Sharif Digital Repository

The presence of the desired signal (DS) in the training snapshots makes the adaptive beamformer sensitive to any steering vector mismatch and dramatically reduces the convergence rate. Even the performance of the most of the existing robust adaptive beamformers is degraded when the signal-to-noise ratio (SNR) is increased. In this study, a high converging rate robust adaptive beamformer is proposed. This method is a promoted eigenspace-based beamformer. In this paper, a new signal-plus-interferences (SPI) covariance matrix estimator is proposed. The subspace of the ideal SPI covariance matrices is exploited and the estimated covariance matrix is projected into this subspace. This projection... 

Ensemble Kalman filter, EnKF, as a Monte Carlo sequential data assimilation method has emerged promisingly for subsurface media characterization during past decade. Due to high computational cost of large ensemble size, EnKF is limited to small ensemble set in practice. This results in appearance of spurious correlation in covariance structure leading to incorrect or probable divergence of updated realizations. In this paper, a universal/adaptive thresholding method is presented to remove and/or mitigate spurious correlation problem in the forecast covariance matrix. This method is, then, extended to regularize Kalman gain directly. Four different thresholding functions have been considered... 

In this article, we investigate the limiting spectral distribution of the sample covariance matrix (SCM) of weighted/windowed complex data. We use recent advances in random matrix theory and describe the distribution of eigenvalues of the doubly correlated Wishart matrices. We obtain an approximation for the spectral distribution of the SCM obtained from windowed data. We also determine a condition on the coefficients of the window, under which the fragmentation of the support of noise eigenvalues can be avoided, in the noise-only data case. For the commonly used exponential window, we derive an explicit expression for the l.s.d of the noise-only data. In addition, we present a method to... 

This paper presents a scheme to enumerate the incident waves impinging on a high dimensional uniform linear array using relatively few samples. The approach is based on Minimum Description Length (MDL) criteria and statistical properties of eigenvalues of the Sample Covariance Matrix (SCM). We assume that several models, with each model representing a certain number of sources, will compete and MDL criterion will select the best model with the minimum model complexity and maximum model decision. Statistics of noise eigenvalue of SCM can be approximated by the distributional properties of the eigenvalues given by Marcenko-Pastur distribution in the signal-free SCM. In this paper we use random... 

In this paper, we investigate the effect of applying an exponential window on the limiting spectral distribution (l.s.d.) of the exponentially windowed sample covariance matrix (SCM) of complex array data. We use recent advances in random matrix theory which describe the distribution of eigenvalues of the doubly correlated Wishart matrices. We derive an explicit expression for the l.s.d. of the noise-only data. Simulations are performed to support our theoretical claims  

Denoising is an important preprocessing stage in some Electroencephalography (EEG) applications such as epileptic source localization. In this paper, we propose a new algorithm for denoising the interictal EEG data. The proposed algorithm is based on Generalized Eigenvalue Decomposition of two covariance matrices of the observations. Since one of these matrices is related to the spike durations, we should estimate the occurrence time of the spike peaks and the exact spike durations. To this end, we propose a spike detection algorithm which is based on the available spike detection methods. The comparison of the results of the proposed algorithm with the results of two well-known ICA... 

This study presents a method based on minimum description length criterion to enumerate the incident waves impinging on a large array using a relatively small number of samples. The proposed scheme exploits the statistical properties of eigenvalues of the sample covariance matrix (SCM) of Gaussian processes. The authors use a number of moments of noise eigenvalues of the SCM in order to separate noise and signal subspaces more accurately. In particular, the authors assume a Marcenko-Pastur probability density function (pdf) for the eigenvalues of SCM associated with the noise subspace. We also use an enhanced noise variance estimator to reduce the bias leakage between the subspaces.... 

We study the simplest optomechanical system in the presence of laser phase noise (LPN) using the covariance matrix formalism. We show that for any LPN model with a finite correlation time, the destructive effect of the phase noise is especially strong in the bistable regime. This explains why ground-state cooling is still possible in the presence of phase noise, as it happens far away from the bistable regime. We also show that the optomechanical entanglement is strongly affected by phase noise  

We have performed molecular dynamics simulation on B-DNA duplex (CGCGAATTGCGC) at different temperatures. The DNA was immerged in a salt-water medium with 1 M NaCl concentration to investigate salt effect on the denaturation process. At each temperature, configurational entropy is estimated using the covariance matrix of atom-positional fluctuations, from which the melting temperature (T m) was found to be 349 K. The calculated configuration entropy for different bases shows that the melting process involves more peeling (including fraying from the ends) conformations, and therefore the untwisting of the duplex and peeling states form the transition state of the denaturation process. There... 

In this paper, a fast and accurate algorithm for identifying circular objects in images is proposed. The presented method is a robust, fast and optimized adaption of Circular Hough Transform (CHT), Eigenvalues of Covariance Matrix and K-means clustering techniques. Results are greatly improved by implementing iterative K-means clustering algorithm and establishing an exponential growth instead of updating values in the parameter space of CHT through summation, both in runtime and quality. In fact, using the Eigenvalues of Covariance Matrix as a validating method, a well balanced compromise between the speed and accuracy of results is achieved. This method is tested on several real world... 

In this paper, a novel nonlinear joint dynamical model is presented, which is based on a set of coupled ordinary differential equations of motion and a Gaussian mixture model representation of pulsatile cardiovascular (CV) signals. In the proposed framework, the joint interdependences of CV signals are incorporated by assuming a unique angular frequency that controls the limit cycle of the heart rate. Moreover, the time consequence of CV signals is controlled by the same phase parameter that results in the space dimensionality reduction. These joint equations together with linear assignments to observation are further used in the Kalman filter structure for estimation and tracking. Moreover,... 

We study the simplest optomechanical system with a focus on the bistable regime. The covariance matrix formalism allows us to study both cooling and entanglement in a unified framework. We identify two key factors governing entanglement; namely, the bistability parameter (i.e., the distance from the end of a stable branch in the bistable regime) and the effective detuning, and we describe the optimum regime where entanglement is greatest. We also show that, in general, entanglement is a nonmonotonic function of optomechanical coupling. This is especially important in understanding the optomechanical entanglement of the second stable branch  

Singular spectrum analysis (SSA) is a well-studied approach in signal processing. SSA has originally been designed to extract information from short noisy chaotic time series and to enhance the signal-to-noise ratio. SSA is good for offline applications; however, many applications, such as modelling, analysis, and prediction of time-varying and non-stationary time series, demand for online analysis. This study introduces a recursive algorithm called recursive SSA as a modification to regular SSA for dynamic and online applications. The proposed method is based on eigenvector matrix perturbation approach. After recursively calculating the covariance matrix of the trajectory matrix, R-SSA... 

Waveform design for target identification and classification in multiple-input multiple-output (MIMO) radar systems has been studied in several recent works. In previous works, optimal signals for an estimation algorithm are found assuming that only signal- independent noise exists. This work extends previous research by studying the case where clutter is also present. We develop a procedure to design the optimal waveform which minimizes estimation error at the output of the minimum mean squared error (MMSE) estimators in two scenarios. In the first one different transmit antennas see uncorrelated aspects of the target, and we consider the correlated target aspects in the second one.... 

This paper addresses the problem of automatic speech recognition in real applications in which the speech signal is altered by various noises. Feature compensation and model compensation robustness methods are studied. Parallel model combination (PMC) and its recent advances are reviewed and a novel algorithm called PC-PMC is proposed. This algorithm utilizes cepstral mean subtraction (CMS) normalization ability and principal component analysis (PCA) compression and de-correlation capability in the combination with PMC model transformation method. PC-PMC algorithm takes the advantages of additive noise compensation ability of PMC and convolutional noise removal capability of CMS and PCA. In... 

This paper presents an improved stochastic simulation method for calculating current dependent energy losses in distribution networks. The method is based on power load curves and integrates the stochastic nature of the load curves with power and voltage covariance matrices. The method reduces calculation effort using the factor analysis of covariance matrices and provides a few quantities needed to calculate energy losses. The method has no limitation for network configuration and gives accurate results several times faster than other existing methods. Therefore, it is appropriate for considering losses in optimization and decision making purposes in operating and planning of distribution... 

In this article, a double-max multivariate exponentially weighted moving average (DM-MEWMA) chart is proposed to jointly monitor the parameters of a multivariate multistage auto-correlated (MMAP) process. While the process is assumed to work in a linear state-space form, two modified statistics are combined into a novel statistic to monitor the mean vector and the covariance matrix of the MMAP simultaneously. Besides, prior knowledge of variation propagation is used so that the chart has both a fault identification power and capability of working with the sample size of one. A statistical test shows that the two proposed statistics are independent of the process dimension. Monte Carlo... 

Optomechanical and electromechanical cavities have been widely used in quantum memories and quantum transducers. We theoretically investigate the robustness of optomechanical and electromechanical quantum memories against the noise of the control laser. By solving the Langevin equations and using the covariance matrix formalism in the presence of laser noise, the storing fidelity of Gaussian states is obtained. It is shown that the destructive effect of phase noise is more significant in higher values of coupling laser amplitude and optomechanical coupling strength G. However, by further increasing the coupling coefficient, the interaction time between photons and phonons decreases below the... 

Similarity measure is an important part of image registration. The main challenge of similarity measure is lack of robustness to different distortions. A well-known distortion is spatially-varying intensity distortion. Its main characteristic is correlation among pixels. Most traditional intensity based similarity measures (e.g., SSD, MI) assume stationary image and pixel to pixel independence. Hence, these similarity measures are not robust against spatially-varying intensity distortion. Here, we suppose that non-stationary intensity distortion has a sparse representation in transform domain, i.e. its distribution has high peak at origin and a long tail. We use two viewpoints of Maximum...