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Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets
PublikacjaPurpose: We study if capital markets in the Balkan are closely and positively related in terms of rate of return, risk, efficiency, and maximum cumulative loss in relation to different lengths of the estimation window. Design/Methodology/Approach: The research was carried out for the period from 01/01/2017 to 31/12/2019 using portfolio analysis. It was divided into an estimation window (01/01/2019 to 31/12/2019) and another with...
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Markowitz’s portfolio theory – optimal length of estimation window for gold and the biggests companies on the Warsaw Stock Exchange
PublikacjaThe following article is dedicated to the construction of an investment portfolio consisting of 3 investments from the Polish capital market found in the WIG20 index and from investment in gold. The purpose of the study was to determine the optimal length of the estimation window for building a portfolio with minimal risk and maximum efficiency. The length of the estimation window was also assessed in terms of the rate of return...
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Set membership estimation of parameters and variables in dynamic networks by recursive algorithms with moving measurment window
PublikacjaW artykule rozważana jest łączna estymacja przedziałowa zmiennych i parametrów w złożonej sieci dynamicznej w oparciu niepewne modele parametryczne i ograniczoną liczbę pomiarów. Opracowany został rekursywny algorytm estymacji z przesuwnym oknem pomiarowym, odpowiedni dla monitorowania sieci on-line. Okno pomiarowe pozwala na stabilizowanie klasycznego algorytmu rekurencyjnego estymacji i znacznie poprawienie obcisłości estymat....
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On adaptive selection of estimation bandwidth for analysis of locally stationary multivariate processes
PublikacjaWhen estimating the correlation/spectral structure of a locally stationary process, one should choose the so-called estimation bandwidth, related to the effective width of the local analysis window. The choice should comply with the degree of signal nonstationarity. Too small bandwidth may result in an excessive estimation bias, while too large bandwidth may cause excessive estimation variance. The paper presents a novel method...
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A fast time-frequency multi-window analysis using a tuning directional kernel
PublikacjaIn this paper, a novel approach for time-frequency analysis and detection, based on the chirplet transform and dedicated to non-stationary as well as multi-component signals, is presented. Its main purpose is the estimation of spectral energy, instantaneous frequency (IF), spectral delay (SD), and chirp rate (CR) with a high time-frequency resolution (separation ability) achieved by adaptive fitting of the transform kernel. We...
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On adaptive covariance and spectrum estimation of locally stationary multivariate processes
PublikacjaWhen estimating the correlation/spectral structure of a locally stationary process, one has to make two important decisions. First, one should choose the so-called estimation bandwidth, inversely proportional to the effective width of the local analysis window, in the way that complies with the degree of signal nonstationarity. Too small bandwidth may result in an excessive estimation bias, while too large bandwidth may cause excessive...
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Local basis function method for identification of nonstationary systems
PublikacjaThis thesis is focused on the basis function method for the identification of nonstationary processes. The first chapter describes a group of models that can be identified using the basis function method. The next chapter describes the basic version of the basis function method, including its algebraic and statistical properties. The following section introduces the local basis function (LBF) method: its properties are described...
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The share of investments in gold and oil using the example of selected European stock exchanges– A comparative analysis
PublikacjaIn this article, optimal investment portfolios with minimal risk and maximum efficiency were calculated. The portfolios were designated for ten selected European stock exchanges, based on the listings of the twenty largest companies in each of those markets. All calculations were made based on company shares only, company shares and investments in gold, shares of companies and investments in crude oil as well as shares of companies...
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On joint order and bandwidth selection for identification of nonstationary autoregressive processes
PublikacjaWhen identifying a nonstationary autoregressive process, e.g. for the purpose of signal prediction or parametric spectrum estimation, two important decisions must be taken. First, one should choose the appropriate order of the autoregressive model, i.e., the number of autoregressive coefficients that will be estimated. Second, if identification is carried out using the local estimation technique, such as the localized version of...
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Generalized Savitzky–Golay filters for identification of nonstationary systems
PublikacjaThe problem of identification of nonstationary systems using noncausal estimation schemes is consid-ered and a new class of identification algorithms, combining the basis functions approach with localestimationtechnique,isdescribed.Unliketheclassicalbasisfunctionestimationschemes,theproposedlocal basis function estimators are not used to obtain interval approximations of the parametertrajectory, but provide a sequence of point...
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The hybrid estimation algorithm for wastewater treatment plant robust model predictive control purposes at medium time scale
PublikacjaThe paper proposes an approach to designing the hybrid estimation algorithm/module (HEA) with moving measurements window for Wastewater Treatment Plant (WWTP) Robust Model Predictive Control (RMPC) purposes at medium time scale. The RMPC uses a dedicated grey-box model of biological reactor for the system outputs prediction purposes. The grey-box model parameters are dependant on the plant operating point. Hence, these parameters...
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On noncausal weighted least squares identification of nonstationary stochastic systems
PublikacjaIn this paper, we consider the problem of noncausal identification of nonstationary, linear stochastic systems, i.e., identification based on prerecorded input/output data. We show how several competing weighted (windowed) least squares parameter smoothers, differing in memory settings, can be combined together to yield a better and more reliable smoothing algorithm. The resulting parallel estimation scheme automatically adjusts...
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Windowing of the Discrete Green's Function for Accurate FDTD Computations
PublikacjaThe paper presents systematic evaluation of the applicability of parametric and nonparametric window functions for truncation of the discrete Green's function (DGF). This function is directly derived from the FDTD update equations, thus the FDTD method and its integral discrete formulation can be perfectly coupled using DGF. Unfortunately, the DGF computations require processor time, hence DGF has to be truncated with appropriate...
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Influence of the thermal modernization of window on transmission heat losses
PublikacjaThe article presents the results of calculations of the heat transfer coefficient for the state before and after renovation for the historic windows. The aim of the analysis was to obtain the values of thermal insulation parameters demanded by the regulations, while not losing the historical value of the window. The described example of the renovation of the existing window consisted in installing an additional window panel from...
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Finite-window RLS algorithms
PublikacjaTwo recursive least-squares (RLS) adaptive filtering algorithms are most often used in practice, the exponential and sliding (rectangular) window RLS algorithms. This popularity is mainly due to existence of low-complexity versions of these algorithms. However, these two windows are not always the best choice for identification of fast time-varying systems, when the identification performance is most important. In this paper, we...
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Variable Fractional Delay Filter Design Using a Symmetric Window
PublikacjaIn this paper a numerically efficient method for designing a nearly optimal variable fractional delay (VFD) filter based on a simple and well-known window method is presented. In the proposed method a single window extracted from the optimal filter with fixed fractional delay (FD) is divided into even and odd part. Subsequently, the odd part is discarded and symmetric even part of the extracted window is used to design a family...
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Influence of Aggregating Window Size on Disparity Maps Obtained from Equal Baseline Multiple Camera Set (EBMCS)
PublikacjaThis paper is concerned with obtaining disparity maps on the basis of images from Equal Baseline Multiple Camera Set (EBMCS). EBMCS consists of a central camera and side cameras. Algorithms for obtaining disparity maps with the use of EBMCS take advantage of aggregating windows similarly to stereo matching algorithms for a stereo camera, a camera matrix or a camera array. The paper analyzes the influence of aggregating window size...
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Finite element simulation of cross shaped window panel supports
PublikacjaThe aim of the work is to verify suitability of cross-shaped window panel supports for mullion-transom wall systems. The Finite Element Method (FEM) is chosen to determine the behaviour of stainless steel elements under loading. The advanced non-linear numerical simulations are carried out using an implicit FEM software package MSC.Marc. This study is proposed to initiate the comprehensive investigation of mechanical properties...
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Systematic approach to binary classification of images in video streams using shifting time windows
Publikacjain the paper, after pointing out of realistic recordings and classifications of their frames, we propose a new shifting time window approach for improving binary classifications. We consider image classification in tewo steps. in the first one the well known binary classification algorithms are used for each image separately. In the second step the results of the previous step mare analysed in relatively short sequences of consecutive...
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On the Role of Polarimetric Decomposition and Speckle Filtering Methods for C-Band SAR Wetland Classification Purposes
PublikacjaPrevious wetlands studies have thoroughly verified the usefulness of data from synthetic aperture radar (SAR) sensors in various acquisition modes. However, the effect of the processing parameters in wetland classification remains poorly explored. In this study, we investigated the influence of speckle filters and decomposition methods with different combinations of filter and decomposition windows sizes on classification accuracy....
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Local basis function estimators for identification of nonstationary systems
PublikacjaThe problem of identification of a nonstationary stochastic system is considered and solved using local basis function approximation of system parameter trajectories. Unlike the classical basis function approach, which yields parameter estimates in the entire analysis interval, the proposed new identification procedure is operated in a sliding window mode and provides a sequence of point (rather than interval) estimates. It is...
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Adaptive Hounsfield Scale Windowing in Computed Tomography Liver Segmentation
PublikacjaIn computed tomography (CT) imaging, the Hounsfield Unit (HU) scale quantifies radiodensity, but its nonlinear nature across organs and lesions complicates machine learning analysis. This paper introduces an automated method for adaptive HU scale windowing in deep learning-based CT liver segmentation. We propose a new neural network layer that optimizes HU scale window parameters during training. Experiments on the Liver Tumor...
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Weighted Clustering for Bees Detection on Video Images
PublikacjaThis work describes a bee detection system to monitor bee colony conditions. The detection process on video images has been divided into 3 stages: determining the regions of interest (ROI) for a given frame, scanning the frame in ROI areas using the DNN-CNN classifier, in order to obtain a confidence of bee occurrence in each window in any position and any scale, and form one detection window from a cloud of windows provided by...
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Towards Understanding of Mechanics of Hernia Managed by Synthetic Mesh in Laparoscopic Operation: A Single Case Study
PublikacjaIn this paper a research towards understanding of mechanics of ventral hernia operated with the use of Physiomesh Open image in new window implant and SecureStrap Open image in new window staples is described. Experimental and numerical studies are conducted for that purpose. Experimental works cover uni-axial tension tests of the implant samples and of the implant-staples-tissue system. Also experiments on implant-staples-tissue...
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Comment on "Quantitative comparison of analysis methods for spectroscopic optical coherence tomography"
PublikacjaIn a recent paper by Bosschaart et al. [Biomed. Opt. Express 4, 2570 (2013)] various algorithms of time-frequency signal analysis have been tested for their performance in blood analysis with spectroscopic optical coherence tomography sOCT). The measurement of hemoglobin concentration and oxygen saturation based on blood absorption spectra have been considered. Short time Fourier transform (STFT) was found as the best method for...
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The Lighting Designer and New Technologies: Lighting for Enhancing Business in Shops & Restaurants – The Do’s & Don’ts of Retail Lighting
PublikacjaThis paper will address issues of successful retail lighting schemes to make the audience familiar with the Do’s & Don’ts. It will also look into the details of designing lighting particularly for window displays, external shop signage and outdoor terraces of restaurants. A holistic approach to retail lighting will be presented with case studies of ‘good’ and ‘bad’ lighting solutions, mostly from Europe, to underline the impacts...
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Inkjet Printing of Lanthanide–Organic Frameworks for Anti-Counterfeiting Applications
PublikacjaPhotoluminescent lanthanide−organic frameworks (Ln-MOFs) were printed onto plastic and paper foils with a conventional inkjet printer. Ln-MOF inks were used to reproduce color images that can only be observed under UV light irradiation. This approach opens a new window for exploring Ln-MOF materials in technological applications, such as optical devices (e.g., lab-on-a-chip), as proof of authenticity for official documents.
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Review and comparison of smoothing algorithms for one-dimensional data noise reduction
PublikacjaThe paper considers the choice of parameters of smoothing algorithms for data denoising. The impact of the window size on smoothing accuracy was analyzed. The parameters of denoising filters were selected with respect to the meansquare error between the computed linear regression and the noisy signal. Finally, we have compared mean, median, SavitzkyGolay, Kalman and Gaussian filter algorithms for the data from the digital sensor....
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Accelerometer-based Human Activity Recognition and the Impact of the Sample Size
PublikacjaThe presented study focused on the recognition of eight user activities (e.g. walking, lying, climbing stairs) basing on the measurements from an accelerometer embedded in a mobile device. It is assumed that the device is carried in a specific location of the user’s clothing. Three types of classifiers were tested on different sizes of the samples. The influence of the time window (the duration of a single trial) on selected activities...
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Sundials of St Mary’s Church in Gdańsk / Zegary słoneczne kościoła pw. Wniebowzięcia Najświętszej Panny Marii w Gdańsku
PublikacjaThe paper presents contemporary research evidence of form, function and history of the sundials of St Mary’s Church in Gdańsk. The discussed sundials are located on the southern wall of the church transept. The sundial, which is believed to be made by Lorenzo Zachau in 1533, is placed on the west side of the western window, at the edge of the wall. The face of this sundial is separated by a horizontal line into two parts. The upper...
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MONTE CARLO MODELING OF OPTICAL SENSOR FOR POST-OPERATIVE FREE FLAP MONITORING
PublikacjaAfter a preliminary study of the currently employed methods in vitality monitoring of the tissue flaps (TRAM, DIEP, SIEA), a usefulness of optical techniques is discussed. It seems that one of the most promising in monitoring tissue flaps blood flow is a near infrared spectrometry (NIRS). However, a special design of a measurement sensor has to be developed. First, basing on the literature study an optical “window” is characterized....
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Investigation on accelerated impedance spectrum measurement method with multisine signal stimulation
PublikacjaThe paper presents an investigation on the accelerated impedance spectrum measurement method, oriented at parameter identification of technical objects modelled by a linear equivalent circuit, e.g. anticorrosion coatings.The method is based on multisine signal stimulation of an object and response analysis by triangle window filterbanks.It has several advantages, as compared with conventional point-by-point spectrum measurement....
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Inverse heat transfer problem solution of sounding rocket using moving window optimization
PublikacjaAn Inverse Heat Transfer Problem is solved for a sounding rocket module given its geometry and measured temperature profile. The solution is obtained via moving window optimization, a technique for solving inverse dynamics. An analysis is performed to modify the method to avoid oscillatory behavior of the resulting heat flux profile. The method parameters are tuned in relation to characteristic phases of the flight. Results are...
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Lighting conditions in home office and occupant’s perception: Exploring drivers of satisfaction
PublikacjaThis paper depicts lighting home office conditions within different countries and continents, emphasizing the user’s satisfaction with the visual environment. The scope of this article is to investigate the drivers of participants’ satisfaction with the lighting conditions at the home office. The study was developed by a team of international experts working together on Subtask A: User perspective and requirements, Task 61 IEA...
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Case study of water vapour transmission properties of EPDM façade membranes
PublikacjaThis research aimed to investigate the water vapour transmission properties of chosen EPDM membranes applied in façade and window systems under laboratory tests. The applied procedure included in national and international standards utilized for the laboratory tests of water vapour transmission properties of EPDM membrane is described. Two main types (outside and inside types) of EPDM membranes are laboratory tested. The authors...
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An application for a new type of pneumatic engine concept
PublikacjaHeavy trucks are often equipped with loading and unloading systems like dock levellers with swing lip or telescopic lip. Most of these devices require hydro-electrical energy supply systems (eg. the pump that presses the working substance to the actuators must be propelled by electric engine.) The space taken by pump with electric engine can be reduced on condition that a new type of pneumatic drive will be considered. It is possible...
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Image Classification Based on Video Segments
PublikacjaIn the dissertation a new method for improving the quality of classifications of images in video streams has been proposed and analyzed. In multiple fields concerning such a classification, the proposed algorithms focus on the analysis of single frames. This class of algorithms has been named OFA (One Frame Analyzed).In the dissertation, small segments of the video are considered and each image is analyzed in the context of its...
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Discrete Green's function approach to disjoint domain simulations in 3D FDTD method
PublikacjaA discrete Green’s function (DGF) approach to couple 3D FDTD subdomains is developed. The total-field/scattered-field subdomains are simulated using the explicit FDTD method whilst interaction between them is computed as a convolution of the DGF with equivalent current sources measured over Huygens surfaces. In the developed method, the DGF waveforms are truncated using the Hann’s window. The error varies in the range -65 to -40...
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Opto-Electrochemical Sensing Device Based on Long-Period Grating Coated with Boron-Doped Diamond Thin Film
PublikacjaThe fabrication process of thin boron-doped nanocrystalline diamond (B-NCD) microelectrodes on fused silica single mode optical fiber cladding has been investigated. The B-NCD films were deposited on the fibers using Microwave Plasma Assisted Chemical Vapor Deposition (MW PA CVD) at glass substrate temperature of 475 ºC. We have obtained homogenous, continuous and polycrystalline surface morphology with high sp3 content in B-NCD...
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Nanocrystalline diamond microelectrode on fused silica optical fibers for electrochemical and optical sensing
PublikacjaFabrication process of thin boron-doped nanocrystalline diamond (B-NCD) microelectrode on fused silica single mode optical fiber has been investigated. The B-NCD films were deposited on the fibers using Microwave Plasma Assisted Chemical Vapor Deposition (MW PA CVD) at glass substrate temperature of 475 ºC. We have obtained homogenous, continuous and polycrystalline surface morphology with the mean grain size in the range of 100-250...
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Miniaturized bandpass substrate integrated waveguide filter with frequency-dependent coupling realized using asymmetric GCPW discontinuity
PublikacjaAn asymmetric GCPW discontinuity is proposed to provide frequency-dependent coupling in microwave bandpass filters. Wider and narrow sections introduce, respectively, the capacitive and inductive component to the equivalent circuit representing coupling. By selecting the dimensions of the discontinuity and width of the inductive window in substrate integrated waveguide, an additional transmission zero can be introduced at prescribed...
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Comparative analysis of spectral and cepstral feature extraction techniques for phoneme modelling
PublikacjaPhoneme parameter extraction framework based on spectral and cepstral parameters is proposed. Using this framework, the phoneme signal is divided into frames and Hamming window is used. The performances are evaluated for recognition of Lithuanian vowel and semivowel phonemes. Different feature sets without noise as well as at different level of noise are considered. Two classical machine learning methods (Naive Bayes and Support...
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Performance Analysis of the "Intelligent" Kirchhoff- Law - Johnson-Noise Secure Key Exchange
PublikacjaThe Kirchhoff-law - Johnson-noise (KLJN) secure key distribution system provides a way of exchanging theoretically secure keys by measuring random voltage and current through the wire connecting two different resistors at Alice’s and Bob’s ends. Recently new advanced protocols for the KLJN method have been proposed with enhanced performance. In this paper, we analyze the KLJN system and compare with the „intelligent” KLJN (iKLJN)...
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An Objective Focussing Measure for Acoustically Obtained Image
PublikacjaIn scientific literature many parameters of an image sharpness can be defined, that can be used for the evaluation of display energy concentration (EC). This paper proposes a new, simple approach to EC quantitative evaluation in spectrograms, which are used for the analysis and visualization of sonar signals. The presented approach of the global-image EC measure was developed to the evaluation of EC in arbitrary direction (or at...
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Dynamic Electrochemical Impedance Spectroscopy (DEIS) as a Tool for Analyzing Surface Oxidation Processes on Boron-Doped Diamond Electrodes
PublikacjaSurface oxidation processes play a key role in understanding electrochemical properties of boron-doped diamond (BDD) electrodes. The type of surface termination groups, which create the potential window of electrolytic water stability or hydrophobicity, influences such properties. In this study the kinetics of oxidation process under anodic polarization were studied in situ by means of Dynamic Electrochemical Impedance Spectroscopy...
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Variable Ratio Sample Rate Conversion Based on Fractional Delay Filter
PublikacjaIn this paper a sample rate conversion algorithm which allows for continuously changing resampling ratio has been presented. The proposed implementation is based on a variable fractional delay filter which is implemented by means of a Farrow structure. Coefficients of this structure are computed on the basis of fractional delay filters which are designed using the offset window method. The proposed approach allows us to freely...
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Efficiency Evaluation of High Performance Computing Systems Using Data Envelopment Analysis
PublikacjaThe paper presents an evaluation method of high performance computing (HPC) systems using multicriteria efficiency analysis. The Data Envelopment Analysis approach was applied and adapted to the specifics of HPC, which enabled us to compare relative efficiency of systems considering simultaneously multiple parameters. The analysis is based on the TOP500 list of world largest supercomputers and their parameters such as: the number...
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On Sample Rate Conversion Based on Variable Fractional Delay Filters
PublikacjaThe sample rate conversion algorithm based on variable fractional delay filters is often used if the resampling ratio cannot be expressed as the ratio of small integer numbers or if it is not constant. The main advantage of such solution is that it allows for arbitrary resampling ratios which can even be changed during the resampling process. In this paper a discussion on influence of different approaches to fractional filter...
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The instantaneous frequency rate spectogram
PublikacjaAn accelerogram of the instantaneous phase of signal components referred to as an instantaneous frequency rate spectrogram (IFRS) is presented as a joint time-frequency distribution. The distribution is directly obtained by processing the short-time Fourier transform (STFT) locally. A novel approach to amplitude demodulation based upon the reassignment method is introduced as a useful by-product. Additionally, an estimator of energy...
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Surface texture of pine wood beams after planing in industrial conditions
PublikacjaMeasuring the surface features of wooden components after planing is connected with the rising demands regarding to the quality of the painted window frames. In the paper the complex surface texture analysis especially identifying of surface damages using non-contact 3D measurement techniques for precise area measurement were presented.This enabled the study of irregular surface features with sufficient fidelity and resolution....