In this paper, we develop in part and review various iterative unbiased finite impulse response (UFIR) algorithms (both direct and twoaEurostage) for the filtering, smoothing, and prediction of timeaEurovarying and ti...
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In this paper, we develop in part and review various iterative unbiased finite impulse response (UFIR) algorithms (both direct and twoaEurostage) for the filtering, smoothing, and prediction of timeaEurovarying and timeaEuroinvariant discrete stateaEurospace models in white Gaussian noise environments. The distinctive property of UFIR algorithms is that noise statistics are completely ignored. Instead, an optimal window size is required for optimal performance. We show that the optimal window size can be determined via measurements with no reference. UFIR algorithms are computationally more demanding than Kalman filters, but this extra computational effort can be alleviated with parallel computing, and the extra memory that is required is not a problem for modern computers. Under realaEuroworld operating conditions with uncertainties, nonaEuroGaussian noise, and unknown noise statistics, the UFIR estimator generally demonstrates better robustness than the Kalman filter, even with suboptimal window size. In applications requiring large window size, the UFIR estimator is also superior to the best previously known optimal FIR estimators.
The article presents a numerical solution for uniformly rotating transonic speed based on the retarded-time equation (RTE). It is assumed that the source rotating speed is less than the critical Mach number, and the l...
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The article presents a numerical solution for uniformly rotating transonic speed based on the retarded-time equation (RTE). It is assumed that the source rotating speed is less than the critical Mach number, and the local maximum and minimum points may be utilized to find all the roots of the RTE. The analytical root-bracketing approach is compared with the iterative procedure based on the acoustic pressure spectra produced by the RTE and exact frequency-domain methods.
A robust minimum variance (MV) beamforming approach is proposed for improving the robustness of multiple-input multiple-output (MIMO) radar against the mismatches of the steering vector and the finite sample effects. ...
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A robust minimum variance (MV) beamforming approach is proposed for improving the robustness of multiple-input multiple-output (MIMO) radar against the mismatches of the steering vector and the finite sample effects. In contrast to existing robust MV beamformers (RMVBs), the proposed RMVB utilises a specific structured model of virtual steering vector (also named transmit-receive steering vector) of MIMO radar rather than the commonly used unstructured model in phased-array radar. The basic idea of the proposed RMVB is to estimate the desired transmit and receive steering vectors under two quadratic constraints. To solve this problem, an iterative algorithm is developed. Simulations are provided to confirm the effectiveness of the proposed method.
Data classification is one of the fundamental issues in data mining and machine learning. A great deal of effort has been done for reducing the time required to learn a classification model. In this research, a new mo...
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Data classification is one of the fundamental issues in data mining and machine learning. A great deal of effort has been done for reducing the time required to learn a classification model. In this research, a new model and algorithm is proposed to improve the work of Xu and Papageorgiou (2009). Computational comparisons on real and simulated patterns with different characteristics (including dimension, high overlap or heterogeneity in the attributes) confirm that, the improved method considerably reduces the training time in comparison to the primary model, whereas it generally maintains the accuracy. Particularly, this speed-increase is significant in the case of high overlap. In addition, the rate of increase in training time of the proposed model is much less than that of the primary model, as the set-size or the number of overlapping samples is increased. (C) 2013 Elsevier Ltd. All rights reserved.
This paper is considered with the computation of upper bounds for the solution of continuous algebraic Riccati equations (CARE). A parameterized upper bound for the solution of CARE is proposed by utilizing some linea...
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This paper is considered with the computation of upper bounds for the solution of continuous algebraic Riccati equations (CARE). A parameterized upper bound for the solution of CARE is proposed by utilizing some linear algebraic techniques. Based on this bound, more precise estimation can be achieved by means of carefully choosing the bound's parameters. iterative algorithm is also developed to obtain more sharper solution bounds. Comparing with some existing results in the literature, the proposed bounds are less restrictive and more effective. The effectiveness and advantages of the proposed approach are illustrated via a numerical example.
iterative image reconstruction algorithms have many advantages over analytical image reconstruction algorithms in computed tomography. A widely applied iterative algorithm is OSEM (ordered subsets expectation maximisa...
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iterative image reconstruction algorithms have many advantages over analytical image reconstruction algorithms in computed tomography. A widely applied iterative algorithm is OSEM (ordered subsets expectation maximisation), which has good reconstructed image quality and costs less in computation time. Compared with the conventional OSEM algorithm, another OS method RAMLA (row action maximum likelihood algorithm) can not only bring about significant acceleration in the iterative reconstruction, but also outperforms the OSEM in its convergence rate. In this paper, an accelerated RAMLA algorithm (ARAMLA) is proposed and applied to X-ray cone-beam CT image reconstruction. By increasing the step size of the correction factor, the ARAMLA algorithm can further speed up the RAMLA algorithm while still retaining its convergence properties. A graphics processing unit (GPU)-based implementation of the ARAMLA is also developed for greatly reducing the computation time per iteration. Experimental results show that to achieve the same image quality as in RAMLA, ARAMLA, with an accelerating factor of 2, requires only about half the number of iterations as RAMLA.
In this paper, we present an iterative algorithm for solving the following coupled Sylvester-transpose matrix equations Sigma(q)(j=1)(A(ij)X(j)B(ij) + (CijXjDij)-D-T) = F-i, i = 1, 2, ..., p, over the generalized cent...
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In this paper, we present an iterative algorithm for solving the following coupled Sylvester-transpose matrix equations Sigma(q)(j=1)(A(ij)X(j)B(ij) + (CijXjDij)-D-T) = F-i, i = 1, 2, ..., p, over the generalized centro-symmetric matrix group (X-1, X-2, ..., X-q). The solvability of the problem can be determined by the proposed algorithm, automatically. If the coupled Sylvester-transpose matrix equations are consistent over the generalized centro-symmetric matrices, then a generalized centro-symmetric solution group can be obtained within finite iterative steps for any initial generalized centro-symmetric matrix group in the exact arithmetic. Furthermore, it is shown that the least-norm generalized centro-symmetric solution group of the coupled Sylvester-transpose matrix equations can be computed by choosing an appropriate initial iterative matrix group. Moreover, the optimal approximate generalized centro-symmetric solution group to a given arbitrary matrix group (V-1, V-2, ..., V-q) can be derived by finding the least-norm generalized centro-symmetric solution group of a new coupled Sylvester-transpose matrix equations. Finally, some numerical results are given to illustrate the validity and practicability of the theoretical results established in this work.
Convergence property of the iterative algorithm for Hammerstein or Wiener systems is generally hard to establish because of the existence the unmeasurable internal variables in such systems. In this paper, a fixed-poi...
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Convergence property of the iterative algorithm for Hammerstein or Wiener systems is generally hard to establish because of the existence the unmeasurable internal variables in such systems. In this paper, a fixed-point iteration is introduced to identifying both Hammerstein and Wiener systems with a unified algorithm. This newly proposed estimation algorithm gives consistent estimates under arbitrary nonzero initial conditions. In addition, the errors of the estimates are established as functions of the noise variance, and thus how the noise affects the quality of parameter estimates for a finite number of data points is made clear. Copyright (c) 2012 John Wiley & Sons, Ltd.
A study was conducted to investigate spacecraft attitude tracking with guaranteed performance bounds. Guaranteed analytical performance bounds were obtained in the presence of model uncertainties and measurement error...
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A study was conducted to investigate spacecraft attitude tracking with guaranteed performance bounds. Guaranteed analytical performance bounds were obtained in the presence of model uncertainties and measurement errors. The bounds were useful for attitude-control system designers to assist in gain selection given steady-state performance specifications, reducing the need for time-consuming Monte Carlo analyses. It was shown that if the filtered error was ultimately upper bounded with known bound, then the attitude and body-rate errors were ultimately upper bounded. Bounds on the steady-state tracking errors were derived using this result along with sequential Lyapunov-type analyses, when bounded model uncertainties and measurement errors were present.
This paper presents a gradient-based iterative identification algorithm and an auxiliary-model-based multi-innovation generalized extended stochastic gradient algorithm for input nonlinear systems with autoregressive ...
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This paper presents a gradient-based iterative identification algorithm and an auxiliary-model-based multi-innovation generalized extended stochastic gradient algorithm for input nonlinear systems with autoregressive moving average (ARMA) noises, i.e., the input nonlinear Box-Jenkins (IN-BJ) systems. The estimation errors given by the gradient-based iterative algorithm are smaller than the generalized extended stochastic gradient algorithm under same data lengths. A simulation example is provided.
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