899 resultados para diffusion process, wavelet estimator, non-parametric rate of convergence, Markov chain, estimation of unknown signal


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Solution of generalized eigenproblem, K phi = lambda M phi, by the classical inverse iteration method exhibits slow convergence for some eigenproblems. In this paper, a modified inverse iteration algorithm is presented for improving the convergence rate. At every iteration, an optimal linear combination of the latest and the preceding iteration vectors is used as the input vector for the next iteration. The effectiveness of the proposed algorithm is demonstrated for three typical eigenproblems, i.e. eigenproblems with distinct, close and repeated eigenvalues. The algorithm yields 29, 96 and 23% savings in computational time, respectively, for these problems. The algorithm is simple and easy to implement, and this renders the algorithm even more attractive.

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A newly developed and validated constitutive model that accounts for primary compression and time-dependent mechanical creep and biodegradation is used for parametric study to investigate the effects of model parameters on the predicted settlement of municipal solid waste (MSW) with time. The model enables the prediction of stress strain response and yield surfaces for three components of settlement: primary compression, mechanical creep, and biodegradation. The MSW parameters investigated include compression index, coefficient of earth pressure at-rest, overconsolidation ratio, and biodegradation parameters of MSW. A comparison of the predicted settlements for typical MSW landfill conditions showed significant differences in time-settlement response depending on the selected model input parameters. The effect of lift thickness of MSW on predicted settlement is also investigated. Overall, the study shows that the variation in the model parameters can lead to significantly different results; therefore, the model parameter values should be carefully selected to predict landfill settlements accurately. It is shown that the proposed model captures the time settlement response which is in general agreement with the results obtained from the other two reported models having similar features. (C) 2011 Elsevier Ltd. All rights reserved.

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A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

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We describe here two non-interferometric methods for the estimation of the phase of transmitted wavefronts through refracting objects. The phase of the wavefronts obtained is used to reconstruct either the refractive index distribution of the objects or their contours. Refraction corrected reconstructions are obtained by the application of an iterative loop incorporating digital ray tracing for forward propagation and a modified filtered back projection (FBP) for reconstruction. The FBP is modified to take into account non-straight path propagation of light through the object. When the iteration stagnates, the difference between the projection data and an estimate of it obtained by ray tracing through the final reconstruction is reconstructed using a diffraction tomography algorithm. The reconstruction so obtained, viewed as a correction term, is added to the estimate of the object from the loop to obtain an improved final refractive index reconstruction.

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Two methods based on wavelet/wavelet packet expansion to denoise and compress optical tomography data containing scattered noise are presented, In the first, the wavelet expansion coefficients of noisy data are shrunk using a soft threshold. In the second, the data are expanded into a wavelet packet tree upon which a best basis search is done. The resulting coefficients are truncated on the basis of energy content. It can be seen that the first method results in efficient denoising of experimental data when scattering particle density in the medium surrounding the object was up to 12.0 x 10(6) per cm(3). This method achieves a compression ratio of approximate to 8:1. The wavelet packet based method resulted in a compression of up to 11:1 and also exhibited reasonable noise reduction capability. Tomographic reconstructions obtained from denoised data are presented. (C) 1999 Published by Elsevier Science B.V. All rights reserved,

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When the cold accretion disc coupling between neutral gas and a magnetic field is so weak that the magnetorotational instability is less effective or even stops working, it is of prime interest to investigate the pure hydrodynamic origin of turbulence and transport phenomena. As the Reynolds number increases, the relative importance of the non-linear term in the hydrodynamic equation increases. In an accretion disc where the molecular viscosity is too small, the Reynolds number is large enough for the non-linear term to have new effects. We investigate the scenario of the `weakly non-linear' evolution of the amplitude of the linear mode when the flow is bounded by two parallel walls. The unperturbed flow is similar to the plane Couette flow, but with the Coriolis force included in the hydrodynamic equation. Although there is no exponentially growing eigenmode, because of the self-interaction, the least stable eigenmode will grow in an intermediate phase. Later, this will lead to higher-order non-linearity and plausible turbulence. Although the non-linear term in the hydrodynamic equation is energy-conserving, within the weakly non-linear analysis it is possible to define a lower bound of the energy (alpha A(c)(2), where A(c) is the threshold amplitude) needed for the flow to transform to the turbulent phase. Such an unstable phase is possible only if the Reynolds number >= 10(3-4). The numerical difficulties in obtaining such a large Reynolds number might be the reason for the negative result of numerical simulations on a pure hydrodynamic Keplerian accretion disc.

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A three-dimensional transient mathematical model (following a fixed-grid enthalpy-based continuum formulation) is used to study the interaction of double-diffusive natural convection and non-equilibrium solidification of a binary mixture in a cubic enclosure cooled from a side. Investigations are carried out for two separate test systems, one corresponding to a typical model "metal-alloy analogue" system and other corresponding to a real metal-alloy system. Due to stronger effects of solutal buoyancy in actual metal-alloy systems than in corresponding analogues, the convective transport mechanisms for the two cases are quite different. However, in both cases, similar elements of three-dimensionality are observed in the curvature and spacing of the projected streamlines. As a result of three-dimensional convective flow patterns, a significant solute macrosegregation is observed across the transverse sections of the cavity, which cannot be captured by two-dimensional simulations. (C) 2003 Elsevier Science Ltd. All rights reserved.

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It has been shown recently that the maximum rate of a 2-real-symbol (single-complex-symbol) maximum likelihood (ML) decodable, square space-time block codes (STBCs) with unitary weight matrices is 2a/2a complex symbols per channel use (cspcu) for 2a number of transmit antennas [1]. These STBCs are obtained from Unitary Weight Designs (UWDs). In this paper, we show that the maximum rates for 3- and 4-real-symbol (2-complex-symbol) ML decodable square STBCs from UWDs, for 2a transmit antennas, are 3(a-1)/2a and 4(a-1)/2a cspcu, respectively. STBCs achieving this maximum rate are constructed. A set of sufficient conditions on the signal set, required for these codes to achieve full-diversity are derived along with expressions for their coding gain.

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It is well known that the space-time block codes (STBCs) from complex orthogonal designs (CODs) are single-symbol decodable/symbol-by-symbol decodable (SSD). The weight matrices of the square CODs are all unitary and obtainable from the unitary matrix representations of Clifford Algebras when the number of transmit antennas n is a power of 2. The rate of the square CODs for n = 2(a) has been shown to be a+1/2(a) complex symbols per channel use. However, SSD codes having unitary-weight matrices need not be CODs, an example being the minimum-decoding-complexity STBCs from quasi-orthogonal designs. In this paper, an achievable upper bound on the rate of any unitary-weight SSD code is derived to be a/2(a)-1 complex symbols per channel use for 2(a) antennas, and this upper bound is larger than that of the CODs. By way of code construction, the interrelationship between the weight matrices of unitary-weight SSD codes is studied. Also, the coding gain of all unitary-weight SSD codes is proved to be the same for QAM constellations and conditions that are necessary for unitary-weight SSD codes to achieve full transmit diversity and optimum coding gain are presented.