On the fractional-order extended Kalman filter and its application to chaotic cryptography in noisy environment

In this paper via a novel method of discretized continuous-time Kalman filter, the problem of synchronization and cryptography in fractional-order systems has been investigated in presence of noisy environment for process and output signals. The fractional-order Kalman filter equation, applicable for linear systems, and its extension called the extended Kalman filter, which can be used for nonlinear systems, are derived. The result is utilized for chaos synchronization with the aim of cryptography while the transmitter system is fractional-order, and both the transmitter and transmission channel are noisy. The fractional-order stochastic chaotic Chen system is then presented to apply the proposed method for chaotic signal cryptography. The results show the effectiveness of the proposed method.     

An exact minimum variance filter for a class of discrete time systems with random parameter perturbations

An exact, closed-form minimum variance filter is designed for a class of discrete time uncertain systems which allows for both multiplicative and additive noise sources. The multiplicative noise model includes a popular class of models (Cox-Ingersoll-Ross type models) in econometrics. The parameters of the system under consideration which describe the state transition are assumed to be subject to stochastic uncertainties. The problem addressed is the design of a filter that minimizes the trace of the estimation error variance. Sensitivity of the new filter to the size of parameter uncertainty, in terms of the variance of parameter perturbations, is also considered. We refer to the new filter as the ‘perturbed Kalman filter’ (PKF) since it reduces to the traditional (or unperturbed) Kalman filter as the size of stochastic perturbation approaches zero. We also consider a related approximate filtering heuristic for univariate time series and we refer to filter based on this heuristic as approximate perturbed Kalman filter (APKF). We test the performance of our new filters on three simulated numerical examples and compare the results with unperturbed Kalman filter that ignores the uncertainty in the transition equation. Through numerical examples, PKF and APKF are shown to outperform the traditional (or unperturbed) Kalman filter in terms of the size of the estimation error when stochastic uncertainties are present, even when the size of stochastic uncertainty is inaccurately identified.     

Sequential smoothing for turning point detection with application to financial decisions

A fundamental problem in financial trading is the correct and timely identification of turning points in stock value series. This detection enables to perform profitable investment decisions, such as buying‐at‐low and selling‐at‐high. This paper evaluates the ability of sequential smoothing methods to detect turning points in financial time series. The novel idea is to select smoothing and alarm coefficients on the gain performance of the trading strategy. Application to real data shows that recursive smoothers outperform two‐sided filters at the out‐of‐sample level. Copyright © 2012 John Wiley & Sons, Ltd.     

基于粒子滤波算法的航迹误差分析

当前针对飞行预测的研究主要采用的是kalman算法,在解决非线性问题时存在着只能近似线性的而不够精确的问题.采用近年来受到广泛关注的粒子滤波算法,针对RNAV航路进行分析,结论中得到了对飞行误差仿真分析并对比了卡尔曼滤波仿真效果,证实了粒子滤波在航迹预测中更好的准确性.     

利用MATLAB符号计算求解双正交小波滤波器系数

给出了用MATLAB符号计算求解双正交小波的滤波器系数(有理数)的程序,并更正了某些文献中的滤波器系数中的错误.     

用逐次逼近迭代法分析含空间滤波器的多程激光放大系统的逆问题

基于Ｆｒａｎｔｚ－Ｎｏｄｖｉｋ（Ｆ－Ｎ）方程和广义惠更斯－菲涅耳衍射积分，提出了解决含空间滤波器的多程激光放大系统的逆问题的迭代算法，并作了数值计算了，所得的数值计算方法和有关结果可用于高功率多程激光放大系统的设计。     

基于离散小波变换的岩石SHPB测试信号去噪

运用离散小波阈值去噪原理对SHPB测试信号进行了处理,针对SHPB测试信号持时短、突变快等特性,并根据各小波基对信号的重构均方根误差,选择Symlets小波系中的小波基Sym5为适合SHPB测试信号小波分析的最佳小波基,并运用无偏估计程序SURE确定了各分解层的阈值。比较了小波阈值去噪与动态应变仪中常规低通滤波器去噪的信噪比和均方根误差,研究结果表明,相对于常规低通滤波器的去噪处理,离散小波变换不仅有良好的去噪效果,而且能得到更精确的重构信号,可以取代动态应变仪中的低通滤波器对SHPB测试信号进行去噪处理。     

光谱导数Kalman滤波同时测定苯酚-邻氯苯酚和2,4二氯苯酚

文中提出了一个新的、稳定的光谱导数Kalman滤波紫外分光光度法同时定量分析方法,并且成功地将其应用于极难分辨的苯酚-邻氯苯酚和2,4二氯苯酚三组分混合体系的同时测量.选择分析光谱导数的原因是其不仅包含着吸光度,还包括在指定波长位置变化趋向等更多的信息量,这样更利于在吸收峰重叠的位置捕捉有较大差异的信号.利用Kalman滤波可以解决由光谱导数而引起的噪声放大问题,也可以过滤源于实验的噪声以及来自传递模型误差.在260～290 nm区间测量了30组浓度各自在1～10 mg·L-1范围的苯酚-邻氯苯酚和2,4二氯苯酚标准混合溶液紫外吸收光谱图.利用分段延伸高次多项式回归模拟求导准确获得吸光度导数,并且利用偏最小二乘法将其制作成Kalman滤波标准工作系数矩阵.通过随机线性离散系统的Kalman滤波器最优平滑计算,对混合体系中的各组分进行定量分析.回收实验显示出,光谱导数Kalman滤波分析法应用于本实验的极难分辨的三组分体系,得到了非常高的回收率,并且在整个实验范围内光谱导数Kalman滤波分析法具有非常好的稳定性.     

组合刻蚀法制备窄带滤光片列阵

介绍了组合刻蚀法制备窄带滤光片列阵的基本原理和制备工艺,这是一种效率非常高的制备方法,只需N次刻蚀就可以完成2N通道窄带滤光片列阵的制备,而且可以用于制备不同波段窄带滤光片列阵。展示了可见-近红外波段32通道窄带滤光片列阵和中红外波段16通道窄带滤光片列阵的实验结果,其中32通道窄带滤光片列阵的带通峰位基本呈线性分布在774.7~814.2 nm之间,所有滤光片的半峰全宽都非常窄(δλ<1.5 nm),相应于δλ/λ<0.2%,半峰全宽最窄的滤光片达到0.8 nm,相应于δλ/λ<0.1%,其带通峰位λ=794.3 nm;各通道的带通透过率在21.2%~32.4%之间,大部分在30%左右。     

卡尔曼滤波紫外光度法同时测定饮料中苯甲酸及糖精的研究

在酸性条件下，用乙醚萃取、蒸干乙醚后，用ＮａＨＣＯ３溶解残渣，从复杂的样品中分离出苯甲酸和糖精，测定它们在２４５～２８１ｎｍ之间的紫外吸收，运用卡尔曼滤波算法计算两者的浓度，用新息序列监测干扰物质分离的程度。此法简化了许多分离手续，用于饮料分析，结果满意。