The New Method for Power Quality Indices Estimation

2014 ◽  
Vol 1006-1007 ◽  
pp. 1066-1070
Author(s):  
Ying Hai ◽  
Jing Yu Chen
Keyword(s):  
Computer Simulation ◽  
Power Quality ◽  
Computational Efficiency ◽  
Correlation Matrix ◽  
Cross Correlation ◽  
Additive Noise ◽  
Rotational Invariance ◽  
New Method ◽  
Quality Indices ◽  
The Cross

In this paper, the rotational invariance technique (ESPRIT) based on the cross-correlation matrix is used to estimate the power quality indices (PQI) . This method enables the alleviation of the effects of additive noise, and improves the computational efficiency. Computer simulation and experimental were performed on synthesized signals to assess the performance of the method.

Multi-channel interference source detector

2021 ◽  
Author(s):  
V.N. Antipov ◽  
S.L. Ivanov ◽  
E.Е. Koltyshev ◽  
V.V. Mukhin ◽  
A.Yu. Frolov ◽  
...  
Keyword(s):  
Radio Emission ◽  
Radiation Pattern ◽  
Correlation Matrix ◽  
Cross Correlation ◽  
Emission Sources ◽  
Energy Correlation ◽  
Antenna Radiation Pattern ◽  
Channel Interference ◽  
Main Disadvantage ◽  
The Cross

Modern radars, along with the detection and measurement of target coordinates against the background of interference, must solve the problem of detecting radio emission sources and measuring their coordinates. Detection of interference, as well as targets, in the radar is provided in the main (total) channel based on the analysis of the rangefinder-Doppler portrait of the received signal. The main disadvantage of such a detector is that the interference coming along the side lobes of the sum antenna and falling into the dip of the antenna radiation pattern may not be detected. Therefore, the problem arises of developing and analyzing algorithms for detecting interference in a radar with several receiving channels. The article discusses the logical, energy, correlation and eigenvalues of the cross-correlation matrix of the received signals interference detectors for two receiving channels. Their characteristics are given. It is shown that two-channel interference detectors based on the analysis of the eigenvalues of the cross-correlation matrix have the highest efficiency. Energy and logical algorithms are quite a bit inferior to them. The developed algorithms make it possible to effectively detect radio emission sources even when they are in the dip of one of the antenna patterns.

ON THE APPLICATION OF THE CROSS-CORRELATIONS IN THE CHINESE FUND MARKET: DESCRIPTIVE PROPERTIES AND SCALING BEHAVIORS

2011 ◽  
Vol 14 (01) ◽  
pp. 97-109
Author(s):  
WEIBING DENG ◽  
WEI LI ◽  
XU CAI ◽  
QIUPING A. WANG
Keyword(s):  
Correlation Matrix ◽  
Cross Correlation ◽  
Matrix Theory ◽  
Factorial Moment ◽  
Correlation Coefficients ◽  
Mean Value ◽  
Distribution Of Eigenvalues ◽  
Cross Correlations ◽  
The Cross ◽  
Simple Definition

On the basis of the relative daily logarithmic returns of 88 different funds in the Chinese fund market (CFM) from June 2005 to October 2009, we construct the cross-correlation matrix of the CFM. It is shown that the logarithmic returns follow an exponential distribution, which is commonly shared by some emerging markets. We hereby analyze the statistical properties of the cross-correlation coefficients in different time periods, such as the distribution, the mean value, the standard deviation, the skewness and the kurtosis. By using the method of the scaled factorial moment, we observe the intermittence phenomenon in the distribution of the cross-correlation coefficients. Also by employing the random matrix theory (RMT), we find a few isolated large eigenvalues of the cross-correlation matrix, and the distribution of eigenvalues exhibits the power-law tails. Furthermore, we study the features of the correlation strength with a simple definition.

Strain modes identification using cross-correlation function of measured dynamic strain

2016 ◽  
Vol 20 (1) ◽  
pp. 96-104 ◽  
Author(s):  
Zuo-Cai Wang ◽  
Chun-Yang Huang ◽  
Zhi-Chao He ◽  
Yong-Ping Wang
Keyword(s):  
Correlation Matrix ◽  
Cross Correlation ◽  
Diagonal Matrix ◽  
Dynamic Strain ◽  
Test Results ◽  
Noise Effect ◽  
Beam Structures ◽  
Distribution Rule ◽  
The Cross ◽  
Modal Coordinates

Strain modes of structures reflect the distribution rule of dynamic strain and can be of service to structural health monitoring. This article presents a new method to estimate the strain modes of beam structures based on the measured dynamic strain. Since the cross-correlation matrix of the modal coordinates is a diagonal matrix, thus, the cross-correlation matrix of the measured dynamic strain is also a diagonal matrix, and the strain modes can be obtained to find the eigenvectors of the strain cross-correlation matrix. The strain modes of a simply support beam and a continuous beam subjected to various impulsive excitations are identified from the numerical simulations using the proposed method. The noise effect is also investigated in this article. The numerical results show that the proposed method can effectively identify the strain modes even with noise effect. Finally, the method is verified through the experiment of a simply supported beam under hammering excitation. The test results also show that the proposed method can estimate the strain modes of beam structures with a high accuracy.

A Simplified Cascaded Modular Structure for the Implementation of MVDR Detector

2011 ◽  
Vol 128-129 ◽  
pp. 491-494
Author(s):  
Zhong Jie Li ◽  
Cui Tao Zhu ◽  
Shao Ping Chen
Keyword(s):  
Computer Simulation ◽  
Interference Cancellation ◽  
Cross Correlation ◽  
Weight Vector ◽  
Modular Structure ◽  
Maximum Magnitude ◽  
Asymptotic Condition ◽  
Correlation Criterion ◽  
The Cross

A cascaded modular structure is proposed to implement the blind MVDR detector. In each module of the structure, a vector filter is introduced for adaptive interference cancellation. The weight vector is determined based on a maximum magnitude cross correlation criterion which maximizes the magnitude of the cross correlation between the output of the nonadaptive filter and that of the weight vector filter. The performance of the proposed receiver has been evaluated via computer simulation and shown to be comparable to that of the optimum method under asymptotic condition. When the number of received vectors is non-ideal, the proposed method outperform the optimum method.

scholarly journals Higher-Order Multifractal Detrended Partial Cross-Correlation Analysis for the Correlation Estimator

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-10
Author(s):  
Keqiang Dong ◽  
Xiaojie Gao
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Correlation Coefficient ◽  
Nonlinear Interaction ◽  
Cross Correlation ◽  
Nonstationary Time Series ◽  
New Method ◽  
Nonlinear Interactions ◽  
Cross Correlation Analysis ◽  
The Cross

In this paper, we develop a new method to measure the nonlinear interactions between nonstationary time series based on the detrended cross-correlation coefficient analysis. We describe how a nonlinear interaction may be obtained by eliminating the influence of other variables on two simultaneous time series. By applying two artificially generated signals, we show that the new method is working reliably for determining the cross-correlation behavior of two signals. We also illustrate the application of this method in finance and aeroengine systems. These analyses suggest that the proposed measure, derived from the detrended cross-correlation coefficient analysis, may be used to remove the influence of other variables on the cross-correlation between two simultaneous time series.

UPPER BOUND OF THE TIME DERIVATIVE OF ENTROPY FOR A DYNAMICAL SYSTEM DRIVEN BY TWO KINDS OF COLORED NOISE

2009 ◽  
Vol 23 (02) ◽  
pp. 199-207 ◽  
Author(s):  
CAN-JUN WANG ◽  
DONG-CHENG MEI
Keyword(s):  
Dynamical System ◽  
Upper Bound ◽  
Correlation Time ◽  
Noise Intensity ◽  
Cross Correlation ◽  
Colored Noise ◽  
Multiplicative Noise ◽  
Additive Noise ◽  
Time Derivative ◽  
The Cross

The upper bound UB(t) of the time derivative of entropy for a dynamical system driven by both additive colored noise and multiplicative colored noise with colored cross-correlation is investigated. Based on the Fokker–Planck equation, the effects of the parameters on UB(t) are analyzed. The results show that: (i) α (the multiplicative noise intensity), D (the additive noise intensity) and τ2 (the correlation time of the additive noise) always enhance UB (t) monotonically; (ii) λ (the intensity of the cross-correlation between the multiplicative noise and the additive noise), τ1 (the correlation time of the multiplicative noise), τ3 (the correlation time of the cross-correlation) and γ (the dissipative constant) all possess a minimum, i.e., UB (t) decreases for small values and increases for large values.

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