This paper addresses the issue of the direction of arrival （DOA） estimation under the compressive sampling （CS） framework. A novel approach, modified multiple signal classification （MMUSIC） based on the CS array...This paper addresses the issue of the direction of arrival （DOA） estimation under the compressive sampling （CS） framework. A novel approach, modified multiple signal classification （MMUSIC） based on the CS array （CSA-MMUSIC）, is proposed to resolve the DOA estimation of correlated signals and two closely adjacent signals. By using two random CS matrices, a large size array is compressed into a small size array, which effectively reduces the number of the front end circuit. The theoretical analysis demonstrates that the proposed approach has the advantages of low computational complexity and hardware structure compared to other MMUSIC approaches. Simulation results show that CSAMMUSIC can possess similar angular resolution as MMUSIC.展开更多
This paper develops a deep estimator framework of deep convolution networks(DCNs)for super-resolution direction of arrival(DOA)estimation.In addition to the scenario of correlated signals,the quantization errors of th...This paper develops a deep estimator framework of deep convolution networks(DCNs)for super-resolution direction of arrival(DOA)estimation.In addition to the scenario of correlated signals,the quantization errors of the DCN are the major challenge.In our deep estimator framework,one DCN is used for spectrum estimation with quantization errors,and the remaining two DCNs are used to estimate quantization errors.We propose training our estimator using the spatial sampled covariance matrix directly as our deep estimator’s input without any feature extraction operation.Then,we reconstruct the original spatial spectrum from the spectrum estimate and quantization errors estimate.Also,the feasibility of the proposed deep estimator is analyzed in detail in this paper.Once the deep estimator is appropriately trained,it can recover the correlated signals’spatial spectrum fast and accurately.Simulation results show that our estimator performs well in both resolution and estimation error compared with the state-of-the-art algorithms.展开更多
A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establ...A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.展开更多
基金supported by the National Natural Science Foundation of China(6117119761371045+2 种基金61201307)the Shandong Provincial Natural Science Foundation(ZR2011FM005)the Shandong Provincial Promotive Research Fund for Excellent Young and Middle-aged Scientists(BS2010DX001)
文摘This paper addresses the issue of the direction of arrival （DOA） estimation under the compressive sampling （CS） framework. A novel approach, modified multiple signal classification （MMUSIC） based on the CS array （CSA-MMUSIC）, is proposed to resolve the DOA estimation of correlated signals and two closely adjacent signals. By using two random CS matrices, a large size array is compressed into a small size array, which effectively reduces the number of the front end circuit. The theoretical analysis demonstrates that the proposed approach has the advantages of low computational complexity and hardware structure compared to other MMUSIC approaches. Simulation results show that CSAMMUSIC can possess similar angular resolution as MMUSIC.
文摘This paper develops a deep estimator framework of deep convolution networks(DCNs)for super-resolution direction of arrival(DOA)estimation.In addition to the scenario of correlated signals,the quantization errors of the DCN are the major challenge.In our deep estimator framework,one DCN is used for spectrum estimation with quantization errors,and the remaining two DCNs are used to estimate quantization errors.We propose training our estimator using the spatial sampled covariance matrix directly as our deep estimator’s input without any feature extraction operation.Then,we reconstruct the original spatial spectrum from the spectrum estimate and quantization errors estimate.Also,the feasibility of the proposed deep estimator is analyzed in detail in this paper.Once the deep estimator is appropriately trained,it can recover the correlated signals’spatial spectrum fast and accurately.Simulation results show that our estimator performs well in both resolution and estimation error compared with the state-of-the-art algorithms.
文摘A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.
