نتایج جستجو برای: extended sample autocorrelation function

تعداد نتایج: 1773748  

S. A. Hoseini,

Warp and weft spacing and its coefficient of variation affect the physical properties of fabrics such as fabric hand, frictional and mechanical properties. In this paper the weft and warp spacing and its coefficient of variation for plain weave is calculated using Fourier transforms. Different methods have been used in this work including autocorrelation function. First, two dimensional power s...

S. A. Hoseini,

Warp and weft spacing and its coefficient of variation affect the physical properties of fabrics such as fabric hand, frictional and mechanical properties. In this paper the weft and warp spacing and its coefficient of variation for plain weave is calculated using Fourier transforms. Different methods have been used in this work including autocorrelation function. First, two dimensional power s...

1998
Vel B. Manimohan William J. Fitzgerald

A blind (non-data aided), open loop, joint frequency offset and delay estimation algorithm for a linearly modulated signal in additive stationary noise is developed by exploiting the cyclostationarity of the signal. By considering the sample cyclic autocorrelation function of the received signal and the probability distribution of the estimation error, a general linear model representation of t...

2014
Christopher C. Chang Dimitris N. Politis

In this paper, we introduce a new class of robust autocorrelation estimators based on interpreting the sample autocorrelation function as a linear regression. We investigate the efficiency and robustness properties of the estimators that result from employing three common robust regression techniques. Construction of robust autocovariance and positive definite autocorrelation estimates is discu...

Journal: :IEEE Trans. Signal Processing 2000
Sophie Lambert-Lacroix

We consider the autoregressive estimation for periodically correlated processes, using the parameterization given by the partial autocorrelation function. We propose an estimation of these parameters by extending the sample partial autocorrelation method to this situation. The comparison with other methods is made. Relationships with the stationary multivariate case are discussed.

Journal: :Applied optics 2001
J A Lock

The polarization-resolved electric field autocorrelation function for p-order scattering was derived from the order-of-scattering solution of the exact equations for electromagnetic multiple Rayleigh scattering and was calculated for 2 </= p </= 6 for particles undergoing diffusive motion in an idealized sample cell. It was found that the polarization-channel and the scattering-angle dependence...

2016
M. Saliba J. Bosgra A. D. Parsons U. H. Wagner C. Rau

Holography is a coherent imaging method that provides complex-valued reconstructions of the wave field at the exit of a sample by virtue of the interference between the scattered sample wave and a reference wave [1]. Fourier transform holography (FTH) is a robust and reliable method where reconstructions are obtained by a single Fourier transform, owing to a nearby point-scatterer whose transmi...

پایان نامه :دانشگاه تربیت معلم - تهران - دانشکده ادبیات و علوم انسانی 1393

abstract target-oriented approaches to translation studies are regarded as recent theories of translation. one of the most famous theories among these approaches is descriptive translation studies presented by toury (1995). this theory gives a new dimension to translation studies and gives importance to the descriptive rather than prescriptive studies. it also identifies three sets of transla...

2014
Z. L. Warsza

The proposal of evaluating the uncertainty type A of the stationary random component of measured signal from its regularly sampled observations (auto-correlated) is presented. In the first step the regularly variable components of the signal are indentified and removed from the raw sample data. Then upgraded formulas for standard uncertainty type A of the sample and of the mean value are expres...

2001
RICHARD A. DAVIS

The paper considers one of the standard processes for modeling returns in finance, the stochastic volatility process with regularly varying innovations. The aim of the paper is to show how point process techniques can be used to derive the asymptotic behavior of the sample autocorrelation function of this process with heavy-tailed marginal distributions. Unlike other non-linear models used in f...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید