In the paper, we compute the period and periodic orbit of an n-dimensional nonlinear dynamical system by developing two iterative algorithms based on the fictitious time integration method (FTIM). Periodicity conditio...
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In the paper, we compute the period and periodic orbit of an n-dimensional nonlinear dynamical system by developing two iterative algorithms based on the fictitious time integration method (FTIM). Periodicity condition, also known as the Poincare map, is a necessary condition for the existence of a periodic motion in the state space, which consists of n implicit nonlinear algebraic equations (NAEs). Instead of solving the NAEs by the Newton-Raphson method, we derive an equivalent nonlinear scalar equation to determine unknown period by using the FTIM. The resulting sequence of the iterated periods monotonically converges to a desired period, wherein the unknown initial point on the periodic orbit is determined simultaneously. We find that the second iterative algorithm using the matrix shape function to convert the periodic problem into a corresponding initial value problem is convergent faster than the first iterative algorithm. A key point is that the periodicity condition is satisfied automatically by the second iterative algorithm when the terminal values of the new variables are convergent. Numerical examples exhibit some major advantages of these two iterative algorithms.
The present challenge in the ultrasonic process tomography on dispersed small particle systems is that it is hard to obtain the accurate algorithm for reconstruction. For more accurate reconstruction, this work propos...
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The present challenge in the ultrasonic process tomography on dispersed small particle systems is that it is hard to obtain the accurate algorithm for reconstruction. For more accurate reconstruction, this work proposes an improved GMRES (Generalised Minimal Residual) algorithm based on generalised minimal residual iteration and mean filtering method. To verify the feasibility of the algorithm for dispersed small particle system visualisation, a linear acoustic attenuation model is developed to obtain the projection data of ultrasonic array. Then, we compared it with the current mainstream reconstruction algorithms under the conditions of the less effective information by solving the underdetermined equations. It is shown that this method can present a high reconstruction precision in the cases of numerical simulations, and reasonably reflect the cross section of dispersed small particle distribution. In the numerical simulations, the imaging accuracy of improved GMRES algorithm can reach about 90%.
In this work, we investigate the challenging problem of channel estimation in high-mobility environ-ments for advanced mobile communication systems (5G and beyond). First, we propose an iterative algorithm for channel...
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In this work, we investigate the challenging problem of channel estimation in high-mobility environ-ments for advanced mobile communication systems (5G and beyond). First, we propose an iterative algorithm for channel estimation and symbol detection in the delay-Doppler domain for multiple-input multiple-output orthogonal time-frequency space (OTFS) system. The proposed algorithm is based on a superimposed pilot pattern to improve the spectral efficiency of the system. It iterates between data-aided channel estimation and message-passing-aided data detection. The channel estimation step is based on a threshold method. This step considers interference-plus-noise caused by the data symbols and the additive noise to adapt the threshold at each iteration. The data detection step is based on an adapted version of the message-passing algorithm proposed in the literature for uncoded OTFS. Then, to improve the channel estimation efficiency, we suggest an interference cancellation scheme executed at each iteration of the proposed algorithm. Finally, we compare the computational complexity and the achieved performance in terms of normalized mean square error of channel estimation, bit error rate, and spectral efficiency against five state-of the-art methods.(c) 2023 Elsevier B.V. All rights reserved.
When the object contains metals,its x-ray computed tomography(CT)images are normally affected by streaking *** artifacts are mainly caused by the x-ray beam hardening effects,which deviate the measurements from their ...
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When the object contains metals,its x-ray computed tomography(CT)images are normally affected by streaking *** artifacts are mainly caused by the x-ray beam hardening effects,which deviate the measurements from their true *** interesting observation of the metal artifacts is that certain regions of the metal artifacts often appear as negative pixel *** novel idea in this paper is to set up an objective function that restricts the negative pixel values in the *** must point out that the naïve idea of setting the negative pixel values in the reconstructed image to zero does not give the same *** paper proposes an iterative algorithm to optimize this objective function,and the unknowns are the metal affected *** the metal affected projections are estimated,the filtered backprojection algorithm is used to reconstruct the final *** paper applies the proposed algorithm to some airport bag CT *** bags all contain unknown metallic *** metal artifacts are effectively reduced by the proposed algorithm.
High-dimensional Poisson reduced-rank models have been considered for statistical inference on low-dimensional locations of the individuals based on the observations of high-dimensional count vectors. In this study, w...
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High-dimensional Poisson reduced-rank models have been considered for statistical inference on low-dimensional locations of the individuals based on the observations of high-dimensional count vectors. In this study, we assume sparsity on a so-called loading matrix to enhance its interpretability. The sparsity assumption leads to the use of L-1 penalty, for the estimation of the loading. We provide novel computational and theoretical analyses for the corresponding penalized Poisson maximum likelihood estimation. We establish theoretical convergence rates for the parameters under weak-dependence conditions;this implies consistency even in large-dimensional problems. To implement the proposed method involving several computational issues, including nonconvex log-likelihoods, L-1 penalty, and orthogonal constraints, we developed an iterative algorithm. Further, we propose a Bayesian-Information-Criteria-based penalty parameter selection, which works well in the implementation. Some numerical evidence is provided by conducting real-data-based simulation analyses and the proposed method is illustrated with the analysis of German party manifesto data.
The paper considers the generation of effective quantization scales which meet any quality criteria under any constrains. The analysis of work of available methods allows a concept of a heuristic iterative algorithm f...
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The paper considers the generation of effective quantization scales which meet any quality criteria under any constrains. The analysis of work of available methods allows a concept of a heuristic iterative algorithm for generating near-optimal quantization scales. The concept uses a uniform scale as an initial approach followed by an iterative target-criterion-optimizing recalculation of quantization interval boundaries with adhering to the constrains at each iteration. The formal description of the algorithm is presented. The software implementation of the algorithm is incorporated into the hierarchical image-compression method. The numerical experiments are carried out to test the efficiency of the algorithm and substantiate the convergence of the algorithm to the best solution.
This paper proposes a self-calibrated sparse learning approach for estimating a sparse target vector, which is a product of a precision matrix and a vector, and investigates its application to finance to provide an in...
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This paper proposes a self-calibrated sparse learning approach for estimating a sparse target vector, which is a product of a precision matrix and a vector, and investigates its application to finance to provide an innovative construction of a relative-volatility-managed portfolio. The proposed iterative algorithm, called DECODE, jointly estimates a performance measure of the market and the effective parameter vector in the optimal portfolio solution, where the relative-volatility timing is introduced into the risk exposure of an efficient portfolio via the control of its sparsity. The portfolio's risk exposure level, which is linked to its sparsity in the proposed framework, is automatically tuned with the latest market condition without using cross validation. The algorithm is efficient as it costs only a few computations of quadratic programming. We prove that the iterative algorithm converges and show the oracle inequalities of the DECODE, which provide sufficient conditions for a consistent estimate of an optimal portfolio. The algorithm can also handle the curse of dimensionality in that the number of training samples is less than the number of assets. Our empirical studies of over-12-year backtest illustrate the relative-volatility timing feature of the DECODE and the superior out-of-sample performance of the DECODE portfolio, which beats the equally weighted portfolio and improves over the shrinkage portfolio.
In this paper, we consider the parameter estimation problem of dual-frequency signals disturbed by stochastic noise. The signal model is a highly nonlinear function with respect to the frequencies and phases, and the ...
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In this paper, we consider the parameter estimation problem of dual-frequency signals disturbed by stochastic noise. The signal model is a highly nonlinear function with respect to the frequencies and phases, and the gradient method cannot obtain the accurate parameter estimates. Based on the Newton search, we derive an iterative algorithm for estimating all parameters, including the unknown amplitudes, frequencies, and phases. Furthermore, by using the parameter decomposition, a hierarchical least squares and gradient-based iterative algorithm is proposed for improving the computational efficiency. A gradient-based iterative algorithm is given for comparisons. The numerical examples are provided to demonstrate the validity of the proposed algorithms.
This paper focuses on a new identification method for multiple-input single output (MISO) Wiener nonlinear systems, in which the static nonlinear block is assumed to be a polynomial. The basic idea is to establish a M...
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This paper focuses on a new identification method for multiple-input single output (MISO) Wiener nonlinear systems, in which the static nonlinear block is assumed to be a polynomial. The basic idea is to establish a MISO Wiener nonlinear identification model with polynomial nonlinearities by means of the key term separation principle. Then, a new identification method based on Levenberg-Marquardt iterative (LMI) search techniques, which can make full use of all the measured input and output data, but also automatically change the search step-size according to the change values of the quadratic criterion function, is derived to obtain an accurate and fast parameter estimation of the model. Finally, the simulation results demonstrate the efficacy of this method.
In this article, we propose two new iterative algorithms to solve the frequency-limited Riemannian optimization model order reduction problems of linear and bilinear systems. Different from the existing Riemannian opt...
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In this article, we propose two new iterative algorithms to solve the frequency-limited Riemannian optimization model order reduction problems of linear and bilinear systems. Different from the existing Riemannian optimization methods, we design a new Riemannian conjugate gradient scheme based on the Riemannian geometry notions on a product manifold, and then generate a new search direction. Theoretical analysis shows that the resulting search direction is always descent with depending neither on the line search used, nor on the convexity of the cost function. The proposed algorithms are also suitable for generating reduced systems over a frequency interval in bandpass form. Finally, two numerical examples are simulated to demonstrate the efficiency of our algorithms.
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