Detectability conditions for output-only subspace identification

ABSTRACT

The scope of output-only/blind identification is restricted to stochastic/statistical processes, but for the first time in this study, the detectability conditions for general output-only subspace identification are investigated. This aids the range of input sources to be extended in a much realistic manner, beyond the only stochastic inputs. For this purpose, the subspace framework is assigned to make a connection between the output signal contents and the LTI system order. A few substantial hypotheses and algebraic statements are propounded affirming the sufficiency of the genuine output sequences for the identification purpose. This can be perceived as the cornerstone of state-space model reconstruction. In order to consolidate the notions according to reality, several examples are studied and examined for different input classes with stochastic disturbance.     

Characterization of derivations on B(X) by local actions

Let A be a unital algebra and M be a unital A-bimodule. A linear map δ : A →M is said to be Jordan derivable at a nontrivial idempotent P ∈ A if δ(A) ? B + A ? δ(B) =δ(A ? B) for any A, B ∈ A with A ? B = P, here A ? B = AB + BA is the usual Jordan product. In this article, we show that if A = Alg N is a Hilbert space nest algebra and M = B(H), or A = M = B(X), then, a linear map δ : A → M is Jordan derivable at a nontrivial projection P ∈ N or an arbitrary but fixed nontrivial idempotent P ∈ B(X) if and only if it is a derivation. New equivalent characterization of derivations on these operator algebras was obtained.     

Local reconstruction of low‐rank matrices and subspaces

We study the problem of reconstructing a low‐rank matrix, where the input is an n × m matrix M over a field and the goal is to reconstruct a (near‐optimal) matrix that is low‐rank and close to M under some distance function Δ. Furthermore, the reconstruction must be local, i.e., provides access to any desired entry of by reading only a few entries of the input M (ideally, independent of the matrix dimensions n and m). Our formulation of this problem is inspired by the local reconstruction framework of Saks and Seshadhri (SICOMP, 2010). Our main result is a local reconstruction algorithm for the case where Δ is the normalized Hamming distance (between matrices). Given M that is ‐close to a matrix of rank (together with d and ), this algorithm computes with high probability a rank‐d matrix that is ‐close to M. This is a local algorithm that proceeds in two phases. The preprocessing phase reads only random entries of M, and stores a small data structure. The query phase deterministically outputs a desired entry by reading only the data structure and 2d additional entries of M. We also consider local reconstruction in an easier setting, where the algorithm can read an entire matrix column in a single operation. When Δ is the normalized Hamming distance between vectors, we derive an algorithm that runs in polynomial time by applying our main result for matrix reconstruction. For comparison, when Δ is the truncated Euclidean distance and , we analyze sampling algorithms by using statistical learning tools. A preliminary version of this paper appears appears in ECCC, see: http://eccc.hpi-web.de/report/2015/128/ © 2017 Wiley Periodicals, Inc. Random Struct. Alg., 51, 607–630, 2017     

Sufficient Dimension Reduction and Variable Selection for Large-p-Small-n Data With Highly Correlated Predictors

Sufficient dimension reduction (SDR) is a paradigm for reducing the dimension of the predictors without losing regression information. Most SDR methods require inverting the covariance matrix of the predictors. This hinders their use in the analysis of contemporary datasets where the number of predictors exceeds the available sample size and the predictors are highly correlated. To this end, by incorporating the seeded SDR idea and the sequential dimension-reduction framework, we propose a SDR method for high-dimensional data with correlated predictors. The performance of the proposed method is studied via extensive simulations. To demonstrate its use, an application to microarray gene expression data where the response is the production rate of riboflavin (vitamin B₂) is presented.     

计及气动和隐身约束结构综合优化的并行子空间优化方法

通过分析基于响应面的并行子空间优化算法的特点指出并行子空间优化算法学科级优化的作用在于向系统级优化响应面提供性能优良的设计点.在此基础上,建立了不要求学科级优化的改进的并行子空间优化算法,进一步降低了设计优化的计算量,解决了分析模块与优化模块间的接口困难.依据该算法建立了结构、气动和隐身一体化设计优化框架,实现了某无人机机翼计及气动和隐身约束的结构综合优化.     

Approximative compactness and continuity of the set-valued metric generalized inverse in Banach spaces

In this paper, continuity of the set-valued metric generalized inverse T^∂$T^{\partial }$ in approximatively compact Banach spaces is investigated by means of the methods of geometry of Banach spaces. Necessary and sufficient conditions for upper semicontinuity (continuity) for the set-valued metric generalized inverses T^∂$T^{\partial }$ are given. Moreover, authors also prove that if X is a nearly dentable space and H is a hyperplane of X, then H   is approximatively compact iff _PH(x)$P_H(x)$ is compact for any x∈X$x\in X$.     

A new subspace iteration method for the algebraic Riccati equation

We consider the numerical solution of the continuous algebraic Riccati equation A*X + XA ? XFX + G = 0, with F = F*,G = G* of low rank and A large and sparse. We develop an algorithm for the low‐rank approximation of X by means of an invariant subspace iteration on a function of the associated Hamiltonian matrix. We show that the sought‐after approximation can be obtained by a low‐rank update, in the style of the well known Alternating Direction Implicit (ADI) iteration for the linear equation, from which the new method inherits many algebraic properties. Moreover, we establish new insightful matrix relations with emerging projection‐type methods, which will help increase our understanding of this latter class of solution strategies. Copyright © 2014 John Wiley & Sons, Ltd.     

CONTROLLABILITY OF A CLASS OF HYBRID DYNAMIC SYSTEMS (Ⅰ)—BASIC PROPERTIES AND PRELIMINARY RESULTS

The controllability for switched linear system with time-delay in controls was first investigated. The whole work contains three parts. This is the first part, including problem formulation and some preliminaries. Firstly, the mathematical model of switched linear systems with time-delay in control functions was presented. Secondly, the concept of column space, cyclic invariant subspace and generalized cyclic invariant subspace were introduced. And some basic properties, such as separation lemma, were presented. Finally, a basic lemma was given to reveal the relation between the solution set of a centain integral equations and the generalized cyclic invariant subspace. This lemma will play an important role in the determination of controllability. All these definitions and lemmas are necessary research tools for controllability analysis. Contributed by YE Qing-kai Foundation items: the National Natural Science Foundation of China (69925307, 60274001); the National Key Basic Reasearch and Development Program (2002CB312200); the Postdoctoral Program Foundation of China Biography: XIE Guang-ming (1972∼), Doctor (E-mail: xiegming@mech.pku.edu.cn)