图像稳定技术中的像运动描述及其处理分析

随着图像系统的广泛应用,对图像的稳定要求也越来越高。图像的运动和不稳定是常见的,往往是由于载体的运动引起的,为了达到图像稳定的目的,就需要对其运动进行描述,然后采用相应的算法进行补偿。给出了运动对图像清晰度的影响及像偏移的估算,并对数字电子图像稳定系统进行了简单阐述。     

An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.     

一种在Kalman滤波中引入径向速度测量的新方法

研究在距离和径向速度测量噪声统计相关的情形下把径向速度测量引入Kalman滤波的新方法。分析了径向速度测量噪声与位置测量更新后状态滤波误差的统计相关性,根据Gauss-Markov定理导出了对应于径向速度测量的滤波方程由此而得到一种序贯滤波算法。两个不同的蒙特卡罗仿真表明,通过采用这一新算法引人径向速度测量,不仅可以大大提高状态估计的精度,而且其估计性能和计算效率优于传统的EKF。     

Statistical Inference with Fractional Brownian Motion

We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models.     

Estimation in the continuous time mover‐stayer model with an application to bond ratings migration

The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd.     

On Bayes and unbiased estimators of loss

We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In 3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988, On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly, that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss. Research supported by NSF Grant DMS-97-04524.     

The Heat Equation with Initial Data Corrupted by Measurement Error and Missing Data

In this work the Cauchy problem for the one-dimensional heat equation is considered. In contrast to existing literature it is assumed that the initial state f is unknown and that information regarding f is obtained by some process of measurement. To enhance realism, both measurement errors and missing data are allowed for. Under assumptions on f in the Fourier-domain first an approximation to f is derived from the data by means of a novel uncertainty principle. Then, it is studied how this perturbation in the initial state propagates with time.      

Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L ₂-estimates) and the least absolute deviation estimates (L ₁-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which has a long-range dependent stationary process as its stochastic errors. Then we will compare the asymptotic relative efficiencies of the above estimators.     

Grouped Approach for the Design of H.264/AVC Motion Estimation Architectures

This letter presents a novel approach for organizing computational resources into groups within H.264/AVC motion estimation architectures, leading to reductions of up to 75% in the equivalent gate count with respect to state‐of‐the‐art designs.     

光纤荧光传感器衰减寿命的加权对数拟合法

荧光寿命的检测是荧光光学传感器的核心内容，国际上尝试了多种方法来拟合这种理论上为单指数衰减信号的荧光衰减曲线。这些方法包括非线性函数标准拟合方法。即Levenburg-Marquardt方法，以及Prony方法、FFT方法，对数拟合法等等。为了克服在实际应用中发生的信号退化，需要在测量信号衰减寿命的同时测量信号的初始强度。文章介绍了一种加权的对数拟合法，经计算机仿真及实际数据测试均可以得到和Levenburg-Marquardt方法非常接近的结果，且拟合时间大大缩短，测量稳定性大大提高。仿真测试及具体实验测试结果显示了这种方法的有效性。该方法不仅与Levenburg-Marquardt方法的偏差曲线非常相似，而且实验测得的荧光寿命与Levenburg-Marquardt方法偏差在0．2％以内。