Detrended fluctuation analysis of heart intrabeat dynamics

We investigate scaling properties of electrocardiogram (ECG) recordings of healthy subjects and heart failure patients based on detrended fluctuation analysis (DFA). While the vast majority of scaling analysis has focused on the characterization of the long-range correlations of interbeat (i.e., beat-to-beat) dynamics, in this work we consider instead the characterization of intrabeat dynamics. That is, here we use DFA to study correlations for time scales smaller than one heart beat period (about 0.75 s). Our results show that intrabeat dynamics of healthy subject are less correlated than for heart failure dynamics. As in the case of interbeat dynamics, the DFA scaling exponents can be used to discriminate healthy and pathological data. It is shown that 0.5 h recordings suffices to characterize the ECG correlation properties.     

An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran

The efficient market hypothesis (EMH) states that asset prices fully reflect all available information. As a result, speculators cannot predict the future behavior of asset prices and earn excess profits at least after adjusting for risk. Although initial tests of the EMH were performed on stock market data, the EMH was soon applied to other markets including foreign exchange (FX). This study uses the detrended fluctuation analysis (DFA) technique to test 01:12:2005–18:04:2010 Iranian Rial/US Dollar exchange rate time series data to see if it can be explained by the weak form of the EMH. Moreover, to determine changes in the degree of inefficiency over time, the whole period has been divided into four subperiods. The study shows that the Iranian Forex market (the Rial/Dollar case) is weak-form inefficient over the whole period and in each of the subperiods. However, the degree of inefficiency is not constant over time. The findings suggest that profitable risk-adjusted trades could be made using past data.     

基于维纳滤波的运动模糊星图复原仿真分析

针对航天器快速移动时星敏感器所摄取的星空图像出现运动模糊这一问题,提出了一种基于维纳滤波的星图复原方法。分析了各模糊参数对质心提取精度的影响,通过仿真实验得到模糊星图复原前后的质心提取精度和定姿精度的对比数据。实验结果表明,复原后的星图可以显著提高星图的质心提取精度和定姿精度,可有效地提高星图识别的成功率。     

A speech enhancement method based on Kalman filtering

I.IntroductionKa1manfilteringisjustamethodtoestimatestatistica1lythestateoftheobservedsystemfromthecorruptedsigna1s,andthiskindofcstimationisarecurrcneeestimationbasedon1inear,nonbiasandminimumvariance.Moreover,Ka1manfilteringisapplicabletonon-sta-honarysignalsandtime-variantdynamicsystem.Therefore,Kalmanfilteringisveryapplica-bletoenhancingthespeechsigna1sthatarecorruptedbynoise.ThispaperreportStheconcretcmethodofenhanccmentofnoisyspccchanditscxperimentresults.Experimentsindicate:Afterthes…     

基于多引导滤波的图像增强算法

图像增强技术可以有效地突出图像中的有用信息,已广泛应用于多个领域.现有的图像增强算法往往无法应对自然图像中复杂的梯度分布,难以准确保持图像中前景与背景的边缘信息.为了改善输出图像的边界过平滑问题,本文提出了一个基于多引导滤波的图像增强算法.首先,设计了一个以滤波核为变量的通用图像优化模型,现有的联合滤波器可视为该模型的解;然后,依据集成学习的思想,将联合滤波器中的单幅引导图像扩展到多幅,以更好地利用引导图中的结构信息进而获得更好的输出结果,并给出了一个多幅引导图的来源途径;最后,对多幅输出图像进行平滑,在图像优化模型中加入正则化项,以确保由多引导滤波得到的不同滤波输出保持一致.实验结果表明,本文算法在抑制图像噪声的同时,可以更好地保留物体的边界信息,从而使图像的信噪比进一步提升.     

基于旋滤波法的干涉条纹预处理技术

 提出了一种新的基于旋滤波法的干涉条纹预处理方法。该方法根据条纹图灰度值梯度分布规律,只在干涉条纹切线方向进行中值滤波,它能有效地处理各种相干噪声而不会使条纹变模糊。实验证明该方法能有效地去除随机噪声、椒盐噪声以及由于光照不均匀引起的较大面积的亮斑或暗斑等噪声。对于亮斑或暗斑,其滤波效果要明显优于Gerchberg外插迭代算法。以WYKO相移干涉仪5次测量的面形平均值作为被测面形的参考值,则经过预处理后,抑制了噪声引起的局部误差,傅里叶变换法计算得到PV值的误差从未预处理的14.4%(全口径)、131%(95%口径)分别减小到3.4%(全口径)、1.5%(95%口径);RMS误差从28.7%(全口径)、23.3%(95%口径)分别减小到5.0%(全口径)、2.3%(95%口径)。     

基于旋滤波法的干涉条纹预处理技术

提出了一种新的基于旋滤波法的干涉条纹预处理方法。该方法根据条纹图灰度值梯度分布规律,只在干涉条纹切线方向进行中值滤波,它能有效地处理各种相干噪声而不会使条纹变模糊。实验证明该方法能有效地去除随机噪声、椒盐噪声以及由于光照不均匀引起的较大面积的亮斑或暗斑等噪声。对于亮斑或暗斑,其滤波效果要明显优于Gerchberg外插迭代算法。以WYKO相移干涉仪5次测量的面形平均值作为被测面形的参考值,则经过预处理后,抑制了噪声引起的局部误差,傅里叶变换法计算得到PV值的误差从未预处理的14.4%(全口径)、131%(95%口径)分别减小到3.4%(全口径)、1.5%(95%口径);RMS误差从28.7%(全口径)、23.3%(95%口径)分别减小到5.0%(全口径)、2.3%(95%口径)。     

High-frequency phase recovery of distorted wavefront and analysis on phase correction effect

By constructing a distorted wavefront with random phase screen, the correction process of distorted wavefront has been simulated, and the correction effect of deformable mirror has been simulated and analyzed with the method of high-pass filtering. The variations of correction effect and high-frequency phase distortion have been quantitatively analyzed. The results show that the beam quality of the corrected beam degrades obviously with the increase of high-frequency phase. In addition, a new method has been presented to recover the high-frequency phase of distorted wavefront according to the given intensity distribution and low-frequency phase in near field and the intensity distribution in far field. It shows that the method is very effective to recover the high-frequency phase of distorted wavefront.     

混沌信号自适应协同滤波去噪

混沌信号协同滤波去噪算法充分利用了混沌信号的自相似结构特征,具有良好的信噪比提升性能.针对该算法的滤波参数优化问题,考虑到最优滤波参数的选取受到信号特征、采样频率和噪声水平的影响,为提高该算法的自适应性使其更符合实际应用需求,基于排列熵提出一种滤波参数自动优化准则.依据不同噪声水平的混沌信号排列熵的不同,首先选取不同滤波参数对含噪混沌信号进行去噪,然后计算各滤波参数对应重构信号的排列熵,最后通过比较各重构信号的排列熵,选取排列熵最小的重构信号对应的滤波参数为最优滤波参数,实现滤波参数的优化.分析了不同信号特征、采样频率和噪声水平情况下滤波参数的选取规律.仿真结果表明,该参数优化准则能在不同条件下对滤波参数进行有效的自动最优化,提高了混沌信号协同滤波去噪算法的自适应性.     

基于旋滤波的散斑干涉图预处理方法

介绍了旋滤波算法中窗口大小变化对滤波效果的影响,得出旋滤波的窗口应该取在约1/4条纹宽度的结论。处理了大散斑噪声的干涉图,发现窗口尺寸必须超过散斑尺寸才能得到比较好的滤波效果。确定了旋滤波算法应用的范围是大于散斑尺寸,且在1/4条纹宽度处比较合适。针对滤波后条纹对比度降低的问题,使用灰度拉伸的方法进行对比度增强。     

Image enhancement by the modified high-pass filtering approach

We demonstrate a brand-new method for image enhancement by using a modified high-pass filtering approach. Some specific spatial frequencies are selectively magnified by exaggerating the local visibility of an image. Then a high-pass filter is employed to adjust those critical frequencies. The enhanced final image has well-sharpened fine characteristics.     

Two-dimensional non-spatial filtering based on holographic Bragg gratings

The filter made up of two gratings performs as a two-dimensional non-spatial filtering. This paper reports that the volume Bragg gratings are fabricated by interfering two collimated coherent laser beams in photopolymer. Diffraction efficiency of a single grating is up to 78% in Bragg's condition, then a two-dimensional non-spatial filter, which consists of two volume Bragg gratings and a half-wave plate, enables the laser beam filtered in two dimensions with the diffraction efficiency of 54%. The Bragg's condition and effect of polarisation on performances of the two-dimension filter are also discussed.     

受污染混沌信号的协同滤波降噪

根据混沌吸引子的自相似分形特性,提出了一种利用协同滤波重构受污染混沌信号的降噪算法.所设计的降噪算法通过对相似片段的分组将一维混沌信号的降噪转化为一个二维联合滤波问题;然后,在二维变换域用阈值法衰减噪声;最后,通过反变换获得原始信号的估计.由于分组中的相似片段具有良好的相关性,与直接在一维变换域做阈值降噪相比,分组的二维变换能获得原信号更稀疏的表示,更好地抑制噪声.仿真结果表明,该算法对原始混沌信号的重构精度和信噪比的提升都优于小波阈值、局部曲线拟合等现有的混沌信号降噪方法,对相图的还原质量也更好.     

基于低通滤波的相位掩模干涉图相位解调方法

 传统的四步相移算法在分析相位掩模干涉图时存在相移值误差、分辨力降低和相干噪声等不足,从而影响了动态干涉仪的性能。为了提高相位掩模干涉图的分析精度,提出了一种基于低通滤波的相位解调方法。该方法根据相位掩模引入相位的空间频率远大于被测相位空间频率的最大值,采用低通滤波的方法提取相位信息。数值分析结果表明,该方法的精度高于传统四步相移算法。分析干涉图的信噪比,合理选择低通滤波器,可进一步提高相位解调的精度。     

基于低通滤波的相位掩模干涉图相位解调方法

传统的四步相移算法在分析相位掩模干涉图时存在相移值误差、分辨力降低和相干噪声等不足,从而影响了动态干涉仪的性能。为了提高相位掩模干涉图的分析精度,提出了一种基于低通滤波的相位解调方法。该方法根据相位掩模引入相位的空间频率远大于被测相位空间频率的最大值,采用低通滤波的方法提取相位信息。数值分析结果表明,该方法的精度高于传统四步相移算法。分析干涉图的信噪比,合理选择低通滤波器,可进一步提高相位解调的精度。     

基于空间滤波测量气垫导轨上滑块的运行速度

当作为传感器的敏感器件通过一定的敏感体积来检测物体的运行状况时,敏感器件将以其特定的空间权函数对信息进行加权平均,其作用等效于空间低通滤波器.本文介绍了传感器的空间滤波原理,利用空间滤波测量了气垫导轨上滑块的运行速度.该方法不需要触发时间计数装置的开启信号和停止信号,也不需物体在2只传感器之间稳定运动,因而也降低了对运动物体的要求.     

基于同态滤波的遥感薄云去除算法

目前常用的遥感薄云去除法是同态滤波法,但由于所采用的滤波器的局限性,传统的同态滤波法只能去除处于低频区域的云,而对处于高频区域的云则没有处理效果。因此在研究传统同态滤波算法,选取性能最佳的频域滤波器对图像进行处理的基础上,引入了空域3×3中值滤波,用像素点3×3邻域内9个像素点的中值来代替该点的像素值,旨在对前者无法去除的高频突变云区进行处理。而后结合主观视觉和客观统计分析两方面对仿真结果进行评价,经分析表明,用该方法处理过的影像在信息未受损失的情况下,高频突变云有所减少,达到了预期目的。     

基于同态滤波的遥感薄云去除算法

目前常用的遥感薄云去除法是同态滤波法,但由于所采用的滤波器的局限性,传统的同态滤波法只能去除处于低频区域的云,而对处于高频区域的云则没有处理效果。因此在研究传统同态滤波算法,选取性能最佳的频域滤波器对图像进行处理的基础上,引入了空域3×3中值滤波,用像素点3×3邻域内9个像素点的中值来代替该点的像素值,旨在对前者无法去除的高频突变云区进行处理。而后结合主观视觉和客观统计分析两方面对仿真结果进行评价,经分析表明,用该方法处理过的影像在信息未受损失的情况下,高频突变云有所减少,达到了预期目的。     

Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis

The multifractal nature of WTI and Brent crude oil markets is studied employing the multifractal detrended fluctuation analysis. We find that two crude oil markets become more and more efficient for long-term and two Gulf Wars cannot change time scale behavior of crude oil return series. Considering long-term influence caused by Gulf Wars, we find such “turning windows” in generalized Hurst exponents obtained from three periods divided by two Gulf Wars so that WTI and Brent crude oil returns possess different properties above and below the windows respectively. Comparing with the results obtained from three periods we conclude that, before the First Gulf War, international crude oil markets possessed the highest multifractality degree, small-scope fluctuations presented the strongest persistence and large-scope fluctuations presented the strongest anti-persistence. We find that, for two Gulf Wars, the first one made a greater impact on international oil markets; for two markets, Brent was more influenced by Gulf Wars. In addition, we also verified that the multifractal structures of two markets’ indices are not only mainly attributed to the broad fat-tail distributions and persistence, but also affected by some other factors.     

Application of wavelet filtering techniques to Lau interferometric fringe analysis for measurement of small tilt angles

This communication presents the results of investigation undertaken towards testing the viability of wavelet filtering techniques in analyzing the Lau interferometric fringes. Towards this, the applicability of Haar, Daubechies and Symlet wavelet based filtering schemes have been tested. Of these schemes, the Symlet based filtering scheme gives the best results in terms of improved signal to noise ratio. This scheme is then used to analyze Lau interferograms recorded in the experimental arrangement for tilt angle measurement. The processed interferograms yield improved accuracy and precision of measurement.