In this paper, we investigate one step inversion free iterative algorithm for computing generalised bisymmetric solution to the nonlinear matrix equations (NLME) $ X + {AT}{X{ - q}}A + {BT}{X{ - q}}B = H ({q \ge 2} ) ...
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In this paper, we investigate one step inversion free iterative algorithm for computing generalised bisymmetric solution to the nonlinear matrix equations (NLME) $ X + {A<^>T}{X<^>{ - q}}A + {B<^>T}{X<^>{ - q}}B = H ({q \ge 2} ) $ X+ATX-qA+BTX-qB=H(q >= 2), where $ A,B,H $ A,B,H are given matrices, while $ X $ X is a generalised bisymmetric matrix to be computed. The necessary conditions for the existence of a generalised bisymmetric solution and the convergence of the suggested iterative method are derived. Some lemmas and theorems are provided and proved where the iterative solutions are obtained. Four numerical examples are presented to exhibit the effectiveness of the suggested method and to verify the theoretical findings of this paper.
The total least squares (TLS) algorithm is a superior identification tool for low-order errors-in-variables (EIV) systems, where the estimate can be obtained by solving an eigenvector of the minimum eigenvalue of an a...
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The total least squares (TLS) algorithm is a superior identification tool for low-order errors-in-variables (EIV) systems, where the estimate can be obtained by solving an eigenvector of the minimum eigenvalue of an augmented matrix. However, the TLS algorithm demonstrates inefficiency when applied to high-order EIV systems. This study introduces two innovative TLS algorithms: an iterative TLS algorithm, offering superior performance for low-order EIV models, and a two-step TLS algorithm, designed to effectively handle high-order EIV models. In comparison to the conventional TLS algorithm, these proposed methodologies present noteworthy advantages, including: 1) reduced computational costs, 2) the utilization of an iterative technique to calculate the inverse, and 3) the diversification of EIV identification methods. Simulation bench test examples are selected to show the efficacy of the proposed algorithms and transparent procedure for applications.
To effectively improve the accuracy of wind power prediction and reduce the load on the power grid, a new nonlinear wind power prediction model based on an improved iterative learning algorithm was investigated. First...
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To effectively improve the accuracy of wind power prediction and reduce the load on the power grid, a new nonlinear wind power prediction model based on an improved iterative learning algorithm was investigated. Firstly, the actual wind conditions are equated to a non-linear model. Using the concept of nonlinear decomposition, the nonlinear model is divided into many linear subdomain models while taking into account the nonlinear impacts of temperature, wind direction, altitude, and speed on the model. Next, using CRITIC weight analysis, the ideal weights are determined. Then, the linear sub-domain model is fitted into the full non-linear wind power prediction model equation by utilizing the least squares method. And the objective function of the iterative algorithm for iterative optimization search is derived from the prediction equations that were previously developed. The final enhanced iterative technique for nonlinear wind power prediction is produced by merging the iterative algorithm with the nonlinear decomposition. Finally, a comparative study of wind power prediction under different prediction models was carried out. The research results showed that the average absolute error of wind power prediction and the root mean square error were 4.5841% and 0.2301%, respectively. In particular, the prediction accuracy improved by 8.28%.
In this study, a new explicit iterative algorithm with a tuning parameter is constructed to solve the Lyapunov matrix equation associated with the discrete-time stochastic systems. Firstly, the boundedness and monoton...
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In this study, a new explicit iterative algorithm with a tuning parameter is constructed to solve the Lyapunov matrix equation associated with the discrete-time stochastic systems. Firstly, the boundedness and monotonicity of the proposed algorithm under zero initial condition are studied when the corresponding stochastic system is asymptotical mean-square stable. In addition, some necessary and sufficient conditions are investigated for the convergence of the proposed algorithm. Furthermore, the optimal tuning parameter is studied to achieve the fastest convergence rate of the algorithm for some special cases, and for the general cases, two searching approaches are given to find the optimal tuning parameter. Finally, three numerical examples are taken to illustrate the correctness of the conclusions in this paper.
The non-Gaussian rough surface simulation method with desired spatial distribution and height distribution is generally used to analyse the contact characteristics of rough surfaces under different contact conditions....
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The non-Gaussian rough surface simulation method with desired spatial distribution and height distribution is generally used to analyse the contact characteristics of rough surfaces under different contact conditions. Conventional surface simulation methods have disadvantages in terms of their range, accuracy, and stability. In this study, the analytical function method is enhanced to generate non-Gaussian random number matrices. The enhanced method was combined with the spectral representation method and an iterative algorithm to accurately and stably generate rough surfaces characterized by extensive skewness, kurtosis and autocorrelation lengths. The skewness and kurtosis range of the generated rough surface includes skewness and kurtosis of most engineering surfaces, such as worn surfaces and various machined surface and irregular engineering surfaces. A rough surface is easily generated <= 10 s.
The stochastic volatility inspired (SVI) model is widely used to fit the implied variance smile. Currently, most optimization algorithms for SVI models are strongly dependent on the input starting point. In this study...
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The stochastic volatility inspired (SVI) model is widely used to fit the implied variance smile. Currently, most optimization algorithms for SVI models are strongly dependent on the input starting point. In this study, we develop an efficient iterative algorithm for the SVI model based on a fixed-point least-squares optimizer, further presenting the convergence results for this novel iterative algorithm under certain condition. The experimental evaluation results of our approach using market data demonstrate the advantages of the proposed fixed-point iterative algorithm over the Quasi-explicit SVI method.
A time-frequency MUSIC algorithm with narrowband models for the estimation of direction of arrival (DOA) when the source signals are chirps has been developed by Amin et al. (1998, 1999). The present authors consider ...
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A time-frequency MUSIC algorithm with narrowband models for the estimation of direction of arrival (DOA) when the source signals are chirps has been developed by Amin et al. (1998, 1999). The present authors consider wideband models. The joint time-frequency analysis is first used to estimate the chirp rates of the source signals, and then the DOA is estimated by the MUSIC algorithm with an interative approach.
In this paper, a new system of generalized mixed implicity equilibrium problems involving non-monotone set-valued mappings is introduced and studied in real reflexive Banach spaces. Following the idea of Moudafi, we c...
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In this paper, a new system of generalized mixed implicity equilibrium problems involving non-monotone set-valued mappings is introduced and studied in real reflexive Banach spaces. Following the idea of Moudafi, we consider a system of generalized equations problems and show its equivalence with the system of generalized mixed implicity equilibrium problems. By using a fixed point formulation of the system of generalized equation problems, a new iterative algorithm for solving the system of generalized mixed implicity equilibrium problems is suggested and analyzed. The strong convergence of the iterative sequences generated by the algorithm is proved under suitable conditions. These results are new and unify and generalize some recent results in this field. (C) 2011 Elsevier Inc. All rights reserved.
In the present paper, we introduce the concept of eta-relaxed strong convexity of a differentiable functional and extend Ding and Yao's auxiliary variational inequality technique [X.P. Ding, J.C. Yao, Existence an...
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In the present paper, we introduce the concept of eta-relaxed strong convexity of a differentiable functional and extend Ding and Yao's auxiliary variational inequality technique [X.P. Ding, J.C. Yao, Existence and algorithm of solutions for mixed quasi-variational-like inclusions in Banach spaces, Computers and Mathematics with Applications, 49 (2005), 857-869] to develop iterative algorithms for finding the approximate solutions to the mixed quasi-variational-like inclusion problem (in short, MQVLIP) in a Banach space. On the one hand, we establish a result on the existence of a solution to the equilibrium problem by virtue of well-known Brouwer's fixed-point theorem. Moreover, by using this result we derive the existence and uniqueness of a solution to the MQVLIP and the existence of the approximate solutions generated by the algorithm for the MQVLIP. On the other hand, we use the concepts of eta-relaxed strong convexity of a differentiable functional and eta-cocoercivity of a composite map to prove the strong convergence of the approximate solutions to the unique solution of the MQVLIP. (C) 2008 Elsevier Ltd. All rights reserved.
In this paper, we introduce and study a class of generalized quasi-variational-like inclusions with fuzzy mappings in real Banach spaces and show its equivalence with a class of relations. Using this equivalence, we s...
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In this paper, we introduce and study a class of generalized quasi-variational-like inclusions with fuzzy mappings in real Banach spaces and show its equivalence with a class of relations. Using this equivalence, we suggest and analyze an iterative algorithm for finding the approximate solution of this class of inclusions. Further, we prove the existence of solution of this class of inclusions and discuss the convergence criteria of iterative sequences generated by the iterative algorithm. (c) 2005 Elsevier B.V All rights reserved.
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