Abstract: This article presents the main results of a numerical
investigation on the uncertainty of dynamic response of structures
with statistically correlated random damping Gamma distributed. A
computational method based on a Linear Statistical Model (LSM) is
implemented to predict second order statistics for the response of a
typical industrial building structure. The significance of random
damping with correlated parameters and its implications on the
sensitivity of structural peak response in the neighborhood of a
resonant frequency are discussed in light of considerable ranges of
damping uncertainties and correlation coefficients. The results are
compared to those generated using Monte Carlo simulation
techniques. The numerical results obtained show the importance of
damping uncertainty and statistical correlation of damping
coefficients when obtaining accurate probabilistic estimates of
dynamic response of structures. Furthermore, the effectiveness of the
LSM model to efficiently predict uncertainty propagation for
structural dynamic problems with correlated damping parameters is
demonstrated.
Abstract: The traditional second order statistics approach of using only the hermitian covariance for non circular signals, does not take advantage of the information contained in the complementary covariance of these signals. Radar systems often use non circular signals such as Binary Phase Shift Keying (BPSK) signals. Their noncicular property can be exploited together with the dual centrosymmetry of the bistatic MIMO radar system to improve angle estimation performance. We construct an augmented matrix from the received data vectors using both the positive definite hermitian covariance matrix and the complementary covariance matrix. The Unitary ESPRIT technique is then applied to the signal subspace of the augmented covariance matrix for automatically paired Direction-of-arrival (DOA) and Direction-of-Departure (DOD) angle estimates. The number of targets that can be detected is twice that obtainable with the conventional ESPRIT approach. Simulation results show the effectiveness of this method in terms of increase in resolution and the number of targets that can be detected.
Abstract: The paper presents a method for multivariate time
series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series
space. The forecasting can be done separately and with a different
method for each component, depending on its time structure. The
paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series
with five components, generated from three sources and a mixing matrix, randomly generated.