Least squares estimations have been used extensively in many applications, e.g. system identification and signal prediction. When the stochastic process is stationary, the least squares estimators can be found by solving a Toeplitz or near-Toeplitz matrix system depending on the knowledge of the data statistics. In this paper, we employ the preconditioned conjugate gradient method with circulant preconditioners to solve such systems. Our proposed circulant preconditioners are derived from the spectral property of the given stationary process. In the case where the spectral density functions() of the process is known, we prove that ifs() is a positive continuous function, then the spectrum of the preconditioned system will be clustered around 1 and the method converges superlinearly. However, if the statistics of the process is unknown, then we prove that with probability 1, the spectrum of the preconditioned system is still clustered around 1 provided that large data samples are taken. For finite impulse response (FIR) system identification problems, our numerical results show that annth order least squares estimator can usually be obtained inO(n logn) operations whenO(n) data samples are used. Finally, we remark that our algorithm can be modified to suit the applications of recursive least squares computations with the proper use of sliding window method arising in signal processing applications.Research supported in part by HKRGC grant no. 221600070, ONR contract no. N00014-90-J-1695 and DOE grant no. DE-FG03-87ER25037. 相似文献
Let {
s,t,(s,t+2
} be a white noise on
+2
. We consider the hyperbolic stochastic partial differential equation {ie863-3} The purpose of this paper is to study the law of the solution to this equation. We analyze the existence and smoothness of the density using the tools of Malliavin Calculus. Finally we prove a large deviation principle on the space of continuous functions, for the family of probabilities obtained by perturbation of the noise in the equation.This work has been partially supported by the grant of the DGICYT No. PB 930052 and the EU Science project CT 910459. 相似文献
We develop a theory for self-similar sets in that fulfil the weak separation property of Lau and Ngai, which is weaker than the open set condition of Hutchinson.
The distributions of two--block--factors arising from i.i.d. sequences are observed to coincide with the distributions of the superdiagonals of jointly exchangeable and dissociated arrays . An inequality for superdiagonal probabilities of the arrays is presented. It provides, together with the observation, a simple proof of the fact that a special one--dependent Markov sequence of Aaronson, Gilat and Keane (1992) is not a two--block factor.
A (right -) module is said to be a Whitehead test module for projectivity (shortly: a p-test module) provided for each module , implies is projective. Dually, i-test modules are defined. For example, is a p-test abelian group iff each Whitehead group is free. Our first main result says that if is a right hereditary non-right perfect ring, then the existence of p-test modules is independent of ZFC + GCH. On the other hand, for any ring , there is a proper class of i-test modules. Dually, there is a proper class of p-test modules over any right perfect ring.
A non-semisimple ring is said to be fully saturated (-saturated) provided that all non-projective (-generated non-projective) modules are i-test. We show that classification of saturated rings can be reduced to the indecomposable ones. Indecomposable 1-saturated rings fall into two classes: type I, where all simple modules are isomorphic, and type II, the others. Our second main result gives a complete characterization of rings of type II as certain generalized upper triangular matrix rings, . The four parameters involved here are skew-fields and , and natural numbers . For rings of type I, we have several partial results: e.g. using a generalization of Bongartz Lemma, we show that it is consistent that each fully saturated ring of type I is a full matrix ring over a local quasi-Frobenius ring. In several recent papers, our results have been applied to Tilting Theory and to the Theory of -modules.
Let be a semigroup and a topological space. Let be an Abelian topological group. The right differences of a function are defined by for . Let be continuous at the identity of for all in a neighbourhood of . We give conditions on or range under which is continuous for any topological space . We also seek conditions on under which we conclude that is continuous at for arbitrary . This led us to introduce new classes of semigroups containing all complete metric and locally countably compact quasitopological groups. In this paper we study these classes and explore their relation with Namioka spaces.
Two newly identified supramolecular structures arise from self-assembly of the macrocyclic 1,5,9,18,22,26- hexaaza[11.11]-p-cyclophane salts with o-nitrophenol (C28H50N6)4+·4(C6H4NO2O)− (1) and with HCl (C28H52N6)6+·6Cl-·4H2O (2). In both cases two-dimensional supramolecular sheets are formed. 相似文献