Detecting coupling pattern between elements in a complex system is a basic task in data-driven analysis. The trajectory for each specific element is a cooperative result of its intrinsic dynamic, its couplings with ot...Detecting coupling pattern between elements in a complex system is a basic task in data-driven analysis. The trajectory for each specific element is a cooperative result of its intrinsic dynamic, its couplings with other elements, and the environment. It is subsequently composed of many components, only some of which take part in the couplings. In this paper we present a framework to detect the component correlation pattern. Firstly, the interested trajectories are decomposed into components by using decomposing methods such as the Fourier expansion and the Wavelet transformation. Secondly, the cross-correlations between the components are calculated, resulting into a component cross-correlation matrix(network).Finally, the dominant structure in the network is identified to characterize the coupling pattern in the system. Several deterministic dynamical models turn out to be characterized with rich structures such as the clustering of the components. The pattern of correlation between respiratory(RESP) and ECG signals is composed of five sub-clusters that are mainly formed by the components in ECG signal. Interestingly, only 7 components from RESP(scattered in four sub-clusters) take part in the realization of coupling between the two signals.展开更多
Automatic modulation recognition(AMR)of radiation source signals is a research focus in the field of cognitive radio.However,the AMR of radiation source signals at low SNRs still faces a great challenge.Therefore,the ...Automatic modulation recognition(AMR)of radiation source signals is a research focus in the field of cognitive radio.However,the AMR of radiation source signals at low SNRs still faces a great challenge.Therefore,the AMR method of radiation source signals based on two-dimensional data matrix and improved residual neural network is proposed in this paper.First,the time series of the radiation source signals are reconstructed into two-dimensional data matrix,which greatly simplifies the signal preprocessing process.Second,the depthwise convolution and large-size convolutional kernels based residual neural network(DLRNet)is proposed to improve the feature extraction capability of the AMR model.Finally,the model performs feature extraction and classification on the two-dimensional data matrix to obtain the recognition vector that represents the signal modulation type.Theoretical analysis and simulation results show that the AMR method based on two-dimensional data matrix and improved residual network can significantly improve the accuracy of the AMR method.The recognition accuracy of the proposed method maintains a high level greater than 90% even at -14 dB SNR.展开更多
The diffusion in a harmonic oscillator driven by coloured noises ξ(t) and η(t) with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expre...The diffusion in a harmonic oscillator driven by coloured noises ξ(t) and η(t) with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, and oscillator frequency is derived. The findings in this paper are as follows. 1) The curves of d versus noise intensity D and d versus noises cross-correlation time z3 exist as two different phases. The transition between the two phases arises from the change of the cross-correlation coefficient A of the two Ornstein-Uhlenbeck (O-U) noises. 2) Changing the value of T3, the curves of d versus Q, the intensity of colored noise that is modulated by the signal, can transform from a phase having a minimum to a monotonic phase. 3) Changing the value of signal amplitude A, d versus Q curves can transform from a phase having a minimum to a monotonic phase. The above-mentioned results demonstrate that a like noise-induced transition appears in the model.展开更多
In order to study the universality of the interactions among different markets, we analyze the cross-correlation matrix of the price of the Chinese and American bank stocks. We then find that the stock prices of the e...In order to study the universality of the interactions among different markets, we analyze the cross-correlation matrix of the price of the Chinese and American bank stocks. We then find that the stock prices of the emerging market are more correlated than that of the developed market. Considering that the values of the components for the eigenvector may be positive or negative, we analyze the differences between two markets in combination with the endogenous and exogenous events which influence the financial markets. We find that the sparse pattern of components of eigenvectors out of the threshold value has no change in American bank stocks before and after the subprime crisis. However, it changes from sparse to dense for Chinese bank stocks. By using the threshold value to exclude the external factors, we simulate the interactions in financial markets.展开更多
Stochastic resonance (SR) is studied in a gain-noise model of a single-mode laser driven by a coloured pump noise and a quantum noise with cross-correlation between real and imaginary parts under a direct signal mod...Stochastic resonance (SR) is studied in a gain-noise model of a single-mode laser driven by a coloured pump noise and a quantum noise with cross-correlation between real and imaginary parts under a direct signal modulation. By using a linear approximation method, we find that the SR appears during the variation of signal-to-noise ratio (SNR) separately with the pump noise self-correlation time τ, the noise correlation coefficient between the real part and the imaginary part of the quantum noise λq, the attenuation coefficient γ' and the deterministic steady-state intensity I0. In addition, it is found that the SR can be characterized not only by the dependence of SNR on the noise variables of and λq, but also by the dependence of SNR on the laser system variables of γ and I0. Thus our investigation extends the characteristic quantity of SR proposed before.展开更多
In this paper,we focus on inferring graph Laplacian matrix from the spatiotemporal signal which is defined as“time-vertex signal”.To realize this,we first represent the signals on a joint graph which is the Cartesia...In this paper,we focus on inferring graph Laplacian matrix from the spatiotemporal signal which is defined as“time-vertex signal”.To realize this,we first represent the signals on a joint graph which is the Cartesian product graph of the time-and vertex-graphs.By assuming the signals follow a Gaussian prior distribution on the joint graph,a meaningful representation that promotes the smoothness property of the joint graph signal is derived.Furthermore,by decoupling the joint graph,the graph learning framework is formulated as a joint optimization problem which includes signal denoising,timeand vertex-graphs learning together.Specifically,two algorithms are proposed to solve the optimization problem,where the discrete second-order difference operator with reversed sign(DSODO)in the time domain is used as the time-graph Laplacian operator to recover the signal and infer a vertex-graph in the first algorithm,and the time-graph,as well as the vertex-graph,is estimated by the other algorithm.Experiments on both synthetic and real-world datasets demonstrate that the proposed algorithms can effectively infer meaningful time-and vertex-graphs from noisy and incomplete data.展开更多
A cross-correlation detection method to process backscatter signals of multi-laser beams measuring (MLBM) is presented, which can be firstly filtered by the digital filter composed of average median filter and finit...A cross-correlation detection method to process backscatter signals of multi-laser beams measuring (MLBM) is presented, which can be firstly filtered by the digital filter composed of average median filter and finite impulse response (FIR) digital filter. The processing of backscatter signals using single-pulse and three-pulse cross-correlation detection methods is depicted in detail. From calculation results, the multi-pulse cross-correlation detection could effectively improve signal-to-noise ratio (SNR). Finally, both wind velocity and direction are determined by the peak-delay method based on the correlation function which shows high measuring precision and high SNR of the MLBM system with the assistance of the digital cross- correlation detection.展开更多
基金Project supported by the National Natural Science Foundation of China (Grant Nos. 11875042 and 11505114)the Shanghai Project for Construction of Top Disciplines (Grant No. USST-SYS-01)。
文摘Detecting coupling pattern between elements in a complex system is a basic task in data-driven analysis. The trajectory for each specific element is a cooperative result of its intrinsic dynamic, its couplings with other elements, and the environment. It is subsequently composed of many components, only some of which take part in the couplings. In this paper we present a framework to detect the component correlation pattern. Firstly, the interested trajectories are decomposed into components by using decomposing methods such as the Fourier expansion and the Wavelet transformation. Secondly, the cross-correlations between the components are calculated, resulting into a component cross-correlation matrix(network).Finally, the dominant structure in the network is identified to characterize the coupling pattern in the system. Several deterministic dynamical models turn out to be characterized with rich structures such as the clustering of the components. The pattern of correlation between respiratory(RESP) and ECG signals is composed of five sub-clusters that are mainly formed by the components in ECG signal. Interestingly, only 7 components from RESP(scattered in four sub-clusters) take part in the realization of coupling between the two signals.
基金National Natural Science Foundation of China under Grant No.61973037China Postdoctoral Science Foundation under Grant No.2022M720419。
文摘Automatic modulation recognition(AMR)of radiation source signals is a research focus in the field of cognitive radio.However,the AMR of radiation source signals at low SNRs still faces a great challenge.Therefore,the AMR method of radiation source signals based on two-dimensional data matrix and improved residual neural network is proposed in this paper.First,the time series of the radiation source signals are reconstructed into two-dimensional data matrix,which greatly simplifies the signal preprocessing process.Second,the depthwise convolution and large-size convolutional kernels based residual neural network(DLRNet)is proposed to improve the feature extraction capability of the AMR model.Finally,the model performs feature extraction and classification on the two-dimensional data matrix to obtain the recognition vector that represents the signal modulation type.Theoretical analysis and simulation results show that the AMR method based on two-dimensional data matrix and improved residual network can significantly improve the accuracy of the AMR method.The recognition accuracy of the proposed method maintains a high level greater than 90% even at -14 dB SNR.
基金Project supported by the National Natural Science Foundation of China (Grant No 10275025)
文摘The diffusion in a harmonic oscillator driven by coloured noises ξ(t) and η(t) with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, and oscillator frequency is derived. The findings in this paper are as follows. 1) The curves of d versus noise intensity D and d versus noises cross-correlation time z3 exist as two different phases. The transition between the two phases arises from the change of the cross-correlation coefficient A of the two Ornstein-Uhlenbeck (O-U) noises. 2) Changing the value of T3, the curves of d versus Q, the intensity of colored noise that is modulated by the signal, can transform from a phase having a minimum to a monotonic phase. 3) Changing the value of signal amplitude A, d versus Q curves can transform from a phase having a minimum to a monotonic phase. The above-mentioned results demonstrate that a like noise-induced transition appears in the model.
基金supported by the National Natural Science Foundation of China(Grant Nos.11275186,91024026,and FOM2014OF001)the University of Shanghai for Science and Technology(USST)of Humanities and Social Sciences,China(Grant Nos.USST13XSZ05 and 11YJA790231)
文摘In order to study the universality of the interactions among different markets, we analyze the cross-correlation matrix of the price of the Chinese and American bank stocks. We then find that the stock prices of the emerging market are more correlated than that of the developed market. Considering that the values of the components for the eigenvector may be positive or negative, we analyze the differences between two markets in combination with the endogenous and exogenous events which influence the financial markets. We find that the sparse pattern of components of eigenvectors out of the threshold value has no change in American bank stocks before and after the subprime crisis. However, it changes from sparse to dense for Chinese bank stocks. By using the threshold value to exclude the external factors, we simulate the interactions in financial markets.
基金Project supported by the National Natural Science Foundation of China (Grant No 10275025).
文摘Stochastic resonance (SR) is studied in a gain-noise model of a single-mode laser driven by a coloured pump noise and a quantum noise with cross-correlation between real and imaginary parts under a direct signal modulation. By using a linear approximation method, we find that the SR appears during the variation of signal-to-noise ratio (SNR) separately with the pump noise self-correlation time τ, the noise correlation coefficient between the real part and the imaginary part of the quantum noise λq, the attenuation coefficient γ' and the deterministic steady-state intensity I0. In addition, it is found that the SR can be characterized not only by the dependence of SNR on the noise variables of and λq, but also by the dependence of SNR on the laser system variables of γ and I0. Thus our investigation extends the characteristic quantity of SR proposed before.
基金supported by the National Natural Science Foundation of China(Grant No.61966007)Key Laboratory of Cognitive Radio and Information Processing,Ministry of Education(No.CRKL180106,No.CRKL180201)+1 种基金Guangxi Key Laboratory of Wireless Wideband Communication and Signal Processing,Guilin University of Electronic Technology(No.GXKL06180107,No.GXKL06190117)Guangxi Colleges and Universities Key Laboratory of Satellite Navigation and Position Sensing.
文摘In this paper,we focus on inferring graph Laplacian matrix from the spatiotemporal signal which is defined as“time-vertex signal”.To realize this,we first represent the signals on a joint graph which is the Cartesian product graph of the time-and vertex-graphs.By assuming the signals follow a Gaussian prior distribution on the joint graph,a meaningful representation that promotes the smoothness property of the joint graph signal is derived.Furthermore,by decoupling the joint graph,the graph learning framework is formulated as a joint optimization problem which includes signal denoising,timeand vertex-graphs learning together.Specifically,two algorithms are proposed to solve the optimization problem,where the discrete second-order difference operator with reversed sign(DSODO)in the time domain is used as the time-graph Laplacian operator to recover the signal and infer a vertex-graph in the first algorithm,and the time-graph,as well as the vertex-graph,is estimated by the other algorithm.Experiments on both synthetic and real-world datasets demonstrate that the proposed algorithms can effectively infer meaningful time-and vertex-graphs from noisy and incomplete data.
基金supported by National Natural Science Foundation of China under Grant No. 60425101-1Foundation for Innovative Research Groups of NSFC under Grant No. 60721001
文摘A cross-correlation detection method to process backscatter signals of multi-laser beams measuring (MLBM) is presented, which can be firstly filtered by the digital filter composed of average median filter and finite impulse response (FIR) digital filter. The processing of backscatter signals using single-pulse and three-pulse cross-correlation detection methods is depicted in detail. From calculation results, the multi-pulse cross-correlation detection could effectively improve signal-to-noise ratio (SNR). Finally, both wind velocity and direction are determined by the peak-delay method based on the correlation function which shows high measuring precision and high SNR of the MLBM system with the assistance of the digital cross- correlation detection.