In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probabilit...In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probability hypothesis density（PHD）flter handling unknown measurement noise variances is proposed.The approach is based on marginalizing the unknown parameters out of the posterior distribution by using variational Bayesian（VB）methods.Moreover,the sequential Monte Carlo method is used to approximate the posterior intensity considering non-linear and non-Gaussian conditions.Unlike other particle flters for this challenging class of PHD flters,the proposed method can adaptively learn the unknown and time-varying noise variances while fltering.Simulation results show that the proposed method improves estimation accuracy in terms of both the number of targets and their states.展开更多
A new iterative algorithm is proposed to reconstruct an unknown sparse signal from a set of projected measurements. Unlike existing greedy pursuit methods which only consider the atoms having the highest correlation w...A new iterative algorithm is proposed to reconstruct an unknown sparse signal from a set of projected measurements. Unlike existing greedy pursuit methods which only consider the atoms having the highest correlation with the residual signal, the proposed algorithm not only considers the higher correlation atoms but also reserves the lower correlation atoms with the residual signal. In the lower correlation atoms, only a few are correct which usually impact the reconstructive performance and decide the reconstruction dynamic range of greedy pursuit methods. The others are redundant. In order to avoid redundant atoms impacting the reconstructive accuracy, the Bayesian pursuit algorithm is used to eliminate them. Simulation results show that the proposed algorithm can improve the reconstructive dynamic range and the reconstructive accuracy. Furthermore, better noise immunity compared with the existing greedy pursuit methods can be obtained.展开更多
This paper is concerned with the right use of simple hypothesis tests in the area of positive accounting research.Both the usefulness and the limitations of the technique are dealt with in detail.
基金supported by National High-tech Research and Development Program of China (No.2011AA7014061)
文摘In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probability hypothesis density（PHD）flter handling unknown measurement noise variances is proposed.The approach is based on marginalizing the unknown parameters out of the posterior distribution by using variational Bayesian（VB）methods.Moreover,the sequential Monte Carlo method is used to approximate the posterior intensity considering non-linear and non-Gaussian conditions.Unlike other particle flters for this challenging class of PHD flters,the proposed method can adaptively learn the unknown and time-varying noise variances while fltering.Simulation results show that the proposed method improves estimation accuracy in terms of both the number of targets and their states.
基金supported by the National Natural Science Foundation of China (61172138)the Specialized Research Fund for the Doctoral Program of Higher Education (200807011007)the Natural Science Basic Research Program in Shannxi Province of China (2013JQ8040)
文摘A new iterative algorithm is proposed to reconstruct an unknown sparse signal from a set of projected measurements. Unlike existing greedy pursuit methods which only consider the atoms having the highest correlation with the residual signal, the proposed algorithm not only considers the higher correlation atoms but also reserves the lower correlation atoms with the residual signal. In the lower correlation atoms, only a few are correct which usually impact the reconstructive performance and decide the reconstruction dynamic range of greedy pursuit methods. The others are redundant. In order to avoid redundant atoms impacting the reconstructive accuracy, the Bayesian pursuit algorithm is used to eliminate them. Simulation results show that the proposed algorithm can improve the reconstructive dynamic range and the reconstructive accuracy. Furthermore, better noise immunity compared with the existing greedy pursuit methods can be obtained.
文摘This paper is concerned with the right use of simple hypothesis tests in the area of positive accounting research.Both the usefulness and the limitations of the technique are dealt with in detail.
