Search results for "Higher-order statistics"
showing 5 items of 5 documents
Higher order statistics of the response of MDOF linear systems excited by linearly parametric white noises and external excitations
1997
The aim of this paper is the evaluation of higher order statistics of the response of linear systems subjected to external excitations and to linearly parametric white noise. The external excitations considered are deterministic or filtered white noise processes. The procedure implies the knowledge of the transition matrix connected to the linear system; this, however, has already been evaluated for obtaining the statistics at single times. The method, which avoids making further integrations for the evaluation of the higher order statistics, is very advantageous from a computational point of view.
Higher order statistics of the response of MDOF linear systems under polynomials of filtered normal white noises
1997
This paper exploits the work presented in the companion paper in order to evaluate the higher order statistics of the response of linear systems excited by polynomials of filtered normal processes. In fact, by means of a variable transformation, the original system is replaced by a linear one excited by external and linearly parametric white noise excitations. The transition matrix of the new enlarged system is obtained simply once the transition matrices of the original system and of the filter are evaluated. The method is then applied in order to evaluate the higher order statistics of the approximate response of nonlinear systems to which the pseudo-force method is applied.
Higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses
1999
The higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses are evaluated by means of knowledge of the first order statistics and without any further integration. This is made possible by a coordinate transformation which replaces the original system by a quasi-linear one with parametric Poisson delta-correlated input; and, for these systems, a simple relationship between first order and higher order statistics is found in which the transition matrix of the dynamical new system, incremented by the correction terms necessary to apply the Ito calculus, appears.
Kernel Spectral Angle Mapper
2016
This communication introduces a very simple generalization of the familiar spectral angle mapper (SAM) distance. SAM is perhaps the most widely used distance in chemometrics, hyperspectral imaging, and remote sensing applications. We show that a nonlinear version of SAM can be readily obtained by measuring the angle between pairs of vectors in a reproducing kernel Hilbert spaces. The kernel SAM generalizes the angle measure to higher-order statistics, it is a valid reproducing kernel, it is universal, and it has consistent geometrical properties that permit deriving a metric easily. We illustrate its performance in a target detection problem using very high resolution imagery. Excellent re…
An Exact Solution for the Level-Crossing Rate of Shadow Fading Processes Modelled by Using the Sum-of-Sinusoids Principle
2008
Published version of an article in the journal: Wireless Personal Communications. The original publication is available at Springerlink. http://dx.doi.org/10.1007/s11277-008-9512-3 The focus of this paper is on the higher order statistics of spatial simulation models for shadowing processes. Such processes are generally assumed to follow the lognormal distribution. The proposed spatial simulation model is derived from a non-realizable lognormal reference model with given correlation properties by using Rice's sum-of-sinusoids. Both exact and approximate expressions are presented for the level-crossing rate (LCR) and the average duration of fades (ADF) of the simulation model. It is pointed …