series.In order to circumvent this correlation distortion problem,the rank ACF and rank CCF are introduced to Z(t)characterize the temporal-spatial correlation of wind speeds,whereby the ACFs and CCFs of can be analytically obtained.Then,Fourier transformation is implemented to establish the cross-spectral density matrix Z(t)mof,and an analytical approach is proposed to generate samples of wind speeds at different sites.Finally,simulation experiments are performed to check the proposed methods,and the results verify that the five-parameter Johnson distribution can accurately match distribution functions of wind speeds,and the spectral representation method can well reproduce the temporal-spatial correlation of wind speeds.展开更多
A two-dimensional direction-of-arrival(DOA) estimation method for non-uniform two-L-shaped array is presented in which the element spacing is larger than half-wavelength. To extract automatically paired low-variance c...A two-dimensional direction-of-arrival(DOA) estimation method for non-uniform two-L-shaped array is presented in which the element spacing is larger than half-wavelength. To extract automatically paired low-variance cyclically ambiguous direction cosines and high-variance unambiguous direction cosines from the sub-blocks, the proposed method constructs and partitions the cross-correlation matrices. Then, the low-variance unambiguous direction cosines are obtained using the ambiguity resolved technique. Simulation results demonstrate that the proposed method has lower computation complexity and higher resolution than the existing methods especially when the elevation angles are between 70 and 90 degrees.展开更多
Cross-correlating traffic flow data at different intersections in an urban transportation network is important for understanding the collective behavior of constituents in a complex system and for predicting the risk ...Cross-correlating traffic flow data at different intersections in an urban transportation network is important for understanding the collective behavior of constituents in a complex system and for predicting the risk of network-wide congestion. In this work, a Random Matrix Theory （RMT） based method is used to describe the collective behavior from massive traffic data sets. Nonrandom correlations between traffic flow series recorded in the Beijing road network occur both with and without detrending. The effect of the traffic load on the correlation patterns of network-wide traffic flows is analyzed using the RMT analysis of a simulated data set collected from Paramics. The RMT analysis is also used to evaluate the impact of incidents on the network-wide traffic status. Cluster analysis is used to find the largest cluster in the network which indicates the critical congestion caused by the incident. All the results show that RMT analyses are an effective method for investigating systematic interactions in urban transportation systems.展开更多
ELMS algorithm is the first two-channel adaptive filtering algorithm that takes into account the cross-correlation between the two input signals. The algorithm does not preprocess input signals, so it does not degrade...ELMS algorithm is the first two-channel adaptive filtering algorithm that takes into account the cross-correlation between the two input signals. The algorithm does not preprocess input signals, so it does not degrade the quality of the speech. However, a lot of computer simulation results show that ELMS algorithm has a bad performance. The ELMS algorithm is analyzed firstly, then a new algorithm is presented by modifying the block matrix used in ELMS algorithm to approximate input signals self-correlation matrix. The computer simulation results indicate that the improved algorithm has a better behavior than the ELMS algorithm.展开更多
In order to study the universality of the interactions among different markets, we analyze the cross-correlation matrix of the price of the Chinese and American bank stocks. We then find that the stock prices of the e...In order to study the universality of the interactions among different markets, we analyze the cross-correlation matrix of the price of the Chinese and American bank stocks. We then find that the stock prices of the emerging market are more correlated than that of the developed market. Considering that the values of the components for the eigenvector may be positive or negative, we analyze the differences between two markets in combination with the endogenous and exogenous events which influence the financial markets. We find that the sparse pattern of components of eigenvectors out of the threshold value has no change in American bank stocks before and after the subprime crisis. However, it changes from sparse to dense for Chinese bank stocks. By using the threshold value to exclude the external factors, we simulate the interactions in financial markets.展开更多
Principal/minor component analysis(PCA/MCA),generalized principal/minor component analysis(GPCA/GMCA),and singular value decomposition(SVD)algorithms are important techniques for feature extraction.In the convergence ...Principal/minor component analysis(PCA/MCA),generalized principal/minor component analysis(GPCA/GMCA),and singular value decomposition(SVD)algorithms are important techniques for feature extraction.In the convergence analysis of these algorithms,the deterministic discrete-time(DDT)method can reveal the dynamic behavior of PCA/MCA and GPCA/GMCA algorithms effectively.However,the dynamic behavior of SVD algorithms has not been studied quantitatively because of their special structure.In this paper,for the first time,we utilize the advantages of the DDT method in PCA algorithms analysis to study the dynamics of SVD algorithms.First,taking the cross-coupled Hebbian algorithm as an example,by concatenating the two cross-coupled variables into a single vector,we successfully get a PCA-like DDT system.Second,we analyze the discrete-time dynamic behavior and stability of the PCA-like DDT system in detail based on the DDT method,and obtain the boundedness of the weight vectors and learning rate.Moreover,further discussion shows the universality of the proposed method for analyzing other SVD algorithms.As a result,the proposed method provides a new way to study the dynamical convergence properties of SVD algorithms.展开更多
文摘基于Hankel矩阵的奇异值分解(Singular value decomposition,SVD)方法在信号处理、故障诊断领域得到了广泛应用。其降噪性能受选取的重构分量、Hankel矩阵结构、分析的数据点数的影响,对此进行了系统的研究,提出了基于相关奇异值比的SVD(Correlated singular value ratio SVD,C-SVR SVD)方法,并成功应用于轴承故障诊断。首先,针对SVD的重构分量的确定问题,提出了奇异值比(Singular value ratio,SVR)和互相关系数相结合的方法;其次,对Hankel矩阵的结构进行研究,提出了基于SVR和峭度指标的结构优化方法。然后,对分析的数据点数进行了分析讨论,给定了约束。最后,将C-SVR SVD方法应用于轴承故障仿真信号和实际轴承故障案例分析,验证了C-SVR SVD方法的有效性和优越性。
文摘针对经典高分辨波达方位(DOA)估计方法在低信噪比下分辨性能较差的问题,该文提出一种适用于主动探测系统的基于互相关矩阵的改进多重信号分类(MUSIC)高分辨方位估计方法(I-MUSIC)。该方法首先利用主动声呐发射信号已知的特性,将发射信号与阵元接收信号进行互相关,利用互相关序列形成新的空域协方差矩阵,再进行特征分解。理论分析表明,互相关处理在抑制噪声的同时保留了阵元之间的相位信息,可以得到比MUSIC方法更准确的子空间划分,进而提高低信噪比方位估计性能。在此基础上,提出一种基于相关时间门限的改进MUSIC高分辨方位估计(T-MUSIC)方法,通过对互相关序列设置时间门限进一步提高方位估计信噪比。仿真结果表明,与MUSIC方法相比,I-MUSIC与T-MUSIC可以分别使低信噪比时的估计性能提高3 d B和6 d B,相应平均估计误差分别为原方法的77%和53%。在阵元间接收噪声存在相关性时,T-MUSIC与I-MUSIC方法相比可获得8 d B的估计增益,估计性能更优。I-MUSIC与T-MUSIC应用于多目标主动探测,可大幅提高探测系统在低信噪比下的方位估计性能。
基金supported by the National Natural Science Foundation of China(No.12271155)Doctoral Research Start-Up Fund of Hunan University of Science and Technology(No.E52170)Hunan Science and Technology Talent Promotion Project(No.2020TJ-N08).
文摘In this paper,it aims to model wind speed time series at multiple sites.The five-parameter Johnson mdistribution is deployed to relate the wind speed at each site to a Gaussian time series,and the resultant-Z(t)dimensional Gaussian stochastic vector process is employed to model the temporal-spatial correlation of mwind speeds at different sites.In general,it is computationally tedious to obtain the autocorrelation functions Z(t)(ACFs)and cross-correlation functions(CCFs)of Z(t),which are different to those of wind speed times series.In order to circumvent this correlation distortion problem,the rank ACF and rank CCF are introduced to Z(t)characterize the temporal-spatial correlation of wind speeds,whereby the ACFs and CCFs of can be analytically obtained.Then,Fourier transformation is implemented to establish the cross-spectral density matrix Z(t)mof,and an analytical approach is proposed to generate samples of wind speeds at different sites.Finally,simulation experiments are performed to check the proposed methods,and the results verify that the five-parameter Johnson distribution can accurately match distribution functions of wind speeds,and the spectral representation method can well reproduce the temporal-spatial correlation of wind speeds.
基金supported by the Joint Laboratory for Ocean Observation and Detectionthe National Laboratory for Marine Science and Technology
文摘A two-dimensional direction-of-arrival(DOA) estimation method for non-uniform two-L-shaped array is presented in which the element spacing is larger than half-wavelength. To extract automatically paired low-variance cyclically ambiguous direction cosines and high-variance unambiguous direction cosines from the sub-blocks, the proposed method constructs and partitions the cross-correlation matrices. Then, the low-variance unambiguous direction cosines are obtained using the ambiguity resolved technique. Simulation results demonstrate that the proposed method has lower computation complexity and higher resolution than the existing methods especially when the elevation angles are between 70 and 90 degrees.
基金Supported by the National Natural Science Foundation of China(Nos. 60721003 and 60834001)the National High-Tech Research and Development (863) Program of China (Nos. 2012AA112305,2011AA110301, and 2011AA110401)
文摘Cross-correlating traffic flow data at different intersections in an urban transportation network is important for understanding the collective behavior of constituents in a complex system and for predicting the risk of network-wide congestion. In this work, a Random Matrix Theory （RMT） based method is used to describe the collective behavior from massive traffic data sets. Nonrandom correlations between traffic flow series recorded in the Beijing road network occur both with and without detrending. The effect of the traffic load on the correlation patterns of network-wide traffic flows is analyzed using the RMT analysis of a simulated data set collected from Paramics. The RMT analysis is also used to evaluate the impact of incidents on the network-wide traffic status. Cluster analysis is used to find the largest cluster in the network which indicates the critical congestion caused by the incident. All the results show that RMT analyses are an effective method for investigating systematic interactions in urban transportation systems.
文摘ELMS algorithm is the first two-channel adaptive filtering algorithm that takes into account the cross-correlation between the two input signals. The algorithm does not preprocess input signals, so it does not degrade the quality of the speech. However, a lot of computer simulation results show that ELMS algorithm has a bad performance. The ELMS algorithm is analyzed firstly, then a new algorithm is presented by modifying the block matrix used in ELMS algorithm to approximate input signals self-correlation matrix. The computer simulation results indicate that the improved algorithm has a better behavior than the ELMS algorithm.
基金supported by the National Natural Science Foundation of China(Grant Nos.11275186,91024026,and FOM2014OF001)the University of Shanghai for Science and Technology(USST)of Humanities and Social Sciences,China(Grant Nos.USST13XSZ05 and 11YJA790231)
文摘In order to study the universality of the interactions among different markets, we analyze the cross-correlation matrix of the price of the Chinese and American bank stocks. We then find that the stock prices of the emerging market are more correlated than that of the developed market. Considering that the values of the components for the eigenvector may be positive or negative, we analyze the differences between two markets in combination with the endogenous and exogenous events which influence the financial markets. We find that the sparse pattern of components of eigenvectors out of the threshold value has no change in American bank stocks before and after the subprime crisis. However, it changes from sparse to dense for Chinese bank stocks. By using the threshold value to exclude the external factors, we simulate the interactions in financial markets.
基金supported by the National Natural Science Foundation of China under Grant Nos.61903375,61673387 and 61773389the Natural Science Foundation of Shaanxi Province of China under Grant Nos.2020JM-356 and 2020JQ-298the Postdoctoral Science Foundation of China under Grant No.2019M663635.
文摘Principal/minor component analysis(PCA/MCA),generalized principal/minor component analysis(GPCA/GMCA),and singular value decomposition(SVD)algorithms are important techniques for feature extraction.In the convergence analysis of these algorithms,the deterministic discrete-time(DDT)method can reveal the dynamic behavior of PCA/MCA and GPCA/GMCA algorithms effectively.However,the dynamic behavior of SVD algorithms has not been studied quantitatively because of their special structure.In this paper,for the first time,we utilize the advantages of the DDT method in PCA algorithms analysis to study the dynamics of SVD algorithms.First,taking the cross-coupled Hebbian algorithm as an example,by concatenating the two cross-coupled variables into a single vector,we successfully get a PCA-like DDT system.Second,we analyze the discrete-time dynamic behavior and stability of the PCA-like DDT system in detail based on the DDT method,and obtain the boundedness of the weight vectors and learning rate.Moreover,further discussion shows the universality of the proposed method for analyzing other SVD algorithms.As a result,the proposed method provides a new way to study the dynamical convergence properties of SVD algorithms.
