Source identification of gasoline engine noise based on continuous wavelet transform and EEMD–RobustICA

In order to separate noise source of gasoline engine, ensemble empirical mode decomposition (EEMD), robust independent component analysis (RobustICA) and continuous wavelet transform (CWT) are applied to study the blind source separation and noise source identification of gasoline engine. After the signal is decomposed with EEMD into a set of intrinsic mode function (IMFs), RobustICA has been applied to extract independent sources. The combined technique alleviates the problem of mode mixing in EMD and overcomes the problem that the number of sensors must be larger than or equal to the number of separated components. At the same time, RobustICA’s cost efficiency and robustness are particularly remarkable for short sample length in the absence of pre-whiten. CWT using the Complex Morlet Wavelet (CMW) is used for its better time–frequency localization features to analyze time–frequency characteristics of the ICA results. Combining the time–frequency results with different noise sources frequency spectrums, the corresponding relation of the different noise sources of gasoline engine and the independent components is determined. It turns out that these independent components correspond to the exhaust, combustion and piston slap noise of the gasoline engine respectively.     

Designing robust liner shipping schedules: Optimizing recovery actions and buffer times

It is important for liner shipping companies to maintain cost efficient and robust liner shipping networks. Regularly, they set up pro-forma schedules, yet it is difficult to stay on time. We consider the problem of managing the delays. Therefore, we need to determine an optimal recovery policy and buffer time allocation to the ship route in order to minimize the total costs associated with delays and recovery actions, such as increasing sailing speed. We introduce a general framework consisting of a mixed integer programming formulation to solve discrete stochastic decision problems with short and long term decisions and apply this framework to the above described problem. Furthermore, we propose and test four heuristics for this problem. We compared the results of our method with an existing liner shipping route schedule and found a cost decrease of 28.9% after optimizing the buffer time distribution compared to the cost of sailing the current route schedule at constant speed.     

On ecological aspects of dynamics for zero slope regression for water pollution in Chile

Zero slope regression is an important problem in chemometrics, ranging from challenges of intercept-bias and slope ‘corrections’ in spectrometry, up to analysis of administrative data on chemical pollution in water in the region of Arica and Parinacota. Such issue is really complex and it integrates problems of optimal design, symmetry of errors, stabilization of the variability of estimators, dynamical system for errors up to an administrative data challenges. In this article we introduce a realistic approach to zero slope regression problem from dynamical point of view. Linear regression is a widely used approach for data fitting under assumption of normally distributed residuals. Many times non-normal residuals are observed and also theoretically justified. Our solution to such problem uses the recently introduced inference function called score function of distribution. As a minimization criterion, the minimum information of residuals criterion is used. The score regression appears to be a direct generalization of the least-squares regression for an arbitrary known (believed) distribution of residuals. The score estimation is also distribution sensitive version of M-estimation. The capability of the method is demonstrated by water pollution data examples.     

An effective 2-stage method for removing impulse noise in images

In this paper, a robust 2-stage impulse noise removal system is proposed to remove impulse noise from extremely corrupted images. The contributions are in two-fold. First, a neuro-fuzzy based impulse noise detector (NFIDET) is introduced to identify the noisy pixels. NFIDET is a powerful noise detector that can handle image corruption even up to 90% with zero miss and false detection rate with a simple neuro-fuzzy structure. This is the best result among the other impulse noise detectors in the literature. Second, this paper presents a new approach for weight calculation of adaptive weighted mean filter by using robust statistical model. An adaptive robust weighted mean (ARWM) filter removes a detected noisy pixel by adaptively determining filtering window size and replacing a noisy pixel with the weighted mean of the noise-free pixels in its window. A Geman–McClure robust estimation function is used to estimate the weights of the pixels. Simulation results also show that the proposed robust filter substantially outperforms many other existing algorithms in terms of image restoration.     

Robust optimal reinsurance and investment strategies for an AAI with multiple risks

This paper studies the robust optimal reinsurance and investment problem for an ambiguity averse insurer (abbr. AAI). The AAI sells insurance contracts and has access to proportional reinsurance business. The AAI can invest in a financial market consisting of four assets: one risk-free asset, one bond, one inflation protected bond and one stock, and has different levels of ambiguity aversions towards the risks. The goal of the AAI is to seek the robust optimal reinsurance and investment strategies under the worst case scenario. Here, the nominal interest rate is characterized by the Vasicek model; the inflation index is introduced according to the Fisher’s equation; and the stock price is driven by the Heston’s stochastic volatility model. The explicit forms of the robust optimal strategies and value function are derived by introducing an auxiliary robust optimal control problem and stochastic dynamic programming method. In the end of this paper, a detailed sensitivity analysis is presented to show the effects of market parameters on the robust optimal reinsurance policy, the robust optimal investment strategy and the utility loss when ignoring ambiguity.     

Robust optimal investment–reinsurance strategies for an insurer with multiple dependent risks

This paper considers a robust optimal investment and reinsurance problem with multiple dependent risks for an Ambiguity-Averse Insurer (AAI), who is uncertain about the model parameters. We assume that the surplus of the insurance company can be allocated to the financial market consisting of one risk-free asset and one risky asset whose price process satisfies square root factor process. Under the objective of maximizing the expected utility of the terminal surplus, by adopting the technique of stochastic control, closed-form expressions of the robust optimal strategy and the corresponding value function are derived. The verification theorem is also provided. Finally, by presenting some numerical examples, the impact of some parameters on the optimal strategy is illustrated and some economic explanations are also given. We find that the robust optimal reinsurance strategies under the generalized mean–variance premium are very different from that under the variance premium principle. In addition, ignoring model uncertainty risk will lead to significant utility loss for the AAI.     

Robust tori in a double-waved Hamiltonian model

A Hamiltonian system perturbed by two waves with particular wave numbers can present robust tori, which are barriers created by the vanishing of the perturbed Hamiltonian at some defined positions. When robust tori exist, any trajectory in phase space passing close to them is blocked by emergent invariant curves that prevent the chaotic transport. Our results indicate that the considered particular solution for the two waves Hamiltonian model shows plenty of robust tori blocking radial transport.     

基于四阶累积量的稳健的通信信号盲分离算法

该文针对有噪环境中的通信信号盲分离问题,提出了一种在噪声环境下性能良好的盲分离算法,该算法将稳健的白化算法与四阶累积量矩阵的联合对角化相结合。仿真结果表明,该算法分离性能比一般的近似联合对角化(JAD)算法有很大改善,干信比可降低近10dB,而算法的运算量没有太多增加。     

A time-frequency blind separation method for underdetermined speech mixtures

The proposed Blind Source Separation method （BSS）, based on sparse representations, fuses time-frequency analysis and the clustering approach to separate underdetermined speech mixtures in the anechoic case regardless of the number of sources. The method remedies the insufficiency of the Degenerate Unmixing Estimation Technique （DUET） which assumes the number of sources a priori. In the proposed algorithm, the Short-Time Fourier Transform （STFT） is used to obtain the sparse representations, a clustering method called Unsupervised Robust C-Prototypes （URCP） which can accurately identify multiple clusters regardless of the number of them is adopted to replace the histogram-based technique in DUET, and the binary time-frequency masks are constructed to separate the mixtures. Experimental results indicate that the proposed method results in a substantial increase in the average Signal-to-Interference Ratio （SIR）, and maintains good speech quality in the separation results.     

A Reframed Watermark Extraction Approach Using the ABC Algorithm

The fast development and the rapid spread of information technology have raised the issue of digital-image copyright protection,which was mostly addressed through robust watermarking.To ensure the survival of the watermark after attacks,most works have been making use of an additional step at the embedding phase,and by so making the scheme unsuitable for real-time implementation.However,to be effective and secure,it is recommended to combine the watermarking algorithm and the capture sensor in one device.In this paper,we brought the extra stage to the detection side.We firstly studied the effect of some signal processing operations on a watermarked image,then we proposed a general model for watermark extraction whose parameters were determined using the artificial bee colony.The efficacy of the proposed method was validated by comparing its robustness with two state-of-art schemes focusing on the watermark extraction.