Targeting Kollo Skewness with Random Orthogonal Matrix Simulation

Author(s):  
Carol Alexander ◽  
Xiaochun Meng ◽  
Wei Wei
Keyword(s):  
2012 ◽  
Vol 437 (7) ◽  
pp. 1458-1481 ◽  
Author(s):  
A. Branquinho ◽  
F. Marcellán ◽  
A. Mendes

2016 ◽  
Vol 32 (10) ◽  
pp. 1527-1535 ◽  
Author(s):  
Martin Stražar ◽  
Marinka Žitnik ◽  
Blaž Zupan ◽  
Jernej Ule ◽  
Tomaž Curk

Author(s):  
P. Srestasathiern ◽  
S. Lawawirojwong ◽  
R. Suwantong ◽  
P Phuthong

This paper address the problem of rotation matrix sampling used for multidimensional probability distribution transfer. The distribution transfer has many applications in remote sensing and image processing such as color adjustment for image mosaicing, image classification, and change detection. The sampling begins with generating a set of random orthogonal matrix samples by Householder transformation technique. The advantage of using the Householder transformation for generating the set of orthogonal matrices is the uniform distribution of the orthogonal matrix samples. The obtained orthogonal matrices are then converted to proper rotation matrices. The performance of using the proposed rotation matrix sampling scheme was tested against the uniform rotation angle sampling. The applications of the proposed method were also demonstrated using two applications i.e., image to image probability distribution transfer and data Gaussianization.


2018 ◽  
Vol 8 (12) ◽  
pp. 2510 ◽  
Author(s):  
Tongjing Sun ◽  
Hong Cao ◽  
Philippe Blondel ◽  
Yunfei Guo ◽  
Han Shentu

Compressive sensing is a very attractive technique to detect weak signals in a noisy background, and to overcome limitations from traditional Nyquist sampling. A very important part of this approach is the measurement matrix and how it relates to hardware implementation. However, reconstruction accuracy, resistance to noise and construction time are still open challenges. To address these problems, we propose a measurement matrix based on a cyclic direct product and QR decomposition (the product of an orthogonal matrix Q and an upper triangular matrix R). Using the definition and properties of a direct product, a set of high-dimensional orthogonal column vectors is first established by a finite number of cyclic direct product operations on low-dimension orthogonal “seed” vectors, followed by QR decomposition to yield the orthogonal matrix, whose corresponding rows are selected to form the measurement matrix. We demonstrate this approach with simulations and field measurements of a scaled submarine in a freshwater lake, at frequencies of 40 kHz–80 kHz. The results clearly show the advantage of this method in terms of reconstruction accuracy, signal-to-noise ratio (SNR) enhancement, and construction time, by comparison with Gaussian matrix, Bernoulli matrix, partial Hadamard matrix and Toeplitz matrix. In particular, for weak signals with an SNR less than 0 dB, this method still achieves an SNR increase using less data.


Sign in / Sign up

Export Citation Format

Share Document