Robust Dynamics and Control of a Partially Observed Markov Chain

In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721–734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear). Clark’s method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established.     

Normalization and noise-reduction algorithm for fringe patterns

This paper presents a fringe pattern normalization and noise-reduction algorithm. Locally the background noise is suppressed, the modulation normalized and the noise smoothed. An expression to calculate the cosine-only term is formulated. It is related to the directional derivatives of the intensity fringes. Two-dimensional Fourier series are used to calculate the parameters needed for the algorithm. Experimental work is presented using diffraction and ESPI images. The programming is relatively simple and involves mainly local convolutions. The processing time using a 2 GHz computer to normalize an image of 256 × 256 pixels is approximately one second.     

Comparison of methods to enhance flame ionization detector (FID) signals in gas chromatography

The performances of some numerical methods to improve the signal to noise ratio are compared and applied to enhance noisy signals obtained in gas chromatography with capillary columns and a flame Ionization detector. Several methods have been considered: cutoffs In the Fourier transform of the recorded signal; real time numerical filtering; theoretical model curve fitting; and the correlation of a chromatogram recorded from a pseudorandomly injected sample with the pseudorandom injection function. Numerical real time filtering is shown to be the most convenient method when the main periodic component of the noise has been determined by Fourier analysis.     

Smoothing methods for convex inequalities and linear complementarity problems

A smooth approximationp (x, ) to the plus function max{x, 0} is obtained by integrating the sigmoid function 1/(1 + e^–x ), commonly used in neural networks. By means of this approximation, linear and convex inequalities are converted into smooth, convex unconstrained minimization problems, the solution of which approximates the solution of the original problem to a high degree of accuracy for sufficiently large. In the special case when a Slater constraint qualification is satisfied, an exact solution can be obtained for finite. Speedup over MINOS 5.4 was as high as 1142 times for linear inequalities of size 2000 × 1000, and 580 times for convex inequalities with 400 variables. Linear complementarity problems are converted into a system of smooth nonlinear equations and are solved by a quadratically convergent Newton method. For monotone LCPs with as many as 10 000 variables, the proposed approach was as much as 63 times faster than Lemke's method.This material is based on research supported by Air Force Office of Scientific Research Grant F49620-94-1-0036 and National Science Foundation Grants CCR-9101801 and CCR-9322479.     

Compare study between smoothing efficiencies of epicyclic motion and orbital motion

The smoothing efficiencies of epicyclic motion and orbital motion in CCOS (computer controlled optical surfacing) were compared. CCOS polishing can smooth out mid-to-high spatial frequency errors which are smaller than tool size on optical mirrors due to the rigidity of polishing tools. The smoothing efficiencies of epicyclic motion and orbital motion with pitch lap and RC lap were compared and the result proved pitch lap with epicyclic motion smoothed ∼1.6 times faster than pitch lap with orbital motion while RC lap with epicyclic motion smoothed ∼1.85 times faster than RC lap with orbital motion.     

On the efficiency of selection criteria in spline regression

This paper concerns the cubic smoothing spline approach to nonparametric regression. After first deriving sharp asymptotic formulas for the eigenvalues of the smoothing matrix, the paper uses these formulas to investigate the efficiency of different selection criteria for choosing the smoothing parameter. Special attention is paid to the generalized maximum likelihood (GML), C _p and extended exponential (EE) criteria and their marginal Bayesian interpretation. It is shown that (a) when the Bayesian model that motivates GML is true, using C _p to estimate the smoothing parameter would result in a loss of efficiency with a factor of 10/3, proving and strengthening a conjecture proposed in Stein (1990); (b) when the data indeed come from the C _p density, using GML would result in a loss of efficiency of ; (c) the loss of efficiency of the EE criterion is at most 1.543 when the data are sampled from its consistent density family. The paper not only studies equally spaced observations (the setting of Stein, 1990), but also investigates general sampling scheme of the design points, and shows that the efficiency results remain the same in both cases.This work is supported in part by NSF grant DMS-0204674 and Harvard University Clark-Cooke Fund. Mathematics Subject Classification (2000):Primary: 62G08; Secondary: 62G20     

一类Radial基插值的保凸基

本文为 Radial 插值找到了一组保凸基.     

求解非线性P_0互补问题的非单调磨光算法

提出了一种新的磨光函数,在分析它与已有磨光函数不同特性的基础上,研究了将它用于求解非线性P_0互补问题时,其磨光路径的存在性和连续性,进而设计了求解一类非线性P_0互补问题的非单调磨光算法.在适当的假设条件下,证明了该算法的全局收敛性和局部超线性收敛性.数值算例验证了算法的有效性.