Advances in Sonar Technology

The demand to explore the largest and also one of the richest parts of our planet, the advances in signal processing promoted by an exponential growth in computation power and a thorough study of sound propagation in the underwater realm, have lead to remarkable advances in sonar technology in the last years.The work on hand is a sum of knowledge of several authors who contributed in various aspects of sonar technology. This book intends to give a broad overview of the advances in sonar technology of the last years that resulted from the research effort of the authors in both sonar systems and their applications. It is intended for scientist and engineers from a variety of backgrounds and even those that never had contact with sonar technology before will find an easy introduction with the topics and principles exposed here

Further study of independent component analysis in foreign exchange rate markets.

by Zhi-Bin Lai.Thesis submitted in: December 1998.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical references (leaves 111-116).Chapter 1 --- Introduction --- p.1Chapter 1.1 --- ICA Model --- p.1Chapter 1.2 --- ICA Algorithms --- p.3Chapter 1.3 --- Foreign Exchange Rate Scheme --- p.9Chapter 1.4 --- Problem Motivation --- p.10Chapter 1.5 --- Main Contribution of the Thesis --- p.10Chapter 1.6 --- Other Contribution of the Thesis --- p.11Chapter 1.7 --- Organization of the Thesis --- p.11Chapter 2 --- Heuristic Dominant ICs Sorting --- p.13Chapter 2.1 --- L1 Norm Sorting --- p.13Chapter 2.2 --- Lp Norm (L3 Norm) Sorting --- p.14Chapter 2.3 --- Problem Motivation --- p.15Chapter 2.4 --- Determination of Dominant ICs --- p.15Chapter 2.5 --- ICA in Foreign Exchange Rate Markets --- p.16Chapter 2.6 --- Comparison of Two Heuristic Methods --- p.16Chapter 2.6.1 --- Experiment 1: US Dollar vs Swiss Franc --- p.18Chapter 2.6.2 --- Experiment 2: US Dollar vs Australian Dollar --- p.21Chapter 2.6.3 --- Experiment 3: US Dollar vs Canadian Dollar --- p.24Chapter 2.6.4 --- Experiment 4: US Dollar vs French Franc --- p.27Chapter 3 --- Forward Selection under MSE Measurement --- p.30Chapter 3.1 --- Order-Sorting Criterion --- p.30Chapter 3.2 --- Order Sorting Approaches --- p.30Chapter 3.3 --- Forward Selection Approach --- p.31Chapter 3.4 --- Comparison of Three Dominant ICs Sorting Methods --- p.32Chapter 3.4.1 --- Experiment 1: US Dollar vs Swiss Franc --- p.33Chapter 3.4.2 --- Experiment 2: US Dollar vs Australian Dollar --- p.37Chapter 3.4.3 --- Experiment 3: US Dollar vs Canadian Dollar --- p.41Chapter 3.4.4 --- Experiment 4: US Dollar vs French Franc --- p.45Chapter 4 --- Backward Elimination Tendency Error --- p.49Chapter 4.1 --- Tendency Error Scheme --- p.49Chapter 4.2 --- Order-Sorting Criterion --- p.50Chapter 4.3 --- Order Sorting Approaches --- p.50Chapter 4.4 --- Backward Elimination Tendency Error Approach --- p.51Chapter 4.5 --- Determination of Dominant ICs --- p.52Chapter 4.6 --- Comparison Between Three Approaches --- p.53Chapter 4.6.1 --- Experiment Results on USD-SWF Return --- p.53Chapter 4.6.2 --- Experiment Results on USD-AUD Return --- p.57Chapter 4.6.3 --- Experiment Results on USD-CAD Return --- p.61Chapter 4.6.4 --- Experiment Results on USD-FRN Return --- p.65Chapter 5 --- Other Analysis of ICA in Foreign Exchange Rate Markets --- p.69Chapter 5.1 --- Variance Characteristics of ICs and PCs --- p.69Chapter 5.2 --- Reconstruction Ability between PCA and ICA --- p.70Chapter 5.3 --- Properties of Independent Components --- p.70Chapter 5.4 --- Autocorrelation --- p.73Chapter 5.5 --- Rescaled Analysis --- p.73Chapter 6 --- Conclusion and Further Work - --- p.78Chapter 6.1 --- Conclusion --- p.78Chapter 6.2 --- Further Work --- p.79Chapter A --- Fast Implement of LPM Algorithm --- p.80Chapter A.1 --- Review of Selecting Subsets from Regression Variables --- p.80Chapter A.2 --- Unconstrained Gradient Based Optimization Methods Survey --- p.85Chapter A.3 --- Characteristics of the Original LPM Algorithm --- p.88Chapter A.4 --- Constrained Learning Rate Adaptation Method --- p.89Chapter A.5 --- Gradient Descent with Momentum Method --- p.9