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Denoising Data with Random Matrix Theory
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作者 Nathan Jiang 《Journal of Applied Mathematics and Physics》 2024年第11期3902-3911,共10页
Properties from random matrix theory allow us to uncover naturally embedded signals from different data sets. While there are many parameters that can be changed, including the probability distribution of the entries,... Properties from random matrix theory allow us to uncover naturally embedded signals from different data sets. While there are many parameters that can be changed, including the probability distribution of the entries, the introduction of noise, and the size of the matrix, the resulting eigenvalue and eigenvector distributions remain relatively unchanged. However, when there are certain anomalous eigenvalues and their corresponding eigenvectors that do not follow the predicted distributions, it could indicate that there’s an underlying non-random signal inside the data. As data and matrices become more important in the sciences and computing, so too will the importance of processing them with the principles of random matrix theory. 展开更多
关键词 random matrix Theory UNIVERSALITY Wishart Matrices Marchenko-Pastur (M-P) Distribution Noise SPARSITY SIGNALING Linear Sketching
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COOPERATIVE MIMO SPECTRUM SENSING BASED ON RANDOM MATRIX THEORY
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作者 Wang Lei Zheng Baoyu +1 位作者 Cui Jingwu Chen Chao 《Journal of Electronics(China)》 2010年第2期190-196,共7页
Random Matrix Theory (RMT) is a valuable tool for describing the asymptotic behavior of multiple systems,especially for large matrices. In this paper,using asymptotic random matrix theory,a new cooperative Multiple-In... Random Matrix Theory (RMT) is a valuable tool for describing the asymptotic behavior of multiple systems,especially for large matrices. In this paper,using asymptotic random matrix theory,a new cooperative Multiple-Input Multiple-Output (MIMO) scheme for spectrum sensing is proposed,which shows how asymptotic free property of random matrices and the property of Wishart distribution can be used to assist spectrum sensing for Cognitive Radios (CRs). Simulations over Rayleigh fading and AWGN channels demonstrate the proposed scheme has better detection performance compared with the energy detection techniques even in the case of a small sample of observations. 展开更多
关键词 Cognitive Radio (CR) network Spectrum sensing random matrix Theory (RMT) Free probability Wishart distribution
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Verification of the Validity of the NPT Treatment in Hereditary Spastic Paraplegia: An Investigation Performed by Application of Random Matrix Theory
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作者 Elio Conte Ken Ware +2 位作者 Riccardo Marvulli Giancarlo Ianieri Marisa Megna 《World Journal of Neuroscience》 2016年第1期1-17,共17页
We have applied the Random Matrix Theory in order to examine the validity of the NPT treatment in HSP. We have investigated the pathology examining the sEMG recorded signal for about eight minutes. We have performed s... We have applied the Random Matrix Theory in order to examine the validity of the NPT treatment in HSP. We have investigated the pathology examining the sEMG recorded signal for about eight minutes. We have performed standard electromyographic investigations as well as we have applied the RMT method of analysis. We have investigated the sEMG signals before and after the NPT treatment. The application of a so robust method as the RMT evidences that the NPT treatment was able to induce a net improvement of the disease respect to the pathological status before NPT. 展开更多
关键词 Hereditary Spastic Paraplegia NPT Treatment random matrix Theory Surface Electromiography
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Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory
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作者 Mieko Tanaka-Yamawaki 《Intelligent Information Management》 2011年第3期65-70,共6页
We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorithm utilizes the fa... We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorithm utilizes the fact that the major part of the time series is random, and compare the eigenvalue spectrum of cross correlation matrix of a large set of random time series, to the spectrum derived by the random matrix theory (RMT) at the limit of large dimension (the number of independent time series) and long enough length of time series. We test this algorithm on the real tick data of American stocks at different years between 1994 and 2002 and show that the extracted principal components indeed reflects the change of leading stock sectors during this period. 展开更多
关键词 Principal Component random matrix Theory CROSS Correlation EIGENVALUES STOCK MARKET
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Compressive Wideband Spectrum Sensing Based on Random Matrix Theory
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作者 曹开田 戴林燕 +2 位作者 杭燚灵 张蕾 顾凯冬 《Journal of Donghua University(English Edition)》 EI CAS 2015年第2期248-251,共4页
Spectrum sensing in a wideband regime for cognitive radio network(CRN) faces considerably technical challenge due to the constraints on analog-to-digital converters(ADCs).To solve this problem,an eigenvalue-based comp... Spectrum sensing in a wideband regime for cognitive radio network(CRN) faces considerably technical challenge due to the constraints on analog-to-digital converters(ADCs).To solve this problem,an eigenvalue-based compressive wideband spectrum sensing(ECWSS) scheme using random matrix theory(RMT) was proposed in this paper.The ECWSS directly utilized the compressive measurements based on compressive sampling(CS) theory to perform wideband spectrum sensing without requiring signal recovery,which could greatly reduce computational complexity and data acquisition burden.In the ECWSS,to alleviate the communication overhead of secondary user(SU),the sensors around SU carried out compressive sampling at the sub-Nyquist rate instead of SU.Furthermore,the exact probability density function of extreme eigenvalues was used to set the threshold.Theoretical analyses and simulation results show that compared with the existing eigenvalue-based sensing schemes,the ECWSS has much lower computational complexity and cost with no significant detection performance degradation. 展开更多
关键词 compressive wideband Spectrum overhead exact eigenvalue utilized instead considerably constraints
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An improved subspace weighting method using random matrix theory 被引量:4
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作者 Yu-meng GAO Jiang-hui LI +2 位作者 Ye-chao BAI Qiong WANG Xing-gan ZHANG 《Frontiers of Information Technology & Electronic Engineering》 SCIE EI CSCD 2020年第9期1302-1307,共6页
The weighting subspace fitting(WSF)algorithm performs better than the multi-signal classification(MUSIC)algorithm in the case of low signal-to-noise ratio(SNR)and when signals are correlated.In this study,we use the r... The weighting subspace fitting(WSF)algorithm performs better than the multi-signal classification(MUSIC)algorithm in the case of low signal-to-noise ratio(SNR)and when signals are correlated.In this study,we use the random matrix theory(RMT)to improve WSF.RMT focuses on the asymptotic behavior of eigenvalues and eigenvectors of random matrices with dimensions of matrices increasing at the same rate.The approximative first-order perturbation is applied in WSF when calculating statistics of the eigenvectors of sample covariance.Using the asymptotic results of the norm of the projection from the sample covariance matrix signal subspace onto the real signal in the random matrix theory,the method of calculating WSF is obtained.Numerical results are shown to prove the superiority of RMT in scenarios with few snapshots and a low SNR. 展开更多
关键词 Direction of arrival Signal subspace random matrix theory
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Evaluating the Vulnerability of Integrated Electricity-heat-gas Systems Based on the High-dimensional Random Matrix Theory 被引量:3
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作者 Danlei Zhu Bo Wang +1 位作者 Hengrui Ma Hongxia Wang 《CSEE Journal of Power and Energy Systems》 SCIE CSCD 2020年第4期878-889,共12页
Faced with the tight coupling of multi energy sources,the interaction between different energy supply systems makes it difficult for integrated energy systems(IES)to identify weak nodes.Based on the analysis of the da... Faced with the tight coupling of multi energy sources,the interaction between different energy supply systems makes it difficult for integrated energy systems(IES)to identify weak nodes.Based on the analysis of the data generated by the actual operation of IES,this paper proposes a weak node identification method based on random matrix theory(RMT).First,establish a unified power flow model for IES.Secondly.introduce RMT and the characteristics of weak nodes,without considering the detailed physical model of the system,using historical data and real-time data to construct the random matrix.Thirdly,the two limit spectrum distribution functions(Marchenko-Pastur law and ring law)are used to qualitatively analyze the system’s operating status,calculate linear eigenvalue statistics such as mean spectral radius(MSR),and establish the weak node identification model based on entropy theory.Finally,the simulation of IES verifies the effectiveness of the proposed method and provides a new approach for the identification of weak nodes in IES. 展开更多
关键词 Integrated energy systems mean spectral radius random matrix theory ring law weakness identification
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Fault Location Detection of Transmission Lines in Noise Environments Based on Random Matrix Theory 被引量:1
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作者 Jun An Zihan Deng +1 位作者 Haipeng Chen Gang Mu 《CSEE Journal of Power and Energy Systems》 SCIE EI CSCD 2022年第4期1233-1241,共9页
Fault detection and location are critically significant applications of a supervisory control system in a smart grid.The methods,based on random matrix theory(RMT),have been practiced using measurements to detect shor... Fault detection and location are critically significant applications of a supervisory control system in a smart grid.The methods,based on random matrix theory(RMT),have been practiced using measurements to detect short circuit faults occurring on transmission lines.However,the diagnostic accuracy is infuenced by the noise signal in the measurements.The relationship between mean eigenvalue of a random matrix and noise is detected in this paper,and the defects of the Mean Spectral Radius(MSR),as an indicator to detect faults,are theoretically determined,along with a novel indicator of the shifting degree of maximum eigenvalue and its threshold.By comparing the indicator and the threshold,the occurrence of a fault can be assessed.Finally,an augmented matrix is constructed to locate the fault area.The proposed method can effectively achieve fault detection via the RMT without any influence of noise,and also does not depend on system models.The experiment results are based on the IEEE 39-bus system.Also,actual provincial grid data is applied to validate the effectiveness of the proposed method. 展开更多
关键词 Fault detection maximum eigenvalue noise random matrix theory smart grid
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A Pilot Protection Scheme of DC Lines for MMC-HVDC Grid Using Random Matrix 被引量:1
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作者 Senlin Yu Xiaoru Wang Chao Pang 《Journal of Modern Power Systems and Clean Energy》 SCIE EI CSCD 2023年第3期950-966,共17页
The over-current capacity of half-bridge modular multi-level converter(MMC)is quite weak,which requests protections to detect faults accurately and reliably in several milliseconds after DC faults.The sensitivity and ... The over-current capacity of half-bridge modular multi-level converter(MMC)is quite weak,which requests protections to detect faults accurately and reliably in several milliseconds after DC faults.The sensitivity and reliability of the existing schemes are vulnerable to high resistance and data errors.To improve the insufficiencies,this paper proposes a pilot protection scheme by using the random matrix for DC lines in the symmetrical bipolar MMC high-voltage direct current(HVDC)grid.Firstly,the 1-mode voltage time-domain characteristics of the line end,DC bus,and adjacent line end are analyzed by the inverse Laplace transform to find indicators of fault direction.To combine the actual model with the data-driven method,the methods to construct the data expansion matrix and to calculate additional noise are proposed.Then,the mean spectral radiuses of two random matrices are used to detect fault directions,and a novel pilot protection criterion is proposed.The protection scheme only needs to transmit logic signals,decreasing the communication burden.It performs well in high-resistance faults,abnormal data errors,measurement errors,parameters errors,and different topology conditions.Numerous simulations in PSCAD/EMTDC confirm the effectiveness and reliability of the proposed protection scheme. 展开更多
关键词 random matrix mean spectral radius MMCHVDC grid 1-mode voltage pilot protection data error
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Centrality of the collision and random matrix theory
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作者 Z.Wazir 《Chinese Physics C》 SCIE CAS CSCD 2010年第10期1593-1597,共5页
I discuss the results from a study of the central ^12CC collisions at 4.2 A GeV/c. The data have been analyzed using a new method based on the Random Matrix Theory. The simulation data coming from the Ultra Relativist... I discuss the results from a study of the central ^12CC collisions at 4.2 A GeV/c. The data have been analyzed using a new method based on the Random Matrix Theory. The simulation data coming from the Ultra Relativistic Quantum Molecular Dynamics code were used in the analyses. I found that the behavior of the nearest neighbor spacing distribution for the protons, neutrons and neutral pions depends critically on the multiplicity of secondary particles for simulated data. I conclude that the obtained results offer the possibility of fixing the centrality using the critical values of the multiplicity. 展开更多
关键词 random matrix theory UrQMD central collisions MULTIPLICITY
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Central nucleus-nucleus collisions at relativistic energies with a new method based on Random Matrix Theory
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作者 Z.Wazir R.G.Nazmitdinov +1 位作者 E.I.Shahaliev M.K.Suleymanov 《Chinese Physics C》 SCIE CAS CSCD 2010年第8期1076-1081,共6页
Using the method based on Random Matrix Theory (RMT), the results for the nearest-neighbor distributions obtained from the experimental data on ^12C-C collisions at 4.2 AGeV/c have been discussed and compared with t... Using the method based on Random Matrix Theory (RMT), the results for the nearest-neighbor distributions obtained from the experimental data on ^12C-C collisions at 4.2 AGeV/c have been discussed and compared with the simulated data on ^12C-C collisions at 4.2 AGeV/c produced with the aid of the Dubna Cascade Model. The results show that the correlation of secondary particles decreases with an increasing number of charged particles Nch. These observed changes in the nearest-neighbor distributions of charged particles could be associated with the centrality variation of the collisions. 展开更多
关键词 random matrix theory experimental data Dubna cascade model central collisions
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Fast Protection for Collector Lines in Large-Scale Wind Farms Based on Random Matrix Theory
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作者 Hongchun Shu Xiaohan Jiang +2 位作者 Pulin Cao Guangxue Wang Bo Yang 《CSEE Journal of Power and Energy Systems》 SCIE EI CSCD 2023年第6期2156-2167,共12页
The impact of large-scale wind farms on power system stability should be carefully investigated,in which mal-functions usually exist in the collector line's relay protection.In order to solve this challenging prob... The impact of large-scale wind farms on power system stability should be carefully investigated,in which mal-functions usually exist in the collector line's relay protection.In order to solve this challenging problem,a novel time-domain protection scheme for collector lines,based on random matrix theory(RMT),is proposed in this paper.First,the collected currents are preprocessed to form time series data.Then,a real-time sliding time window is used to form a consecutive time series data matrix.Based on RMT,mean spectral radius(MSR)is used to analyze time series data characteristics after real-time calculations are performed.Case studies demonstrate that RMT is independent from fault locations and fault types.In particular,faulty and non-faulty collector lines can be accurately and efficiently identified compared with traditional protection schemes. 展开更多
关键词 Collector lines random matrix theory time-domain protection wind farms
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RUAP:Random Rearrangement Block Matrix-Based Ultra-Lightweight RFID Authentication Protocol for End-Edge-Cloud Collaborative Environment
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作者 Yu Luo Kai Fan +2 位作者 Xingmiao Wang Hui Li Yintang Yang 《China Communications》 SCIE CSCD 2022年第7期197-213,共17页
Cloud computing provides powerful processing capabilities for large-scale intelligent Internet of things(IoT)terminals.However,the massive realtime data processing requirements challenge the existing cloud computing m... Cloud computing provides powerful processing capabilities for large-scale intelligent Internet of things(IoT)terminals.However,the massive realtime data processing requirements challenge the existing cloud computing model.The edge server is closer to the data source.The end-edge-cloud collaboration offloads the cloud computing tasks to the edge environment,which solves the shortcomings of the cloud in resource storage,computing performance,and energy consumption.IoT terminals and sensors have caused security and privacy challenges due to resource constraints and exponential growth.As the key technology of IoT,Radio-Frequency Identification(RFID)authentication protocol tremendously strengthens privacy protection and improves IoT security.However,it inevitably increases system overhead while improving security,which is a major blow to low-cost RFID tags.The existing RFID authentication protocols are difficult to balance overhead and security.This paper designs an ultra-lightweight encryption function and proposes an RFID authentication scheme based on this function for the end-edge-cloud collaborative environment.The BAN logic proof and protocol verification tools AVISPA formally verify the protocol’s security.We use VIVADO to implement the encryption function and tag’s overhead on the FPGA platform.Performance evaluation indicates that the proposed protocol balances low computing costs and high-security requirements. 展开更多
关键词 end-edge-cloud orchestration mutual authentication ULTRA-LIGHTWEIGHT RFID random rearrangement block matrix IoT
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MATRIX ALGEBRA ALGORITHM OF STRUCTURE RANDOM RESPONSE NUMERICAL CHARACTERISTICS
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作者 Mei YulinWang XiaomingWang DelunDepartment of Mechanical Engineering,Dalian University of Technology,Dalian 116024,China 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2003年第2期149-152,共4页
A new algorithm of structure random response numerical characteristics, namedas matrix algebra algorithm of structure analysis is presented. Using the algorithm, structurerandom response numerical characteristics can ... A new algorithm of structure random response numerical characteristics, namedas matrix algebra algorithm of structure analysis is presented. Using the algorithm, structurerandom response numerical characteristics can easily be got by directly solving linear matrixequations rather than structure motion differential equations. Moreover, in order to solve thecorresponding linear matrix equations, the numerical integration fast algorithm is presented. Thenaccording to the results, dynamic design and life-span estimation can be done. Besides, the newalgorithm can solve non-proportion damp structure response. 展开更多
关键词 matrix algebra algorithm structure random response numericalcharacteristics numerical integration fast algorithm non-proportion damp
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基于非中心逆威沙特分布的非线性扩展目标跟踪方法
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作者 陈辉 王秋菊 +1 位作者 彭天曙 赵永红 《兰州理工大学学报》 北大核心 2025年第1期100-107,共8页
针对非线性扩展目标跟踪问题,提出了在非中心逆威沙特分布条件下的非线性扩展目标跟踪方法.首先,在贝叶斯滤波框架下采用非中心逆威沙特分布进行算法的迭代,避免了因矩匹配或KL散度最小化而导致的信息丢失.其次,考虑到传统随机矩阵(RM)... 针对非线性扩展目标跟踪问题,提出了在非中心逆威沙特分布条件下的非线性扩展目标跟踪方法.首先,在贝叶斯滤波框架下采用非中心逆威沙特分布进行算法的迭代,避免了因矩匹配或KL散度最小化而导致的信息丢失.其次,考虑到传统随机矩阵(RM)模型只能在线性观测条件下应用,利用去相关无偏转换量测将极坐标系下的非线性量测信息进行线性化处理,保证了量测转换的无偏性以及避免转换后的量测协方差估计与量测噪声的相关性,从而最终推导得到在非中心逆威沙特分布下非线性扩展目标跟踪的有效算法.椭圆形扩展目标的跟踪仿真实验验证了所提方法的有效性. 展开更多
关键词 扩展目标跟踪 随机矩阵 非中心逆威沙特分布 非线性量测
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基于随机矩阵建模的低空飞行器跟踪方法
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作者 李坤坤 程婕 +2 位作者 张智香 胡爽 吴力华 《雷达科学与技术》 北大核心 2025年第1期67-74,共8页
近年来,服务于环境监测、应急救援等任务的低空飞行器使用频次日益上升,在创造良好社会经济效益的同时也带来空域监管压力。针对空管高分辨雷达跟踪识别具有扩展形态的低空飞行器,本文提出一种基于随机矩阵建模的飞行器跟踪及其外形参... 近年来,服务于环境监测、应急救援等任务的低空飞行器使用频次日益上升,在创造良好社会经济效益的同时也带来空域监管压力。针对空管高分辨雷达跟踪识别具有扩展形态的低空飞行器,本文提出一种基于随机矩阵建模的飞行器跟踪及其外形参数估计方法。首先,根据高分辨雷达探测该类飞行器时雷达单帧多量测及飞行器主体外形近似为椭圆体的特点,引入可描述椭圆(体)的对称正定随机矩阵建模其扩展外形;其次,基于高斯逆威沙特分布滤波估计飞行器的运动状态、扩展外形矩阵;最后,对扩展外形矩阵估计结果进行特征值分解,使用特征值平方根及最大特征值对应的特征向量分别估计飞行器的半轴尺寸及主轴方向,从而实现飞行器扩展外形参数的在线估计。仿真实验结果表明,本文滤波方法具有良好的低空飞行器跟踪性能,可为识别具有扩展形态的低空飞行器提供信息支撑。 展开更多
关键词 低空飞行器 运动状态 扩展外形 随机矩阵 特征值分解
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基于图神经网络和随机游走的链路预测算法
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作者 孙博龙 何敏 艾春玲 《云南大学学报(自然科学版)》 北大核心 2025年第1期41-48,共8页
链路预测是通过已知网络节点或者网络拓扑结构预测未产生链接的两个节点间产生链接的可能性.传统方法大多从原始图中提取转移矩阵,导致获取的信息稀疏.鉴于此,设计了一种基于图神经网络和随机游走的链路预测框架(link prediction-graph ... 链路预测是通过已知网络节点或者网络拓扑结构预测未产生链接的两个节点间产生链接的可能性.传统方法大多从原始图中提取转移矩阵,导致获取的信息稀疏.鉴于此,设计了一种基于图神经网络和随机游走的链路预测框架(link prediction-graph neural network and random walk,LP-GNRW).首先,通过基于注意力机制的图神经网络Bert学习节点的多种嵌入表示;然后,结合随机游走,获取图的高阶结构信息;最后,将链路预测转换成二分类问题,通过图神经网络对获得的高阶结构信息进行二分类实现链路预测.实验表明LPGNRW能更有效地学习图结构特征,与基于步行的启发式方法相比,获得了更好的AUC指标,提高了链路预测的性能. 展开更多
关键词 链路预测 图神经网络 转移矩阵 随机游走
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基于匹配点递增的随机抽样一致图像拼接
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作者 金顺 葛动元 姚锡凡 《科学技术与工程》 北大核心 2025年第6期2435-2441,共7页
针对图像拼接任务中出现的图像误匹配特征点较多导致的拼接时间较长、直接使用全部特征点存在的图像拼接精度不够等问题,提出了一种基于匹配点递增策略与随机抽样一致(random sample consensus,RANSAC)相结合的图像拼接优化方法。该方... 针对图像拼接任务中出现的图像误匹配特征点较多导致的拼接时间较长、直接使用全部特征点存在的图像拼接精度不够等问题,提出了一种基于匹配点递增策略与随机抽样一致(random sample consensus,RANSAC)相结合的图像拼接优化方法。该方法首先通过特征点初筛选避免大量无效抽样以提高计算效率,接着使用一种渐进的采样策略逐步增加匹配点并反复采样获得精确结果,最后采用一种新的基于均方根误差的损失函数筛选结果,得出最优模型。实验结果表明,在未明显增加耗时的情况下,本文算法的内点率进一步提高,特征点误差均值与均方根误差有了明显下降,图像拼接的精度提高,有效改善了拼接缝处的错位现象,显著减少了图像拼接任务中拼接误差。 展开更多
关键词 匹配点递增 图像拼接 随机抽样一致 单应性矩阵
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基于特征值融合的动态信道化子带检测算法
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作者 陈侯伯 刘霖 +3 位作者 崔宁 张旭冉 赵麒瑞 刘翔 《系统工程与电子技术》 北大核心 2025年第2期360-368,共9页
针对动态数字信道化接收领域中传统子带检测算法需要信号和噪声先验信息等问题,提出基于特征值融合的动态信道化子带检测算法。首先,基于随机矩阵理论(random matrix theory, RMT),利用采样协方差矩阵中的最大、最小和平均特征值,引入... 针对动态数字信道化接收领域中传统子带检测算法需要信号和噪声先验信息等问题,提出基于特征值融合的动态信道化子带检测算法。首先,基于随机矩阵理论(random matrix theory, RMT),利用采样协方差矩阵中的最大、最小和平均特征值,引入融合参数α,构造融合检测统计量。随后,通过最小特征值的极限分布,推导出一种高效的检测门限,并据此设计一套基于特征值融合的子带盲检测算法,命名为α-最大、最小和平均特征值(α-maximum-average-minimum eigenvalue, α-MAME)算法。在实验阶段,对不同动态数字信道化接收条件下的算法性能进行仿真验证。结果表明,与现有算法相比,所提子带检测算法在低信噪比和低维度条件下具有更好的检测性能。 展开更多
关键词 动态数字信道化 子带检测 特征值检测 随机矩阵
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OPERATOR-VALUED FREE FISHER INFORMATION OF RANDOM MATRICES
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作者 孟彬 《Acta Mathematica Scientia》 SCIE CSCD 2010年第4期1327-1337,共11页
The free Fisher information of an operator random matrix is studied. When the covariance of a random matrix is a conditional expectation, the free Fisher information of such a matrix is the double of this conditional ... The free Fisher information of an operator random matrix is studied. When the covariance of a random matrix is a conditional expectation, the free Fisher information of such a matrix is the double of this conditional expectation’s Watatani index. 展开更多
关键词 Conjugate variable free Fisher information random matrix modular frame
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