Starting from an index mapping for one to multi-dimensions, a general in-placeand in-order prime factor FFT algorithm is proposed in this paper. In comparing with existingprime factor FFT algorithms, this algorithm sa...Starting from an index mapping for one to multi-dimensions, a general in-placeand in-order prime factor FFT algorithm is proposed in this paper. In comparing with existingprime factor FFT algorithms, this algorithm saves about half of the required storage capacityand possesses a higher efficiency. In addition, this algorithm can easily implement the DFT andIDFT in a single subroutine,展开更多
DFT is widely applied in the field of signal process and others. Most present rapid ways of calculation are either based on paralleled computers connected by such particular systems like butterfly network, hypercube e...DFT is widely applied in the field of signal process and others. Most present rapid ways of calculation are either based on paralleled computers connected by such particular systems like butterfly network, hypercube etc; or based on the assumption of instant transportation, non-conflict communication, complete connection of paralleled processors and unlimited usable processors. However, the delay of communication in the system of information transmission cannot be ignored. This paper works on the following aspects： instant transmission, dispatching missions, and the path of information through the communication link in the computer cluster systems; layout of the dynamic FFT algorithm under the different structures of computer clusters.展开更多
基于快速傅里叶变换的快速迭代收缩阈值算法(fast iterative shrinkage threshold algorithm based on fast Fourier transform, FFT-FISTA)具有较高的计算效率,但其忽略点扩散函数的空间变化及卷绕误差,造成声源识别性能的损失,为此提...基于快速傅里叶变换的快速迭代收缩阈值算法(fast iterative shrinkage threshold algorithm based on fast Fourier transform, FFT-FISTA)具有较高的计算效率,但其忽略点扩散函数的空间变化及卷绕误差,造成声源识别性能的损失,为此提出基于函数波束形成的改进FFT-FISTA算法。改进算法以函数波束形成输出作为FFT-FISTA算法的迭代输入,建立函数波束形成、声源分布及升幂空间转移不变点扩散函数的线性方程组,基于周期边界条件下的快速傅里叶变换进行迭代求解,使被运算的非周期函数变为一个周期函数,解决补零边界带来的波数泄漏问题,可提高运算准确性,进一步提升成像性能;通过指数运算锐化点扩散函数主瓣,拓展点扩散函数空间转移不变性假设的适用性。仿真和试验结果表明,相较于常规FFT-FISTA算法,改进算法能提升成像空间分辨率及动态范围,扩大FFT-FISTA算法的有效成像区域,压缩气体泄漏试验结果验证了改进算法的有效性。展开更多
DEMON and LOFAR have been proved the powerful means in underwater acoustic signal processing, especially in weak signal detection and target noise classification. Sometimes one need to know the fine structure of frequ...DEMON and LOFAR have been proved the powerful means in underwater acoustic signal processing, especially in weak signal detection and target noise classification. Sometimes one need to know the fine structure of frequency spectrum of received signal. It is necessary to take a very long data to get high frequency resolution. This is not always possible due to the hardware and software limitation. Zoom FFT is one of the trade-off consideration for solving high frequency resolution problem, if we are only focus on some special frequency bins. Previous discussions mainly bifurcate into two different representations, the Complex Modulation and Cascade FFT. The former one traditionally needs some kind of special treatments, such as the complex modulation, Lowpass filtering, down-sampling. While the latter achieves the same result by two cascade FFT, with necessary modifications in phase and amplitude, thus is feasible for real-time implementation. Based on some theoretical analysis, a relationship between the complex moduIation and cascade FFT has been described in this paper. In addition, the selection of parameters such as windows function, sample rate, overlap factor have been discussed. Finally, the algorithm is presented and some simulation results are illustrated展开更多
To solve the problem of the large Doppler frequency offset in the LEO communication system, this paper studies a rapid PN code acquisition method based on the PMF-FFT architecture, which searches the phase and frequen...To solve the problem of the large Doppler frequency offset in the LEO communication system, this paper studies a rapid PN code acquisition method based on the PMF-FFT architecture, which searches the phase and frequency offset and at the same time reduces the acquisition time. It presents an improved method equivalent to windowing function and uses windowing process to overcome the attenuation of related peak envelope caused by partial matched filters.展开更多
The aim of this paper is to price power option with its underlying asset price following exponential normal inverse gaussian(NIG)process.We first find the risk neutral equivalent martingale measure Q by Esscher transf...The aim of this paper is to price power option with its underlying asset price following exponential normal inverse gaussian(NIG)process.We first find the risk neutral equivalent martingale measure Q by Esscher transform.Then,using the Fourier transform and its inverse,we derive the analytical pricing formulas of power options which are expressed in the form of Fourier integral.In addition,the fast Fourier transform(FFT)algorithm is applied to calculate these pricing formulas.Finally,Shangzheng 50ETF options are chosen to test our results.Estimating the parameters in NIG process by maximum likelihood method,we show that the NIG prices are much closer to market prices than the Black-Scholes-Merton(BSM)ones.展开更多
基金Supported by the National Natural Science Foundation of China
文摘Starting from an index mapping for one to multi-dimensions, a general in-placeand in-order prime factor FFT algorithm is proposed in this paper. In comparing with existingprime factor FFT algorithms, this algorithm saves about half of the required storage capacityand possesses a higher efficiency. In addition, this algorithm can easily implement the DFT andIDFT in a single subroutine,
文摘DFT is widely applied in the field of signal process and others. Most present rapid ways of calculation are either based on paralleled computers connected by such particular systems like butterfly network, hypercube etc; or based on the assumption of instant transportation, non-conflict communication, complete connection of paralleled processors and unlimited usable processors. However, the delay of communication in the system of information transmission cannot be ignored. This paper works on the following aspects： instant transmission, dispatching missions, and the path of information through the communication link in the computer cluster systems; layout of the dynamic FFT algorithm under the different structures of computer clusters.
文摘基于快速傅里叶变换的快速迭代收缩阈值算法(fast iterative shrinkage threshold algorithm based on fast Fourier transform, FFT-FISTA)具有较高的计算效率,但其忽略点扩散函数的空间变化及卷绕误差,造成声源识别性能的损失,为此提出基于函数波束形成的改进FFT-FISTA算法。改进算法以函数波束形成输出作为FFT-FISTA算法的迭代输入,建立函数波束形成、声源分布及升幂空间转移不变点扩散函数的线性方程组,基于周期边界条件下的快速傅里叶变换进行迭代求解,使被运算的非周期函数变为一个周期函数,解决补零边界带来的波数泄漏问题,可提高运算准确性,进一步提升成像性能;通过指数运算锐化点扩散函数主瓣,拓展点扩散函数空间转移不变性假设的适用性。仿真和试验结果表明,相较于常规FFT-FISTA算法,改进算法能提升成像空间分辨率及动态范围,扩大FFT-FISTA算法的有效成像区域,压缩气体泄漏试验结果验证了改进算法的有效性。
文摘DEMON and LOFAR have been proved the powerful means in underwater acoustic signal processing, especially in weak signal detection and target noise classification. Sometimes one need to know the fine structure of frequency spectrum of received signal. It is necessary to take a very long data to get high frequency resolution. This is not always possible due to the hardware and software limitation. Zoom FFT is one of the trade-off consideration for solving high frequency resolution problem, if we are only focus on some special frequency bins. Previous discussions mainly bifurcate into two different representations, the Complex Modulation and Cascade FFT. The former one traditionally needs some kind of special treatments, such as the complex modulation, Lowpass filtering, down-sampling. While the latter achieves the same result by two cascade FFT, with necessary modifications in phase and amplitude, thus is feasible for real-time implementation. Based on some theoretical analysis, a relationship between the complex moduIation and cascade FFT has been described in this paper. In addition, the selection of parameters such as windows function, sample rate, overlap factor have been discussed. Finally, the algorithm is presented and some simulation results are illustrated
文摘To solve the problem of the large Doppler frequency offset in the LEO communication system, this paper studies a rapid PN code acquisition method based on the PMF-FFT architecture, which searches the phase and frequency offset and at the same time reduces the acquisition time. It presents an improved method equivalent to windowing function and uses windowing process to overcome the attenuation of related peak envelope caused by partial matched filters.
基金Supported by National Natural Science Foundation of China(11571089,11501164)Natural Science Founda-tion of Hebei Province(A2019205299)+1 种基金the Foundation of Hebei Education Department(ZD2018065,ZD2019053)Hebei Normal University(L2019Z01).
文摘The aim of this paper is to price power option with its underlying asset price following exponential normal inverse gaussian(NIG)process.We first find the risk neutral equivalent martingale measure Q by Esscher transform.Then,using the Fourier transform and its inverse,we derive the analytical pricing formulas of power options which are expressed in the form of Fourier integral.In addition,the fast Fourier transform(FFT)algorithm is applied to calculate these pricing formulas.Finally,Shangzheng 50ETF options are chosen to test our results.Estimating the parameters in NIG process by maximum likelihood method,we show that the NIG prices are much closer to market prices than the Black-Scholes-Merton(BSM)ones.
