F This paper presents a new method for matching points of interest in stereoscopic. A self-calibration is realized by using points of interest on both images in order to estimate the fundamental matrix from which we can compute both projected matrices related to each camera. We propose a robust and fast rectification technique for matching points of interest in order to simplify the research on...

This dissertation covers the two major parts of my PhD research: i) Modeling instantaneous correlation ii) Quantifying time-lag correlation iii) Modeling time-lag correlation iv) Modeling and application of heteroskedasticity. For modeling instantaneous correlation, we studied the limitations of random matrix theory (RMT), and proposed autoregressive random matrix theory (ARRMT) which take into...

Image textural analysis technology has been widely used in the design of automated defect detection systems. Because the presence of defects may change the textural features of an image, a reference image without defects can be compared with the test image to detect whether there are any defects. However, besides defects, the deflection of the input test image could also change its textural fea...

The solution from the previous section can then be used by defining X to be the matrix in RU×U such that Xw = w ? x. It follows that the kernel matrix K belongs to RU×U and the dual variable α is a signal in RU . The key to the correlation filter is that the circulant structure of X enables the solution to be computed efficiently in the Fourier domain. The matrix X has elements X[u, t] = x[u+ t...

We investigate the statistical properties of the cross-correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz portfolio theory. We find that the distribution of the cross-correlation matrix is positively skewed and changes over time. We find that the eigenvalue distri...

It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this paper is to show that the converse is generally incorrect: a power-law tail in the high-lying eigenvalues of the correlation matrix may exist even in the absence of equal-...

The scattering matrix was measured for microwave cavities with two antennas. It was analyzed in the regime of overlapping resonances. The theoretical description in terms of a statistical scattering matrix and the rescaled BreitWigner approximation has been applied to this regime. The experimental results for the auto-correlation function show that the absorption in the cavity walls yields an e...

A Taylor polynomial expansion (TPE) based waveform decorrelation algorithm with low complexity is proposed to cancel the effects of auto-correlation and cross-correlation of transmit waveform of multiple-input multiple-output (MIMO) radar in the receiver. Cayley–Hamilton theorem is first used to expand the direct matrix inversion to the form of polynomial matrix. And then, Taylor series is used...