首页 > 最新文献

Proceedings 1995 Canadian Conference on Electrical and Computer Engineering最新文献

英文 中文
Adaptive digital predistortion technique for microwave power amplifiers 微波功率放大器的自适应数字预失真技术
Pub Date : 1995-09-05 DOI: 10.1109/CCECE.1995.526309
E. Jeckeln, P.M. Ghannouchi, M. Sawan
The proposed technique is based on the use of algorithms executed by a digital signal processing circuit. A third-order spline function is deduced for application as a signal generator which can provide a predistorted equivalent output for any value or input signal. Samples of the baseband complex equivalent of the signal at the input and output of the amplifier are entered into a lookup table to serve as data for interpolating such a function. This technique affords 45 dB reduction of intermodulation products and requires only a few input and output samples for good compensation of the distortion.
所提出的技术是基于使用由数字信号处理电路执行的算法。推导出一种三阶样条函数,可作为信号发生器,对任意值或输入信号提供预失真的等效输出。放大器输入端和输出端的基带复等效信号的样本被输入到查找表中,作为插值这样一个函数的数据。该技术可使互调结果降低45 dB,并且只需要少量的输入和输出采样就能很好地补偿失真。
{"title":"Adaptive digital predistortion technique for microwave power amplifiers","authors":"E. Jeckeln, P.M. Ghannouchi, M. Sawan","doi":"10.1109/CCECE.1995.526309","DOIUrl":"https://doi.org/10.1109/CCECE.1995.526309","url":null,"abstract":"The proposed technique is based on the use of algorithms executed by a digital signal processing circuit. A third-order spline function is deduced for application as a signal generator which can provide a predistorted equivalent output for any value or input signal. Samples of the baseband complex equivalent of the signal at the input and output of the amplifier are entered into a lookup table to serve as data for interpolating such a function. This technique affords 45 dB reduction of intermodulation products and requires only a few input and output samples for good compensation of the distortion.","PeriodicalId":158581,"journal":{"name":"Proceedings 1995 Canadian Conference on Electrical and Computer Engineering","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134539708","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
A current controlled near unity power factor three-phase PWM buck rectifier without passive damping requirements 一种电流控制的近单位功率因数三相PWM降压整流器,无被动阻尼要求
Pub Date : 1995-09-05 DOI: 10.1109/CCECE.1995.526594
N. Zargari, D. Raonic
Three-phase current source PWM rectifier (also known as three-phase buck rectifier) is often used as the front-end in utility interfaced systems. An input LC filter is required to suppress the current harmonics injected into AC mains. The input filter affects the input displacement factor (IDF) of the system, which varies with the rectifier operating point and may result in unacceptable low values. In this paper, closed-loop control of the input line currents is proposed to achieve near unity IDF independent of the load conditions. The current reference template is generated from the filter capacitor voltages, the need for damping resistors is eliminated and efficiency is increased. The output DC current is regulated by varying the amplitudes of the current references. The proposed scheme features good steady state results, fast transient response and higher efficiency. The paper includes analysis, a design example and simulation results for steady state and transient conditions.
三相电流源PWM整流器(又称三相降压整流器)常被用作公用事业接口系统的前端。输入LC滤波器需要抑制注入交流电源的电流谐波。输入滤波器影响系统的输入位移因子(IDF),它随整流器工作点的变化而变化,可能导致不可接受的低值。本文提出了对输入线电流进行闭环控制,以实现不受负载条件影响的近统一IDF。电流参考模板由滤波电容电压产生,消除了对阻尼电阻的需求,提高了效率。输出直流电流是通过改变电流基准的幅值来调节的。该方案具有稳态效果好、瞬态响应快、效率高等特点。文中包括稳态和暂态工况的分析、设计实例和仿真结果。
{"title":"A current controlled near unity power factor three-phase PWM buck rectifier without passive damping requirements","authors":"N. Zargari, D. Raonic","doi":"10.1109/CCECE.1995.526594","DOIUrl":"https://doi.org/10.1109/CCECE.1995.526594","url":null,"abstract":"Three-phase current source PWM rectifier (also known as three-phase buck rectifier) is often used as the front-end in utility interfaced systems. An input LC filter is required to suppress the current harmonics injected into AC mains. The input filter affects the input displacement factor (IDF) of the system, which varies with the rectifier operating point and may result in unacceptable low values. In this paper, closed-loop control of the input line currents is proposed to achieve near unity IDF independent of the load conditions. The current reference template is generated from the filter capacitor voltages, the need for damping resistors is eliminated and efficiency is increased. The output DC current is regulated by varying the amplitudes of the current references. The proposed scheme features good steady state results, fast transient response and higher efficiency. The paper includes analysis, a design example and simulation results for steady state and transient conditions.","PeriodicalId":158581,"journal":{"name":"Proceedings 1995 Canadian Conference on Electrical and Computer Engineering","volume":"107 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134598770","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
A scalable color mapping algorithm for image display 一种用于图像显示的可伸缩颜色映射算法
Pub Date : 1995-09-05 DOI: 10.1109/CCECE.1995.526424
H. Dam, N. Gamaz, S. Panchanathan
Color scalability is of importance in several multimedia and image database applications. Several color mapping algorithms have been reported in the literature. However, they are not efficient for color scalability. The authors propose am adaptive cube algorithm for scalable color mapping. This algorithm is flexible and adapts to a variety of graphic display capabilities (8, 12, 16, 24 bits, etc..,) and is well suited for interactive applications.
在许多多媒体和图像数据库应用中,颜色可扩展性是非常重要的。文献中已经报道了几种颜色映射算法。然而,它们在色彩可扩展性方面效率不高。提出了一种可伸缩颜色映射的自适应立方体算法。该算法灵活,适应各种图形显示能力(8、12、16、24位等),非常适合交互式应用。
{"title":"A scalable color mapping algorithm for image display","authors":"H. Dam, N. Gamaz, S. Panchanathan","doi":"10.1109/CCECE.1995.526424","DOIUrl":"https://doi.org/10.1109/CCECE.1995.526424","url":null,"abstract":"Color scalability is of importance in several multimedia and image database applications. Several color mapping algorithms have been reported in the literature. However, they are not efficient for color scalability. The authors propose am adaptive cube algorithm for scalable color mapping. This algorithm is flexible and adapts to a variety of graphic display capabilities (8, 12, 16, 24 bits, etc..,) and is well suited for interactive applications.","PeriodicalId":158581,"journal":{"name":"Proceedings 1995 Canadian Conference on Electrical and Computer Engineering","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131792846","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Three-dimensional non-separable subband decomposition for coding of time-varying images 时变图像的三维不可分子带分解编码
Pub Date : 1995-09-05 DOI: 10.1109/CCECE.1995.526403
A. Golembiowski, E. Dubois
Proposes a three-dimensional (3D) spatio-temporal subband decomposition of time-varying imagery by means of 3D non-separable filters. A subband partitioning of the image content is sought such that it exploits the distribution of the 3D spectrum of time-varying imagery for image coding and transmission. Within a subband, a discrimination of the directional distribution of the localized spectrum due to motion is considered. The authors examine a critically sub-sampled subband filter bank system with the property of near-perfect reconstruction. Non-separable 3D filter and subsampling structures are chosen for the analysis to exploit the spectral directionality. A class of QMF filter bank systems is explored with angular frequency space discriminating properties. In particular, a 3D QMF prototype is considered possessing the spectral-domain rhombic-dodecahedral symmetry. Results for selected image sequences are presented.
提出了一种利用三维不可分滤波器对时变图像进行三维时空子带分解的方法。寻求图像内容的子带划分,使得其利用时变图像的3D频谱分布进行图像编码和传输。在子带内,考虑了运动引起的局域频谱方向分布的判别。研究了一种具有近完美重构特性的临界次采样子带滤波器组系统。为了利用光谱的方向性,采用了不可分离的三维滤波器和次采样结构。研究了一类具有角频率空间判别特性的QMF滤波器组系统。特别地,考虑了一个具有频谱域菱形-十二面体对称性的三维QMF原型。给出了所选图像序列的结果。
{"title":"Three-dimensional non-separable subband decomposition for coding of time-varying images","authors":"A. Golembiowski, E. Dubois","doi":"10.1109/CCECE.1995.526403","DOIUrl":"https://doi.org/10.1109/CCECE.1995.526403","url":null,"abstract":"Proposes a three-dimensional (3D) spatio-temporal subband decomposition of time-varying imagery by means of 3D non-separable filters. A subband partitioning of the image content is sought such that it exploits the distribution of the 3D spectrum of time-varying imagery for image coding and transmission. Within a subband, a discrimination of the directional distribution of the localized spectrum due to motion is considered. The authors examine a critically sub-sampled subband filter bank system with the property of near-perfect reconstruction. Non-separable 3D filter and subsampling structures are chosen for the analysis to exploit the spectral directionality. A class of QMF filter bank systems is explored with angular frequency space discriminating properties. In particular, a 3D QMF prototype is considered possessing the spectral-domain rhombic-dodecahedral symmetry. Results for selected image sequences are presented.","PeriodicalId":158581,"journal":{"name":"Proceedings 1995 Canadian Conference on Electrical and Computer Engineering","volume":"SE-3 5","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132968407","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An improved K-means clustering algorithm and application to combined multi-codebook/MLP neural network speech recognition 一种改进的k均值聚类算法及其在多码本/MLP联合神经网络语音识别中的应用
Pub Date : 1995-09-05 DOI: 10.1109/CCECE.1995.526597
F. Wang, Qi-Jun Zhang
Unsupervised learning algorithms play a central part in models of neural computation. K-means clustering algorithms, a type of unsupervised learning algorithms, have been used in many application areas. We propose an improved K-means algorithm for optimal partition which can achieve better variation equalization than standard binary splitting algorithms. The proposed clustering algorithm was applied to combined multi-codebook/MLP neural network speech recognition system to train the LPC based codebooks. It achieved smaller variation of the variances of clusters than that from the standard binary splitting algorithm.
无监督学习算法在神经计算模型中起着核心作用。k -均值聚类算法是一种无监督学习算法,在许多应用领域都得到了应用。我们提出了一种改进的K-means最优分割算法,它比标准的二进制分割算法能更好地实现变异均衡。将所提出的聚类算法应用于组合多码本/MLP神经网络语音识别系统中,训练基于LPC的码本。与标准二值分割算法相比,该算法实现了簇方差的较小变化。
{"title":"An improved K-means clustering algorithm and application to combined multi-codebook/MLP neural network speech recognition","authors":"F. Wang, Qi-Jun Zhang","doi":"10.1109/CCECE.1995.526597","DOIUrl":"https://doi.org/10.1109/CCECE.1995.526597","url":null,"abstract":"Unsupervised learning algorithms play a central part in models of neural computation. K-means clustering algorithms, a type of unsupervised learning algorithms, have been used in many application areas. We propose an improved K-means algorithm for optimal partition which can achieve better variation equalization than standard binary splitting algorithms. The proposed clustering algorithm was applied to combined multi-codebook/MLP neural network speech recognition system to train the LPC based codebooks. It achieved smaller variation of the variances of clusters than that from the standard binary splitting algorithm.","PeriodicalId":158581,"journal":{"name":"Proceedings 1995 Canadian Conference on Electrical and Computer Engineering","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132614021","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
A new current-mode 2-bit pipelined ADC's cell 一种新型电流模式2位流水线ADC单元
Pub Date : 1995-09-05 DOI: 10.1109/CCECE.1995.528113
J. Zhu, C. Fayomi, M. Sawan
A new current-mode 2-bit pipelined ADC's cell is presented. Its potential advantages are high-speed, low power/voltage, continuous time mode conversion, less circuit complexity and less die area. A novel cell circuitry based on current-mode has been designed. Primary results of HSPICE simulation show that an 8-bit resolution under 5-V single supply with 100 kHz sinusoidal input is achievable.
提出了一种新的电流模式2位流水线ADC单元。其潜在的优点是高速、低功率/电压、连续时间模式转换、电路复杂性小、模具面积小。设计了一种基于电流模式的新型电池电路。HSPICE仿真的初步结果表明,在5v单电源和100 kHz正弦输入下,可以实现8位分辨率。
{"title":"A new current-mode 2-bit pipelined ADC's cell","authors":"J. Zhu, C. Fayomi, M. Sawan","doi":"10.1109/CCECE.1995.528113","DOIUrl":"https://doi.org/10.1109/CCECE.1995.528113","url":null,"abstract":"A new current-mode 2-bit pipelined ADC's cell is presented. Its potential advantages are high-speed, low power/voltage, continuous time mode conversion, less circuit complexity and less die area. A novel cell circuitry based on current-mode has been designed. Primary results of HSPICE simulation show that an 8-bit resolution under 5-V single supply with 100 kHz sinusoidal input is achievable.","PeriodicalId":158581,"journal":{"name":"Proceedings 1995 Canadian Conference on Electrical and Computer Engineering","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131138476","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A low distortion 3-phase rectifier using a resonant-mode Y-connected thyristor network 采用谐振模式y型晶闸管网络的低畸变三相整流器
Pub Date : 1995-09-05 DOI: 10.1109/CCECE.1995.526300
J. Salmon, E. Nowicki
This paper describes the operation of a resonant three-phase Y-connected thyristor network, "3/spl theta/ SCR Y-switch", that can be used to lower the line-current harmonic content of a three-phase diode bridge rectifier using AC-line inductors. The current shaping action of the 3/spl theta/ SCR Y-switch results in close to unity fundamental power factor with an input current harmonic distortion of less than 10% and close to 5%. The resonant-mode action of the 3/spl theta/ SCR Y-switch has attractive electrical characteristics in terms of a very low per-unit current rating; self-commutation of the thyristors; zero current turn-on and zero voltage turn off; 120 Hz switching frequency. These characteristics make the power converter inexpensive, reliable and useful in medium power applications such as industrial drives for controlling the speed of three-phase induction motors.
本文介绍了一种谐振型三相y型晶闸管网络“3/spl θ /可控硅y型开关”的工作原理,该网络可用于降低采用交流线路电感的三相二极管桥式整流器的线路电流谐波含量。3/spl θ /可控硅y型开关的电流整形作用导致基波功率因数接近于1,输入电流谐波失真小于10%,接近5%。3/spl θ /可控硅y型开关的谐振模式作用在非常低的单位额定电流方面具有吸引人的电气特性;晶闸管的自换流;零电流通、零电压关断;开关频率120hz。这些特性使得功率转换器价格低廉,可靠,在中等功率应用中非常有用,例如用于控制三相感应电动机速度的工业驱动器。
{"title":"A low distortion 3-phase rectifier using a resonant-mode Y-connected thyristor network","authors":"J. Salmon, E. Nowicki","doi":"10.1109/CCECE.1995.526300","DOIUrl":"https://doi.org/10.1109/CCECE.1995.526300","url":null,"abstract":"This paper describes the operation of a resonant three-phase Y-connected thyristor network, \"3/spl theta/ SCR Y-switch\", that can be used to lower the line-current harmonic content of a three-phase diode bridge rectifier using AC-line inductors. The current shaping action of the 3/spl theta/ SCR Y-switch results in close to unity fundamental power factor with an input current harmonic distortion of less than 10% and close to 5%. The resonant-mode action of the 3/spl theta/ SCR Y-switch has attractive electrical characteristics in terms of a very low per-unit current rating; self-commutation of the thyristors; zero current turn-on and zero voltage turn off; 120 Hz switching frequency. These characteristics make the power converter inexpensive, reliable and useful in medium power applications such as industrial drives for controlling the speed of three-phase induction motors.","PeriodicalId":158581,"journal":{"name":"Proceedings 1995 Canadian Conference on Electrical and Computer Engineering","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130742218","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Signal classification in digital telephone networks 数字电话网络中的信号分类
Pub Date : 1995-09-05 DOI: 10.1109/CCECE.1995.526587
J. S. Sewall, B. Cockburn
This paper considers the problem of classifying voice-band data, facsimile, and speech signals, using discriminant functions that are extensions of those described by Benvenuto (see IEEE Trans. on Commun., vol.41, no.4, p.539, 1993). Both the central second-order moment of the rectified signal, and the low order lags of the estimated autocorrelation sequence are computed. These discriminants are used to perform classification in 128 ms. with 0% misclassification for most signal types considered. Algorithm enhancements improve classification performance, reduce computational complexity, and extend the voice-band data subclassification abilities.
本文考虑了语音波段数据、传真和语音信号的分类问题,使用本韦努托(Benvenuto)描述的鉴别函数的扩展。Commun。第41卷,没有。4, 1993年第539页)。计算了整流信号的中心二阶矩和估计自相关序列的低阶滞后量。这些判别器用于在128毫秒内执行分类,对大多数考虑的信号类型进行0%的误分类。算法增强提高了分类性能,降低了计算复杂度,扩展了语音波段数据子分类能力。
{"title":"Signal classification in digital telephone networks","authors":"J. S. Sewall, B. Cockburn","doi":"10.1109/CCECE.1995.526587","DOIUrl":"https://doi.org/10.1109/CCECE.1995.526587","url":null,"abstract":"This paper considers the problem of classifying voice-band data, facsimile, and speech signals, using discriminant functions that are extensions of those described by Benvenuto (see IEEE Trans. on Commun., vol.41, no.4, p.539, 1993). Both the central second-order moment of the rectified signal, and the low order lags of the estimated autocorrelation sequence are computed. These discriminants are used to perform classification in 128 ms. with 0% misclassification for most signal types considered. Algorithm enhancements improve classification performance, reduce computational complexity, and extend the voice-band data subclassification abilities.","PeriodicalId":158581,"journal":{"name":"Proceedings 1995 Canadian Conference on Electrical and Computer Engineering","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132933324","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
Digital simulation of guided propagation in a dissipative medium (discretisation to the second and sixth orders with absorbent boundary conditions) 耗散介质中引导传播的数字模拟(具有吸收边界条件的二阶和六阶离散化)
Pub Date : 1995-09-05 DOI: 10.1109/CCECE.1995.528146
D. Steuerga, H. Renaudin
The article examines the transverse profiles of the electric field in the core of a waveguide loaded with a matrix of dissipative character. Transverse filling of the guide may be uniform or otherwise. The main objective is to define the operating conditions (filling factor and dielectric characteristics of the loads) minimising the transverse and longitudinal gradients of electric field in the waveguide core in order to ensure uniformity of heat treatment.
本文研究了带耗散矩阵的波导芯内电场的横向分布。导轨的横向填充可以是均匀的,也可以是不均匀的。主要目标是确定工作条件(填充系数和负载的介电特性),以最小化波导芯中电场的横向和纵向梯度,以确保热处理的均匀性。
{"title":"Digital simulation of guided propagation in a dissipative medium (discretisation to the second and sixth orders with absorbent boundary conditions)","authors":"D. Steuerga, H. Renaudin","doi":"10.1109/CCECE.1995.528146","DOIUrl":"https://doi.org/10.1109/CCECE.1995.528146","url":null,"abstract":"The article examines the transverse profiles of the electric field in the core of a waveguide loaded with a matrix of dissipative character. Transverse filling of the guide may be uniform or otherwise. The main objective is to define the operating conditions (filling factor and dielectric characteristics of the loads) minimising the transverse and longitudinal gradients of electric field in the waveguide core in order to ensure uniformity of heat treatment.","PeriodicalId":158581,"journal":{"name":"Proceedings 1995 Canadian Conference on Electrical and Computer Engineering","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133491161","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An outline for a Kalman filter and recursive parameter estimation approach applied to stock market forecasting 概述了卡尔曼滤波和递归参数估计方法在股票市场预测中的应用
Pub Date : 1995-09-05 DOI: 10.1109/CCECE.1995.526633
D. McGonigal, D. Ionescu
An outline of a system that models and forecasts stock market processes is described. The method involves a spectral estimation approach to ARMA modelling, forecasting is performed through Kalman filtering, and adaptive parameter estimation performed via the Gauss-Newton algorithm.
描述了一个模拟和预测股票市场过程的系统的概要。该方法采用谱估计方法进行ARMA建模,通过卡尔曼滤波进行预测,并通过高斯-牛顿算法进行自适应参数估计。
{"title":"An outline for a Kalman filter and recursive parameter estimation approach applied to stock market forecasting","authors":"D. McGonigal, D. Ionescu","doi":"10.1109/CCECE.1995.526633","DOIUrl":"https://doi.org/10.1109/CCECE.1995.526633","url":null,"abstract":"An outline of a system that models and forecasts stock market processes is described. The method involves a spectral estimation approach to ARMA modelling, forecasting is performed through Kalman filtering, and adaptive parameter estimation performed via the Gauss-Newton algorithm.","PeriodicalId":158581,"journal":{"name":"Proceedings 1995 Canadian Conference on Electrical and Computer Engineering","volume":"300 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132766343","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
期刊
Proceedings 1995 Canadian Conference on Electrical and Computer Engineering
全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1