论文标题
部分可观测时空混沌系统的无模型预测
Structured Covariance Matrix Estimation for Noise-Type Radars
论文作者
论文摘要
储层计算是预测湍流的有力工具，其简单的架构具有处理大型系统的计算效率。然而，其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间，然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用，该系统模拟了湍流的若干特征。我们表明，使用径向基函数作为非线性投影器，即使只有部分观测并且不知道控制方程，也能稳健地捕捉复杂的系统非线性。最后，我们表明，当测量稀疏、不完整且带有噪声，甚至控制方程变得不准确时，我们的网络仍然可以产生相当准确的预测，从而为实际湍流系统的无模型预测铺平了道路。
Standard noise radars, as well as noise-type radars such as quantum two-mode squeezing radar, are characterized by a covariance matrix with a very specific structure. This matrix has four independent parameters: the amplitude of the received signal, the amplitude of the internal signal used for matched filtering, the correlation between the two signals, and the relative phase between them. In this paper, we derive estimators for these four parameters using two techniques. The first is based on minimizing the Frobenius norm between the structured covariance matrix and the sample covariance matrix; the second is maximum likelihood parameter estimation. The two techniques yield the same estimators. We then give probability density functions (PDFs) for all four estimators. Because some of these PDFs are quite complicated, we also provide approximate PDFs. Finally, we apply our results to the problem of target detection and derive expressions for the receiver operating characteristic curves of two different noise radar detectors.
