Fastiterative methods for least squares estimations

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.     

用“参数多项式方法”确定风力透平叶片的失速振荡流

用“参数多项式方法”确定风力透平叶片的失速振荡流陈佐一,孙永忠,杨玲（清华大学热能工程系北京１０００８４）关键词：参数多项式方法,风力透平,颤振在现代各类流动诱导振动问题的研究中,流体激振的安全性分析与诊断,要求在较短的时间内,对大量的复杂流动工况进...     

关于模拟法描会聚点电场的讨论

本文论证了“ＱＥ－２”型静电场描迹中模拟聚焦电场的电极在设计上有误的观点。     

Turán's Pure Power Sum Problem

Let be complex numbers, and consider the power sums , . Put , where the minimum is over all possible complex numbers satisfying the above. Turán conjectured that , for some positive absolute constant. Atkinson proved this conjecture by showing . It is now known that , for . Determining whether or approaches some other limiting value as is still an open problem. Our calculations show that an upper bound for decreases for , suggesting that decreases to a limiting value less than as .

     

Optimal error estimates of a locally one-dimensional method for the multidimensional heat equation

For the multidimensional heat equation in a parallelepiped, optimal error estimates inL ₂(Q) are derived. The error is of the order of +¦h¦² for any right-hand sidef L ₂(Q) and any initial function ; for appropriate classes of less regularf andu ₀, the error is of the order of ((+¦h¦² ), 1/2<1.Translated fromMatematicheskie Zametki, Vol. 60, No. 2, pp. 185–197, August, 1996.     

A preconditioner for constrained and weighted least squares problems with Toeplitz structure

We study methods for solving the constrained and weighted least squares problem min _x by the preconditioned conjugate gradient (PCG) method. HereW = diag (₁, , _m ) with _{1 m} 0, andA ^T = [T ₁ ^T , ,T _k ^T ] with Toeplitz blocksT _l R ^{n × n} ,l = 1, ,k. It is well-known that this problem can be solved by solving anaugmented linear 2 × 2 block linear systemM +Ax =b, A ^T = 0, whereM =W ^–1. We will use the PCG method with circulant-like preconditioner for solving the system. We show that the spectrum of the preconditioned matrix is clustered around one. When the PCG method is applied to solve the system, we can expect a fast convergence rate.Research supported by HKRGC grants no. CUHK 178/93E and CUHK 316/94E.     

The Padé-Rayleigh-Ritz method for solving large hermitian eigenproblems

We make use of the Padé approximants and the Krylov sequencex, Ax,,...,A ^m–1 x in the projection methods to compute a few Ritz values of a large hermitian matrixA of ordern. This process consists in approaching the poles ofR _x()=((I–A)^–1 x,x), the mean value of the resolvant ofA, by those of [m–1/m]_Rx(), where [m–1/m]_Rx() is the Padé approximant of orderm of the functionR _x(). This is equivalent to approaching some eigenvalues ofA by the roots of the polynomial of degreem of the denominator of [m–1/m]_Rx(). This projection method, called the Padé-Rayleigh-Ritz (PRR) method, provides a simple way to determine the minimum polynomial ofx in the Krylov subspace methods for the symmetrical case. The numerical stability of the PRR method can be ensured if the projection subspacem is sufficiently small. The mainly expensive portion of this method is its projection phase, which is composed of the matrix-vector multiplications and, consequently, is well suited for parallel computing. This is also true when the matrices are sparse, as recently demonstrated, especially on massively parallel machines. This paper points out a relationship between the PRR and Lanczos methods and presents a theoretical comparison between them with regard to stability and parallelism. We then try to justify the use of this method under some assumptions.     

Integral conditions on the asymptotic stability for the damped linear oscillator with small damping

The equation is considered under the assumption . It is proved that is sufficient for the asymptotic stability of , and is best possible here. This will be a consequence of a general result on the intermittent damping, which means that is controlled only on a sequence of non-overlapping intervals.

     

Limit cycle analysis of a class of strongly nonlinear oscillation equations

The limit cycle of a class of strongly nonlinear oscillation equations of the form % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiqadwhagaWaaiabgUcaRmXvP5wqonvsaeHbbjxAHXgiofMCY92D% aGqbciab-DgaNjab-HcaOiaadwhacqWFPaqkcqWF9aqpcqaH1oqzca% WGMbGaaiikaiaadwhacaGGSaGabmyDayaacaGaaiykaaaa!50B8!\[\ddot u + g(u) = \varepsilon f(u,\dot u)\] is investigated by means of a modified version of the KBM method, where is a positive small parameter. The advantage of our method is its straightforwardness and effectiveness, which is suitable for the above equation, where g(u) need not be restricted to an odd function of u, provided that the reduced equation, corresponding to =0, has a periodic solution. A specific example is presented to demonstrate the validity and accuracy of our 09 method by comparing our results with numerical ones, which are in good agreement with each other even for relatively large .     

Analysis and simulation on the performance of a gyro-penitron amplifier

A cylindrical waveguide gyro-peniotron amplifier is analysed theoretically in this paper. By a ballistic method and directly using the energy conservation in the beam-wave system, a set of interaction equations for the cylindrical waveguide gyro-peniotron amplifier is derived. Computer simulation shows that under defined conditions an interaction efficiency of 47%, an output power of 240kW at a gain of 22. 5 dB and a 3 dB-instantaneous bandwidth of 1. 9% for a central frequency of 35GHz, TE₀₃ mode gyro-peniotron amplifier could be achieved. The influence of the operation parameters on the amplifier performance is also presented.