Based on the analysis of periodogram, this paper discussed the properties of periodogram of autoregressive integrated moving average process ARIMA（p,1 ,q）, and found that the periodgram of ARIMA（p,1 ,q） process is...Based on the analysis of periodogram, this paper discussed the properties of periodogram of autoregressive integrated moving average process ARIMA（p,1 ,q）, and found that the periodgram of ARIMA（p,1 ,q） process is dominated by the transfer function of the difference operator, which is the same as the result of Crato. The obtained asymptotically properties of the single random walk process was extended to more complicated autoregressive integrated moving average process.展开更多
In our research on the density fluctuations of a supersonic jet we were confronted with a quite difficult problem. In the power spectrum obtained either with a spectrum analyzer, the peaks of the two of the modes that...In our research on the density fluctuations of a supersonic jet we were confronted with a quite difficult problem. In the power spectrum obtained either with a spectrum analyzer, the peaks of the two of the modes that we wanted to identify overlapped. We needed to find a signal processing method that would resolve the two main frequencies. We made a thorough investigation of several methods and thought that parametric periodograms were the appropriate tool. The use of parametric periodograms in signal processing requires constant training. The proper application of this tool depends on the determination of the number of parameters that has to be used to best model a real signal. The methods generally used to determine this number are subjective, depending on trial and error and on the experience of the user. Some of these methods rely on the minimization of the estimated variance of the linear prediction error , as a function of the number of parameters n. In many cases, the graph vs n doesn’t have a minimum, and the methods cannot be used. In this paper, we show that there is a strong relationship between and the frequency resolution . That is, as we modify , we obtain graphs of vs n that present at least one minimum. The spectrum obtained with this optimal number of parameters, always reproduces the frequency information of the original signal. In this paper, we present basically the signal processing of the data obtained in a Rayleigh scattering experiment on a supersonic jet that has also been designed by the authors.展开更多
Video shot boundary detection is the primary task for content based video management and retrieval system. This paper proposes a shot boundary detection strategy by exploiting the pros of Normalized Periodogram for ef...Video shot boundary detection is the primary task for content based video management and retrieval system. This paper proposes a shot boundary detection strategy by exploiting the pros of Normalized Periodogram for efficiently representing the content of the video. A Normalized Periodogram based distance metric to detect the key frames using shot boundary, namely Distance- Left-Right (D<sub>LR</sub>), is addressed, which is computed on a sliding sub-window basis. The D<sub>LR</sub> sequence is used to detect the suspected shot boundary frames and a transition type detection procedure is adapted to these suspected frames for discriminating the abrupt and gradual transitions. The proposed shot boundary detection methodology yields Precision—95.02%, Recall—93.15% and F1 score—94.07% for cut, Precision—86.57%, Recall—86.67% and F1 score—86.61% for gradual, Precision—90.6%, Recall—90.02% and F1 score—90.3% for overall transitions. Experimental results show that the proposed approach is superior to the recently available shot boundary detection techniques because of its robustness and simplicity, and presents an effective distance metric to detect the shot boundary.展开更多
Let {Xn; n ∈ N2} be a two dimensionally indexed linear stationary random field generated by a 1/4 martingale difference white noise. The logarithm uniform convergency resulte for the weighted periodogram of is proved.
信号异常检测方法具有普遍的研究意义和广泛的实用价值.该文首先研究Laplace周期图的统计性质,再结合用于关联性检验的有力工具互信息的刀切估计(JMI),对两段信号的Laplace周期图对数比进行统计检验,可判断所检测信号是否具有相同的归...信号异常检测方法具有普遍的研究意义和广泛的实用价值.该文首先研究Laplace周期图的统计性质,再结合用于关联性检验的有力工具互信息的刀切估计(JMI),对两段信号的Laplace周期图对数比进行统计检验,可判断所检测信号是否具有相同的归一化动态特征.作为一种半监督的异常检测方法,可在已知正常信号标签的情况下,以动态特征检测出未知信号是否异常.统计模拟试验和滚动轴承数据的实例分析显示,该文所提的新方法优于Laplace周期图分别与B样条F检验(B-spline F test)、Ljung-Box Q检验(LBQ)、游程检验(run test)相结合的方法,兼顾了稳健性和较低的犯错概率,具备一定的实用性和有效性.展开更多
The accuracy of conventional time delay estimation （TDE） algorithms is limited by the sampling interval. A novel algorithm of subsample TDE suitable for widehand signals is presented to improve the accuracy. This al...The accuracy of conventional time delay estimation （TDE） algorithms is limited by the sampling interval. A novel algorithm of subsample TDE suitable for widehand signals is presented to improve the accuracy. This algorithm applies periodogram and parabolic interpolation to the cross correlation spectrum of band limited stochastic signals, and can obtain a continuous time delay estimator. Simulations are carried out to compare the performance of the proposed algorithm with that of other subsample TDE algorithms. Results show that the proposed algorithm outperforms other algorithms and reachs the Cramer-Rao lower bound （CRLB） at a high signal- to-noise ratio. For the wideband characteristic and the randomness of the transmitting signal, the proposed algo- rithm is suitable for the low probability of intercept radars.展开更多
文摘Based on the analysis of periodogram, this paper discussed the properties of periodogram of autoregressive integrated moving average process ARIMA（p,1 ,q）, and found that the periodgram of ARIMA（p,1 ,q） process is dominated by the transfer function of the difference operator, which is the same as the result of Crato. The obtained asymptotically properties of the single random walk process was extended to more complicated autoregressive integrated moving average process.
文摘In our research on the density fluctuations of a supersonic jet we were confronted with a quite difficult problem. In the power spectrum obtained either with a spectrum analyzer, the peaks of the two of the modes that we wanted to identify overlapped. We needed to find a signal processing method that would resolve the two main frequencies. We made a thorough investigation of several methods and thought that parametric periodograms were the appropriate tool. The use of parametric periodograms in signal processing requires constant training. The proper application of this tool depends on the determination of the number of parameters that has to be used to best model a real signal. The methods generally used to determine this number are subjective, depending on trial and error and on the experience of the user. Some of these methods rely on the minimization of the estimated variance of the linear prediction error , as a function of the number of parameters n. In many cases, the graph vs n doesn’t have a minimum, and the methods cannot be used. In this paper, we show that there is a strong relationship between and the frequency resolution . That is, as we modify , we obtain graphs of vs n that present at least one minimum. The spectrum obtained with this optimal number of parameters, always reproduces the frequency information of the original signal. In this paper, we present basically the signal processing of the data obtained in a Rayleigh scattering experiment on a supersonic jet that has also been designed by the authors.
文摘Video shot boundary detection is the primary task for content based video management and retrieval system. This paper proposes a shot boundary detection strategy by exploiting the pros of Normalized Periodogram for efficiently representing the content of the video. A Normalized Periodogram based distance metric to detect the key frames using shot boundary, namely Distance- Left-Right (D<sub>LR</sub>), is addressed, which is computed on a sliding sub-window basis. The D<sub>LR</sub> sequence is used to detect the suspected shot boundary frames and a transition type detection procedure is adapted to these suspected frames for discriminating the abrupt and gradual transitions. The proposed shot boundary detection methodology yields Precision—95.02%, Recall—93.15% and F1 score—94.07% for cut, Precision—86.57%, Recall—86.67% and F1 score—86.61% for gradual, Precision—90.6%, Recall—90.02% and F1 score—90.3% for overall transitions. Experimental results show that the proposed approach is superior to the recently available shot boundary detection techniques because of its robustness and simplicity, and presents an effective distance metric to detect the shot boundary.
文摘Let {Xn; n ∈ N2} be a two dimensionally indexed linear stationary random field generated by a 1/4 martingale difference white noise. The logarithm uniform convergency resulte for the weighted periodogram of is proved.
文摘信号异常检测方法具有普遍的研究意义和广泛的实用价值.该文首先研究Laplace周期图的统计性质,再结合用于关联性检验的有力工具互信息的刀切估计(JMI),对两段信号的Laplace周期图对数比进行统计检验,可判断所检测信号是否具有相同的归一化动态特征.作为一种半监督的异常检测方法,可在已知正常信号标签的情况下,以动态特征检测出未知信号是否异常.统计模拟试验和滚动轴承数据的实例分析显示,该文所提的新方法优于Laplace周期图分别与B样条F检验(B-spline F test)、Ljung-Box Q检验(LBQ)、游程检验(run test)相结合的方法,兼顾了稳健性和较低的犯错概率,具备一定的实用性和有效性.
基金Supported by the National Mobile Communications Research Laboratory Foundation (N200902)~~
文摘The accuracy of conventional time delay estimation （TDE） algorithms is limited by the sampling interval. A novel algorithm of subsample TDE suitable for widehand signals is presented to improve the accuracy. This algorithm applies periodogram and parabolic interpolation to the cross correlation spectrum of band limited stochastic signals, and can obtain a continuous time delay estimator. Simulations are carried out to compare the performance of the proposed algorithm with that of other subsample TDE algorithms. Results show that the proposed algorithm outperforms other algorithms and reachs the Cramer-Rao lower bound （CRLB） at a high signal- to-noise ratio. For the wideband characteristic and the randomness of the transmitting signal, the proposed algo- rithm is suitable for the low probability of intercept radars.
