Detect and pointing algorithm's performance for a planar smart antenna array: a review

An adaptive antenna array combines the signal of each element, using some constraints to produce the radiation pattern of the antenna, while maximizing the performance of the system. Direction of arrival (DOA) algorithms are applied to determine the directions of impinging signals, whereas beamforming techniques are employed to determine the appropriate weights for the array elements, to create the desired pattern. In this paper, a detailed analysis of both categories of algorithms is made, when a planar antenna array is used. Several simulation results show that it is possible to point an antenna array in a desired direction based on the DOA estimation and on the beamforming algorithms. A comparison of the performance in terms of runtime and accuracy of the used algorithms is made. These characteristics are dependent on the SNR of the incoming signal.

Guitar solo tracker

A motivação para este trabalho vem da necessidade que o autor tem em poder registar as notas tocadas na guitarra durante o processo de improviso. Quando o músico está a improvisar na guitarra, muitas vezes não se recorda das notas tocadas no momento, este trabalho trata o desenvolvimento de uma aplicação para guitarristas, que permita registar as notas tocadas na guitarra eléctrica ou clássica. O sinal é adquirido a partir da guitarra e processado com requisitos de tempo real na captura do sinal. As notas produzidas pela guitarra eléctrica, ligada ao computador, são representadas no formato de tablatura e/ou partitura. Para este efeito a aplicação capta o sinal proveniente da guitarra eléctrica a partir da placa de som do computador e utiliza algoritmos de detecção de frequência e algoritmos de estimação de duração de cada sinal para construir o registo das notas tocadas. A aplicação é desenvolvida numa perspectiva multi-plataforma, podendo ser executada em diferentes sistemas operativos Windows e Linux, usando ferramentas e bibliotecas de domínio público. Os resultados obtidos mostram a possibilidade de afinar a guitarra com valores de erro na ordem de 2 Hz em relação às frequências de afinação standard. A escrita da tablatura apresenta resultados satisfatórios, mas que podem ser melhorados. Para tal será necessário melhorar a implementação de técnicas de processamento do sinal bem como a comunicação entre processos para resolver os problemas encontrados nos testes efectuados.

Testes de ajuste a distribuições estatísticas e métodos para estimação dos parâmetros em análises de fiabilidade

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

Categorical data clustering using a minimum message length criterion

Research on cluster analysis for categorical data continues to develop, new clustering algorithms being proposed. However, in this context, the determination of the number of clusters is rarely addressed. We propose a new approach in which clustering and the estimation of the number of clusters is done simultaneously for categorical data. We assume that the data originate from a finite mixture of multinomial distributions and use a minimum message length criterion (MML) to select the number of clusters (Wallace and Bolton, 1986). For this purpose, we implement an EM-type algorithm (Silvestre et al., 2008) based on the (Figueiredo and Jain, 2002) approach. The novelty of the approach rests on the integration of the model estimation and selection of the number of clusters in a single algorithm, rather than selecting this number based on a set of pre-estimated candidate models. The performance of our approach is compared with the use of Bayesian Information Criterion (BIC) (Schwarz, 1978) and Integrated Completed Likelihood (ICL) (Biernacki et al., 2000) using synthetic data. The obtained results illustrate the capacity of the proposed algorithm to attain the true number of cluster while outperforming BIC and ICL since it is faster, which is especially relevant when dealing with large data sets.

Determining the number of clusters in categorical data

Cluster analysis for categorical data has been an active area of research. A well-known problem in this area is the determination of the number of clusters, which is unknown and must be inferred from the data. In order to estimate the number of clusters, one often resorts to information criteria, such as BIC (Bayesian information criterion), MML (minimum message length, proposed by Wallace and Boulton, 1968), and ICL (integrated classification likelihood). In this work, we adopt the approach developed by Figueiredo and Jain (2002) for clustering continuous data. They use an MML criterion to select the number of clusters and a variant of the EM algorithm to estimate the model parameters. This EM variant seamlessly integrates model estimation and selection in a single algorithm. For clustering categorical data, we assume a finite mixture of multinomial distributions and implement a new EM algorithm, following a previous version (Silvestre et al., 2008). Results obtained with synthetic datasets are encouraging. The main advantage of the proposed approach, when compared to the above referred criteria, is the speed of execution, which is especially relevant when dealing with large data sets.

Efeito dos dias da semana na volatilidade do índice S&P 500: Um estudo empírico

Mestrado em Contabilidade e Análise Financeira,

Colour filtering in a-SiC : H based p-i-n-p-i-n cells: A trade-off between bias polarity and absorption regions

A large area colour imager optically addressed is presented. The colour imager consists of a thin wide band gap p-i-n a-SiC:H filtering element deposited on the top of a thick large area a-SiC:H(-p)/a-Si:H(-i)/a-SiC:H(-n) image sensor, which reveals itself an intrinsic colour filter. In order to tune the external applied voltage for full colour discrimination the photocurrent generated by a modulated red light is measured under different optical and electrical bias. Results reveal that the integrated device behaves itself as an imager and a filter giving information not only on the position where the optical image is absorbed but also on it wavelength and intensity. The amplitude and sign of the image signals are electrically tuneable. In a wide range of incident fluxes and under reverse bias, the red and blue image signals are opposite in sign and the green signal is suppressed allowing blue and red colour recognition. The green information is obtained under forward bias, where the blue signal goes down to zero and the red and green remain constant. Combining the information obtained at this two applied voltages a RGB colour image picture can be acquired without the need of the usual colour filters or pixel architecture. A numerical simulation supports the colour filter analysis.

Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

Improved matching criterion for frame rate upconversion with trilateral filtering

Frame rate upconversion (FRUC) is an important post-processing technique to enhance the visual quality of low frame rate video. A major, recent advance in this area is FRUC based on trilateral filtering which novelty mainly derives from the combination of an edge-based motion estimation block matching criterion with the trilateral filter. However, there is still room for improvement, notably towards reducing the size of the uncovered regions in the initial estimated frame, this means the estimated frame before trilateral filtering. In this context, proposed is an improved motion estimation block matching criterion where a combined luminance and edge error metric is weighted according to the motion vector components, notably to regularise the motion field. Experimental results confirm that significant improvements are achieved for the final interpolated frames, reaching PSNR gains up to 2.73 dB, on average, regarding recent alternative solutions, for video content with varied motion characteristics.

Complementary filter design with three frequency bands: robot attitude estimation

This paper extents the by now classic sensor fusion complementary filter (CF) design, involving two sensors, to the case where three sensors that provide measurements in different bands are available. This paper shows that the use of classical CF techniques to tackle a generic three sensors fusion problem, based solely on their frequency domain characteristics, leads to a minimal realization, stable, sub-optimal solution, denoted as Complementary Filters3 (CF3). Then, a new approach for the estimation problem at hand is used, based on optimal linear Kalman filtering techniques. Moreover, the solution is shown to preserve the complementary property, i.e. the sum of the three transfer functions of the respective sensors add up to one, both in continuous and discrete time domains. This new class of filters are denoted as Complementary Kalman Filters3 (CKF3). The attitude estimation of a mobile robot is addressed, based on data from a rate gyroscope, a digital compass, and odometry. The experimental results obtained are reported.

Hyperspectral imagery framework for unmixing and dimensionality estimation

In hyperspectral imagery a pixel typically consists mixture of spectral signatures of reference substances, also called endmembers. Linear spectral mixture analysis, or linear unmixing, aims at estimating the number of endmembers, their spectral signatures, and their abundance fractions. This paper proposes a framework for hyperpsectral unmixing. A blind method (SISAL) is used for the estimation of the unknown endmember signature and their abundance fractions. This method solve a non-convex problem by a sequence of augmented Lagrangian optimizations, where the positivity constraints, forcing the spectral vectors to belong to the convex hull of the endmember signatures, are replaced by soft constraints. The proposed framework simultaneously estimates the number of endmembers present in the hyperspectral image by an algorithm based on the minimum description length (MDL) principle. Experimental results on both synthetic and real hyperspectral data demonstrate the effectiveness of the proposed algorithm.