Traditionally, it is widely accepted that measurement error usually obeys the normal distribution. However, in this paper a new idea is proposed that the error in digitized data which is a major derived data source in...Traditionally, it is widely accepted that measurement error usually obeys the normal distribution. However, in this paper a new idea is proposed that the error in digitized data which is a major derived data source in GIS does not obey the normal distribution but the p-norm distribution with a determinate parameter. Assuming that the error is random and has the same statistical properties, the probability density function of the normal distribution, Laplace distribution and p-norm distribution are derived based on the arithmetic mean axiom, median axiom and p-median axiom, which means that the normal distribution is only one of these distributions but not the least one. Based on this ideal distribution fitness tests such as Skewness and Kurtosis coefficient test, Pearson chi-square chi(2) test and Kolmogorov test for digitized data are conducted. The results show that the error in map digitization obeys the p-norm distribution whose parameter is close to 1.60. A least p-norm estimation and the least square estimation of digitized data are further analyzed, showing that the least p-norm adjustment is better than the least square adjustment for digitized data processing in GIS.展开更多
A novel strategy of probability density function (PDF) shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimiza...A novel strategy of probability density function (PDF) shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimization algorithm. The parameters of the control er are viewed as the space position of a particle in particle swarm optimization algorithm and updated continual y until the control er makes the PDF of the state variable as close as possible to the expected PDF. The proposed PDF shape control technique is compared with the equivalent linearization technique through simulation experiments. The results show the superiority and the effectiveness of the proposed method. The control er is excellent in making the state PDF fol ow the expected PDF and has the very smal error between the state PDF and the expected PDF, solving the control problem of the PDF shape in stochastic systems effectively.展开更多
Probability density function (PDF) method is proposed for analysing the structure of the reconstructed attractor in computing the correlation dimensions of RR intervals of ten normal old men. PDF contains important in...Probability density function (PDF) method is proposed for analysing the structure of the reconstructed attractor in computing the correlation dimensions of RR intervals of ten normal old men. PDF contains important information about the spatial distribution of the phase points in the reconstructed attractor. To the best of our knowledge, it is the first time that the PDF method is put forward for the analysis of the reconstructed attractor structure. Numerical simulations demonstrate that the cardiac systems of healthy old men are about 6-6.5 dimensional complex dynamical systems. It is found that PDF is not symmetrically distributed when time delay is small, while PDF satisfies Gaussian distribution when time delay is big enough. A cluster effect mechanism is presented to explain this phenomenon. By studying the shape of PDFs, that the roles played by time delay are more important than embedding dimension in the reconstruction is clearly indicated. Results have demonstrated that the PDF method represents a promising numerical approach for the observation of the reconstructed attractor structure and may provide more information and new diagnostic potential of the analyzed cardiac system.展开更多
Turbulent gas-particle flows are studied by a kinetic description using a prob- ability density function (PDF). Unlike other investigators deriving the particle Reynolds stress equations using the PDF equations, the...Turbulent gas-particle flows are studied by a kinetic description using a prob- ability density function (PDF). Unlike other investigators deriving the particle Reynolds stress equations using the PDF equations, the particle PDF transport equations are di- rectly solved either using a finite-difference method for two-dimensional (2D) problems or using a Monte-Carlo (MC) method for three-dimensional (3D) problems. The proposed differential stress model together with the PDF (DSM-PDF) is used to simulate turbulent swirling gas-particle flows. The simulation results are compared with the experimental results and the second-order moment (SOM) two-phase modeling results. All of these simulation results are in agreement with the experimental results, implying that the PDF approach validates the SOM two-phase turbulence modeling. The PDF model with the SOM-MC method is used to simulate evaporating gas-droplet flows, and the simulation results are in good agreement with the experimental results.展开更多
In the paper,we study the strong uniform consistency for the kernal estimates of random window w■th of density function and its derivatives under the condition that the sequence{X_n}of the ■ are the identically Φ-m...In the paper,we study the strong uniform consistency for the kernal estimates of random window w■th of density function and its derivatives under the condition that the sequence{X_n}of the ■ are the identically Φ-mixing random variabks.展开更多
The probability distributions of small sample data are difficult to determine,while a large proportion of samples occur in the early failure period,so it is particularly important to make full use of these data in the...The probability distributions of small sample data are difficult to determine,while a large proportion of samples occur in the early failure period,so it is particularly important to make full use of these data in the statistical analysis.Based on gamma distribution,four methods of probability density function(PDF)reconstruction with early failure data are proposed,and then the mean time between failures(MTBF)evaluation expressions are concluded from the reconstructed PDFs.Both theory analysis and an example show that method 2 is the best evaluation method in dealing with early-failure-small-sample data.The reconstruction methods of PDF also have certain guiding significance for other distribution types.展开更多
A new identification method of neuro-uzzy Hammerstein model based on probability density function(PDF) is presented,which is different from the idea that mean squared error(MSE) is employed as the index function in tr...A new identification method of neuro-uzzy Hammerstein model based on probability density function(PDF) is presented,which is different from the idea that mean squared error(MSE) is employed as the index function in traditional identification methods.Firstly,a neuro-fuzzy based Hammerstein model is constructed to describe the nonlinearity of Hammerstein process without any prior process knowledge.Secondly,a kind of special test signal is used to separate the link parts of the Hammerstein model.More specifically,the conception of PDF is introduced to solve the identification problem of the neuro-fuzzy Hammerstein model.The antecedent parameters are estimated by a clustering algorithm,while the consequent parameters of the model are identified by designing a virtual PDF control system in which the PDF of the modeling error is estimated and controlled to converge to the target.The proposed method not only guarantees the accuracy of the model but also dominates the spatial distribution of PDF of the model error to improve the generalization ability of the model.Simulated results show the effectiveness of the proposed method.展开更多
By deriving the stress concentration factor of theestimation approach for residual fatigue life’ an estimationapproach for structure crack propagation based on multiplefactors correction is proposed. Then’ the quant...By deriving the stress concentration factor of theestimation approach for residual fatigue life’ an estimationapproach for structure crack propagation based on multiplefactors correction is proposed. Then’ the quantitativeexpression among the structure factor’ stress ratio’ loadingtype’ the manufacture processing factor and the crackpropagation is achieved. The proposed approach iimplemented in a case study for an instance structure’ and theinfluences of correction factors on the crack propagation areanalyzed. Meanwhile’ the probabilistic method based onWeibull distribution probability density function is selected toevaluate the precision of the corrected estimation approach’and the probability density of results is calculated by theprobability density function. It is shown that the resultsestimated by the corrected approach is more precise than thoseestimated by the fracture mechanics, and they are closer to thetest data.展开更多
Based on the maximum entropy principle a new probability density function (PDF) f(x) for the surface elevation of nonlinear sea waves, X, is derived through performing a coordinate transform of X and solving a var...Based on the maximum entropy principle a new probability density function (PDF) f(x) for the surface elevation of nonlinear sea waves, X, is derived through performing a coordinate transform of X and solving a variation problem subject to three constraint conditions of f( x ). Compared with the maximum entropy PDFs presented previously, the new PDF has the following merits: (1) it has four parameters to be determined and hence can give more refined fit to observed data and has wider suitability for nonlinear waves in different conditions; (2) these parameters are expressed in terms of distribution moments of X in a relatively simple form and hence are easy to be determined from observed data; (3) the PDF is free of the restriction of weak nonlinearity and possible to be used for sea waves in complicated conditions, such as those in shallow waters with complicated topography; and (4) the PDF is simple in form and hence convenient for theoretical and practical uses. l.aboratory wind-wave experiments have been conducted to test the competence of the new PDF for the surface elevation of nonlinear waves. The experimental results manifest that the new PDF gives somewhat better fit to the laboratory wind-wave data than the well-known Gram-Charlier PDF and beta PDF.展开更多
Harvesting the power coming from the wind provides a green andenvironmentally friendly approach to producing electricity. To facilitate theongoing advancement in wind energy applications, deep knowledge aboutwind regi...Harvesting the power coming from the wind provides a green andenvironmentally friendly approach to producing electricity. To facilitate theongoing advancement in wind energy applications, deep knowledge aboutwind regime behavior is essential. Wind speed is typically characterized bya statistical distribution, and the two-parameters Weibull distribution hasshown its ability to represent wind speeds worldwide. Estimation of Weibullparameters, namely scale (c) and shape (k) parameters, is vital to describethe observed wind speeds data accurately. Yet, it is still a challenging task.Several numerical estimation approaches have been used by researchers toobtain c and k. However, utilizing such methods to characterize wind speedsmay lead to unsatisfactory accuracy. Therefore, this study aims to investigatethe performance of the metaheuristic optimization algorithm, Neural NetworkAlgorithm (NNA), in obtaining Weibull parameters and comparing itsperformance with five numerical estimation approaches. In carrying out thestudy, the wind characteristics of three sites in Saudi Arabia, namely HaferAl Batin, Riyadh, and Sharurah, are analyzed. Results exhibit that NNA hashigh accuracy fitting results compared to the numerical estimation methods.The NNA demonstrates its efficiency in optimizing Weibull parameters at allthe considered sites with correlations exceeding 98.54.展开更多
This paper derives an approximate formula for probability density function(PDF) of received signal-to-interference-and-noise ratio(SINR) at user terminal when matched filter(MF) is adopted at a base station(BS).This d...This paper derives an approximate formula for probability density function(PDF) of received signal-to-interference-and-noise ratio(SINR) at user terminal when matched filter(MF) is adopted at a base station(BS).This distribution of SINR can be used to make an analysis of average sum-rate,outage probability,and symbol error rate of massive MIMO downlink with MF at BS.From simulation,it is found that the derived approximate analytical expression for PDF of SINR is consistent with the simulated exact PDF from the definition of SINR in medium-scale and large-scale MIMO systems.展开更多
Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetric...Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetricα-stable distributed variable.As the probability density function(PDF)of the ASαSG is complicated,traditional estimators cannot provide optimum estimates.Based on the Metropolis-Hastings(M-H)sampling scheme,a robust frequency estimator is proposed for ASαSG noise.Moreover,to accelerate the convergence rate of the developed algorithm,a new criterion of reconstructing the proposal covar-iance is derived,whose main idea is updating the proposal variance using several previous samples drawn in each iteration.The approximation PDF of the ASαSG noise,which is referred to the weighted sum of a Voigt function and a Gaussian PDF,is also employed to reduce the computational complexity.The computer simulations show that the performance of our method is better than the maximum likelihood and the lp-norm estimators.展开更多
Random sample partition(RSP)is a newly developed big data representation and management model to deal with big data approximate computation problems.Academic research and practical applications have confirmed that RSP...Random sample partition(RSP)is a newly developed big data representation and management model to deal with big data approximate computation problems.Academic research and practical applications have confirmed that RSP is an efficient solution for big data processing and analysis.However,a challenge for implementing RSP is determining an appropriate sample size for RSP data blocks.While a large sample size increases the burden of big data computation,a small size will lead to insufficient distribution information for RSP data blocks.To address this problem,this paper presents a novel density estimation-based method(DEM)to determine the optimal sample size for RSP data blocks.First,a theoretical sample size is calculated based on the multivariate Dvoretzky-Kiefer-Wolfowitz(DKW)inequality by using the fixed-point iteration(FPI)method.Second,a practical sample size is determined by minimizing the validation error of a kernel density estimator(KDE)constructed on RSP data blocks for an increasing sample size.Finally,a series of persuasive experiments are conducted to validate the feasibility,rationality,and effectiveness of DEM.Experimental results show that(1)the iteration function of the FPI method is convergent for calculating the theoretical sample size from the multivariate DKW inequality;(2)the KDE constructed on RSP data blocks with sample size determined by DEM can yield a good approximation of the probability density function(p.d.f);and(3)DEM provides more accurate sample sizes than the existing sample size determination methods from the perspective of p.d.f.estimation.This demonstrates that DEM is a viable approach to deal with the sample size determination problem for big data RSP implementation.展开更多
A hybrid LES (Large Eddy Simulation)/assumed sub-grid PDF (Probability Density Function) closure model has been devel-oped for supersonic turbulent combustion. Scalar transport equations for all species in a given che...A hybrid LES (Large Eddy Simulation)/assumed sub-grid PDF (Probability Density Function) closure model has been devel-oped for supersonic turbulent combustion. Scalar transport equations for all species in a given chemical kinetic mechanism were solved, which are necessary in the supersonic combustion where the non-equilibrium chemistry is essentially involved. The clipped Gaussian PDF of temperature and multivariate ? PDF of composition were used to close the sub-grid chemical sources that appear in the conservation equations. The sub-grid variances of temperature and composition were constructed based on scale similarity approach. A semi-implicit approach based on the PDF model was proposed to tackle the resulting numerical stiffness associated with finite rate chemistry. The model was applied to simulate a supersonic, coaxial H2-air burner, where both the mean and rms (root mean square) results were compared with the experimental data. In general, good agree-ments were achieved, which indicated that the present sub-grid PDF method could work well in simulating supersonic turbu-lent combustion. Moreover, the calculation showed that the sub-grid fluctuations of temperature and major species in the combustion region were of the order of 10%-20% of their rms, while the sub-grid fluctuation of hydroxyl might be as high as 40%-50% of its rms.展开更多
Adaptive digital filtering has traditionally been developed based on the minimum mean square error (MMSE) criterion and has found ever-increasing applications in communications. This paper presents an alternative ad...Adaptive digital filtering has traditionally been developed based on the minimum mean square error (MMSE) criterion and has found ever-increasing applications in communications. This paper presents an alternative adaptive filtering design based on the minimum symbol error rate (MSER) criterion for communication applications. It is shown that the MSER filtering is smarter, as it exploits the non-Gaussian distribution of filter output effectively. Consequently, it provides significant performance gain in terms of smaller symbol error over the MMSE approach. Adopting Parzen window or kernel density estimation for a probability density function, a block-data gradient adaptive MSER algorithm is derived. A stochastic gradient adaptive MSER algorithm, referred to as the least symbol error rate, is further developed for sample-by-sample adaptive implementation of the MSER filtering. Two applications, involving single-user channel equalization and beamforming assisted receiver, are included to demonstrate the effectiveness and generality of the proposed adaptive MSER filtering approach.展开更多
文摘Traditionally, it is widely accepted that measurement error usually obeys the normal distribution. However, in this paper a new idea is proposed that the error in digitized data which is a major derived data source in GIS does not obey the normal distribution but the p-norm distribution with a determinate parameter. Assuming that the error is random and has the same statistical properties, the probability density function of the normal distribution, Laplace distribution and p-norm distribution are derived based on the arithmetic mean axiom, median axiom and p-median axiom, which means that the normal distribution is only one of these distributions but not the least one. Based on this ideal distribution fitness tests such as Skewness and Kurtosis coefficient test, Pearson chi-square chi(2) test and Kolmogorov test for digitized data are conducted. The results show that the error in map digitization obeys the p-norm distribution whose parameter is close to 1.60. A least p-norm estimation and the least square estimation of digitized data are further analyzed, showing that the least p-norm adjustment is better than the least square adjustment for digitized data processing in GIS.
基金supported by the National Natural Science Fundation of China(61273127)the Specialized Research Fund of the Doctoral Program in Higher Education(20106118110009+2 种基金20116118110008)the Scientific Research Plan Projects of Shaanxi Education Department(12JK0524)the Young Teachers Scientific Research Fund of Xi’an University of Posts and Telecommunications(1100434)
文摘A novel strategy of probability density function (PDF) shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimization algorithm. The parameters of the control er are viewed as the space position of a particle in particle swarm optimization algorithm and updated continual y until the control er makes the PDF of the state variable as close as possible to the expected PDF. The proposed PDF shape control technique is compared with the equivalent linearization technique through simulation experiments. The results show the superiority and the effectiveness of the proposed method. The control er is excellent in making the state PDF fol ow the expected PDF and has the very smal error between the state PDF and the expected PDF, solving the control problem of the PDF shape in stochastic systems effectively.
文摘Probability density function (PDF) method is proposed for analysing the structure of the reconstructed attractor in computing the correlation dimensions of RR intervals of ten normal old men. PDF contains important information about the spatial distribution of the phase points in the reconstructed attractor. To the best of our knowledge, it is the first time that the PDF method is put forward for the analysis of the reconstructed attractor structure. Numerical simulations demonstrate that the cardiac systems of healthy old men are about 6-6.5 dimensional complex dynamical systems. It is found that PDF is not symmetrically distributed when time delay is small, while PDF satisfies Gaussian distribution when time delay is big enough. A cluster effect mechanism is presented to explain this phenomenon. By studying the shape of PDFs, that the roles played by time delay are more important than embedding dimension in the reconstruction is clearly indicated. Results have demonstrated that the PDF method represents a promising numerical approach for the observation of the reconstructed attractor structure and may provide more information and new diagnostic potential of the analyzed cardiac system.
基金supported by the National Natural Science Foundation of China(No.51390493)
文摘Turbulent gas-particle flows are studied by a kinetic description using a prob- ability density function (PDF). Unlike other investigators deriving the particle Reynolds stress equations using the PDF equations, the particle PDF transport equations are di- rectly solved either using a finite-difference method for two-dimensional (2D) problems or using a Monte-Carlo (MC) method for three-dimensional (3D) problems. The proposed differential stress model together with the PDF (DSM-PDF) is used to simulate turbulent swirling gas-particle flows. The simulation results are compared with the experimental results and the second-order moment (SOM) two-phase modeling results. All of these simulation results are in agreement with the experimental results, implying that the PDF approach validates the SOM two-phase turbulence modeling. The PDF model with the SOM-MC method is used to simulate evaporating gas-droplet flows, and the simulation results are in good agreement with the experimental results.
基金supported by Natural Science Foun■ion of Henan P■visial Commission of Bdusation
文摘In the paper,we study the strong uniform consistency for the kernal estimates of random window w■th of density function and its derivatives under the condition that the sequence{X_n}of the ■ are the identically Φ-mixing random variabks.
基金National Science and Technology Major Project of China(No.2016ZX04003001)。
文摘The probability distributions of small sample data are difficult to determine,while a large proportion of samples occur in the early failure period,so it is particularly important to make full use of these data in the statistical analysis.Based on gamma distribution,four methods of probability density function(PDF)reconstruction with early failure data are proposed,and then the mean time between failures(MTBF)evaluation expressions are concluded from the reconstructed PDFs.Both theory analysis and an example show that method 2 is the best evaluation method in dealing with early-failure-small-sample data.The reconstruction methods of PDF also have certain guiding significance for other distribution types.
基金National Natural Science Foundation of China(No.61374044)Shanghai Municipal Science and Technology Commission,China(No.15510722100)+2 种基金Shanghai Municipal Education Commission,China(No.14ZZ088)Shanghai Talent Development Plan,ChinaShanghai Baoshan Science and Technology Commission,China(No.bkw2013120)
文摘A new identification method of neuro-uzzy Hammerstein model based on probability density function(PDF) is presented,which is different from the idea that mean squared error(MSE) is employed as the index function in traditional identification methods.Firstly,a neuro-fuzzy based Hammerstein model is constructed to describe the nonlinearity of Hammerstein process without any prior process knowledge.Secondly,a kind of special test signal is used to separate the link parts of the Hammerstein model.More specifically,the conception of PDF is introduced to solve the identification problem of the neuro-fuzzy Hammerstein model.The antecedent parameters are estimated by a clustering algorithm,while the consequent parameters of the model are identified by designing a virtual PDF control system in which the PDF of the modeling error is estimated and controlled to converge to the target.The proposed method not only guarantees the accuracy of the model but also dominates the spatial distribution of PDF of the model error to improve the generalization ability of the model.Simulated results show the effectiveness of the proposed method.
基金The National Natural Science Foundation of China(No.51675098)Chinese Specialized Research Foundation for Doctoral Program of Higher Education(No.20130092110003)Graduate Student Research Innovation Foundation of Jiangsu Province(No.KYLX15_0059)
文摘By deriving the stress concentration factor of theestimation approach for residual fatigue life’ an estimationapproach for structure crack propagation based on multiplefactors correction is proposed. Then’ the quantitativeexpression among the structure factor’ stress ratio’ loadingtype’ the manufacture processing factor and the crackpropagation is achieved. The proposed approach iimplemented in a case study for an instance structure’ and theinfluences of correction factors on the crack propagation areanalyzed. Meanwhile’ the probabilistic method based onWeibull distribution probability density function is selected toevaluate the precision of the corrected estimation approach’and the probability density of results is calculated by theprobability density function. It is shown that the resultsestimated by the corrected approach is more precise than thoseestimated by the fracture mechanics, and they are closer to thetest data.
基金This workis financially supported by the National Natural Science Foundation of China (Grant No.40490263 andNo.40276006)
文摘Based on the maximum entropy principle a new probability density function (PDF) f(x) for the surface elevation of nonlinear sea waves, X, is derived through performing a coordinate transform of X and solving a variation problem subject to three constraint conditions of f( x ). Compared with the maximum entropy PDFs presented previously, the new PDF has the following merits: (1) it has four parameters to be determined and hence can give more refined fit to observed data and has wider suitability for nonlinear waves in different conditions; (2) these parameters are expressed in terms of distribution moments of X in a relatively simple form and hence are easy to be determined from observed data; (3) the PDF is free of the restriction of weak nonlinearity and possible to be used for sea waves in complicated conditions, such as those in shallow waters with complicated topography; and (4) the PDF is simple in form and hence convenient for theoretical and practical uses. l.aboratory wind-wave experiments have been conducted to test the competence of the new PDF for the surface elevation of nonlinear waves. The experimental results manifest that the new PDF gives somewhat better fit to the laboratory wind-wave data than the well-known Gram-Charlier PDF and beta PDF.
基金the Deputyship for Research&Innovation,Ministry of Education,Saudi Arabia for funding this research work through the project number (QUIF-4-3-3-31466).
文摘Harvesting the power coming from the wind provides a green andenvironmentally friendly approach to producing electricity. To facilitate theongoing advancement in wind energy applications, deep knowledge aboutwind regime behavior is essential. Wind speed is typically characterized bya statistical distribution, and the two-parameters Weibull distribution hasshown its ability to represent wind speeds worldwide. Estimation of Weibullparameters, namely scale (c) and shape (k) parameters, is vital to describethe observed wind speeds data accurately. Yet, it is still a challenging task.Several numerical estimation approaches have been used by researchers toobtain c and k. However, utilizing such methods to characterize wind speedsmay lead to unsatisfactory accuracy. Therefore, this study aims to investigatethe performance of the metaheuristic optimization algorithm, Neural NetworkAlgorithm (NNA), in obtaining Weibull parameters and comparing itsperformance with five numerical estimation approaches. In carrying out thestudy, the wind characteristics of three sites in Saudi Arabia, namely HaferAl Batin, Riyadh, and Sharurah, are analyzed. Results exhibit that NNA hashigh accuracy fitting results compared to the numerical estimation methods.The NNA demonstrates its efficiency in optimizing Weibull parameters at allthe considered sites with correlations exceeding 98.54.
基金Supported by the National Natural Science Foundation of China(No.61271230,61301107)the Fundamental Research Funds for the Central Universities(No.30920130122004)Open Research Fund of National Mobile Communications Research Laboratory,Southeast University(No.2013D02)
文摘This paper derives an approximate formula for probability density function(PDF) of received signal-to-interference-and-noise ratio(SINR) at user terminal when matched filter(MF) is adopted at a base station(BS).This distribution of SINR can be used to make an analysis of average sum-rate,outage probability,and symbol error rate of massive MIMO downlink with MF at BS.From simulation,it is found that the derived approximate analytical expression for PDF of SINR is consistent with the simulated exact PDF from the definition of SINR in medium-scale and large-scale MIMO systems.
基金supported by National Key R&D Program of China(Grant No.2018YFF01012600)National Natural Science Foundation of China(Grant No.61701021)Fundamental Research Funds for the Central Universities(Grant No.FRF-TP-19-006A3).
文摘Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetricα-stable distributed variable.As the probability density function(PDF)of the ASαSG is complicated,traditional estimators cannot provide optimum estimates.Based on the Metropolis-Hastings(M-H)sampling scheme,a robust frequency estimator is proposed for ASαSG noise.Moreover,to accelerate the convergence rate of the developed algorithm,a new criterion of reconstructing the proposal covar-iance is derived,whose main idea is updating the proposal variance using several previous samples drawn in each iteration.The approximation PDF of the ASαSG noise,which is referred to the weighted sum of a Voigt function and a Gaussian PDF,is also employed to reduce the computational complexity.The computer simulations show that the performance of our method is better than the maximum likelihood and the lp-norm estimators.
文摘间歇过程的优化控制依赖于过程精确的数学模型,数据驱动的建模方法是目前间歇过程模型研究中的热点问题。突破传统数据驱动建模方法中采用均方差(mean squared error,MSE)作为准则函数的思想,提出一种新颖的间歇过程数据驱动建模方法,引入了概率密度函数(probability density function,PDF)控制的概念,构造间歇过程模型误差控制系统,将模型的可调参数作为控制系统的输入,模型误差PDF的形状作为控制系统的输出,从而把开环模型参数辨识问题转化为模型误差PDF形状的闭环控制问题。通过可调参数控制模型误差PDF的空间分布状态,不仅能够保障模型精度,还可控制模型误差的空间分布状态,从而消除模型中的有色噪声。仿真实验表明,基于模型误差PDF形状的间歇过程数据驱动模型具有较好的建模精度、鲁棒性和泛化能力,为间歇过程的数据驱动建模提供了一条新途径。
基金This paper was supported by the National Natural Science Foundation of China(Grant No.61972261)the Natural Science Foundation of Guangdong Province(No.2023A1515011667)+1 种基金the Key Basic Research Foundation of Shenzhen(No.JCYJ20220818100205012)the Basic Research Foundation of Shenzhen(No.JCYJ20210324093609026)。
文摘Random sample partition(RSP)is a newly developed big data representation and management model to deal with big data approximate computation problems.Academic research and practical applications have confirmed that RSP is an efficient solution for big data processing and analysis.However,a challenge for implementing RSP is determining an appropriate sample size for RSP data blocks.While a large sample size increases the burden of big data computation,a small size will lead to insufficient distribution information for RSP data blocks.To address this problem,this paper presents a novel density estimation-based method(DEM)to determine the optimal sample size for RSP data blocks.First,a theoretical sample size is calculated based on the multivariate Dvoretzky-Kiefer-Wolfowitz(DKW)inequality by using the fixed-point iteration(FPI)method.Second,a practical sample size is determined by minimizing the validation error of a kernel density estimator(KDE)constructed on RSP data blocks for an increasing sample size.Finally,a series of persuasive experiments are conducted to validate the feasibility,rationality,and effectiveness of DEM.Experimental results show that(1)the iteration function of the FPI method is convergent for calculating the theoretical sample size from the multivariate DKW inequality;(2)the KDE constructed on RSP data blocks with sample size determined by DEM can yield a good approximation of the probability density function(p.d.f);and(3)DEM provides more accurate sample sizes than the existing sample size determination methods from the perspective of p.d.f.estimation.This demonstrates that DEM is a viable approach to deal with the sample size determination problem for big data RSP implementation.
基金supported by the National Natural Science Foundation of China (Grant Nos. 50906098 and 91016028)
文摘A hybrid LES (Large Eddy Simulation)/assumed sub-grid PDF (Probability Density Function) closure model has been devel-oped for supersonic turbulent combustion. Scalar transport equations for all species in a given chemical kinetic mechanism were solved, which are necessary in the supersonic combustion where the non-equilibrium chemistry is essentially involved. The clipped Gaussian PDF of temperature and multivariate ? PDF of composition were used to close the sub-grid chemical sources that appear in the conservation equations. The sub-grid variances of temperature and composition were constructed based on scale similarity approach. A semi-implicit approach based on the PDF model was proposed to tackle the resulting numerical stiffness associated with finite rate chemistry. The model was applied to simulate a supersonic, coaxial H2-air burner, where both the mean and rms (root mean square) results were compared with the experimental data. In general, good agree-ments were achieved, which indicated that the present sub-grid PDF method could work well in simulating supersonic turbu-lent combustion. Moreover, the calculation showed that the sub-grid fluctuations of temperature and major species in the combustion region were of the order of 10%-20% of their rms, while the sub-grid fluctuation of hydroxyl might be as high as 40%-50% of its rms.
文摘Adaptive digital filtering has traditionally been developed based on the minimum mean square error (MMSE) criterion and has found ever-increasing applications in communications. This paper presents an alternative adaptive filtering design based on the minimum symbol error rate (MSER) criterion for communication applications. It is shown that the MSER filtering is smarter, as it exploits the non-Gaussian distribution of filter output effectively. Consequently, it provides significant performance gain in terms of smaller symbol error over the MMSE approach. Adopting Parzen window or kernel density estimation for a probability density function, a block-data gradient adaptive MSER algorithm is derived. A stochastic gradient adaptive MSER algorithm, referred to as the least symbol error rate, is further developed for sample-by-sample adaptive implementation of the MSER filtering. Two applications, involving single-user channel equalization and beamforming assisted receiver, are included to demonstrate the effectiveness and generality of the proposed adaptive MSER filtering approach.