Nonlinear PDE Model for Image Restoration Using Second-Order Hyperbolic Equations

In this article we consider a novel nonlinear PDE-based image denoising technique. The proposed restoration model uses second-order hyperbolic diffusion equations. It represents an improved nonlinear version of a linear hyperbolic PDE model developed recently by the author, providing more effective noise removal results while preserving the edges and other image features. A rigorous mathematical investigation is performed on this new differential model and its well-posedness is treated. Next, a consistent finite-difference numerical approximation scheme is proposed for this nonlinear diffusion-based approach. Our successful image denoising experiments and method comparisons are also described.     

A dynamic binomial expansion technique for credit risk measurement: a Bayesian filtering approach

Credit risk measurement and management are important and current issues in the modern finance world from both the theoretical and practical perspectives. There are two major schools of thought for credit risk analysis, namely the structural models based on the asset value model originally proposed by Merton and the intensity‐based reduced form models. One of the popular credit risk models used in practice is the Binomial Expansion Technique (BET) introduced by Moody's. However, its one‐period static nature and the independence assumption for credit entities' defaults are two shortcomings for the use of BET in practical situations. Davis and Lo provided elegant ways to ease the two shortcomings of BET with their default infection and dynamic continuous‐time intensity‐based approaches. This paper first proposes a discrete‐time dynamic extension to the BET in order to incorporate the time‐dependent and time‐varying behaviour of default probabilities for measuring the risk of a credit risky portfolio. In reality, the ‘true’ default probabilities are unobservable to credit analysts and traders. Here, the uncertainties of ‘true’ default probabilities are incorporated in the context of a dynamic Bayesian paradigm. Numerical studies of the proposed model are provided.     

基于随机滤波法的滚动轴承剩余寿命预测

使用剩余寿命描述滚动轴承的潜在状态,基于随机滤波方法建立滚动轴承的剩余寿命预测模型,给出了建模步骤和方法,并讨论了模型的参数估计问题.实例分析结果验证了该建模方法和参数估计方法的有效性和准确性.     

Nonlinear Filtering of Stochastic Navier-Stokes Equation with Itô-Lévy Noise

In this article, we study the existence and uniqueness of the strong pathwise solution of stochastic Navier-Stokes equation with Itô-Lévy noise. Nonlinear filtering problem is formulated for the recursive estimation of conditional expectation of the flow field given back measurements of sensor output data. The corresponding Fujisaki-Kallianpur-Kunita and Zakai equations describing the time evolution of the nonlinear filter are derived. Existence and uniqueness of measure-valued solutions are proven for these filtering equations.     

傅里叶变换轮廓术中滤波窗方位选择研究

在傅里叶变换轮廓术频域滤波过程中通常采用不对称的汉宁窗滤波窗来提取基频信号,当投影呈二维变化的光栅条纹时,采用的滤波窗长短轴方向和载频方向不吻合,会导致被测物体的部分高频信息丢失,从而影响相位展开的难易程度和系统测量的精度。分析比较物体高度的分布与频谱的关系,通过旋转滤波窗使其短轴方向与载频方向一致,可以保留物体的高频信息,降低相位展开的复杂度,提高测量的精确度。计算机模拟和实物实验结果表明滤波窗旋转滤波可以避免相位展开在物体高度突变处的出错,有效地提高测量精度。     

Cubature Kalman filters: Derivation and extension

This paper focuses on the cubature Kalman filters （CKFs） for the nonlinear dynamic systems with additive process and measurement noise. As is well known, the heart of the CKF is the third-degree spherical–radial cubature rule which makes it possible to compute the integrals encountered in nonlinear filtering problems. However, the rule not only requires computing the integration over an n-dimensional spherical region, but also combines the spherical cubature rule with the radial rule, thereby making it difficult to construct higher-degree CKFs. Moreover, the cubature formula used to construct the CKF has some drawbacks in computation. To address these issues, we present a more general class of the CKFs, which completely abandons the spherical–radial cubature rule. It can be shown that the conventional CKF is a special case of the proposed algorithm. The paper also includes a fifth-degree extension of the CKF. Two target tracking problems are used to verify the proposed algorithm. The results of both experiments demonstrate that the higher-degree CKF outperforms the conventional nonlinear filters in terms of accuracy.     

Temporal filtering with fast ICCD cameras in Raman studies

A common problem when applying Raman scattering in applied research is spectral interference from laser‐induced fluorescence. Extensive work has been invested in developing spectral and polarization filters as well as modulation schemes to refine spontaneous Raman signals. This current work, however, focuses on utilizing the temporal domain using a picosecond laser system and ICCD cameras with relatively short decay of the camera gate to prevent the fluorescence tail from being captured in Raman experiments. Further, the approach of using an ICCD camera to perform temporal filtering is compared to earlier proposed detection schemes using streak cameras or Kerr gates. The temporal‐filtering scheme is evaluated in a spectroscopic investigation where a background subtraction algorithm is presented. The temporal‐filtering scheme was also evaluated for Raman imaging of a levitated water droplet surrounded by fluorescing toluene vapor. Furthermore, the temporal‐filter detection scheme was simulated in order to provide straight forward evaluation tools to estimate the potential of performing temporal filtering with a laser/camera system considering: laser‐pulse duration, time jitter, camera‐gate characteristics, gate delay times, fluorescence lifetimes, and relative signal strength between the Raman and fluorescence signal. The fluorescence signal was modeled with a closed two‐level system, and the simulated results were compared to results from an investigation of the rising slope of toluene fluorescence. These evaluation tools and experimental investigations may serve as guidelines for planning and performing Raman measurements in situations where traditional filter‐rejection schemes are insufficient. Copyright © 2013 John Wiley & Sons, Ltd.     

Overview of DWDM/ODC Project

Abstract

This article introduces the main achievements resulting from the DWDM/ODC project. The five areas of research activity within the DWDM/ODC project cover some of the main issues of design and development of dense wavelength division multiplexing systems for transparent optical networks. These issues are: performance assessment with arbitrary optical filtering; performance of signaling formats; dispersion compensation strategies for directly and externally modulated systems in presence of nonlinear transmission-induced degradation; and the impact of noise and crosstalk in the extent of transparent optical networks. All five areas of research activity have contributed significantly to a better understanding of the limitations present in dense wavelength division multiplexing systems.     

Voice source characteristics in six premier country singers

Voice source characteristics as derived from inverse filtering were analyzed in 6 country singers' speech and singing. Results showed that the closed quotient varied systematically with vocal loudness, and that glottal compliance (the ratio between transglottal AC volume displacement and subglottal pressure) decreased with increases in fundamental frequency but remained unaffected by vocal loudness. No striking differences were found in source characteristics between speech and singing within subjects. The degree of phonatory press, as judged by a panel of 19 expert listeners, appeared related to the range in which the singer was singing and to the sound pressure level gain from a doubling of subglottal pressure.     

Narrow band optical filter in fluorescein doped boric acid glass saturable absorber thin films

We demonstrate narrow band optical filter like frequency response with full width half maximum (FWHM) of nearly (1.75 ± 0.25) Hz in fluorescein doped boric acid glass films [10⁻⁴ M], using modulated optical phase conjugation and a nearly non-degenerate four wave mixing technique. Modulated optical phase conjugation signals are described in the limit of a weak probe and relatively strong pump beams. Both pump beams are of nearly equal intensity at a wavelength of 514.5 nm from a continuous-wave Ar⁺ laser. The probe beam frequency has been detuned with a ramp signal using a piezo electric mirror.