{"title":"Filtering a discrete time price process","authors":"R. Elliott, W. C. Hunter","doi":"10.1109/ACSSC.1995.540910","DOIUrl":"https://doi.org/10.1109/ACSSC.1995.540910","url":null,"abstract":"Motivated by the log-normal model for price processes in continuous time, we suppose, in discrete time, the logarithmic difference of the price process is given by the sum of a drift and a 'volatility' component. Filtering techniques from hidden Markov models are applied to estimate these parameters.","PeriodicalId":171264,"journal":{"name":"Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115787700","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Analysis and implementation of the max-NLMS adaptive filter","authors":"S. Douglas","doi":"10.1109/ACSSC.1995.540631","DOIUrl":"https://doi.org/10.1109/ACSSC.1995.540631","url":null,"abstract":"We provide an efficient implementation and a statistical analysis of the max-NLMS adaptive filter. This adaptive filter only adjusts the coefficient associated with the data element that has the maximum absolute value in the filter memory at each iteration. Our method for determining this maximum absolute data value requires many fewer compares and storage locations on average as compared to other techniques. We then provide statistical and stability analyses of the max-NLMS algorithm for several input data models. Theory and simulations show that the max-NLMS adaptive filter is statistically more efficient than other adaptive filters with similar computational complexity for some input signals; however, its stability behavior is very sensitive to skew in the input data probability distribution.","PeriodicalId":171264,"journal":{"name":"Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers","volume":"659 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132127278","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Accumulative parallel counters","authors":"B. Parhami, C. Yeh","doi":"10.1109/ACSSC.1995.540843","DOIUrl":"https://doi.org/10.1109/ACSSC.1995.540843","url":null,"abstract":"An accumulative parallel counter represents a true generalization of a sequential counter in that it incorporates the memory feature of an ordinary counter; i.e., it adds the sum of its n binary inputs to a stored value. We examine the design of accumulative parallel counters and show that direct synthesis of such a counter, as opposed to building it from a combinational parallel counter and a fast adder, leads to significant reduction in complexity and delay. While the mere fact that savings can be achieved comes as no surprise to seasoned arithmetic designers, its extent and consequences in designing large-scale (systolic) associative processors, modular multi-operand adders, serial-parallel multipliers, and digital neural networks merits detailed examination. Both simple accumulative parallel counters and their modular versions, that keep the accumulated count module an arbitrary constant p, are dealt with.","PeriodicalId":171264,"journal":{"name":"Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130093521","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Implementation and performance analysis of 2D DFT beamspace ESPRIT","authors":"C. P. Mathews, M. Haardt, M. Zoltowski","doi":"10.1109/ACSSC.1995.540645","DOIUrl":"https://doi.org/10.1109/ACSSC.1995.540645","url":null,"abstract":"The 2D DFT beamspace ESPRIT is a closed form algorithm that provides automatically paired azimuth and elevation angle estimates of multiple sources incident on a uniform rectangular array of antennas. This paper shows how the performance of 2D DFT beamspace ESPRIT can be improved via incorporation of null-steering. Null-steering provides the means for filtering out sources (interferers) in adjacent sectors, while searching for sources in a given spatial sector. Simulation results that document the performance improvement gained by null-steering are presented. The paper also analyzes the statistical performance of 2D DFT beamspace ESPRIT. Asymptotic expressions for the variances of the 2D DFT beamspace ESPRIT DOA estimates are obtained, and verified by computer simulations. The performance analysis results also apply to 2D unitary ESPRIT, the element space counterpart of 2D DFT beamspace ESPRIT.","PeriodicalId":171264,"journal":{"name":"Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134151722","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Two-dimensional dyadic subband tree modeling with embedded quantizers","authors":"G. Choi, R. Haddad","doi":"10.1109/ACSSC.1995.540855","DOIUrl":"https://doi.org/10.1109/ACSSC.1995.540855","url":null,"abstract":"We represent the effects of scalar quantization by a nonlinear gain-plus-additive-noise model for the PDF-optimized quantizer in a 2-D dyadic subband tree structure. Based on the equivalent models and the polyphase decomposition approach, we compute the complete mean square error (MSE) using cyclostationary concepts. Then, the optimal filter coefficients satisfying paraunitary or biorthogonal conditions, bit allocations and compensation vectors are obtained such that the above MSE is minimized. This design procedure is then used in compressing the Lena image.","PeriodicalId":171264,"journal":{"name":"Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers","volume":"169 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132436329","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fast robust adaptation of predictor weights from min/max neighboring pixels for minimum conditional entropy","authors":"D. Speck","doi":"10.1109/ACSSC.1995.540547","DOIUrl":"https://doi.org/10.1109/ACSSC.1995.540547","url":null,"abstract":"Most linear predictors for image compression use only 2 or 3 weights, usually simple constants. Beyond that, intuitive models break down. Optimization does little better; the textbook minimum-variance model minimizes distortion at fixed rate, rather than minimizing entropy at fixed distortion. Its overemphasis of large prediction errors makes additional weights overly sensitive to small differences between large sums. Round-off error and singular matrices make one-pass adaptive coding difficult. This paper argues that simply bumping fixed-point weights of min/max neighboring pixels is closer to optimum, then demonstrates practicality and robustness up to 5 or 6 weights.","PeriodicalId":171264,"journal":{"name":"Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers","volume":"76 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132697274","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On arbitrary-length, M-channel linear-phase FIR filter banks","authors":"T. Tran, T.Q. Nguyen","doi":"10.1109/ACSSC.1995.540514","DOIUrl":"https://doi.org/10.1109/ACSSC.1995.540514","url":null,"abstract":"This paper investigates the existence of a large subclass of M-channel linear-phase perfect-reconstruction FIR filter banks-systems with analysis and synthesis filters of length L/sub i/=K/sub i/M+/spl beta/, where /spl beta/ is an arbitrary integer, 0/spl les//spl beta/<M, and K/sub i/ is any positive integer. For this subclass of systems, and for any arbitrary channel M, we first derive the necessary conditions for the existence of linear-phase perfect-reconstruction filter banks. Next, we turn our attention to a large class of linear-phase paraunitary filter banks, those with even M and even /spl beta/, and develop a simple lattice structure for this case. Finally, several design examples are presented to confirm the validity of the theory.","PeriodicalId":171264,"journal":{"name":"Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers","volume":"93 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132748115","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"General cone classes for signal modeling and detection","authors":"S. Ramprashad, T. Parks","doi":"10.1109/ACSSC.1995.540880","DOIUrl":"https://doi.org/10.1109/ACSSC.1995.540880","url":null,"abstract":"The article describes a deterministic signal model, cone classes and intersections of cone classes, with applications to both signal detection and estimation. Cone classes include a variety of different types of signal models. Two examples are linear subspaces with mismatch, and time and/or frequency concentrated classes. Other examples with applications to array processing and periodic sequences are given. The classes explored are classes using different operators with the same eigenvectors. The procedure for the maximum likelihood estimation of an unknown signal in the class in additive Gaussian noise is derived. The procedure provides a way of estimating and detecting unknown signals. A practical example of the detection of quasi-periodic finback whale pulses in noise is included.","PeriodicalId":171264,"journal":{"name":"Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131286068","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Application of Gabor analysis for detection, estimation and classification of underwater acoustic data","authors":"S. Kadambe, R. Orr","doi":"10.1109/ACSSC.1995.540612","DOIUrl":"https://doi.org/10.1109/ACSSC.1995.540612","url":null,"abstract":"The problem of detection of transient signals emitted by underwater objects and classification of these objects based on characteristics of transient signals, is addressed in this paper. Even though the detection of transient signals using an energy detector is one of the simplest ways, it is not an optimum detector when some information about the signal is known. However, the performance of the energy detector can be improved by using a detector based on Gabor analysis, since Gabor representation is inherently localized and thus more suitable for transient analysis. In this paper, a description of such a detector is given. In addition, an estimator which estimates signal parameters that are suitable for classification is described. These estimated signal parameters are then used to classify a given signal set. The classifier based on \"multiple discriminant analysis\" that is described in this paper, is used for this purpose. Finally, the performances of the detector, the estimator and the classifier are verified using underwater acoustic data. The experimental details and the results are also discussed.","PeriodicalId":171264,"journal":{"name":"Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127062364","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"GenLOT-design and application for transform-based image coding","authors":"S. Trautmann, Truong Q. Nguyen","doi":"10.1109/ACSSC.1995.540510","DOIUrl":"https://doi.org/10.1109/ACSSC.1995.540510","url":null,"abstract":"Wavelet transform with symmetric basis functions has emerged as the next-generation standard for still-image compression. Wavelet methods outperform the current JPEG standard (block transform based on DCT) at low bit rates, since the DCT-based transform suffers from blocking effects due to its short basis functions. GenLOT is a new linear-phase block orthogonal transform which drastically reduces the blocking effects at low bit rates. We present the theory, structure and design methods for GenLOT. In particular, GenLOTs that perform well in image compression are discussed. We compare the performance of GenLOTs, in both objective and subjective measures, to the symmetric wavelet transforms. For a certain class of images, GenLOTs outperform the symmetric wavelet transforms.","PeriodicalId":171264,"journal":{"name":"Conference Record of The Twenty-Ninth Asilomar Conference on Signals, Systems and Computers","volume":"105 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1995-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115670906","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}