Bayes estimation of number of signals

Bayes estimation of the number of signals, q, based on a binomial prior distribution is studied. It is found that the Bayes estimate depends on the eigenvalues of the sample covariance matrix S for white-noise case and the eigenvalues of the matrix S ₂ (S ₁+A)^–1 for the colored-noise case, where S ₁ is the sample covariance matrix of observations consisting only noise, S ₂ the sample covariance matrix of observations consisting both noise and signals and A is some positive definite matrix. Posterior distributions for both the cases are derived by expanding zonal polynomial in terms of monomial symmetric functions and using some of the important formulae of James (1964, Ann. Math. Statist., 35, 475–501).     

Evolution equations with white-noise boundary conditions

The paper is devoted to nonlinear evolution equations with nonhomogenous boundary conditions of white noise type. Necessary and sufficient conditions for the existence of solutions in the linear case are given. It is also shown that if the nonlinearity satisfies appropriate dissipativity conditions the nonlinear equation has a solution as well. The results are applied to equations with polynomial nonlinearities     

Asymptotical p-Moment Stability of Stochastic Impulsive Differential Equations and Its Application in Impulsive Control

In this paper, the asymptotical p-moment stabifity of stochastic impulsive differential equations is studied, and a comparison theory to ensure the asymptotieal p-moment stability for trivial solution of this system is established, from which we can find out whether a stochastic impulsive differential system is stable just from a deterministic comparison system. As an application of this theory, we control the chaos of stochastic Chen system using impulsive method, and a stable region is deduced too. Finally, numerical simulations verify the feasibility of our method.     

Light-reflection random-target method for measurement of the modulation transfer function of a digital video-camera

This article reports the suggestion, realization and verification of the newly developed measuring means of the noiseless and locally shift-invariant modulation transfer function (MTF) of a digital video camera in a usual incoherent visible region of optical intensity, especially of its combined imaging, detection, sampling and digitizing steps which are influenced by the additive and spatially discrete photodetector, aliasing and quantization noises. Such means relates to the still camera automatic working regime and static two-dimensional spatially continuous light-reflection random target of white-noise property. The introduced theoretical reason for such a random-target method is also performed under exploitation of the proposed simulation model of the linear optical intensity response and possibility to express the resultant MTF by a normalized and smoothed rate of the ascertainable output and input power spectral densities. The random-target and resultant image-data were obtained and processed by means of a processing and evaluational PC with computation programs developed on the basis of MATLAB 6.5. The present examples of results and other obtained results of the performed measurements demonstrate the sufficient repeatability and acceptability of the described method for comparative evaluations of the performance of digital video cameras under various conditions.     

The stationary solution of a random dynamical model

This paper studies the stationary probability density function (PDF) solution of a nonlinear business cycle model subjected to random shocks of Gaussian white-noise type. The PDF solution is controlled by a Fokker–Planck–Kolmogorov (FPK) equation, and we use exponential polynomial closure (EPC) method to derive an approximate solution for the FPK equation. Numerical results obtained from EPC method, better than those from Gaussian closure method, show good agreement with the probability distribution obtained with Monte Carlo simulation including the tail regions.     

电子倍增电荷耦合器件的调制传递函数测量

基于傅里叶功率谱理论,提出应用随机白噪声图案透射靶标的测量方法分析倍增过程对系统调制传递函数的影响.通过建立系统综合模型,给出了倍增调制传递函数的分析方法,并利用实验测量获得了不同倍增增益时的倍增调制传递函数.实验结果表明,与无倍增时相比,倍增对系统调制传递函数的影响很大,尤其是在高倍增增益时,在Nyquist频率处,调制传递函数平均下降达30%.对实验中辅助成像光学系统的调制传递函数、混叠噪声和对焦判断的方法等也进行了讨论.     

On the two bifurcations of a white-noise excited Hopf bifurcation system

I.IntroductionNonlinearanalysiseffortsmainlyincluderesearchesonthestablemotionofasystem.investigationsonitsstabilityfeaturesandtheinstantaneousmotionofadynamicalsystemwhenchangesoccurtoitsgoverningparameters.Theso-calledstochasticbifurcationimpliesthetran…