基于粗糙集与小波变换的图像融合算法

粗糙集理论是处理不确定性问题的数学方法，本文提出了基于粗糙集与小波变换相结合的图像融合算法。该方法首先将粗糙集理论应用于图像滤波中，对含有椒盐噪声的图像进行粗糙中值滤波，然后对滤波后的图像进行小波融合。实验结果表明，粗糙中值滤波有较强的去噪能力，且较好地保持了图像的细节信息，在此基础上进行小波融合，使得融合结果图像具有良好的效果。     

Stable anticipation synchronization in mutually coupled vertical-cavity surface-emitting lasers system

Two vertical-cavity surface-emitting lasers(VCSELs) are mutually coupled through a partially transparent mirror (PTM) placed in the pathway. The PTM plays the role of external mirror,which controls the feedback strength and coupling strength.We numerically simulate this system by establishing a visible SIMULINK model.The results demonstrate that the anticipation synchronization is achieved and it can tolerate some extent frequency detuning.Moreover,the system shows similar chaos-pass filtering effect on unidirectionally coupled system even both VCSELs are modulated.This system allows simultaneously bidirectional secure message transmission on public channels.     

二维图象中二阶导数滤波器边缘定位误差的理论分析

本文从理论上讨论了低通滤波后二维图象中弯曲边缘的定位误差问题.边缘位置通常由二阶导数算子的零交叉点定义.研究表明:梯度方向上的二阶导数算子(secondderivativein gradient direction SDGD)产生向心的、可预测的边缘偏移;而线性拉普拉斯算子(Laplacian Operator)产生相反方向(离心)的可预测位置偏移.由此可推断:两者之和——称之为PLUS,将产生比其组成成份(SDGD 和 Laplace)更为精确的边缘定位算子.文章讨论了常用的低通滤波器(如 Gaussian 滤波器及 Tepee 滤波器)对边缘定位精度的影响.     

Non-anticipative representations of Banach space valued gaussian processes with respect to brownian motion

Necessary and sufficient conditions are found for the equivalence of the measures associated with (i) a Banach space valued Gaussian process, with mean 0, and (ii) a Bach space valued Brownian motion. The notion of a non-anticipative representation of (i) with respect to (ii) is defined and in the case of equivalence of the measures it is shown that such a representation exists and has an explicit stochastic integral form which is invertible. Theorems of Ershov on absolute continuity of measures associated with diffusion processes are extended to Banach space. Applications to infinite-dimensional filtering are considered.     

A linear filtering problem in complete correlated actions

In the last paper, the geometry of the Sz.-Nagy-Foia model for contraction operators on Hilbert spaces was used to advantage in several problems of multivariate analysis. The lifting of intertwining operators, one of the basic results from the Sz.-Nagy-Foia theory, is now recognized as the most adequate operatorial form of the deep classical results of the extrapolation theory. The labeling of the exact intertwining dilations given by [1]Acta Sci. Math. (Szeged) 40 9–32] and the recursive methods used there open a broad perspective for using the Sz.-Nagy-Foia model in multivariate filtering theory. In this paper, using the notion of correlated action (see [5 and 6] Rev. Roumaine Math. Pures Appl. 23, No. 9 1393–1423]) as a time domain, a linear filtering problem is formulated and its solution in terms of the coefficients of the analytic function which factorizes the spectral distribution of the known data and the coefficients of an analytic function which describes the cross correlations is given. In some special cases it is shown that the filter coefficients can be determined using recursive methods from the intertwining dilation theory, of the autocorrelation function of the known data and an intertwining operator, interpreted as the initial estimator given by the prior statistics.     

Information and Entropy Flow in the Kalman–Bucy Filter

We investigate the information theoretic properties of Kalman–Bucy filters in continuous time, developing notions of information supply, storage and dissipation. Introducing a concept of energy, we develop a physical analogy in which the unobserved signal describes a statistical mechanical system interacting with a heat bath. The abstract universe comprising the signal and the heat bath obeys a non-increase law of entropy; however, with the introduction of partial observations, this law can be violated. The Kalman–Bucy filter behaves like a Maxwellian demon in this analogy, returning signal energy to the heat bath without causing entropy increase. This is made possible by the steady supply of new information. In a second analogy the signal and filter interact, setting up a stationary non-equilibrium state, in which energy flows between the heat bath, the signal and the filter without causing any overall entropy increase. We introduce a rate of interactive entropy flow that isolates the statistical mechanics of this flow from marginal effects. Both analogies provide quantitative examples of Landauers Principle.     

Robust H ∞ Filtering for a Class of Nonlinear Discrete-Time Markovian Jump Systems

This paper considers the problem of the robust H filtering for a class of nonlinear discrete-time Markovian jump systems with real time-varying norm-bounded parameter uncertainty. For each mode, the nonlinearity is assumed to satisfy the global Lipschitz conditions and appears in both the state and measured output equations. The problem that we address is the design of a nonlinear filter which ensures robust stochastic stability and a prescribed H performance level of the filtering error system for all admissible uncertainties. A sufficient condition for the solvability of this problem is obtained in terms of a set of linear matrix inequalities; an explicit expression of a desired nonlinear H filter is also given. Finally, an example is provided to demonstrate the effectiveness of the proposed approach.     

Explicit Solution of a Non-Linear Filtering Problem for Lévy Processes with Application to Finance

In this paper we explicitly solve a non-linear filtering problem with mixed observations, modelled by a Brownian motion and a generalized Cox process, whose jump intensity is given in terms of a Lévy measure. Motivated by empirical observations of R. Cont and P. Tankov we propose a model for financial assets, which captures the phenomenon of time inhomogeneity of the jump size density. We apply the explicit formula to obtain the optimal filter for the corresponding filtering problem.     

Dynamic Global Constraints in Backtracking Based Environments

Global constraints provide strong filtering algorithms to reduce the search space when solving large combinatorial problems. In this paper we propose to make the global constraints dynamic, i.e., to allow extending the set of constrained variables during search. We describe a generic dynamisation technique for an arbitrary monotonic global constraint and we compare it with the semantic-based dynamisation for the alldifferent constraint. At the end we sketch a dynamisation technique for non-monotonic global constraints. A comparison with existing methods to model dynamic problems is given as well.     

Long Memory with Seasonal Effects

This review is devoted to stationary discrete time second order processes whose covariance asymptotically behaves like an hyperbolically damped oscillating sequence. We present the two main ways of generating parametric models of this type. Then we gather some results concerning the influence of seasonality on the classical limit theorems. Finally, we present a simulation method which we use to try a semi parametric estimation procedure adapted from the non seasonal situation.