3D FDTD Implementation for Scattering of Electric Anisotropic Dispersive Medium Using Recursive Convolution Method

The finite-difference time-domain method based on recursive convoltion method (RC-FDTD) for the electric anisotropic dispersive medium is discussed in detail. To exemplify the availability of the three-dimensional RC-FDTD algorithm, the backscattering Radar-Cross-Section(RCS) of a non-magnetized plasma sphere is computed, and the numerical results are the same as the one of the Shift Operater-FDTD method, and show that the RC-FDTD method is correct and efficient. In addition, the co-polarized and cross-polarized backscattering time-domain of a magnetized plasma sphere are obtained by the RC-FDTD algorithm. The results show that when the external magnetic field is implemented, the cross-polarized component appear, evidently.     

Construction of triangular DP surface and its application

In this paper, a new type of bivariate basis on a triangle is presented, which is constructed by extending the univariate NTP basis proposed by Delgado and Peña. Some algebraic properties and its recursive formulae are given. Then a new type of surfaces that is called triangular DP surface is defined, and its recursive evaluation algorithm is obtained. Also, in the case of low degree, its subdivision algorithm and degree elevation algorithm are derived. It is shown that this type of surfaces is obviously more advantageous than triangular Bézier surface, and hence extremely useful for geometric design, especially for the situation in which the surface needs to be evaluated quickly.     

Design of RLS Wiener fixed-lag smoother using covariance information in linear discrete stochastic systems

In this paper, we propose a new design for the recursive least-squares (RLS) Wiener fixed-lag smoother and filter in linear discrete-time wide-sense stationary stochastic systems. It is assumed that the signal is observed with additive white observation noise. The signal is uncorrelated with the observation noise. The estimators require knowledge of the system matrix, the observation matrix and the variance of the state vector. These quantities can be obtained from the auto-covariance function of the signal. In the estimation algorithms, moreover, the variance of the observation noise is assumed to be known, as a priori information.     

A two-dimensional matrix Padé-type approximation in the inner product space

By introducing a bivariate matrix-valued linear functional on the scalar polynomial space, a general two-dimensional (2-D) matrix Padé-type approximant (BMPTA) in the inner product space is defined in this paper. The coefficients of its denominator polynomials are determined by taking the direct inner product of matrices. The remainder formula is developed and an algorithm for the numerator polynomials is presented when the generating polynomials are given in advance. By means of the Hankel-like coefficient matrix, a determinantal expression of BMPTA is presented. Moreover, to avoid the computation of the determinants, two efficient recursive algorithms are proposed. At the end the method of BMPTA is applied to partial realization problems of 2-D linear systems.     

A new sharpened version of the Neuberg–Pedoe inequality

In this work, we present a new sharpened version of the classical Neuberg–Pedoe inequality. As an application, the following improved Neuberg–Pedoe inequality is derived:

     

Extreme value distribution of a recursive-type detector in a linear model

We study a CUSUM–type monitoring scheme designed to sequentially detect changes in the regression parameter of an underlying linear model. The test statistic used is based on recursive residuals. Main aim of this paper is to derive the limiting extreme value distribution under the null hypothesis of structural stability. The model assumptions are flexible enough to include rather general classes of error sequences such as augmented GARCH(1,1) processes. The result is underlined by an illustrative simulation study. Research partially supported by NSF grants DMS–0604670 and DMS–065242.     

NA样本的递归密度估计

设$\{X_n,n\geq 1\}$是一个严平稳的负相协的随机变量序列, 其概率密度函数为$f(x)$.本文讨论了$f(x)$的递归核估计量的联合渐近正态性.     

Improvement of the recursive projection method for linear iterative scheme stabilization based on an approximate eigenvalue problem

An algorithm for stabilizing linear iterative schemes is developed in this study. The recursive projection method is applied in order to stabilize divergent numerical algorithms. A criterion for selecting the divergent subspace of the iteration matrix with an approximate eigenvalue problem is introduced. The performance of the present algorithm is investigated in terms of storage requirements and CPU costs and is compared to the original Krylov criterion. Theoretical results on the divergent subspace selection accuracy are established. The method is then applied to the resolution of the linear advection–diffusion equation and to a sensitivity analysis for a turbulent transonic flow in the context of aerodynamic shape optimization. Numerical experiments demonstrate better robustness and faster convergence properties of the stabilization algorithm with the new criterion based on the approximate eigenvalue problem. This criterion requires only slight additional operations and memory which vanish in the limit of large linear systems.     

Recursive computational formulas of the least squares criterion functions for scalar system identification

The paper discusses recursive computation problems of the criterion functions of several least squares type parameter estimation methods for linear regression models, including the well-known recursive least squares (RLS) algorithm, the weighted RLS algorithm, the forgetting factor RLS algorithm and the finite-data-window RLS algorithm without or with a forgetting factor. The recursive computation formulas of the criterion functions are derived by using the recursive parameter estimation equations. The proposed recursive computation formulas can be extended to the estimation algorithms of the pseudo-linear regression models for equation error systems and output error systems. Finally, the simulation example is provided.     

变系数模型变窗宽和一步局部M-估计

用变窗宽和一步局部M-估计对变系数模型的系数参数进行估计,得到了估计的渐近正态性.