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The sequential MCMC filter: formulation and applications 顺序MCMC过滤器:配方及应用
Pub Date : 2001-08-06 DOI: 10.1109/SSP.2001.955214
D.S. Lee, N. Chia
We consider the general signal-processing problem of learning about certain attributes of interest from measurements. These attributes, which may be time-varying (dynamic) or time-invariant (static), can be anything that are relevant to the physical processes that produce the measurements. In statistical signal processing, imperfections or uncertainties in the physical processes are described using probability models, and the complete probabilistic solution to the problem is given by the distribution of the attributes conditioned on all available measurements (the posterior distribution). We describe an algorithm for computing this solution, especially in situations with many measurements or low signal-to-noise ratios. The algorithm combines sequential importance sampling (SIS) and Markov chain Monte Carlo (MCMC) so as to achieve computational efficiency and stability. MCMC is performed sequentially for batches of measurements whose sizes are determined adaptively, hence the name sequential MCMC filter. For measurements within a batch, SIS is performed. Thus, bigger batch sizes mean that MCMC is performed less frequently. SIS is computationally efficient but with a finite Monte Carlo sample size, stability is not guaranteed indefinitely. MCMC is therefore needed from time to time to "refresh" the Monte Carlo sample, eliminating any errors that may have accumulated from the SIS steps. When MCMC is performed, it does not start from scratch but uses the most recent Monte Carlo sample from SIS to construct the proposal distribution. Adaptive batch sizing is based on a Kullback-Leibler distance that is easy to compute. By extending the algorithm to multiple models, the sequential MCMC filter can deal simultaneously with the dual pillars of statistical signal processing, namely detection (more generally, model selection) and parameter estimation. We discuss general uses of the sequential MCMC filter, and demonstrate its use for simultaneous weak signal detection and parameter estimation in a real-data experiment.
我们考虑从测量中学习某些感兴趣的属性的一般信号处理问题。这些属性可以是时变的(动态的),也可以是时不变的(静态的),可以是与产生测量的物理过程相关的任何东西。在统计信号处理中,物理过程中的不完善或不确定性是用概率模型来描述的,问题的完全概率解是由所有可用测量值的属性分布(后验分布)给出的。我们描述了一种计算该解决方案的算法,特别是在具有许多测量或低信噪比的情况下。该算法将顺序重要抽样(SIS)和马尔可夫链蒙特卡罗(MCMC)相结合,实现了计算效率和稳定性。MCMC对自适应确定大小的批量测量按顺序执行,因此称为顺序MCMC过滤器。对于批次内的测量,执行SIS。因此,更大的批大小意味着执行MCMC的频率更低。SIS是计算效率高,但有限的蒙特卡罗样本大小,稳定性不能保证无限期。因此,需要MCMC不时地“刷新”蒙特卡罗样本,消除可能从SIS步骤中积累的任何错误。当执行MCMC时,它不会从头开始,而是使用来自SIS的最新蒙特卡罗样本来构造提案分布。自适应批大小基于易于计算的Kullback-Leibler距离。通过将算法扩展到多个模型,顺序MCMC滤波器可以同时处理统计信号处理的两大支柱,即检测(更一般地说,是模型选择)和参数估计。我们讨论了顺序MCMC滤波器的一般用途,并在实际数据实验中演示了它在同时微弱信号检测和参数估计中的应用。
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引用次数: 4
Identification of gear mesh signals by kurtosis maximisation and its application to CH46 helicopter gearbox data 峰度最大化法识别齿轮啮合信号及其在CH46直升机齿轮箱数据中的应用
Pub Date : 2001-08-06 DOI: 10.1109/SSP.2001.955299
Wenyi Wang
The detection and diagnosis of gearbox faults is of vital importance for the safe operation of helicopters. This paper presents a new approach in identifying gear mesh signals for early and effective detection of localised gear faults. Using this approach, the gear mesh signal is identified using a nonminimum phase autoregressive (AR) model by maximising the kurtosis of the inverse filter error signal of the model. Sudden changes in the error signal are usually indications of the existence of localised gear faults in the monitored gear. It is demonstrated using the well-regarded CH46 helicopter aft transmission test data that the approach shows great promise for detecting faults in complex gearboxes.
齿轮箱故障的检测与诊断对直升机的安全运行至关重要。提出了一种识别齿轮啮合信号的新方法,以便及早有效地发现齿轮局部故障。利用该方法,通过最大化模型的反滤波误差信号的峰度,使用非最小相位自回归(AR)模型来识别齿轮啮合信号。误差信号的突然变化通常表明被监测齿轮存在局部齿轮故障。CH46直升机机尾传动试验数据表明,该方法在复杂齿轮箱故障检测中具有良好的应用前景。
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引用次数: 13
Feature discovery and sensor discrimination in a network of distributed radar sensors for target tracking 面向目标跟踪的分布式雷达传感器网络特征发现与传感器识别
Pub Date : 2001-08-06 DOI: 10.1109/SSP.2001.955238
S. Kadambe
A spatially distributed network of radar sensors is being used for target tracking and for generating a single integrated aerial picture (SIAP). In such a network generally each sensor sends whatever target track/association information it has to every other sensor. This has the disadvantage of requiring more communication bandwidth and processing power. One of the ways to reduce the communication bandwidth and the processing power is to discover features that would improve the target detection/track accuracy and activate those sensors that would provide the missing information and, form clusters of sensors that have consistent information. We describe a minimax entropy based technique for feature discovery and within class entropy based technique for feature/sensor discrimination. After discovering the features, those sensors that can provide the discovered features are activated. The decision based on the sensor discrimination is used in cluster formation. The experimental details and simulation results that are provided here indicate that these metrics are efficient in discovering features and in discriminating sensors. The techniques described are dynamic in nature - as it acquires information it is making a decision on whether it is from a good sensor in terms of consistency. This has the advantage of discarding non-valid information dynamically and making progressive decision.
一个空间分布的雷达传感器网络正在用于目标跟踪和生成单一综合航空图像。在这样的网络中,通常每个传感器将其拥有的目标轨迹/关联信息发送给其他传感器。这样做的缺点是需要更多的通信带宽和处理能力。减少通信带宽和处理能力的方法之一是发现可以提高目标检测/跟踪精度的特征,激活那些可以提供缺失信息的传感器,并形成具有一致信息的传感器集群。我们描述了一种基于极大极小熵的特征发现技术和基于类内熵的特征/传感器识别技术。发现特征后,那些能够提供发现特征的传感器被激活。基于传感器判别的决策被用于聚类的形成。本文提供的实验细节和仿真结果表明,这些度量在发现特征和区分传感器方面是有效的。所描述的技术本质上是动态的——当它获取信息时,它会根据一致性来决定它是否来自一个好的传感器。这样做的优点是可以动态地丢弃无效信息并进行渐进决策。
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引用次数: 7
Blind equalization using cumulant based MIMO inverse filter criteria for multiuser DS/CDMA systems in multipath 基于累积量的多用户DS/CDMA系统MIMO反滤波盲均衡
Pub Date : 2001-08-06 DOI: 10.1109/SSP.2001.955236
Chong-Yung Chi, Chi-Horng Chen
Chi and Chen (see IEEE Trans. Signal Processing, July 2001) previously reported a blind equalization algorithm using cumulant based multi-input multi-output inverse filter criteria (MIMO-IFC) for mulituser DS/CDMA systems in multipath. Assuming that the user of interest is the weak user with signal power /spl epsi//sub 1/ and signal powers of all the interferers are identical, denoted /spl epsi/, the performance of Chi and Chen's algorithm is superior to that of Tsatsanis and Xu's(see IEEE Trans. Signal Processing, vol.46, no.11, p.3014-22, 1998) blind minimum variance (MV) equalizer for low near-far ratio (NFR) (=/spl epsi///spl epsi//sub 1//spl ges/1). In this paper, two blind equalization algorithms, called Algorithms 2 and 3, also using cumulant based MIMO-IFC are proposed. The former (Algorithm 2) can improve the performance of the MV equalizer. The latter (Algorithm 3) based on the former performs as well as Chi and Chen's algorithm for low NFR and outperforms Chi and Chen's algorithm and the MV equalizer for high NFR. Some simulation results are presented to support the efficacy of the proposed algorithms.
Chi和Chen(参见IEEE Trans)。《信号处理》,2001年7月)先前报道了一种盲均衡算法,该算法使用基于累积量的多输入多输出逆滤波准则(MIMO-IFC),用于多路径的多用户DS/CDMA系统。假设感兴趣的用户是信号功率为/spl epsi//sub 1/的弱用户,并且所有干扰的信号功率相同,表示为/spl epsi/,则Chi和Chen的算法的性能优于Tsatsanis和Xu的算法(参见IEEE Trans)。《信号处理》,第46卷,第6期。[11]低近远比(NFR)盲最小方差均衡器(=/spl epsi///spl epsi//sub //spl ges/1)。本文提出了基于累积量的MIMO-IFC盲均衡算法2和算法3。前者(算法2)可以提高MV均衡器的性能。基于前者的后者(算法3)在低NFR下的性能与Chi和Chen算法一样好,在高NFR下优于Chi和Chen算法和MV均衡器。仿真结果验证了所提算法的有效性。
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引用次数: 0
Nonlinear image filtering in a mixture of Gaussian and heavy-tailed noise 混合高斯和重尾噪声的非线性图像滤波
Pub Date : 2001-08-06 DOI: 10.1109/SSP.2001.955229
A. Ben Hamza, H. Krim
Inspired by robust estimation, nonlinear denoising methods combining the mean, the median, and the LogCauchy filters are proposed. Some statistical and asymptotic properties are studied, and comparisons with other nonlinear filtering schemes are performed. Experimental results showing a much improved performance of the proposed filters in the presence of Gaussian and heavy-tailed noise are analyzed and illustrated.
受鲁棒估计的启发,提出了均值、中值和LogCauchy滤波器相结合的非线性去噪方法。研究了该方法的一些统计性质和渐近性质,并与其它非线性滤波方法进行了比较。实验结果表明,在存在高斯噪声和重尾噪声的情况下,所提出的滤波器的性能得到了很大的提高。
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引用次数: 2
Polynomial phase signal based detection of buried landmines using ground penetrating radar 基于多项式相位信号的探地雷达埋地地雷探测
Pub Date : 2001-08-06 DOI: 10.1109/SSP.2001.955248
L. Cirillo, C. L. Brown, A. Zoubir
Put simply, the global landmine problem is massive. Ground penetrating radar (GPR) is just one engineering solution currently being investigated. A polynomial amplitude-polynomial phase model is fitted to GPR returns. It is observed that the second order phase coefficient shows deviations from background-only levels when a buried target is present. A bootstrap-based detection scheme is proposed that tests for this change. The technique is applied to real GPR data, with encouraging results.
简而言之,全球地雷问题非常严重。探地雷达(GPR)只是目前正在研究的工程解决方案之一。采用多项式振幅-多项式相位模型拟合探地雷达回波。可以观察到,当有埋藏目标存在时,二阶相位系数显示出与仅背景电平的偏差。提出了一种基于引导的检测方案来测试这种变化。将该技术应用于实际探地雷达数据,取得了令人鼓舞的效果。
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引用次数: 6
A SOS subspace method for blind channel identification and equalization in bandwidth efficient OFDM systems based on receive antenna diversity 基于接收天线分集的高效频宽OFDM系统盲信道识别与均衡的SOS子空间方法
Pub Date : 2001-08-06 DOI: 10.1109/SSP.2001.955307
H. Ali, J. Manton, Y. Hua
A blind second order statistical (SOS) subspace based channel identification and equalization technique is introduced and investigated for bandwidth efficient orthogonal frequency division multiplexing (OFDM) systems. A suitable zero-forcing linear equalizer (ZF-LE) is also proposed. Simulations show that identification and equalization is possible with only a small number of short length OFDM symbols.
介绍并研究了一种基于盲二阶统计子空间的信道识别与均衡技术,用于带宽高效的正交频分复用(OFDM)系统。提出了一种合适的零强迫线性均衡器(ZF-LE)。仿真结果表明,仅使用少量短长度OFDM符号就可以实现识别和均衡。
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引用次数: 22
Subspace-based blind adaptive multiuser detection for multirate DS/CDMA signals 基于子空间的多速率DS/CDMA信号盲自适应多用户检测
Pub Date : 2001-08-06 DOI: 10.1109/SSP.2001.955233
L. Huang, F. Zheng, M. Faulkner
The existing dual-rate blind linear detectors, which operate at either the low-rate (LR) or the high-rate (HR) mode, are not strictly blind at the HR mode and lack theoretical analysis. This paper proposes the subspace-based LR and HR blind linear detectors, i.e., bad decorrelating detectors (BDD) and blind MMSE detectors (BMMSED), for synchronous DS/CDMA systems. To detect an LR data bit at the HR mode, an effective weighting strategy is proposed. The theoretical analyses on the performance of the proposed detectors are carried out. It has been proved that the bit-error-rate of the LR-BDD is superior to that of the HR-BDD and the near-far resistance of the LR blind linear detectors outperforms that of its HR counterparts. The extension to asynchronous systems is also described. Simulation results show that the adaptive dual-rate BMMSED outperform the corresponding non-blind dual-rate decorrelators proposed by Saquib, Yates and Mandayam (see Wireless Personal Communications, vol. 9, p.197-216, 1998).
现有的双速率盲线性探测器工作在低速率(LR)或高速率(HR)模式下,在HR模式下不是严格盲的,缺乏理论分析。针对同步DS/CDMA系统,提出了基于子空间的LR和HR盲线性检测器,即坏去相关检测器(BDD)和盲MMSE检测器(BMMSED)。为了在HR模式下检测LR数据位,提出了一种有效的加权策略。对所提出的探测器的性能进行了理论分析。实验证明,LR- bdd的误码率优于HR- bdd, LR盲线性检测器的近远电阻优于HR盲线性检测器。对异步系统的扩展也进行了描述。仿真结果表明,自适应双速率BMMSED优于Saquib, Yates和Mandayam提出的相应的非盲双速率去相关器(参见Wireless Personal Communications, vol. 9, p.197-216, 1998)。
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引用次数: 2
Aspects of contemporary statistical methods 当代统计方法的各个方面
Pub Date : 2001-08-06 DOI: 10.1109/SSP.2001.955205
P. Hall
Summary form only given, as follows. Commenting on the development of statistics early in the 20th century, the UCLA historian Theodore Porter wrote that "the foundations of mathematical statistics were laid between 1890 and 1930", and argued that "the principal families of techniques for analyzing numerical data were established during the same period." There was a revolution in quantitative data analysis in the early part of last century, leading to the development of the subject we know today as statistics. And at the time Porter wrote, in 1986, he would also have been correct in his second assertion. However, it would be difficult to justify the same remarks today. The speed and memory of computers have increased one thousand fold since 1986, and the second revolution in statistics, certainly motivated and perhaps driven by developments in computing, has begun to fundamentally change statistical methodology. It is a long way from running its course. Over the next few decades it will transform the subject into something that is quite different, in terms of its range and the emphases on types of problems that it treats, from that which we know today. If the development of statistics had taken place in the environment of contemporary advances in computing then the subject would most likely be less mathematical, and more of an experimental science, then it is today. The present talk discusses some of the changes, in areas of resampling and Monte Carlo methods, and outlines new directions for at least the near future.
仅给出摘要形式,如下。加州大学洛杉矶分校(UCLA)的历史学家西奥多·波特(Theodore Porter)在评论20世纪初统计学的发展时写道,“数理统计学的基础是在1890年至1930年之间奠定的”,并认为“分析数字数据的主要技术家族是在同一时期建立的”。上世纪初,定量数据分析领域发生了一场革命,导致了我们今天所知的统计学这一学科的发展。在波特1986年写这篇文章的时候,他的第二个断言也是正确的。然而,今天很难证明同样的言论是正确的。自1986年以来,计算机的速度和内存增加了一千倍,统计学的第二次革命,当然是由计算机技术的发展所激发和推动的,已经开始从根本上改变统计方法。它离自己的目标还有很长的路要走。在接下来的几十年里,它将把这门学科转变为与我们今天所知的完全不同的学科,就其范围和所关注的问题类型而言。如果统计学的发展发生在当代计算机技术进步的环境中,那么这门学科很可能不那么数学化,而更像是一门实验科学,就像今天一样。本次演讲讨论了重采样和蒙特卡罗方法领域的一些变化,并概述了至少在不久的将来的新方向。
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引用次数: 0
A reduced rank decorrelating RAKE receiver for CDMA communications over frequency selective channels 一种用于频率选择信道CDMA通信的降阶去相关RAKE接收机
Pub Date : 2001-08-06 DOI: 10.1109/SSP.2001.955231
O. Ozdemir, M. Torlak
CDMA systems need simultaneous multiple access interference suppression and adaptive interference suppression filters that may span three symbols. Thus, a large number of filter coefficients need to be estimated. By the use of reduced rank filtering, it is possible to lower the number of required filter coefficients with a small decrease in performance. Honig (see Proc. IEEE Asilomar Conf. Signals, Syst. Comput., Pacific Grove, CA, p.1106-10, 1998) made a successful attempt to develop a reduced rank algorithm based on the multistage Wiener (MSW) filter of Goldstein and Reed (see IEEE Tran. on Information Theory, vol.44, no.7, p.2943-59, 1998) for non-dispersive CDMA signals. In this paper, motivated by MSW we propose a reduced rank decorrelating RAKE receiver for dispersive CDMA signals. The proposed receiver is blindly implemented in a lower dimensional space, relative to the full-rank receivers, without the aid of training sequences and the channel information. By exploiting the structure of the user signature waveform, the proposed receivers exhibit performance close to that of the reduced rank MMSE receiver implemented with the desired user's known channel information.
CDMA系统需要同时多址干扰抑制和可跨越三个符号的自适应干扰抑制滤波器。因此,需要估计大量的滤波系数。通过使用降秩过滤,可以降低所需过滤系数的数量,但性能略有下降。Honig(参见Proc. IEEE Asilomar Conf. Signals, system .)第一版。, Pacific Grove, CA, p.1106- 10,1998)成功地尝试开发基于Goldstein和Reed的多级Wiener (MSW)滤波器的降阶算法(参见IEEE Tran。《信息论》第44卷第1期。(1)非色散CDMA信号。本文以生活垃圾为动力,提出了一种用于色散CDMA信号的降阶去相关RAKE接收机。该接收机相对于全秩接收机,在没有训练序列和信道信息的帮助下,在较低维空间中盲目实现。通过利用用户签名波形的结构,所提出的接收机表现出接近使用期望用户的已知信道信息实现的降阶MMSE接收机的性能。
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引用次数: 2
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信号处理
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