Tensor Decomposition With Generalized Lasso Penalties

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multiway data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our approach presents many nontrivial challenges at the intersection of modeling and computation, which are studied in detail. An efficient coordinate-wise optimization algorithm for PTD is presented, and its convergence properties are characterized. The method is applied both to simulated data and real data on flu hospitalizations in Texas and motion-capture data from video cameras. These results show that our penalized tensor decomposition can offer major improvements on existing methods for analyzing multiway data that exhibit smooth spatial or temporal features.     

惯导系统初始对准技术综述

从初始对准误差模型及算法、状态估计方法、可观测度分析和传递对准四个方面，对惯导系统初始对准技术研究现状进行了叙述和分析，探讨了惯导系统初始对准技术面临的亟待解决的问题和未来的发展方向，为我国在这一领域开展研究的研究人员提供了一定的参考。     

自适应鲁棒Kalman滤波技术在静电陀螺监控器中的应用研究

本文重点研究了卡尔曼滤波在静电陀螺监控器（ＥＳＧＭ）参数估计应用中滤波发散的问题。由于系统本身和外部条件的不确定性，很难对系统各状态进行准确的数学描述，造成滤波器不稳定甚至发散。本文提出一种自适应鲁棒滤波方法，并应用于ＥＳＧＭ的初始标定。研究结果表明，应用该算法，可以有效地抑制由于模型不准而产生的滤波发散现象，大大提高了参数估计的精度。     

联邦滤波在飞机组合导航中的应用

研究了中等精度捷联惯导系统(SINS),大气数据系统(ADS)和塔康系统(TACAN)构成的机载组合导航系统.在分析SINS、ADS、TACAN各自特点的基础上,提出了SISN/ADS/TACAN组合导航系统的联邦滤波方案,并建立了相应的组合导航系统的数学模型.以一条典型的飞行轨迹进行了全航线的仿真研究,仿真结果为:基于联邦滤波的SINS/ADS/TACAN组合导航系统的位置精度约为70 m(CEP),速度精度约为0.75 m/s(1),航向精度为约为 (1)和姿态精度约为 (1),由此可见基于联邦滤波的SINS/ADS/TACAN组合导航系统可以充分利用各机载导航子系统信息,满足飞机导航定位的精度要求.     

Exact Finite-Dimensional Filter for Exponential Functionals of the State of Beneš Systems

The purpose of this article is to derive finite-dimensional filters for exponential functionals of the state of nonlinear Bene? type filtering systems with correlated noises. These new filters can be applied in the state reconstruction of doubly–stochastic auto–regressive processes.     

Multilevel preconditioning and low‐rank tensor iteration for space–time simultaneous discretizations of parabolic PDEs

This paper addresses the solution of parabolic evolution equations simultaneously in space and time as may be of interest in, for example, optimal control problems constrained by such equations. As a model problem, we consider the heat equation posed on the unit cube in Euclidean space of moderately high dimension. An a priori stable minimal residual Petrov–Galerkin variational formulation of the heat equation in space–time results in a generalized least squares problem. This formulation admits a unique, quasi‐optimal solution in the natural space–time Hilbert space and serves as a basis for the development of space–time compressive solution algorithms. The solution of the heat equation is obtained by applying the conjugate gradient method to the normal equations of the generalized least squares problem. Starting from stable subspace splittings in space and in time, multilevel space–time preconditioners for the normal equations are derived. In order to reduce the complexity of the full space–time problem, all computations are performed in a compressed or sparse format called the hierarchical Tucker format, supposing that the input data are available in this format. In order to maintain sparsity, compression of the iterates within the hierarchical Tucker format is performed in each conjugate gradient iteration. Its application to vectors in the hierarchical Tucker format is detailed. Finally, numerical results in up to five spatial dimensions based on the recently developed htucker toolbox for MATLAB are presented. Copyright © 2014 John Wiley & Sons, Ltd.     

不同滤波方法对揭示全球海洋条带结构的比较

海洋条带结构是近年物理海洋学研究的一个新热点. 在海洋中, 条带结构往往被大尺度环流过程所掩盖. 把这种隐蔽的海水运动现象显现出来的办法是对时间平均的速度场进行空间滤波. 利用全球简单海洋资料同化分析系统资料和中国科学院大气物理研究所大气科学和地球流体力学数值模拟国家重点实验室的气候系统海洋模式模拟数据对三种一维滤波方法进行了比较, 分别是常用的高斯和汉宁滤波方法, 以及本文引入的切比雪夫滤波方法. 结果表明, 尽管三种方法均可获得条带结构, 但以切比雪夫方法为最佳; 另外, 设计高通滤波器时需设定截断频率, 而它的选定取决于对具体数据的频谱分析, 当选取的归一化的截断频率值在0.1和0.4之间时, 可以有效地揭示出条带结构在全球海域内的分布. 因此本文的研究方法为海洋条带结构的深入研究提供了一个有力工具.     

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针对强磁场实验装置(SHMFF)的链式高压有源电力滤波方案规划,基于有源滤波系统的非线性特性, 采用分数阶值。PI 控制器替代普通PI 控制器,在此基础上引入粒子群算法优化指令电流PI 控制器参数,并通过 实验对比分析了人工整定的PI 控制器与PSO 整定的PI 控制器的运行效果。经样机实验表明,采用的PSO 算法 整定的电流内环控制器是正确的,且具有一定的参考价值。     

Galileo系统动态滤波的研究

提出一种Galileo动态定位滤波的方法。该方法从Galileo系统接收机输出的定位结果入手，将各种误差因素的影响等效为一个总误差，对Galileo系统接收机的机动载体加速度采用当前统计模型，利用线性卡尔曼滤波器进行动态定位数据的处理，并将次优加权自适应卡尔曼滤波算法应用到Galileo系统动态定位中。该模型简单，实时性好，滤波后定位精度得到提高。