--This paper presents a novel time delay estimation （TDE） method using the concept of entropy. The relative delay is estimated by minimizing the estimated joint entropy of multiple sensor output signals. When estima...--This paper presents a novel time delay estimation （TDE） method using the concept of entropy. The relative delay is estimated by minimizing the estimated joint entropy of multiple sensor output signals. When estimating the entropy, the information about the prior distribution of the source signal is not required. Instead, the Parzen window estimator is employed to estimate the density function of the source signal from multiple sensor output signals. Meanwhile, based on the Parzen window estimator, the Renyi＇s quadratic entropy （RQE） is incorporated to effectively and efficiently estimate the high-dimensional joint entropy of the multichannel outputs. Furthermore, a modified form of the joint entropy for embedding information about reverberation （multipath reflections） for speech signals is introduced to enhance the estimator＇s robustness against reverberation.展开更多
Adaptive digital filtering has traditionally been developed based on the minimum mean square error （MMSE） criterion and has found ever-increasing applications in communications. This paper presents an alternative ad...Adaptive digital filtering has traditionally been developed based on the minimum mean square error （MMSE） criterion and has found ever-increasing applications in communications. This paper presents an alternative adaptive filtering design based on the minimum symbol error rate （MSER） criterion for communication applications. It is shown that the MSER filtering is smarter, as it exploits the non-Gaussian distribution of filter output effectively. Consequently, it provides significant performance gain in terms of smaller symbol error over the MMSE approach. Adopting Parzen window or kernel density estimation for a probability density function, a block-data gradient adaptive MSER algorithm is derived. A stochastic gradient adaptive MSER algorithm, referred to as the least symbol error rate, is further developed for sample-by-sample adaptive implementation of the MSER filtering. Two applications, involving single-user channel equalization and beamforming assisted receiver, are included to demonstrate the effectiveness and generality of the proposed adaptive MSER filtering approach.展开更多
A mutual information based 3D non-rigid registration approach was proposed for the registration of deformable CT/MR body abdomen images. The Parzen Windows Density Estimation (PWDE) method is adopted to calculate the ...A mutual information based 3D non-rigid registration approach was proposed for the registration of deformable CT/MR body abdomen images. The Parzen Windows Density Estimation (PWDE) method is adopted to calculate the mutual information between the two modals of CT and MRI abdomen images. By maximizing MI between the CT and MR volume images, the overlapping part of them reaches the biggest, which means that the two body images of CT and MR matches best to each other. Visible Human Project (VHP) Male abdomen CT and MRI Data are used as experimental data sets. The experimental results indicate that this approach of non-rigid 3D registration of CT/MR body abdominal images can be achieved effectively and automatically, without any prior processing procedures such as segmentation and feature extraction, but has a main drawback of very long computation time.展开更多
This study aims to investigate the validity of the Rajan hypothesis,which argues that increasing income inequality plays a key role in the outbreak of financial crises.The relationship between income inequality and cr...This study aims to investigate the validity of the Rajan hypothesis,which argues that increasing income inequality plays a key role in the outbreak of financial crises.The relationship between income inequality and credit booms are examined in 10 developed countries:Australia,Canada,Denmark,Finland,France,the United Kingdom,Japan,Norway,Sweden,and the United States.In doing so,a bootstrap rolling-window estimation procedure is used to detect any possible causal link between inequality and credit booms in financial crisis sub-periods.The results reveal that the Rajan hypothesis is supported for the 1989 crisis in Australia,the 1991 and 2007 crises in the United Kingdom,and the 1929 and 2007 crises in the United States.Therefore,increasing income inequality has positive predictive power on credit booms in Anglo-Saxon countries.However,the hypothesis is not confirmed for Scandinavian and continental European countries.Our study is novel in its use of the bootstrap rolling-window procedure,which allows us to detect the possible relationship between inequality and credit booms in financial crises.The findings suggest that a progressive taxation policy or investments to accumulate human capital and increase the labor force are more beneficial than temporary solutions.展开更多
We propose a method for estimating mean squared error and bandwidth in the windowedspectral density estimation of a stationary Gaussian process, and also provide a method forestimating the second order derivative of t...We propose a method for estimating mean squared error and bandwidth in the windowedspectral density estimation of a stationary Gaussian process, and also provide a method forestimating the second order derivative of the spectral density function. The asymptotic propertiesand the convergence rates of the estimators are given.展开更多
基金supported by the National Natural Science Foundation of China under Grant No.61172140‘985’ Key Projects for Excellent Teaching Team Supporting (postgraduate) under Grant No.A1098522-02
文摘--This paper presents a novel time delay estimation （TDE） method using the concept of entropy. The relative delay is estimated by minimizing the estimated joint entropy of multiple sensor output signals. When estimating the entropy, the information about the prior distribution of the source signal is not required. Instead, the Parzen window estimator is employed to estimate the density function of the source signal from multiple sensor output signals. Meanwhile, based on the Parzen window estimator, the Renyi＇s quadratic entropy （RQE） is incorporated to effectively and efficiently estimate the high-dimensional joint entropy of the multichannel outputs. Furthermore, a modified form of the joint entropy for embedding information about reverberation （multipath reflections） for speech signals is introduced to enhance the estimator＇s robustness against reverberation.
文摘Adaptive digital filtering has traditionally been developed based on the minimum mean square error （MMSE） criterion and has found ever-increasing applications in communications. This paper presents an alternative adaptive filtering design based on the minimum symbol error rate （MSER） criterion for communication applications. It is shown that the MSER filtering is smarter, as it exploits the non-Gaussian distribution of filter output effectively. Consequently, it provides significant performance gain in terms of smaller symbol error over the MMSE approach. Adopting Parzen window or kernel density estimation for a probability density function, a block-data gradient adaptive MSER algorithm is derived. A stochastic gradient adaptive MSER algorithm, referred to as the least symbol error rate, is further developed for sample-by-sample adaptive implementation of the MSER filtering. Two applications, involving single-user channel equalization and beamforming assisted receiver, are included to demonstrate the effectiveness and generality of the proposed adaptive MSER filtering approach.
基金An international cooperation project between Shanghai Jiaotong U niversity and Hong Kong Polytechnic University
文摘A mutual information based 3D non-rigid registration approach was proposed for the registration of deformable CT/MR body abdomen images. The Parzen Windows Density Estimation (PWDE) method is adopted to calculate the mutual information between the two modals of CT and MRI abdomen images. By maximizing MI between the CT and MR volume images, the overlapping part of them reaches the biggest, which means that the two body images of CT and MR matches best to each other. Visible Human Project (VHP) Male abdomen CT and MRI Data are used as experimental data sets. The experimental results indicate that this approach of non-rigid 3D registration of CT/MR body abdominal images can be achieved effectively and automatically, without any prior processing procedures such as segmentation and feature extraction, but has a main drawback of very long computation time.
文摘This study aims to investigate the validity of the Rajan hypothesis,which argues that increasing income inequality plays a key role in the outbreak of financial crises.The relationship between income inequality and credit booms are examined in 10 developed countries:Australia,Canada,Denmark,Finland,France,the United Kingdom,Japan,Norway,Sweden,and the United States.In doing so,a bootstrap rolling-window estimation procedure is used to detect any possible causal link between inequality and credit booms in financial crisis sub-periods.The results reveal that the Rajan hypothesis is supported for the 1989 crisis in Australia,the 1991 and 2007 crises in the United Kingdom,and the 1929 and 2007 crises in the United States.Therefore,increasing income inequality has positive predictive power on credit booms in Anglo-Saxon countries.However,the hypothesis is not confirmed for Scandinavian and continental European countries.Our study is novel in its use of the bootstrap rolling-window procedure,which allows us to detect the possible relationship between inequality and credit booms in financial crises.The findings suggest that a progressive taxation policy or investments to accumulate human capital and increase the labor force are more beneficial than temporary solutions.
文摘We propose a method for estimating mean squared error and bandwidth in the windowedspectral density estimation of a stationary Gaussian process, and also provide a method forestimating the second order derivative of the spectral density function. The asymptotic propertiesand the convergence rates of the estimators are given.
