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Causal Restriction and Its Generalization for the Wiener Filter

CIRCUITS SYSTEMS AND SIGNAL PROCESSING 2018年第3期37卷 1327-1342页

作者： Yang, Yun-xiu Shu, Qin Yuan, Fei Deng, Shijie South West Inst Tech Phys Chengdu Sichusn Peoples R China Sichuan Univ Sch Elect Engn & Informat Chengdu Sichusn Peoples R China

The classical principles of Wiener filter design consider only the causality constraint. However, additional constraints are often involved in practice. This paper provides a comprehensive theoretical approach for designing Wiener filters with constraint conditions beyond causality. Using integration, we first derive an extension of the Wiener-Hopf equation with an additional term that captures the effect of the constraint conditions on the resulting Wiener filters. Next, we analytically solve the extended Wiener-Hopf equation and develop a new iterative algorithm to obtain its optimum value. We prove the convergence of our iterative algorithm and provide several simulations to illustrate the applicability of our theoretical approach.

关键词： Wiener filter Wiener-Hopf equation MMSE General restriction iterative algorithm

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Robust time-weighted guaranteed cost control of uncertain periodic piecewise linear systems

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INFORMATION SCIENCES 2018年 460卷 238-253页

作者： Xie, Xiaochen Lam, James Fan, Chenchen Univ Hong Kong Dept Mech Engn Pokfulam Hong Kong Peoples R China

This paper studies the design problem of periodic piecewise guaranteed cost controllers for a class of continuous-time uncertain periodic piecewise linear systems using a time weighted quadratic cost function. By developing Lyapunov functions with quadratic cost matrices to a time-varying form, sufficient conditions are proposed to ensure the exponential stability of the closed-loop system and a guaranteed upper bound of the cost function. To minimize the upper bound in the controller design process, an iterative algorithm is developed to solve the problem via convex optimization. The effectiveness of our proposed algorithm is demonstrated via a numerical example, and the impact of time-weighted cost is illustrated by simulation results. (C) 2018 Elsevier Inc. All rights reserved.

关键词： Guaranteed cost control iterative algorithm Time-weighted quadratic cost Uncertain periodic piecewise systems

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Weak and Strong Convergence of Two algorithms for the Split Fixed Point Problem

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高等学校计算数学学报（英文版） 2018年第4期11卷 770-781页

作者： Fenghui Wang Hong-Kun Xu Department of Mathematics Luoyang Normal University Luoyang 471022China Department of Mathematics School of Science Hangzhou Dianzi UniversityHangzhou 310018 China

Two iterative algorithms are proposed for the split fixed point *** first algorithm is shown to be weakly convergent and the second one to be strongly *** feature of these algorithms is that the stepsizes are chosen in such a way that no priori knowledge of the operator norms is required.A new idea is introduced in order to prove strong convergence of the second algorithm.

关键词： Split feasibility fixed point,Fejér-monotonicity nonexpansive mapping projection iterative algorithm

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A Method for Assessing Customer Harmonic Emission Level Based on the iterative algorithm for Least Square Estimation

A Method for Assessing Customer Harmonic Emission Level Base...

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2013 Power Engineering and Automation Conference (PEAM 2013)

作者： Runrong Fan Tianyuan Tan Hui Chang Xiaoning Tong Yunpeng Gao School of Electrical Engineering Wuhan University

With the power system harmonic pollution problems becoming more and more serious, how to distinguish the harmonic responsibility accurately and solve the grid harmonics simply and effectively has become the main development direction in harmonic control subjects. This paper, based on linear regression analysis of basic equation and improvement equation, deduced the least squares estimation (LSE) iterative algorithm and obtained the real-time estimates of regression coefficients, and then calculated the level of the harmonic impedance and emission estimates in real time. This paper used power system simulation software Matlab/Simulink as analysis tool and analyzed the user side of the harmonic amplitude and phase fluctuations PCC (point of common coupling) at the harmonic emission level, thus the research has a certain theoretical significance. The development of this algorithm combined with the instrument can be used in practical engineering.

关键词： Harmonic Emission Levels Harmonic Analysis Least Square Estimation iterative algorithm

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A Periodic Observers Synthesis Approach for LDP Systems Based on Iteration

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IEEE ACCESS 2018年 6卷 8539-8546页

作者： Lv, Lingling Zhang, Zhe Zhang, Lei North China Univ Water Resources & Elect Power Inst Elect Power Zhengzhou 450011 Henan Peoples R China Henan Univ Inst Data & Knowledge Engn Sch Comp & Informat Engn Kaifeng 475004 Peoples R China

The problem of state observer design for the linear discrete-time periodic (LDP) system and its robust consideration are discussed in this paper. Applying the lifting technique and algebraic operations based on the well-known CG-algorithm, an iterative algorithm for periodic observer gain can be generated. By optimizing the free parameter matrix in the proposed algorithm, an algorithm on the minimum norm and robust observer design for the LDP systems is presented. One numerical example is worked out to illustrate the effect of the proposed approaches.

关键词： Linear discrete-time periodic (LDP) systems state observer robustness iterative algorithm

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Finite iterative Hermitian R-conjugate solutions of the generalized coupled Sylvester-conjugate matrix equations

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COMPUTERS & MATHEMATICS WITH APPLICATIONS 2018年第9期75卷 3367-3378页

作者： Bayoumi, Ahmed M. E. Ramadan, Mohamed A. Ain Shams Univ Fac Educ Dept Math Cairo Egypt Menoufia Univ Fac Sci Dept Math Shibin Al Kawm Egypt

In this paper, an iterative algorithm for solving a generalized coupled Sylvester-conjugate matrix equations over Hermitian R-conjugate matrices given by A(1)VB(1)+C1WD1 = E-1(V) over barF(1) + G(1) and A(2)VB(2) + C2WD2 = E-2(V) over barF(2) + G(2) is presented. When these two matrix equations are consistent, the convergence theorem shows that a solution can be obtained within finite iterative steps in the absence of round-off error for any initial arbitrary Hermitian R-conjugate solution matrices V-1, W-1. Some lemmas and theorems are stated and proved where the iterative solutions are obtained. A numerical example is given to demonstrate the behavior of the proposed method and to support the theoretical results. (C) 2018 Elsevier Ltd. All rights reserved.

关键词： Coupled Sylvester-conjugate matrix equation Inner product Frobenius norm Hermitian R-conjugate solutions iterative algorithm

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Energy efficiency maximisation in wireless powered networks with cooperative non-orthogonal multiple access

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IET COMMUNICATIONS 2018年第18期12卷 2374-2383页

作者： Zhang, Yongqiang He, Jianbo Guo, Songtao Wang, Fei Southwest Univ Sch Elect & Informat Engn Natl & Local Joint Engn Lab Intelligent Transmiss Chongqing 400715 Peoples R China Hubei Univ Technol Dept Elect & Elect Engn Wuhan 430068 Hubei Peoples R China

In the 5G wireless networks, non-orthogonal multiple access (NOMA) is a promising paradigm to improve its high spectrum efficiency. This study considers applying simultaneous wireless information and power transfer (SWIPT) technique to cooperative NOMA wireless networks, where energy-constrained relay nodes harvest the ambient radio-frequency signal and use the harvested energy to forward the packets from sources to destinations. To this end, the authors first formulate the energy-efficient cooperative transmission problem for SWIPT in NOMA with imperfect channel state information. Then, by exploiting alternative optimisation and dual decomposition, they design an iterative algorithm for power allocation and power splitting (PS) to solve the non-convex optimisation problem. The authors' simulation results reveal that the proposed algorithm can converge within a few iterations and yield optimal system energy efficiency.

关键词： convex programming energy harvesting radio receivers amplify and forward communication cooperative communication wireless channels energy conservation multi-access systems iterative methods relay networks (telecommunication) 5G mobile communication wireless powered networks nonorthogonal multiple access 5G wireless networks high spectrum efficiency simultaneous wireless information SWIPT NOMA wireless networks energy-constrained relay nodes ambient radio-frequency signal harvested energy imperfect channel state information power allocation power splitting nonconvex optimisation problem optimal system energy efficiency energy efficiency maximisation alternative optimisation dual decomposition iterative algorithm

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Maximum Likelihood Analysis of the Total Least Squares Problem with Correlated Errors

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JOURNAL OF GUIDANCE CONTROL AND DYNAMICS 2019年第6期42卷 1204-1217页

作者： Crassidis, John L. Cheng, Yang Univ Buffalo State Univ New York Dept Mech & Aerosp Engn New York NY 14260 USA Mississippi State Univ Dept Aerosp Engn Mississippi State MS 39762 USA

This paper performs a maximum likelihood analysis of the total least squares problem with Gaussian noise errors and correlated elementwise components in the design matrix. This analysis also includes a derivation of the Fisher information matrix and the error-covariance for the parameter estimates. Furthermore, the error-covariances of the associated coefficient and output estimates are also derived. These error-covariances can yield a much improved covariance approximation than would be achieved using naive least squares. The results are compared with previously derived results for the uncorrelated elementwise component with nonequal row variance case. Simulation results using three-dimensional bearings-only localization are shown to quantify the theoretical derivations, which show that the derived error-covariances are more consistent than those given by the naive least squares solution.

关键词： Singular Value Decomposition Maximum Likelihood Estimation Lagrange Multipliers iterative algorithm Computing Probability Density Functions Bayesian Approach Taylor Series

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H∞ Model Reduction for Interval Frequency Negative Imaginary Systems

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IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS 2019年第3期66卷 1116-1129页

作者： Yu, Lanlin Xiong, Junlin Univ Sci & Technol China Dept Automat Hefei 230026 Anhui Peoples R China

This paper studies an H-infinity model reduction problem for interval frequency negative imaginary (IFNI) systems. For a given IFNI system, our goal is to find a reduced-order IFNI system satisfying a pre-specified H-infinity approximation error bound over the finite-frequency interval. Necessary and sufficient conditions in terms of matrix inequalities are derived for the existence and construction of an H-infinity reduced-order IFNI system. An improved iterative algorithm is provided to solve the matrix inequalities and to minimize the H-infinity approximation error. The proposed method is further clarified via the application to the electrical circuits, such as high-order Sallen-Key low-pass filter, piezoelectric tube scanner, and RLC circuit. The simulation results on these electrical circuits are compared with the finite-frequency interval Gramians-based model reduction method both in the frequency domain and time domain.

关键词： H-infinity model reduction interval frequency negative imaginary systems iterative algorithm electrical circuits

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Development of destination choice model with pairwise district-level constants using taxi GPS data

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TRANSPORTATION RESEARCH PART C-EMERGING TECHNOLOGIES 2018年 93卷 410-424页

作者： Zhu, Jiayu Ye, Xin Tongji Univ Coll Transportat Engn Minist Educ Key Lab Rd & Traff Engn Tongda BldgRoom 5494800 Caoan Rd Shanghai 201804 Peoples R China

In this paper, a destination choice model with pairwise district-level constants is proposed for trip distribution based on a nearly complete OD trip matrix in a region. It is found that the coefficients are weakly identified in a destination choice model with pairwise zone-level constants. Thus, a destination choice model with pairwise district-level constants is then proposed and an iterative algorithm is developed for model estimation. Herein, the "district" means a spatial aggregation of a number of zones. The proposed model is demonstrated through simulation experiments. Then, destination choice models with and without pairwise district-level constants are estimated based on GPS data of taxi passenger trips collected during morning peak hours within the Inner Ring Road of Shanghai, China. The datasets comprise 504,187 trip records and a sample of 10,000 taxi trips for model development. The zones used in the study are actually 961 residents' committees while the districts are 52 residential districts that are spatial aggregations and upper-level administrative units of residents' committees. It is found that the estimated value of time dramatically drops after the involvement of district-level constants, indicating that the traditional model tends to overestimate the value of time when ignoring pairwise associations between two zones in trip distribution. The proposed destination choice model can ensure its predicted trip OD matrix to match the observed one at district level. Thus, the proposed model has potential to be widely applied for trip distribution under the situation where a complete OD trip matrix can be observed.

关键词： Destination choice model Pairwise district-level constants iterative algorithm Taxi GPS data Trip distribution

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