Computation of the analysis error covariance in variational data assimilation problems with nonlinear dynamics

The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find the initial condition function. The data contain errors (observation and background errors), hence there will be errors in the optimal solution. For mildly nonlinear dynamics, the covariance matrix of the optimal solution error can often be approximated by the inverse Hessian of the cost functional. Here we focus on highly nonlinear dynamics, in which case this approximation may not be valid. The equation relating the optimal solution error and the errors of the input data is used to construct an approximation of the optimal solution error covariance. Two new methods for computing this covariance are presented: the fully nonlinear ensemble method with sampling error compensation and the ‘effective inverse Hessian’ method. The second method relies on the efficient computation of the inverse Hessian by the quasi-Newton BFGS method with preconditioning. Numerical examples are presented for the model governed by Burgers equation with a nonlinear viscous term.     

On optimal solution error covariances in variational data assimilation problems

The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find unknown parameters such as distributed model coefficients or boundary conditions. The equation for the optimal solution error is derived through the errors of the input data (background and observation errors), and the optimal solution error covariance operator through the input data error covariance operators, respectively. The quasi-Newton BFGS algorithm is adapted to construct the covariance matrix of the optimal solution error using the inverse Hessian of an auxiliary data assimilation problem based on the tangent linear model constraints. Preconditioning is applied to reduce the number of iterations required by the BFGS algorithm to build a quasi-Newton approximation of the inverse Hessian. Numerical examples are presented for the one-dimensional convection–diffusion model.     

近似窄带假设下的最小方差无失真响应波束形成

最小方差无失真响应波束形成算法在应用于语音等宽带信号时,依赖窄带假设可以在频域各个子带分别进行滤波。窄带假设下语音信号协方差矩阵是秩-1矩阵,而实际中窄带信号模型只是实际信号模型的一种近似,同时由于存在统计量估计误差,估计的语音信号协方差矩阵的秩一般大于1。提出利用语音协方差矩阵和噪声协方差矩阵的广义主特征向量来估计相对传递函数,用于重构语音信号协方差矩阵为秩-1矩阵。在REVERB数据集以及CHiME-4数据集上进行实验验证,最小方差无失真响应波束形成算法经过语音协方差矩阵低秩近似后,对估计误差的鲁棒性提高,输出信噪比分别提升平均0.8 dB和1.4 dB,同时提升了语音识别准确率。      

Three-dimensional electromagnetic articulography: a measurement principle

A measurement principle of the three-dimensional electromagnetic articulographic device is presented. The state of the miniature receiver coil is described by five variables representing the position in the three-dimensional coordinate system and the rotation angles relative to it. When the receiver coil is placed in the magnetic field produced from the distributed transmitter coils, its state can be optimally estimated by minimizing the difference between the measured strength of the received signal and the predicted one using the known spatial pattern of the magnetic field. Therefore, the design and calibration of the field function inherently determine the accuracy in estimating the state of the receiver coil. The field function in our method is expressed in the form of a multivariate B spline as a function of position in the three-dimensional space. Because of the piecewise property of the basis function and the freedom in the selection of the rank and the number of basis functions, the spline field function has a superior ability to flexibly and accurately represent the actual magnetic field. Given a set of calibration data, the spline function is designed to form a smooth curved surface interpolating all of these data samples. Then, an iterative procedure is employed to solve the nonlinear estimation problem of the receiver state variables. Because the spline basis function is a polynomial, it is also shown that the calculation of the Jacobian or Hessian required to obtain updated quantities for the state variables can be efficiently performed. Finally, experimental results reveal that the measurement accuracy is about 0.2 mm for a preliminary condition, indicating that the method can achieve the degree of precision required for observing articulatory movements in a three-dimensional space. It is also experimentally shown that the Marquardt method is a better nonlinear programming technique than the Gauss-Newton or Newton-Raphson method for solving the receiver state problem.     

一维双相介质孔隙率的小波多尺度反演

基于多尺度的思想,将小波多分辨分析和多尺度方法结合,构造了小波多尺度反演方法,并应用于一维双相介质孔隙率的反演.利用小波变换,将原始反问题分解为不同尺度上的一系列子反问题,并按照尺度从粗到细的顺序依次求解.在每一个尺度上,都采用稳定、收敛快的正则化高斯牛顿法求解,次一级尺度上求出的“全局最优解”作为上一级的初始解,依次类推,直到求出原始问题的真正的全局最优解.将小波多尺度方法归结为三种不同算子(分解算子、求解算子、插入算子)的交替应用,给出了小波多尺度反演算法的基本流程图,并推导出当采用Daubechie 关键词： 双相介质 反演 小波多尺度方法 孔隙率     

一维双相介质孔隙率的小波多尺度反演

基于多尺度的思想,将小波多分辨分析和多尺度方法结合，构造了小波多尺度反演方法，并应用于一维双相介质孔隙率的反演.利用小波变换，将原始反问题分解为不同尺度上的一系列子反问题，并按照尺度从粗到细的顺序依次求解.在每一个尺度上，都采用稳定、收敛快的正则化高斯牛顿法求解，次一级尺度上求出的“全局最优解”作为上一级的初始解，依次类推，直到求出原始问题的真正的全局最优解.将小波多尺度方法归结为三种不同算子(分解算子、求解算子、插入算子)的交替应用，给出了小波多尺度反演算法的基本流程图，并推导出当采用Daubechie     

Model-based processing of a holographic moiré

A state space model for the determination of dual phase distributions in a holographic moiré in the presence of nonsinusoidal waveforms, random noise, and miscalibration of the piezoelectric (PZT) devices is proposed. The extraction of these phase terms requires incorporating two PZTs into the moiré setup. A Toeplitz approximation method (TAM) is applied for phase determination, and modification to the Toeplitz covariance matrix formed from the phase-shifted moiré fringes by application of a denoising step in the state-feedback matrix is proposed. This step ensures that the phase terms can even be estimated at a signal-to-noise ratio much lower than that of the original TAM or by our previously suggested polynomial based method.     

协方差矩阵重构的稳健自适应波束形成算法

针对协方差矩阵含有期望信号成分以及波束指向角失配时,传统自适应波束形成器性能严重下降的问题,提出了协方差矩阵重构的稳健自适应波束形成算法。该算法将全空域划分成若干互不重叠的区域,分别对应干扰区域与信号区域,先利用Capon波束形成器对干扰区域积分,由此构造出干扰协方差矩阵。然后,利用标准Capon波束形成器的波束域MUSIC谱估计法对信号区域积分,重构出信号协方差矩阵,以其主特征向量作为期望信号导引向量估计。由于算法重构了干扰加噪声协方差矩阵并对导引向量进行了修正,保证了自适应波束形成器的性能。理论分析和仿真实验结果表明,算法在训练数据含有期望信号成分和波束指向角度失配情况下具有良好的性能。      

An unconditionally stable rotational velocity-correction scheme for incompressible flows

We present an unconditionally stable splitting scheme for incompressible Navier–Stokes equations based on the rotational velocity-correction formulation. The main advantages of the scheme are: (i) it allows the use of time step sizes considerably larger than the widely-used semi-implicit type schemes: the time step size is only constrained by accuracy; (ii) it does not require the velocity and pressure approximation spaces to satisfy the usual inf–sup condition: in particular, the equal-order finite element/spectral element approximation spaces can be used; (iii) it only requires solving a pressure Poisson equation and a linear convection–diffusion equation at each time step. Numerical tests indicate that the computational cost of the new scheme for each time step, under identical time step sizes, is even less expensive than the semi-implicit scheme with low element orders. Therefore, the total computational cost of the new scheme can be significantly less than the usual semi-implicit scheme.     

Two-Mode Wigner Operator in 〈ξ| Representation and 〈τ| Representation

We derive the two-mode Wigner operator in the 〈ξ| representation and 〈τ| representation, where |ξ〉 is common eigenvector of the mass-weighted relative coordinate and the mass-combinatorial momentum.and |τ〉 common eigenvector of the mass-weighted relative coordinate and the mass-combinatorial momentum. As an application,we calculate the Wigner function of some two-mode state.     

Eigenvector approximation leading to exponential speedup of quantum eigenvalue calculation

We present an efficient method for preparing the initial state required by the eigenvalue approximation quantum algorithm of Abrams and Lloyd. Our method can be applied when solving continuous Hermitian eigenproblems, e.g., the Schr?dinger equation, on a discrete grid. We start with a classically obtained eigenvector for a problem discretized on a coarse grid, and we efficiently construct, quantum mechanically, an approximation of the same eigenvector on a fine grid. We use this approximation as the initial state for the eigenvalue estimation algorithm, and show the relationship between its success probability and the size of the coarse grid.     

相对误差最小二乘法的TDLAS气体浓度标定曲线拟合

可调谐半导体激光光谱技术（TDLAS）是光谱检测技术的一个分支,具有高灵敏度、高分辨率、实时监测、便携性好、小型化等优点,在工业环保、医疗检测、气象监测等领域得到了广泛应用。TDLAS气体传感器的测量精度与标定曲线密切相关,标定时,常用最小二乘法对标定曲线进行多项式拟合,但最小二乘法是以绝对误差的最小平方和作为评价标准,无法对相对误差进行约束,在低浓度量程下TDLAS气体传感器的标定曲线相对误差偏大,限制了标定量程。推导了光强透射率对数与气体浓度关系式作为目标函数,提出了基于相对误差意义下的最小二乘法,迭代方法采用高斯-牛顿迭代法（Gauss-Newton iteration method）,实验以雅士林DHS-100恒温恒湿箱来产生大量程范围的水汽标定浓度,Vaisala HMT337在线湿度检测仪的测量值作为标定浓度,自主研发的TDLAS湿度传感器选择波数为7 306.752 1 cm-1的水汽吸收峰,气室的光路长为50 mm,对1%~50%VOL的水汽浓度进行了拟合标定,对比了最小二乘法与相对误差最小二乘法的标定拟合结果。实验结果表明：采用最小二乘法拟合时,在低浓度量程下会出现较大的相对误差,高浓度量程下相对误差逐渐减小,无法保证整个大量程下测量精度要求;采用相对误差最小二乘法拟合时,在整个大量程范围下的相对误差波动比较小,相对误差分布曲线比较平稳,最大相对误差和相对误差标准差都远小于最小二乘法的拟合结果;以Ratio-C关系式作为目标函数,采用相对误差最小二乘法进行拟合标定时,最大相对误差为0.049 4,相对误差标准差为0.023 7,远优于最小二乘法的拟合结果,符合TDLAS传感器测量精度要求,验证了相对误差最小二乘法的标定算法可靠性,提高了TDLAS气体传感器的测量精度。     

A comparison of regularization techniques for atmospheric trace gases retrievals

A comparison of regularization techniques aimed at maximizing the information content for atmospheric trace gas retrievals at an acceptable total error is presented. The total error of a retrieval is associated with the condition number of the regularized inverted matrix, which amplifies the measurement noise when moving from the measurement space to the state space as a noise error, and also together with the characteristics of the stabilizer, injects regularization error into the retrieval. Four different stabilizers: (i) the identity matrix, (ii) the first derivative operator, (iii) the second derivative operator, and (iv) the a-priori covariance matrix are used in this study to characterize the retrieval process under various regularization matrices using the regularized trust region method. For the cases simulated, it is found that the a-priori covariance matrix, which is used in traditional optimal estimation, and the identity matrix, which is used as a regularization in the Levenberg-Marquardt method, produce the highest total error, whereas the discrete one-dimensional Laplace first and second derivative operators produce the least total error at reasonably high information content.     

Geometric transformations of optical orbital angular momentum spatial modes

With the aid of the bosonic mode conversions in two different coordinate frames, we show that (1) the coordinate eigenstate is exactly the EPR entangled state representation, and (2) the Laguerre-Gaussian (LG) mode is exactly the wave function of the common eigenvector of the orbital angular momentum and the total photon number operator. Moreover, by using the conversion of the bosonic modes, theWigner representation of the LG mode can be obtained directly. It provides an alternative to the method of Simon and Agarwal.     

点堆中子动力学方程组曲率权重法的解

针对核反应堆安全工程对某些数值计算结果要求较高的精度和正的误差, 以及舰船核反应堆机动性对计算速度的要求, 需要从数学上寻找一种新的数值计算方法, 以满足实际曲线向上凸或向下凹时计算值总是略高于真实值, 且误差不大于欧拉法和改进的欧拉法所得值. 本文研究曲率权重法求解点堆中子动力学方程组, 该方法是在曲率圆法的基础上引入权重的思想来衡量间隔步长上两个曲率对该步长曲率平均值的贡献. 与欧拉法和改进的欧拉法比较, 曲率权重法的计算结果总是能够高于真实值或有正的误差, 且精度和计算速度得到明显提升. 将该方法用于次临界堆阶跃和线性引入反应性时中子密度的求解, 能够快速得到满足计算要求和高精度的数值结果.     

稳健的高精度单矢量传感器测向方法

针对单矢量传感器各通道之间的相位误差引起已有方法测向不准的问题,提出一种对相位误差稳健的高精度测向方法.该测向方法首先利用单矢量传感器接收信号协方差矩阵的主特征向量与其共轭向量做Hadamard积来构造空间谱,实现对水下目标的方位估计;由于Hadamard积消除了相位误差,此估计值与相位误差无关,但存在方位估计模糊。然后利用相位误差的估计值进行解模糊操作,从而得到正确的方位估计。该测向方法的测向性能独立于相位误差,估计精度高。仿真和试验数据处理结果验证了该测向方法对相位误差稳健;在相位误差条件下,其方位估计精度高于平均声强法、CAPON测向方法以及MUSIC测向方法。而且仿真结果表明,该测向方法的测向精度接近克拉美洛下界(CRB)。      

Robust direction-of-arrival estimation method with high accuracy for single vector sensor

The phase errors among the components of a single acoustic vector sensor cause the direction-of-arrival(DOA) estimation error of the existing methods.In order to address this issue,a DOA estimation method is proposed,which is robust to the phase errors.The proposed method first utilizes the Hadamard product of the principal eigenvector of the covariance matrix of the received signal by the single vector sensor and its conjugate vector to construct the spatial spectrum in order to estimate the DOA of the underwater target.Since the Hadamard product eliminates the phase errors,this estimation is independent of the phase errors.However,it is ambiguous.Afterwards,the phase-error estimate is explored to eliminate the ambiguity and get the correct DOA estimate.The proposed method performs independently of the phase errors and obtains high accuracy.The simulation results and the experimental result demonstrate the proposed method is robust to the phase errors.Furthermore,in the presence of the phase errors,it performs better than the average acoustic intensity method,the CAPON method,and the MUSIC method,in terms of estimation accuracy.In addition,the simulation results indicate that the estimation accuracy of the proposed method approaches to the Cramer-Rao bound(CRB).     

一种改进的快速Mini-Norm算法

Ｋｕｍａｒｅｓａｎ和Ｔｕｆｔｓ提出的Ｍｉｎｉ－Ｎｏｒｍ算法通过对空间协方差矩阵进行特征分解，随后构造噪声子空间向量来求解方位。     

一种改进的空间信号完好性监测算法

针对Galileo系统空间信号完好性监测方案中两项关键技术点做出改进：1)提出改进临界圆法,从坐标系转换角度解决最坏用户位置方位角转换的复杂度问题;2)引入“截尾概率包络”概念,改善原模型对非零均值空间信号误差值高斯分布的过分包络问题。最后在无故障、阶跃类故障、斜坡类故障三种模式下,对比分析改进方案前后系统的完好性性能。结果表明,完好性阈值对实时空间信号误差估计值的平均包络紧度由3.89米改善至2.62米,对斜坡类故障的告警更加及时。     

Optical filaments and optical bullets in dispersive nonlinear media

We have investigated the evolution of picosecond and femtosecond optical pulses governed by the amplitude vector equation in the optical and UV domains. We have written this equation in different coordinate frames, namely, in the laboratory frame, the Galilean frame, and the moving-in-time frame and have normalized it for the cases of different and equal transverse and longitudinal sizes of optical pulses or modulated optical waves. For optical pulses with a small transverse size and a large longitudinal size (optical filaments), we obtain the well-known paraxial approximation in all the coordinate frames, while for optical pulses with relatively equal transverse and longitudinal sizes (so-called light bullets), we obtain new non-paraxial nonlinear amplitude equations. In the case of optical fields with low intensity, we have reduced the nonlinear amplitude vector equations governing the light-bullet evolution to the linear amplitude equations. We have solved the linear equations using the method of Fourier transform. An unexpected new result is the relative stability of light bullets and the significant decrease in the diffraction enlargement of light bullets with respect to the case of long pulses in the linear propagation regime.