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16 pages, 2967 KiB  
Technical Note
Field Programmable Gate Array (FPGA) Implementation of Parallel Jacobi for Eigen-Decomposition in Direction of Arrival (DOA) Estimation Algorithm
by Shuang Zhou and Li Zhou
Remote Sens. 2024, 16(20), 3892; https://doi.org/10.3390/rs16203892 - 19 Oct 2024
Viewed by 712
Abstract
The eigen-decomposition of a covariance matrix is a key step in the Direction of Arrival (DOA) estimation algorithms such as subspace classes. Eigen-decomposition using the parallel Jacobi algorithm implemented on FPGA offers excellent parallelism and real-time performance. Addressing the high complexity and resource [...] Read more.
The eigen-decomposition of a covariance matrix is a key step in the Direction of Arrival (DOA) estimation algorithms such as subspace classes. Eigen-decomposition using the parallel Jacobi algorithm implemented on FPGA offers excellent parallelism and real-time performance. Addressing the high complexity and resource consumption of the traditional parallel Jacobi algorithm implemented on FPGA, this study proposes an improved FPGA-based parallel Jacobi algorithm for eigen-decomposition. By analyzing the relationship between angle calculation and rotation during the Jacobi algorithm decomposition process, leveraging parallelism in the data processing, and based on the concepts of time-division multiplexing and parallel partition processing, this approach effectively reduces FPGA resource consumption. The improved parallel Jacobi algorithm is then applied to the classic DOA estimation algorithm, the MUSIC algorithm, and implemented on Xilinx’s Zynq FPGA. Experimental results demonstrate that this parallel approach can reduce resource consumption by approximately 75% compared to the traditional method but introduces little additional time consumption. The proposed method in this paper will solve the problem of great hardware consumption of eigen-decomposition based on FPGA in DOA applications. Full article
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<p>Systolic array structure of an 8-order covariance matrix.</p>
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<p>(<b>a</b>) First rotational partition diagram. (<b>b</b>) Second rotational partition diagram.</p>
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<p>The steps of module operation.</p>
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<p>Block diagram of the MUSIC algorithm.</p>
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<p>Simulation results of eigen-decomposition iteration for (<b>a</b>) 21 times and (<b>b</b>) 28 times.</p>
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<p>Simulation results of eigen-decomposition iteration for (<b>a</b>) 21 times and (<b>b</b>) 28 times.</p>
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<p>Illustration of the direction-finding results on the UV plane in MATLAB and FPGA.</p>
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21 pages, 848 KiB  
Article
A Novel Non-Stationary Clutter Suppression Approach for Space-Based Early Warning Radar Using an Interpulse Multi-Frequency Mode
by Ning Qiao, Shuangxi Zhang, Shuo Zhang, Qinglei Du and Yongliang Wang
Remote Sens. 2024, 16(2), 314; https://doi.org/10.3390/rs16020314 - 12 Jan 2024
Cited by 1 | Viewed by 1039
Abstract
The non-stationary clutter of space-based early warning radar (SBEWR) is more serious than that of airborne early warning radar. This phenomenon is primarily attributed to the Earth’s rotation and range ambiguity. The increase in clutter degrees of freedom (DOFs) and the significant widening [...] Read more.
The non-stationary clutter of space-based early warning radar (SBEWR) is more serious than that of airborne early warning radar. This phenomenon is primarily attributed to the Earth’s rotation and range ambiguity. The increase in clutter degrees of freedom (DOFs) and the significant widening of the clutter suppression notch are not conducive to moving target detection near main lobe clutter. This paper proposes an effective approach to suppress non-stationary clutter based on an interpulse multi-frequency mode for SBEWR. Using the orthogonality of the uniform stepping frequency signal, partial range ambiguity can be effectively suppressed, and the clutter DOFs will be reduced. Subsequently, joint pitch-azimuth-Doppler three-dimensional spacetime adaptive processing and slant range preprocessing are used to perform clutter suppression. This combination not only curtails the estimation error associated with the clutter covariance matrix but also enhances the overall detection capabilities of the system. The simulation results verify the effectiveness of the proposed approach. Full article
(This article belongs to the Special Issue Signal Processing Theory and Methods in Remote Sensing)
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<p>Geometric model.</p>
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<p>The carrier frequency of the signal. (<b>a</b>) Pulse train. (<b>b</b>) Carrier frequency stepping rule.</p>
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<p>Range ambiguity. (<b>a</b>) The range gate to be tested receives the first pulse. (<b>b</b>) The range gate to be tested receives the <span class="html-italic">k</span>th pulse.</p>
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<p>The orthogonality of signals with different carrier frequencies.</p>
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<p>The range ambiguity suppression based on the interpulse multi-frequency signals.</p>
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<p>The flow chart of clutter suppression.</p>
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<p>The channel selection of 3D-JDL.</p>
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<p>The errors of the slant distance, azimuth and Doppler in different range gates: (<b>a</b>) 600 km, (<b>b</b>) 1000 km and (<b>c</b>) 1800 km.</p>
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<p>Signal processing.</p>
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<p>The variation of clutter DOFs.</p>
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<p>The clutter RD spectrum of 2D-STAP. (<b>a</b>) Single-carrier frequency. (<b>b</b>) Multi-frequency. (<b>c</b>) Multi-frequency + slant range preprocessing.</p>
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<p>The output SCNR of 2D-STAP.</p>
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<p>The clutter RD spectrum of 3D-STAP. (<b>a</b>) Single-carrier frequency. (<b>b</b>) Multi-frequency. (<b>c</b>) Multi-frequency + slant range preprocessing.</p>
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<p>The output SCNR of 3D-STAP.</p>
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<p>The output power of the Doppler channel where the target was located.</p>
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17 pages, 342 KiB  
Article
SO(3)-Irreducible Geometry in Complex Dimension Five and Ternary Generalization of Pauli Exclusion Principle
by Viktor Abramov and Olga Liivapuu
Universe 2024, 10(1), 2; https://doi.org/10.3390/universe10010002 - 21 Dec 2023
Cited by 1 | Viewed by 1205
Abstract
Motivated by a ternary generalization of the Pauli exclusion principle proposed by R. Kerner, we propose a notion of a Z3-skew-symmetric covariant SO(3)-tensor of the third order, consider it as a 3-dimensional matrix, and study the geometry [...] Read more.
Motivated by a ternary generalization of the Pauli exclusion principle proposed by R. Kerner, we propose a notion of a Z3-skew-symmetric covariant SO(3)-tensor of the third order, consider it as a 3-dimensional matrix, and study the geometry of the 10-dimensional complex space of these tensors. We split this 10-dimensional space into a direct sum of two 5-dimensional subspaces by means of a primitive third-order root of unity q, and in each subspace, there is an irreducible representation of the rotation group SO(3)SU(5). We find two SO(3)-invariants of Z3-skew-symmetric tensors: one is the canonical Hermitian metric in five-dimensional complex vector space and the other is a quadratic form denoted by K(z,z). We study the invariant properties of K(z,z) and find its stabilizer. Making use of these invariant properties, we define an SO(3)-irreducible geometric structure on a five-dimensional complex Hermitian manifold. We study a connection on a five-dimensional complex Hermitian manifold with an SO(3)-irreducible geometric structure and find its curvature and torsion. Full article
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<p>Tensor components arranged as a three-dimensional matrix.</p>
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22 pages, 5309 KiB  
Article
A Space-Time Variational Method for Retrieving Upper-Level Vortex Winds from GOES-16 Rapid Scans over Hurricanes
by Qin Xu, Li Wei, Kang Nai, Huanhuan Zhang and Robert Rabin
Remote Sens. 2024, 16(1), 32; https://doi.org/10.3390/rs16010032 - 20 Dec 2023
Viewed by 1209
Abstract
A space-time variational method is developed for retrieving upper-level vortex winds from geostationary satellite rapid infrared scans over hurricanes. In this method, new vortex-flow-dependent correlation functions are formulated for the radial and tangential components of the vortex wind. These correlation functions are used [...] Read more.
A space-time variational method is developed for retrieving upper-level vortex winds from geostationary satellite rapid infrared scans over hurricanes. In this method, new vortex-flow-dependent correlation functions are formulated for the radial and tangential components of the vortex wind. These correlation functions are used to construct the background error covariance matrix and its square root matrix. The resulting square root matrix is then employed to precondition the cost function, constrained by an advection equation formulated for rapidly scanned infrared image movements. This newly formulated and preconditioned cost function is more suitable for deriving upper-level vortex winds from GOES-16 rapid infrared scans over hurricanes than the cost function in the recently adopted optical flow technique. The new method was applied to band-13 (10.3 µm) brightness temperature images scanned every min from GOES-16 over Hurricanes Laura on 27 August 2020 and Hurricanes Ida on 29 August 2021. The retrieved vortex winds were shown to not only be much denser than operationally produced atmospheric motion vectors (AMVs) but also more rotational and better organized around the eyewall than the super-high-resolution AMVs derived from optical-flow technique. By comparing their component velocities (projected along radar beams) with limited radar velocity observations available near the cloud top, the vortex winds retrieved using the new method were also shown to be more accurate than the super-high-resolution AMVs derived from the optical-flow technique. The new method is computationally efficient for real-time applications and potentially useful for hurricane wind nowcasts. Furthermore, the combined use of VF-dependent covariance functions and imagery advection equation is not only novel but was also found to be critically important for the improved performance of the method. This finding implies that similar combined approaches can be developed with improved performance for retrieving vortex flows rapidly scanned using other types of remote sensing on different scales, such as tornadic mesocyclones rapidly scanned by phased-array radars. Full article
(This article belongs to the Section Remote Sensing Image Processing)
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<p>(<b>a</b>) Correlation function constructed using <span class="html-italic">G</span><sub>0</sub>(<span class="html-italic">r<sub>i</sub></span>, <span class="html-italic">r<sub>j</sub></span>)<span class="html-italic">C</span>(<span class="html-italic">β<sub>i</sub></span>, <span class="html-italic">β<sub>j</sub></span>) for the radial-component velocity <span class="html-italic">v<sub>r</sub></span> plotted as functions of (<span class="html-italic">x<sub>i</sub></span>, <span class="html-italic">y<sub>i</sub></span>), with green, orange, blue, and purple contours corresponding to four different locations where (<span class="html-italic">x<sub>j</sub></span>, <span class="html-italic">y<sub>j</sub></span>) is fixed at radial distances of <span class="html-italic">R</span> = 14.1, 113.1, 212.1, and 339.4 km, respectively, along the diagonal line northeastward away from the vortex center marked by red + sign. (<b>b</b>) As in (<b>a</b>) but for correlation function constructed for the tangential-component velocity <span class="html-italic">v<sub>t</sub></span>. Here, (<span class="html-italic">x<sub>i</sub></span>, <span class="html-italic">y<sub>i</sub></span>) and (<span class="html-italic">x<sub>j</sub></span>, <span class="html-italic">y<sub>j</sub></span>) are the same two paired correlation points as (<span class="html-italic">r<sub>i</sub></span>, <span class="html-italic">β<sub>i</sub></span>) and (<span class="html-italic">r<sub>j</sub></span>, <span class="html-italic">β<sub>j</sub></span>), respectively, but transformed and expressed in the original physical space. In each panel, the correlation function is plotted as a function of (<span class="html-italic">x<sub>i</sub></span>, <span class="html-italic">y<sub>i</sub></span>) for each fixed (<span class="html-italic">x<sub>j</sub></span>, <span class="html-italic">y<sub>j</sub></span>) using nine contours of the same color, with the contour values labeled every 0.1 from 0.1 to 0.9.</p>
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<p>(<b>a</b>) Retrieved (ground-relative) vortex winds (plotted using black arrows atop the color shades of GOES-16 band-13 brightness temperature image for <span class="html-italic">T<sub>b</sub><sup>ob</sup></span> &lt; 280 °K) obtained by applying the new method to GOES-16 band-13 brightness temperature images scanned (every minute) over Hurricane Laura around 06:00 UTC on 27 August 2020. (<b>b</b>) Operational products of AMVs derived from GOES-16 band-14 (10.3 µm) brightness temperature image displacements around 06:00 UTC on 27 August 2020 (with the AMVs shown using wind bars and the assigned pressure levels shown in mb). (<b>c</b>) As in (<b>a</b>) but atop the color shades of cloud top height. (<b>d</b>) Super-high-resolution AMVs (plotted by black arrows) derived by applying the optical flow technique to GOES-16 band-13 brightness temperature images scanned at 05:59 and 06:00 UTC. In each panel, the coastline and state lines are plotted in thin solid black. The hurricane vortex center is shown by the red dot in (<b>b</b>,<b>d</b>).</p>
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<p>(<b>a</b>) Depths (shown by color shades) of available radar velocity observations (from the operational KHGX radar in narrow arc-shape areas) within 3 km from the cloud top (with the cloud top height plotted using black contours) over Hurricane Laura. (<b>b</b>) Values of available radar velocity observations (shown with color shades in narrow arc-shape areas within 3 km below the cloud top) within the magnified area enclosed by cyan boundary lines in (<b>a</b>). (<b>c</b>) As in (<b>b</b>) but for projected components (along the radar beams) of the new-method retrieved vortex winds (shown using the black arrows from <a href="#remotesensing-16-00032-f002" class="html-fig">Figure 2</a>a). (<b>d</b>) As in (<b>b</b>) but for projected components of the optical-flow technique derived super-high-resolution AMVs (shown using the black arrows from <a href="#remotesensing-16-00032-f002" class="html-fig">Figure 2</a>d). (<b>e</b>) As in (<b>c</b>) but the color shades show the differences of projected component velocities in (<b>c</b>) from the radar observed in (<b>b</b>). (<b>f</b>) As in (<b>d</b>) but the color shades show the differences of projected component velocities in (<b>d</b>) from the radar observed in (<b>b</b>). In each panel, the red lines show the cardinal and intercardinal directions from the radar, and the red dot marks the hurricane vortex center. The color scale for radar observed velocities shown on the right side of panel (<b>b</b>) also applies to the color shades in panels (<b>c</b>–<b>f</b>).</p>
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<p>As in <a href="#remotesensing-16-00032-f002" class="html-fig">Figure 2</a> but around 03:00 UTC on 27 August 2020.</p>
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<p>As in <a href="#remotesensing-16-00032-f003" class="html-fig">Figure 3</a> but around 03:00 UTC on 27 August 2020.</p>
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<p>As in <a href="#remotesensing-16-00032-f002" class="html-fig">Figure 2</a> but for Hurricane Ida around 16:00 UTC on 29 August 2021.</p>
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<p>As in <a href="#remotesensing-16-00032-f003" class="html-fig">Figure 3</a> but for Hurricane Ida around 16:00 UTC on 29 August 2021 with available radial-velocity observations (within 3 km below the cloud top) from the operational KLIX radar.</p>
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<p>As in <a href="#remotesensing-16-00032-f006" class="html-fig">Figure 6</a> but around 15:00 UTC on 29 August 2021.</p>
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<p>As in <a href="#remotesensing-16-00032-f007" class="html-fig">Figure 7</a> but around 15:00 UTC on 29 August 2021.</p>
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19 pages, 1532 KiB  
Article
Polarization Direction of Arrival Estimation Using Dual Algorithms Based on Time-Frequency Cross Terms
by Shuai Shao, Aijun Liu, Xiuhong Wang and Changjun Yu
Electronics 2023, 12(17), 3575; https://doi.org/10.3390/electronics12173575 - 24 Aug 2023
Viewed by 1072
Abstract
In radar array signal processing, weak nonstationary polarization signal direction of arrival (DOA) estimation is a challenging and significant issue when both strong and weak nonstationary signals coexist. Time-frequency (T-F) analysis is an effective method to deal with nonstationary signals. In the last [...] Read more.
In radar array signal processing, weak nonstationary polarization signal direction of arrival (DOA) estimation is a challenging and significant issue when both strong and weak nonstationary signals coexist. Time-frequency (T-F) analysis is an effective method to deal with nonstationary signals. In the last decade, spatial time-frequency distributions (STFDs) have been proposed for multiple dual-polarization antenna arrays and efficaciously used for nonstationary signal DOA estimation. In this article, we introduced a novelty means for estimating weak nonstationary polarization signal DOA by utilizing spatial polarimetric time-frequency distributions (SPTFDs) of cross terms when there are strong nonstationary polarization interference signals and additive Gaussian white noise. The cross terms’ SPTFDs are considered via a replaceability matrix for data covariance in multiple signal classification (MUSIC) and the estimation of signal parameters using the rotational invariance technique (ESPRIT). Combining the STFDs of cross terms with polarization information about weak nonstationary signals improves signal DOA estimation accuracy. The combined MUSIC and ESPRIT are used in the algorithm to further ensure the success probability and accuracy of DOA estimation. Through simulation analyses, the proposed algorithm is more suitable for the required application scenarios than other algorithms and is superior to other algorithms. Full article
(This article belongs to the Special Issue Advanced Technologies of Artificial Intelligence in Signal Processing)
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<p>Dual-polarized antenna array.</p>
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<p>Two overlapping subarrays.</p>
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<p>Unprocessed time-frequency spectrum.</p>
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<p>The time-frequency spectrum after extracting the cross terms.</p>
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<p>Comparison of weak signal results estimated by various algorithms.</p>
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<p>The relationship curve between success rate and SNR.</p>
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<p>The relationship curve between RMSEs and environment SNR.</p>
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<p>The relationship curve between success rate and JSR.</p>
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<p>The relationship curve between RMSEs and JSR.</p>
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<p>The relationship curve between success rate and snapshots number.</p>
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<p>The relationship curve between RMSEs and snapshots number.</p>
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<p>The relationship curve between success rate and SNR and epsilon.</p>
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<p>The relationship curve between RMSEs and SNR and epsilon.</p>
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<p>The curve between the success rate and the auxiliary polarization angle error.</p>
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<p>The curve between RMSEs and the auxiliary polarization angle error.</p>
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<p>The curve between the success rate and the polarization phase difference error.</p>
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<p>The curve between RMSEs and the polarization phase difference error.</p>
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20 pages, 6683 KiB  
Article
Survey of Point Cloud Registration Methods and New Statistical Approach
by Jaroslav Marek and Pavel Chmelař
Mathematics 2023, 11(16), 3564; https://doi.org/10.3390/math11163564 - 17 Aug 2023
Cited by 3 | Viewed by 1891
Abstract
The use of a 3D range scanning device for autonomous object description or unknown environment mapping leads to the necessity of improving computer methods based on identical point pairs from different point clouds (so-called registration problem). The registration problem and three-dimensional transformation of [...] Read more.
The use of a 3D range scanning device for autonomous object description or unknown environment mapping leads to the necessity of improving computer methods based on identical point pairs from different point clouds (so-called registration problem). The registration problem and three-dimensional transformation of coordinates still require further research. The paper attempts to guide the reader through the vast field of existing registration methods so that he can choose the appropriate approach for his particular problem. Furthermore, the article contains a regression method that enables the estimation of the covariance matrix of the transformation parameters and the calculation of the uncertainty of the estimated points. This makes it possible to extend existing registration methods with uncertainty estimates and to improve knowledge about the performed registration. The paper’s primary purpose is to present a survey of known methods and basic estimation theory concepts for the point cloud registration problem. The focus will be on the guiding principles of the estimation theory: ICP algorithm; Normal Distribution Transform; Feature-based registration; Iterative dual correspondences; Probabilistic iterative correspondence method; Point-based registration; Quadratic patches; Likelihood-field matching; Conditional random fields; Branch-and-bound registration; PointReg. The secondary purpose of this article is to show an innovative statistical model for this transformation problem. The new theory needs known covariance matrices of identical point coordinates. An unknown rotation matrix and shift vector have been estimated using a nonlinear regression model with nonlinear constraints. The paper ends with a relevant numerical example. Full article
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<p>Measuring device.</p>
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<p>One measurement frames of <a href="#mathematics-11-03564-f001" class="html-fig">Figure 1</a>.</p>
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<p>3D point cloud from 1st and 2nd position.</p>
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<p>ICP algorithm result. Left side the registered point clouds from <a href="#mathematics-11-03564-f003" class="html-fig">Figure 3</a> by different colors. Right side the colored version.</p>
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<p>Layout of measurement with 4 scans.</p>
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12 pages, 4994 KiB  
Communication
Effective Non-Stationary Clutter Suppression Method via Elevation Oblique Subspace Projection for Moving Targets Detection with a Space-Based Surveillance Radar
by Xiaofeng Wang, Yaduan Ruan and Xinggan Zhang
Electronics 2023, 12(14), 3110; https://doi.org/10.3390/electronics12143110 - 18 Jul 2023
Cited by 2 | Viewed by 929
Abstract
The clutter becomes non-stationary for a space-based surveillance radar (SBSR), which is harmful for the moving targets detection due to the earth’s rotation. The non-stationarity will degrade the accuracy of clutter covariance matrix (CCM) estimation and increase the clutter degree of freedom (DOF), [...] Read more.
The clutter becomes non-stationary for a space-based surveillance radar (SBSR), which is harmful for the moving targets detection due to the earth’s rotation. The non-stationarity will degrade the accuracy of clutter covariance matrix (CCM) estimation and increase the clutter degree of freedom (DOF), thereby degrading the performance of clutter suppression. To solve this problem, this paper proposes a novel non-stationary clutter suppression method using an elevation oblique subspace projection method. After analyzing the range ambiguity and non-stationarity of the clutter, the proposed method utilized the oblique projection matrix to project the signal onto the subspace spanned by the near-range and far-range clutter components along the subspace spanned by the main lobe clutter component. Then, the projected signal was used to estimate the elevation covariance matrix and calculate the optimal weight vector for the elevation adaptive filter. The proposed method can suppress the non-stationary clutter effectively with a higher improvement factor (IF) and a narrower main lobe width. Finally, the simulation results were given to verify the correctness and effectiveness of the proposed method. Full article
(This article belongs to the Section Computer Science & Engineering)
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<p>Observation geometry model of the SBSR.</p>
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<p>Schematic diagram of all the range ambiguities in a range gate.</p>
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<p>Range-Doppler distribution for the mainlobe clutter of cone angle.</p>
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<p>Schematic diagram of the signal subspace plane.</p>
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<p>Block diagram of the proposed method.</p>
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<p>Elevation response patterns for all range ambiguities.</p>
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<p>Range doppler spectra after elevation filter. (<b>a</b>) ECBF. (<b>b</b>) ERCB. (<b>c</b>) SPP. (<b>d</b>) Proposed EOSP.</p>
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<p>IF curves of STAP in azimuth.</p>
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<p>Range doppler spectral after clutter suppression with the carrier frequency increased to 1.25 GHz. (<b>a</b>) ECBF. (<b>b</b>) ERCB. (<b>c</b>) SPP. (<b>d</b>) Proposed EOSP.</p>
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21 pages, 6593 KiB  
Article
Modal Parameter Identification of Recursive Stochastic Subspace Method
by Haishan Wu and Yifeng Huang
Symmetry 2023, 15(6), 1243; https://doi.org/10.3390/sym15061243 - 11 Jun 2023
Cited by 1 | Viewed by 1351
Abstract
In bridge health monitoring, in order to closely monitor the structural state changes of the bridge under heavy traffic load and other harsh environments, the monitoring system is required to give the change process of structural modal parameters. Due to the symmetric variables [...] Read more.
In bridge health monitoring, in order to closely monitor the structural state changes of the bridge under heavy traffic load and other harsh environments, the monitoring system is required to give the change process of structural modal parameters. Due to the symmetric variables of bridge monitoring during operation, the evaluation needs to be completed by the recursive identification of modal parameters based on environmental excitation, especially the recursive recognition of the random subspace method with high recognition accuracy. We have studied the recursive identification methods of covariance-driven and data-driven random subspace categories respectively, established the corresponding recursive format, and used the model structure of the ASCE structural health monitoring benchmark problem as a numerical example to verify the reliability of the proposed method. First, based on the similar interference environment of the observation data at the same time, a reference point covariance-driven random subspace recursive algorithm (IV-RSSI/Cov) based on the auxiliary variable projection approximation tracking (IV-PAST) algorithm is established. The recursive format of the system matrix and modal parameters is obtained. Based on Givens rotation, the rank-2 update form of the row space projection matrix is established, and the recursive format of the data-driven recursive random subspace method (RSSI/Data) under the PAST algorithm is obtained. Then, based on the benchmark problem of ASCE-SHM, the response of the model structure under environmental excitation is numerically simulated, the frequency, damping ratio and vibration mode of the structure are recursively tracked, and their reliability and shortcomings are studied. After improving the recursive method, the frequency tracking accuracy has been improved, with a maximum accuracy of 99.8%. Full article
(This article belongs to the Special Issue Applied Mechanics, Engineering and Modeling - Volume II)
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<p>ASCE-SHM benchmark problem research structure prototype.</p>
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<p>Simplified model, i.e., 4 degrees of freedom shear beam structure.</p>
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<p>Time history waveform and normalized autocorrelation function (τ &gt; 0) for Gaussian white noise excitation force F1, measuring white noise v1 and acceleration response y1 in working condition 1.</p>
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<p>Tracking results of the 1st frequency and damping ratio of working case 1 under a different number of rows and blocks.</p>
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<p>Tracking results of second-order frequency and damping ratio of working condition 1 under a different number of rows and blocks.</p>
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<p>Tracking results of the 3rd frequency and damping ratio of working case 1 under a different number of rows and blocks.</p>
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<p>Tracking results of the 4th frequency and damping ratio of working case 1 under a different number of rows and blocks.</p>
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<p>Percentage difference in frequency and percentage difference in damping ratio for different number of row blocks <span class="html-italic">i</span>.</p>
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<p>Recursive tracking results of the mode shape component ratio of each order in working case 1 when the number of rows and blocks <span class="html-italic">i</span> = 50.</p>
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<p>Distribution of singular values (SV-singular values) and power spectrum for each measurement channel.</p>
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<p>Time limit for operating case 2 with excitation u1, noise v1, and power spectrum and autocorrelation function of measured output y1.</p>
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<p>Frequency and damping ratio results of recursive identification of <span class="html-italic">h</span> = 1 (blue line) and <span class="html-italic">h</span> = 20 (red line) in working condition 2.</p>
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<p>Results of the component ratio of each mode shape identified by recursive identification of time delay <span class="html-italic">h</span> = 20 in working case 2.</p>
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<p>Structural frequency recursion recognition results under different amnesia factor <span class="html-italic">β</span> under working condition 3.</p>
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<p>Structural frequency recursive identification results at different noise levels under operating condition 3.</p>
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<p>Recursive identification results of structural damping ratio in working case 3 (<span class="html-italic">β</span> = 0.997, <span class="html-italic">NL</span> = 20%).</p>
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<p>Recursive identification results of structural damping ratio under different noise levels under working condition 3 (<span class="html-italic">β</span> = 0.997).</p>
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<p>Recursive identification results of mode component ratio in working case 3 (<span class="html-italic">β</span> = 0.997, <span class="html-italic">NL</span> = 20%).</p>
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<p>Structural frequency recursion recognition results of working condition 1 (<span class="html-italic">β</span> = 0.9995, <span class="html-italic">NL</span> = 10%).</p>
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<p>Recursive identification results of structural damping ratio in working case 1 (<span class="html-italic">β</span> = 0.9995, <span class="html-italic">NL</span> = 10%).</p>
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<p>Recursive identification results of mode component ratio in working case 1 (<span class="html-italic">β</span> = 0.9995, <span class="html-italic">NL</span> = 10%).</p>
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<p>Recursive recognition results of structural frequencies under different forgetting factors in case 1 (<span class="html-italic">NL</span> = 10%).</p>
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<p>Recursive identification results of structure frequencies under different noise levels under working condition 1 (<span class="html-italic">β</span> = 0.998).</p>
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<p>Recursive identification results of structural damping ratio in operating condition 2 (damage 50%) (<span class="html-italic">NL</span> = 20%).</p>
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<p>Recursive recognition results of mode component ratio of structure in working case 2 (<span class="html-italic">NL</span> = 20%).</p>
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<p>Recursive identification results of damping ratio of structure in working condition 2 (when damage is 30%) (<span class="html-italic">NL</span> = 20%).</p>
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20 pages, 1068 KiB  
Article
Two Rapid Power Iterative DOA Estimators for UAV Emitter Using Massive/Ultra-Massive Receive Array
by Yiwen Chen, Qijuan Jie, Yiqiao Zhang, Feng Shu, Xichao Zhan, Shihao Yan, Wenlong Cai, Xuehui Wang, Zhongwen Sun, Peng Zhang and Peng Chen
Drones 2023, 7(6), 361; https://doi.org/10.3390/drones7060361 - 30 May 2023
Cited by 2 | Viewed by 1479
Abstract
To provide rapid direction finding (DF) for unmanned aerial vehicle (UAV) emitters in future wireless networks, a low-complexity direction of arrival (DOA) estimation architecture for massive multiple-input multiple-output (MIMO) receiver arrays is constructed. In this paper, we propose two strategies to address the [...] Read more.
To provide rapid direction finding (DF) for unmanned aerial vehicle (UAV) emitters in future wireless networks, a low-complexity direction of arrival (DOA) estimation architecture for massive multiple-input multiple-output (MIMO) receiver arrays is constructed. In this paper, we propose two strategies to address the extremely high complexity caused by eigenvalue decomposition of the received signal covariance matrix. Firstly, a rapid power iterative rotational invariance (RPI-RI) method is proposed, which adopts the signal subspace generated by power iteration to obtain the final direction estimation through rotational invariance between subarrays. RPI-RI causes a significant complexity reduction at the cost of a substantial performance loss. In order to further reduce the complexity and provide good directional measurement results, the rapid power iterative polynomial rooting (RPI-PR) method is proposed, which utilizes the noise subspace combined with the polynomial solution method to obtain the optimal direction estimation. In addition, the influence of initial vector selection on convergence in the power iteration is analyzed, especially when the initial vector is orthogonal to the incident wave. Simulation results show that the two proposed methods outperform the conventional DOA estimation methods in terms of computational complexity. In particular, the RPI-PR method achieves more than two orders of magnitude lower complexity than conventional methods and achieves performance close to the Cramér–Rao Lower Bound (CRLB). Moreover, it is verified that the initial vector and the relative error have a significant impact on the performance with respect to the computational complexity. Full article
(This article belongs to the Special Issue UAVs Communications for 6G)
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<p>Proposed low-complexity RPI structure.</p>
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<p>RMSE over the SNR with <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>64</mn> </mrow> </semantics></math> and <math display="inline"><semantics> <mrow> <mi>K</mi> <mo>=</mo> <mn>1000</mn> </mrow> </semantics></math>.</p>
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<p>RMSE over the <span class="html-italic">N</span> with SNR = 0 dB and <math display="inline"><semantics> <mrow> <mi>K</mi> <mo>=</mo> <mn>1000</mn> </mrow> </semantics></math>.</p>
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<p>RMSE over the <span class="html-italic">K</span> with <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>64</mn> </mrow> </semantics></math> and SNR = 0 dB.</p>
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<p>Computational complexity over the number of antennas <span class="html-italic">N</span> with SNR = 0 dB and <math display="inline"><semantics> <mrow> <mi>K</mi> <mo>=</mo> <mn>1000</mn> </mrow> </semantics></math>.</p>
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<p>Convergence over the number of iterations <span class="html-italic">n</span> with <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>64</mn> <mo>,</mo> </mrow> </semantics></math><math display="inline"><semantics> <mrow> <mi>K</mi> <mo>=</mo> <mn>1000</mn> </mrow> </semantics></math> and SNR = 0 dB.</p>
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<p>Curves of the number of iterations for five different directions with <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>64</mn> </mrow> </semantics></math> and SNR = 0 dB.</p>
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<p>Curves of the number of iterations with different SNRs.</p>
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17 pages, 7610 KiB  
Article
Space-Time Cascaded Processing-Based Adaptive Transient Interference Mitigation for Compact HFSWR
by Di Yao, Qiushi Chen and Qiyan Tian
Remote Sens. 2023, 15(3), 651; https://doi.org/10.3390/rs15030651 - 21 Jan 2023
Cited by 3 | Viewed by 1720
Abstract
In high-frequency (HF) radar systems, transient interference is a common phenomenon that dramatically degrades the performance of target detection and remote sensing. Up until now, various suppression algorithms of transient interference have been proposed. They mainly concentrate on the skywave over-the-horizon radar on [...] Read more.
In high-frequency (HF) radar systems, transient interference is a common phenomenon that dramatically degrades the performance of target detection and remote sensing. Up until now, various suppression algorithms of transient interference have been proposed. They mainly concentrate on the skywave over-the-horizon radar on the basis of the assumption that the interference is sparse in a coherent processing interval (CPI). However, HF surface wave radar (HFSWR) often faces more complex transient interference due to various extreme types of weather, such as thunderstorm and typhoon, etc. The above algorithms usually suffer dramatic performance loss when transient interference contaminates the enormously continuous parts of a CPI. Especially for the compact HFSWR, which suffers from severe beam broadening and fewer array degrees of freedom. In order to solve the above problem, this study developed a two-dimensional interference suppression algorithm based on space-time cascaded processing. First, according to the spatial correlation of the compact array, the statistical samples of the main-lobe transient interference are estimated using a rotating spatial beam method. Next, an adaptive selection strategy is developed to obtain the optimal secondary samples based on information geometry distance. Finally, based on a quadratic constraint approximation, a precise estimation method of the optimal weight is developed when the interference covariance matrix is singular. The experimental results of simulation and measured data demonstrate that the proposed approach provides far superior suppression performance. Full article
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<p>Measured compact HFSWR data contaminated by transient interference: (<b>a</b>) the range−STD spectrum of LCI; (<b>b</b>) the range−Doppler spectrum of LCI; (<b>c</b>) the range−STD spectrum of STI; (<b>d</b>) the range–Doppler spectrum of STI.</p>
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<p>The ADLR structure.</p>
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<p>The optimal training samples structure.</p>
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<p>The results of the simulation data corrupted by two transient interferences: (<b>a</b>) Time−domain signal with transient interferences; (<b>b</b>) Doppler profile of the interference-removed result.</p>
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<p>The SLD results of transient interferences in range dimension: (<b>a</b>) LCI result; (<b>b</b>) STI result.</p>
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<p>Comparison results of transient interferences mitigation in Doppler profiles: (<b>a</b>) LCI result at 2nd range unit; (<b>b</b>) LCI result at 12th range unit; (<b>c</b>) STI result at 2nd range unit; (<b>d</b>) STI result at 12th range unit.</p>
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<p>The range−Doppler maps of the LCI−removed results: (<b>a</b>) The RPCA method; (<b>b</b>) The BOS method; (<b>c</b>) The proposed method; (<b>d</b>) The CEMD method.</p>
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<p>The range−Doppler maps of the STI−removed results: (<b>a</b>) The RPCA method; (<b>b</b>) The BOS method; (<b>c</b>) The proposed method; (<b>d</b>) The CEMD method.</p>
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<p>The SINR improvements of LCI mitigation in range domain: (<b>a</b>) Negative−frequency sea echo of the LCI; (<b>b</b>) Positive−frequency sea echo of the LCI.</p>
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<p>The SINR improvements of STI mitigation in range domain: (<b>a</b>) Negative−frequency sea echo of the STI; (<b>b</b>) Positive−frequency sea echo of the STI.</p>
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15 pages, 5799 KiB  
Article
Two-Step Self-Calibration of LiDAR-GPS/IMU Based on Hand-Eye Method
by Xin Nie, Jun Gong, Jintao Cheng, Xiaoyu Tang and Yuanfang Zhang
Symmetry 2023, 15(2), 254; https://doi.org/10.3390/sym15020254 - 17 Jan 2023
Cited by 1 | Viewed by 3405
Abstract
Multi-line LiDAR and GPS/IMU are widely used in autonomous driving and robotics, such as simultaneous localization and mapping (SLAM). Calibrating the extrinsic parameters of each sensor is a necessary condition for multi-sensor fusion. The calibration of each sensor directly affects the accurate positioning [...] Read more.
Multi-line LiDAR and GPS/IMU are widely used in autonomous driving and robotics, such as simultaneous localization and mapping (SLAM). Calibrating the extrinsic parameters of each sensor is a necessary condition for multi-sensor fusion. The calibration of each sensor directly affects the accurate positioning control and perception performance of the vehicle. Through the algorithm, accurate extrinsic parameters and a symmetric covariance matrix of extrinsic parameters can be obtained as a measure of the confidence of the extrinsic parameters. As for the calibration of LiDAR-GPS/IMU, many calibration methods require specific vehicle motion or manual calibration marking scenes to ensure good constraint of the problem, resulting in high costs and a low degree of automation. To solve this problem, we propose a new two-step self-calibration method, which includes extrinsic parameter initialization and refinement. The initialization part decouples the extrinsic parameters from the rotation and translation part, first calculating the reliable initial rotation through the rotation constraints, then calculating the initial translation after obtaining a reliable initial rotation, and eliminating the accumulated drift of LiDAR odometry by loop closure to complete the map construction. In the refinement part, the LiDAR odometry is obtained through scan-to-map registration and is tightly coupled with the IMU. The constraints of the absolute pose in the map refined the extrinsic parameters. Our method is validated in the simulation and real environments, and the results show that the proposed method has high accuracy and robustness. Full article
(This article belongs to the Special Issue Recent Progress in Robot Control Systems: Theory and Applications)
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<p>The pipeline of the LiDAR-GPS/IMU calibration system is presented in this paper. In the parameter initialization part, the feature-based LiDAR odometry and the interpolated GPS/IMU relative pose were used to construct the hand–eye calibration problem to solve the initial extrinsic parameters and construct the map. In the parameters refinement part, the initial extrinsic parameters were tightly coupled with the LiDAR and IMU, and the extrinsic parameters were refined through the constraints of the absolute pose in the map. When the relative change in the extrinsic parameters is less than the set threshold during the iterative refinement process, it is considered that the extrinsic parameters are sufficiently convergent, and the refinement ends.</p>
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<p>This figure shows the pose relationship of hand–eye calibration. We use <math display="inline"><semantics> <mrow> <mo>{</mo> <mi mathvariant="bold">W</mi> <mo>}</mo> </mrow> </semantics></math> as the world coordinate system for mapping. Hand–eye calibration is mainly the relationship between extrinsic parameter <math display="inline"><semantics> <msubsup> <mi mathvariant="bold">T</mi> <mi>L</mi> <mi>I</mi> </msubsup> </semantics></math> and two relative poses <math display="inline"><semantics> <msubsup> <mi mathvariant="bold">T</mi> <mrow> <msub> <mi>I</mi> <mrow> <mi>k</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> </mrow> <msub> <mi>I</mi> <mi>k</mi> </msub> </msubsup> </semantics></math> and <math display="inline"><semantics> <msubsup> <mi mathvariant="bold">T</mi> <mrow> <msub> <mi>L</mi> <mrow> <mi>k</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> </mrow> <msub> <mi>L</mi> <mi>k</mi> </msub> </msubsup> </semantics></math>, which denote the relative pose from <math display="inline"><semantics> <mrow> <mo>{</mo> <msub> <mi mathvariant="bold">I</mi> <mrow> <mi mathvariant="bold">k</mi> <mo>+</mo> <mn mathvariant="bold">1</mn> </mrow> </msub> <mo>}</mo> </mrow> </semantics></math> to <math display="inline"><semantics> <mrow> <mo>{</mo> <msub> <mi mathvariant="bold">I</mi> <mi mathvariant="bold">k</mi> </msub> <mo>}</mo> </mrow> </semantics></math> and <math display="inline"><semantics> <mrow> <mo>{</mo> <msub> <mi mathvariant="bold">L</mi> <mrow> <mi mathvariant="bold">k</mi> <mo>+</mo> <mn mathvariant="bold">1</mn> </mrow> </msub> <mo>}</mo> </mrow> </semantics></math> to <math display="inline"><semantics> <mrow> <mo>{</mo> <msub> <mi mathvariant="bold">L</mi> <mi mathvariant="bold">k</mi> </msub> <mo>}</mo> </mrow> </semantics></math>, respectively.</p>
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<p>This figure shows the pose relationship during the refinement of extrinsic parameters, where <math display="inline"><semantics> <msub> <mi>T</mi> <msub> <mi>L</mi> <mi>k</mi> </msub> </msub> </semantics></math> and <math display="inline"><semantics> <msubsup> <mi>T</mi> <mrow> <msub> <mi>I</mi> <mi>k</mi> </msub> </mrow> <mi>W</mi> </msubsup> </semantics></math> are the absolute pose of LiDAR and GPS/IMU, respectively, and <math display="inline"><semantics> <msubsup> <mi>T</mi> <mi>L</mi> <mi>I</mi> </msubsup> </semantics></math> is extrinsic parameters. The coordinate system of the sensor is indicated in red.</p>
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<p>Outdoor scene diagram of the Carla simulation platform.</p>
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<p>The line chart of the extrinsic parameter error value of the simulation environment. The three broken lines of different colors in the figure represent the error data of extrinsic parameters under three different scenarios. Regarding the rotation part, the error of raw angle and pitch angle is within 0.1 degrees, the error of yaw angle is relatively large, the error of scene 2 and scene 3 is within 0.2 degrees, and the error of scene 1 is about 0.8 degrees. Regarding the translation part, all errors are within 0.1 m.</p>
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<p>Illustration of our car equipped with the ouster-128 LiDAR and FDI integrated navigation system.</p>
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<p>The line chart of the extrinsic parameters error value of the real environment. The three broken lines of different colors in the figure represent the error data of extrinsic parameters under three different scenarios. Regarding the rotation part, the errors of the pitch angles of the three scenes are all within 0.2 degrees, the errors of the raw angles are all within 0.45 degrees, and the errors of the yaw angles are all within 0.6 degrees. Regarding the translation part, all errors are within 0.05 m.</p>
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17 pages, 4654 KiB  
Article
DOA Estimation of Indoor Sound Sources Based on Spherical Harmonic Domain Beam-Space MUSIC
by Liuqing Weng, Xiyu Song, Zhenghong Liu, Xiaojuan Liu, Haocheng Zhou, Hongbing Qiu and Mei Wang
Symmetry 2023, 15(1), 187; https://doi.org/10.3390/sym15010187 - 9 Jan 2023
Cited by 5 | Viewed by 2649
Abstract
The Multiple Signal Classification (MUSIC) algorithm has become one of the most popular algorithms for estimating the direction-of-arrival (DOA) of multiple sources due to its simplicity and ease of implementation. Spherical microphone arrays can capture more sound field information than planar arrays. The [...] Read more.
The Multiple Signal Classification (MUSIC) algorithm has become one of the most popular algorithms for estimating the direction-of-arrival (DOA) of multiple sources due to its simplicity and ease of implementation. Spherical microphone arrays can capture more sound field information than planar arrays. The collected multichannel speech signals can be transformed from the space domain to the spherical harmonic domain (SHD) for processing through spherical modal decomposition. The spherical harmonic domain MUSIC (SHD-MUSIC) algorithm reduces the dimensionality of the covariance matrix and achieves better DOA estimation performance than the conventional MUSIC algorithm. However, the SHD-MUSIC algorithm is prone to failure in low signal-to-noise ratio (SNR), high reverberation time (RT), and other multi-source environments. To address these challenges, we propose a novel joint spherical harmonic domain beam-space MUSIC (SHD-BMUSIC) algorithm in this paper. The advantage of decoupling the signal frequency and angle information in the SHD is exploited to improve the anti-reverberation property of the DOA estimation. In the SHD, the broadband beamforming matrix converts the SHD sound pressure to the beam domain output. Beamforming enhances the incoming signal in the desired direction and reduces the SNR threshold as well as the dimension of the signal covariance matrix. In addition, the 3D beam of the spherical array has rotational symmetry and its beam steering is decoupled from the beam shape. Therefore, the broadband beamforming constructed in this paper allows for the arbitrary adjustment of beam steering without the need to redesign the beam shape. Both simulation experiments and practical tests are conducted to verify that the proposed SHD-BMUSIC algorithm has a more robust adjacent source discrimination capability than the SHD-MUSIC algorithm. Full article
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<p>Defined spherical coordinate system.</p>
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<p>Flow chart of DOAs estimation scheme for indoor sound sources.</p>
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<p>Axisymmetric beam diagram with the same beam shape and different beam steering.</p>
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<p>Two-dimensional form of the preformed multi-beam directional map.</p>
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<p>Spatial spectra of single sound source in different acoustic environments.</p>
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<p>Spatial spectra of adjacent sound sources at SNR = 20 dB, RT = 0.3 s. (<b>a</b>) SHD−MUSIC: two adjacent sound sources; (<b>b</b>) SHD−BMUSIC: two adjacent sound sources; (<b>c</b>) SHD−MUSIC: three adjacent sound sources; (<b>d</b>) SHD−BMUSIC: three adjacent sound sources.</p>
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<p>Multi-source spatial spectra of SHD−BMUSIC at different SNRs and RTs (five sources).</p>
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<p>Line graph of the statistical trials of the localization algorithm (five sources).</p>
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<p>Experimental equipment and different field-testing scenarios.</p>
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<p>Spatial spectra for actual testing of single-sound source.</p>
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<p>Spatial spectra for actual testing of adjacent dual-sound sources.</p>
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17 pages, 1259 KiB  
Article
Movable Surface Rotation Angle Measurement System Using IMU
by Changfa Wang, Xiaowei Tu, Qi Chen, Qinghua Yang and Tao Fang
Sensors 2022, 22(22), 8996; https://doi.org/10.3390/s22228996 - 21 Nov 2022
Cited by 2 | Viewed by 3545
Abstract
In this paper, we describe a rotation angle measurement system (RAMS) based on an inertial measurement unit (IMU) developed to measure the rotation angle of a movable surface. The existing IMU-based attitude (tilt) sensor can only accurately measure the rotation angle when the [...] Read more.
In this paper, we describe a rotation angle measurement system (RAMS) based on an inertial measurement unit (IMU) developed to measure the rotation angle of a movable surface. The existing IMU-based attitude (tilt) sensor can only accurately measure the rotation angle when the rotation axis of the movable surface is perfectly aligned with the X axis or Y axis of the sensor, which is always not possible in real-world engineering. To overcome the difficulty of sensor installation and ensure measurement accuracy, first, we build a model to describe the relationship between the rotation axis and the IMU. Then, based on the built model, we propose a simple online method to estimate the direction of the rotation axis without using a complicated apparatus and a method to estimate the rotation angle using the known rotation axis based on the extended Kalman filter (EKF). Using the estimated rotation axis direction, we can effectively eliminate the influence of the mounting position on the measurement results. In addition, the zero-velocity detection (ZVD) technique is used to ensure the reliability of the rotation axis direction estimation and is used in combination with the EKF as the switching signal to adaptively adjust the noise covariance matrix. Finally, the experimental results show that the developed RAMS has a static measurement error of less than 0.05° and a dynamic measurement error of less than 1° in the range of ±180°. Full article
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<p>Aircraft’s movable surfaces are attached to the airframe.</p>
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<p>Frames of reference are used. A denotes the frame fixed on the Earth, B denotes the IMU frame of reference, and C denotes the movable surface frame of reference.</p>
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<p>Distribution of the gravitational acceleration.</p>
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<p>Trajectory of the measured acceleration in the frame <span class="html-italic">C</span>: (<b>a</b>) is the main view; and (<b>b</b>) is the top view.</p>
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<p>Block diagram for the angle measurement algorithm. Estimating the rotation axis direction requires acceleration data and the results of zero-velocity detection (ZVD). Estimating the rotation angle requires acceleration data, angular velocity data, rotation axis direction, and the results of ZVD.</p>
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<p>An example of the zero-velocity detection applied to the acceleration data.</p>
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<p>Procedure of the EKF to estimate the rotation angle.</p>
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<p>Complete procedure of rotation angle estimation.</p>
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<p>An example of the EKF with ZVD and the EKF applied to the data recorded by the RAMS. (<b>a</b>) Reference rotation angles obtained by a precision turntable. (<b>b</b>) Angle estimation errors of the EKF with ZVD (solid lines) and the EKF (dashed lines) with respect to the reference angles. (<b>c</b>) Magnitudes of the acceleration. (<b>d</b>) Magnitudes of the angular velocity.</p>
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<p>Rotation angle measurement system architecture.</p>
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<p>Maximum measurement errors of the two methods for different rotation angles [<a href="#B16-sensors-22-08996" class="html-bibr">16</a>].</p>
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<p>Relationship between the variation of <math display="inline"><semantics> <mi>β</mi> </semantics></math> (angle between the rotational axis and the horizontal plane) and <math display="inline"><semantics> <mrow> <mrow> <mo>|</mo> <mo>|</mo> </mrow> <msub> <mi mathvariant="bold">g</mi> <mn>1</mn> </msub> <mo>−</mo> <msub> <mi mathvariant="bold">g</mi> <mn>0</mn> </msub> <mrow> <mo>|</mo> <mo>|</mo> </mrow> <mrow> <mo>(</mo> <mn>1</mn> <mi>g</mi> <mo>=</mo> <mn>9.8</mn> <mspace width="3.33333pt"/> <msup> <mrow> <mi mathvariant="normal">m</mi> <mo>/</mo> <mi mathvariant="normal">s</mi> </mrow> <mn>2</mn> </msup> <mo>)</mo> </mrow> </mrow> </semantics></math>.</p>
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<p>Drift of the Ellipse2-N and RAMS were left to stand for one minute.</p>
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<p>Maximum measurement error of RAMS for various angles.</p>
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15 pages, 1108 KiB  
Article
Improved Large Covariance Matrix Estimation Based on Efficient Convex Combination and Its Application in Portfolio Optimization
by Yan Zhang, Jiyuan Tao, Zhixiang Yin and Guoqiang Wang
Mathematics 2022, 10(22), 4282; https://doi.org/10.3390/math10224282 - 16 Nov 2022
Cited by 4 | Viewed by 2262
Abstract
The estimation of the covariance matrix is an important topic in the field of multivariate statistical analysis. In this paper, we propose a new estimator, which is a convex combination of the linear shrinkage estimation and the rotation-invariant estimator under the Frobenius norm. [...] Read more.
The estimation of the covariance matrix is an important topic in the field of multivariate statistical analysis. In this paper, we propose a new estimator, which is a convex combination of the linear shrinkage estimation and the rotation-invariant estimator under the Frobenius norm. We first obtain the optimal parameters by using grid search and cross-validation, and then, we use these optimal parameters to demonstrate the effectiveness and robustness of the proposed estimation in the numerical simulations. Finally, in empirical research, we apply the covariance matrix estimation to the portfolio optimization. Compared to the existing estimators, we show that the proposed estimator has better performance and lower out-of-sample risk in portfolio optimization. Full article
(This article belongs to the Special Issue Applied Computing and Artificial Intelligence)
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<p>The sum of the error of five-fold cross-validation between the proposed estimation and the population covariance matrix under the different <math display="inline"><semantics> <mi>θ</mi> </semantics></math> and <math display="inline"><semantics> <mi>ϕ</mi> </semantics></math> for <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>100</mn> </mrow> </semantics></math>.</p>
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<p>Thesum of the error of the five-fold cross-validation between the proposed estimation and the population covariance matrix under the different <math display="inline"><semantics> <mi>θ</mi> </semantics></math> and <math display="inline"><semantics> <mi>ϕ</mi> </semantics></math> for <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>200</mn> </mrow> </semantics></math>.</p>
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<p>The sum of the error of the five-fold cross-validation between the proposed estimation and the population covariance matrix under the different <math display="inline"><semantics> <mi>θ</mi> </semantics></math> and <math display="inline"><semantics> <mi>ϕ</mi> </semantics></math> for <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>400</mn> </mrow> </semantics></math>.</p>
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<p>The mean return of the out-of-sample data for <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>100</mn> </mrow> </semantics></math>.</p>
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<p>The mean return of the out-of-sample data range from the 101st asset to the 200th asset.</p>
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<p>The mean return of the out-of-sample data range from the 201st asset to the 400th asset.</p>
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<p>The assets’ weights of each estimation under the out-of-sample data <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>200</mn> </mrow> </semantics></math>.</p>
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<p>The assets’ weights of each estimation under the out-of-sample data for <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>400</mn> </mrow> </semantics></math>.</p>
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<p>The assets’ weights of the identity matrix under the out-of-sample data <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>=</mo> <mn>400</mn> </mrow> </semantics></math>.</p>
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21 pages, 2660 KiB  
Article
An Efficient Translational Motion Compensation Approach for ISAR Imaging of Rapidly Spinning Targets
by Shenghui Yang, Shiqiang Li, Xiaoxue Jia, Yonghua Cai and Yifei Liu
Remote Sens. 2022, 14(9), 2208; https://doi.org/10.3390/rs14092208 - 5 May 2022
Cited by 7 | Viewed by 1900
Abstract
For inverse synthetic aperture radar (ISAR) imaging of rapidly spinning targets, the large migration through range cells (MTRC) results in weak coherence between adjacent echoes, which makes the conventional envelope alignment method unable to be applied. By analyzing the correlation between the echoes, [...] Read more.
For inverse synthetic aperture radar (ISAR) imaging of rapidly spinning targets, the large migration through range cells (MTRC) results in weak coherence between adjacent echoes, which makes the conventional envelope alignment method unable to be applied. By analyzing the correlation between the echoes, a translational motion compensation (TMC) method for rapidly spinning targets is proposed. Firstly, the rotation period of the target is estimated by the incoherent accumulation method for the echo signal after range compression. Secondly, Kalman filtering is performed on the shift values required to maximize the correlation coefficient of the echoes with one rotation period difference in azimuth time to obtain the relative translational motion of the radar and the target. Finally, a translational compensation function is constructed according to the results of Kalman filtering to compensate the phase items caused by translational motion. Furthermore, the covariance matrix of observation noise required by Kalman filtering is also provided. This method is used to achieve high-precision envelope alignment, and the effectiveness of the proposed method is validated by simulations. Full article
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Figure 1
<p>Coordinate system and notation for a spinning target.</p>
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<p>SNR = 20 dB, correlation coefficients versus different rotation periods.</p>
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<p>Illustration of rotation period estimation procedure of the proposed method. (<b>a</b>) Sliding cross-correlation between single signal and all signals. (<b>b</b>) <math display="inline"><semantics> <mrow> <msub> <mi>c</mi> <mrow> <mi>c</mi> <mi>o</mi> <mi>r</mi> </mrow> </msub> <mfenced separators="" open="(" close=")"> <mrow> <msub> <mi>t</mi> <mi>m</mi> </msub> <mo>,</mo> <msub> <mi>τ</mi> <mi>m</mi> </msub> </mrow> </mfenced> </mrow> </semantics></math>. (<b>c</b>) Results of shifting <math display="inline"><semantics> <mrow> <msub> <mi>c</mi> <mrow> <mi>c</mi> <mi>o</mi> <mi>r</mi> </mrow> </msub> <mfenced separators="" open="(" close=")"> <mrow> <msub> <mi>t</mi> <mi>m</mi> </msub> <mo>,</mo> <msub> <mi>τ</mi> <mi>m</mi> </msub> </mrow> </mfenced> </mrow> </semantics></math>. (<b>d</b>) Results of period estimation.</p>
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<p>Mean and variance of observation noise versus different SNRs.</p>
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<p>The error of filtering results versus different observation noise covariance W. (<b>a</b>) W = <math display="inline"><semantics> <msup> <mrow> <mn>10</mn> </mrow> <mrow> <mo>−</mo> <mn>2</mn> </mrow> </msup> </semantics></math>. (<b>b</b>) W = <math display="inline"><semantics> <msup> <mrow> <mn>10</mn> </mrow> <mrow> <mo>−</mo> <mn>3</mn> </mrow> </msup> </semantics></math>. (<b>c</b>) W = <math display="inline"><semantics> <msup> <mrow> <mn>10</mn> </mrow> <mrow> <mo>−</mo> <mn>4</mn> </mrow> </msup> </semantics></math>. (<b>d</b>) W = <math display="inline"><semantics> <msup> <mrow> <mn>10</mn> </mrow> <mrow> <mo>−</mo> <mn>5</mn> </mrow> </msup> </semantics></math>. (<b>e</b>) W = <math display="inline"><semantics> <msup> <mrow> <mn>10</mn> </mrow> <mrow> <mo>−</mo> <mn>6</mn> </mrow> </msup> </semantics></math>. (<b>f</b>) W = <math display="inline"><semantics> <msup> <mrow> <mn>10</mn> </mrow> <mrow> <mo>−</mo> <mn>7</mn> </mrow> </msup> </semantics></math>.</p>
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<p>Observations with large errors, and comparisons with corresponding fitting values and true values.</p>
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<p>Whole flowchart of proposed method.</p>
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<p>Point-scattering model simulation of space debris.</p>
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<p>Profile of echo signal after range compression. (<b>a</b>)Total observed time. (<b>b</b>) Local magnification of (<b>a</b>), i.e., the red square.</p>
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<p>Slide shift when the correlation of the selected echo with all echoes is maximized. (<b>a</b>) The 51st echo. (<b>b</b>) The 151st echo. (<b>c</b>) The 251st echo. (<b>d</b>) The 351st echo.</p>
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<p>The estimation of the rotation period by the proposed method. (<b>a</b>) The echo contains two rotation periods. (<b>b</b>) The echo contains multiple rotation periods.</p>
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<p>Relative range estimation accuracy versus different SNRs. (<b>a</b>) The maximum KF errors in ideal state. (<b>b</b>) The average KF errors in ideal state. (<b>c</b>) The maximum KF errors in the presence of echo blockages. (<b>d</b>) The average KF errors in the presence of echo blockages.</p>
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<p>The mean of KF errors versus different SNRs.</p>
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<p>Profile of echo signal after envelope alignment. (<b>a</b>) Envelope alignment result with adjacent correlation method. (<b>b</b>) Envelope alignment result with average range envelope correlation method. (<b>c</b>) Envelope alignment result result with the proposed method.</p>
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<p>Three-dimensional image obtained by GRT with SNR = 20 dB. (<b>a</b>) Three-dimensional distribution of the reconstructed scatterers. (<b>b</b>) Projection of (<b>a</b>) onto the xy plane. (<b>c</b>) Projection of (<b>a</b>) onto the yz plane. (<b>d</b>) Projection of (<b>a</b>) onto the xz plane.</p>
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<p>Reconstruction error of coordinates.</p>
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