Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

In this paper, an efficient computational approach is proposed to solve the discrete time nonlinear stochastic optimal control problem. For this purpose, a linear quadratic regulator model, which is a linear dynamical system with the quadratic criterion cost function, is employed. In our approach, the model-based optimal control problem is reformulated into the input-output equations. In this way, the Hankel matrix and the observability matrix are constructed. Further, the sum squares of output error is defined. In these point of views, the least squares optimization problem is introduced, so as the differences between the real output and the model output could be calculated. Applying the first-order derivative to the sum squares of output error, the necessary condition is then derived. After some algebraic manipulations, the optimal control law is produced. By substituting this control policy into the input-output equations, the model output is updated iteratively. For illustration, an example of the direct current and alternating current converter problem is studied. As a result, the model output trajectory of the least squares solution is close to the real output with the smallest sum squares of output error. In conclusion, the efficiency and the accuracy of the approach proposed are highly presented.

Robust least squares projection twin SVM and its sparse solution

Least squares projection twin support vector machine(LSPTSVM)has faster computing speed than classical least squares support vector machine(LSSVM).However,LSPTSVM is sensitive to outliers and its solution lacks sparsity.Therefore,it is difficult for LSPTSVM to process large-scale datasets with outliers.In this paper,we propose a robust LSPTSVM model(called R-LSPTSVM)by applying truncated least squares loss function.The robustness of R-LSPTSVM is proved from a weighted perspective.Furthermore,we obtain the sparse solution of R-LSPTSVM by using the pivoting Cholesky factorization method in primal space.Finally,the sparse R-LSPTSVM algorithm(SR-LSPTSVM)is proposed.Experimental results show that SR-LSPTSVM is insensitive to outliers and can deal with large-scale datasets fastly.

Near-Infrared Spectroscopy Combined with Absorbance Upper Optimization Partial Least Squares Applied to Rapid Analysis of Polysaccharide for Proprietary Chinese Medicine Oral Solution

Near-infrared (NIR) spectroscopy was applied to reagent-free quantitative analysis of polysaccharide of a brand product of proprietary Chinese medicine (PCM) oral solution samples. A novel method, called absorbance upper optimization partial least squares (AUO-PLS), was proposed and successfully applied to the wavelength selection. Based on varied partitioning of the calibration and prediction sample sets, the parameter optimization was performed to achieve stability. On the basis of the AUO-PLS method, the selected upper bound of appropriate absorbance was 1.53 and the corresponding wavebands combination was 400 - 1880 & 2088 - 2346 nm. With the use of random validation samples excluded from the modeling process, the root-mean-square error and correlation coefficient of prediction for polysaccharide were 27.09 mg·L-1 and 0.888, respectively. The results indicate that the NIR prediction values are close to those of the measured values. NIR spectroscopy combined with AUO-PLS method provided a promising tool for quantification of the polysaccharide for PCM oral solution and this technique is rapid and simple when compared with conventional methods.

Least-Squares Mirrorsymmetric Solution for Matrix Equations(AX=B,XC=D)

In this paper, least-squaxes mirrorsymmetric solution for matrix equations (AX = B, XC = D) and its optimal approximation is considered. With special expression of mirrorsymmetric matrices, a general representation of solution for the least-squares problem is obtained. In addition, the optimal approximate solution and some algorithms to obtain the optimal approximation are provided.

Separating iterative solution model of generalized nonlinear dynamic least squares for data processing in building of digital earth

Data coming from different sources have different types and temporal states. Relations between one type of data and another ones, or between data and unknown parameters are almost nonlinear. It is not accurate and reliable to process the data in building the digital earth with the classical least squares method or the method of the common nonlinear least squares. So a generalized nonlinear dynamic least squares method was put forward to process data in building the digital earth. A separating solution model and the iterative calculation method were used to solve the generalized nonlinear dynamic least squares problem. In fact, a complex problem can be separated and then solved by converting to two sub problems, each of which has a single variable. Therefore the dimension of unknown parameters can be reduced to its half, which simplifies the original high dimensional equations.

Least-Squares Solutions of the Matrix Equation A^TXA=B Over Bisymmetric Matrices and its Optimal Approximation

A real n×n symmetric matrix X=(x_(ij))_(n×n)is called a bisymmetric matrix if x_(ij)=x_(n+1-j,n+1-i).Based on the projection theorem,the canonical correlation de- composition and the generalized singular value decomposition,a method useful for finding the least-squares solutions of the matrix equation A^TXA=B over bisymmetric matrices is proposed.The expression of the least-squares solutions is given.Moreover, in the corresponding solution set,the optimal approximate solution to a given matrix is also derived.A numerical algorithm for finding the optimal approximate solution is also described.

Least Squares Symmetrizable Solutions for a Class of Matrix Equations

In this paper, we discuss least squares symmetrizable solutions of matrix equations (AX = B, XC = D) and its optimal approximation solution. With the matrix row stacking, Kronecker product and special relations between two linear subspaces are topological isomorphism, and we derive the general solutions of least squares problem. With the invariance of the Frobenius norm under orthogonal transformations, we obtain the unique solution of optimal approximation problem. In addition, we present an algorithm and numerical experiment to obtain the optimal approximation solution.

Moving least squares-based multi-functional sensing technique for estimating viscosity and density of ternary solution

In the osmotic dehydration process of food,on-line estimation of concentrations of two components in ternary solution with NaCl and sucrose was performed based on multi-functional sensing technique.Moving Least Squares were adopted in approximation procedure to estimate the viscosity of such interested ternary solution with the given data set.As a result,in one mode of using total experimental data as calibration data and validation data,the relative deviations of estimated viscosities are less than ±1.24%.In the other mode,by taking total experimental data except the ones for estimation as calibration data,the relative deviations are less than ±3.47%.In the same way,the density of ternary solution can be also estimated with deviations less than ± 0.11% and ± 0.30% respectively in these two models.The satisfactory and accurate results show the extraordinary efficiency of Moving Least Squares behaved in signal approximation for multi-functional sensors.

On Least Squares Solutions of Matrix Equation MZN=S

Let be a given Hermitian matrix satisfying . Using the eigenvalue decomposition of , we consider the least squares solutions to the matrix equation , with the constraint .

Common least-squares solution to some matrix equations

Necessary and sufficient conditions are derived for some matrix equations that have a common least-squares solution.A general expression is provided when certain resolvable conditions are satisfied.This research extends existing work in the literature.

The Least Squares {P,Q,k+1}-Reflexive Solution to a Matrix Equation

Let P∈C^(m×m)and Q∈C^(n×n)be Hermitian and{k+1}-potent matrices,i.e.,P k+1=P=P∗,Qk+1=Q=Q∗,where(·)∗stands for the conjugate transpose of a matrix.A matrix X∈C m×n is called{P,Q,k+1}-reflexive(anti-reflexive)if P XQ=X(P XQ=−X).In this paper,the least squares solution of the matrix equation AXB=C subject to{P,Q,k+1}-reflexive and anti-reflexive constraints are studied by converting into two simpler cases:k=1 and k=2.

PCR ALGORITHM FOR PARALLEL COMPUTING MINIMUM-NORM LEAST-SQUARES SOLUTION OF INCONSISTENT LINEAR EQUATIONS

This paper presents a new highly parallel algorithm for computing the minimum-norm least-squares solution of inconsistent linear equations Ax = b(A∈Rm×n,b∈R (A)). By this algorithm the solution x = A + b is obtained in T = n(log2m + log2(n - r + 1) + 5) + log2m + 1 steps with P=mn processors when m × 2(n - 1) and with P = 2n(n - 1) processors otherwise.

The Least Square Solutions to the Quaternion Matrix Equation AX=B

A norm of a quaternion matrix is defined. The expressions of the least square solutions of the quaternion matrix equation AX = B and the equation with the constraint condition DX = E are given.

Three Types of Expression in Dark-Soliton Perturbation Theory Based on Squared Jost Solutions

Three types of expression in the dark-soliton perturbation theory based on squared Jost solutions are invesgigaged in ghis paper. It is shown that there are three formally different results about the effects of perturbagion on a dark soliton, and it is proved by means of a transformation between two integral variables that they are essentially equivalent.

Numerical Solution of Mean-Square Approximation Problem of Real Nonnegative Function by the Modulus of Double Fourier Integral

A nonlinear problem of mean-square approximation of a real nonnegative continuous function with respect to two variables by the modulus of double Fourier integral dependent on two real parameters with use of the smoothing functional is studied. Finding the optimal solutions of this problem is reduced to solution of the Hammerstein type two-dimensional nonlinear integral equation. The numerical algorithms to find the branching lines and branching-off solutions of this equation are constructed and justified. Numerical examples are presented.

An iterative algorithm for solving ill-conditioned linear least squares problems

Linear Least Squares（LLS） problems are particularly difficult to solve because they are frequently ill-conditioned, and involve large quantities of data. Ill-conditioned LLS problems are commonly seen in mathematics and geosciences, where regularization algorithms are employed to seek optimal solutions. For many problems, even with the use of regularization algorithms it may be impossible to obtain an accurate solution. Riley and Golub suggested an iterative scheme for solving LLS problems. For the early iteration algorithm, it is difficult to improve the well-conditioned perturbed matrix and accelerate the convergence at the same time. Aiming at this problem, self-adaptive iteration algorithm（SAIA） is proposed in this paper for solving severe ill-conditioned LLS problems. The algorithm is different from other popular algorithms proposed in recent references. It avoids matrix inverse by using Cholesky decomposition, and tunes the perturbation parameter according to the rate of residual error decline in the iterative process. Example shows that the algorithm can greatly reduce iteration times, accelerate the convergence,and also greatly enhance the computation accuracy.

The{P,k+1}-reflexive Solution to System of Matrix Equations AX=C,XB=D

Let P∈C^(n×n)be a Hermitian and{k+1}-potent matrix,i.e.,P^(k+1)=P=P^(*),where(·)^(*)stands for the conjugate transpose of a matrix.A matrix X∈C^(n×n)is called{P,k+1}-reflexive(anti-reflexive)if PXP=X(P XP=-X).The system of matrix equations AX=C,XB=D subject to{P,k+1}-reflexive and anti-reflexive constraints are studied by converting into two simpler cases:k=1 and k=2,the least squares solution and the associated optimal approximation problem are also considered.

{P,Q,k+1}-reflexive solutions to a system of matrix equations

In this paper,we investigate the{P,Q,k+1}-reflexive and anti-reflexive solutions to the system of matrix equations AX=C,XB=D and AXB=E.We present the necessary and sufficient conditions for the system men-tioned above to have the{P,Q,k+1}-reflexive and anti-reflexive solutions.We also obtain the expressions of such solutions to the system by the singular value decomposition.Moreover,we consider the least squares{P,Q,k+1}-reflexive and anti-reflexive solutions to the system.Finally,we give an algorithm to illustrate the results of this paper.

EXTENDED OBLIQUE PROJECTION METHOD FOR GENERALIZED LEAST SQUARES PROBLEM

We extend the oblique projection method given by Y.Saad to solve the generalized least squares problem. The corresponding oblique projection operator is presented and the convergence theorems are proved. Some necessary and sufficient conditions for computing the solution or the minimum N-norm solution of the min || A x- b ||M2 have been proposed as well.

The least squares problem of the matrix equation A_1X_1B_1~T+A_2X_2B_2~T=T

The matrix least squares （LS） problem minx ｜｜AXB^T--T｜｜F is trivial and its solution can be simply formulated in terms of the generalized inverse of A and B. Its generalized problem minx1,x2 ｜｜A1X1B1^T ＋ A2X2B2^T - T｜｜F can also be regarded as the constrained LS problem minx=diag（x1,x2） ｜｜AXB^T -T｜｜F with A = [A1, A2] and B = [B1, B2]. The authors transform T to T such that min x1,x2 ｜｜A1X1B1^T＋A2X2B2^T -T｜｜F is equivalent to min x=diag（x1 ,x2） ｜｜AXB^T - T｜｜F whose solutions are included in the solution set of unconstrained problem minx ｜｜AXB^T - T｜｜F. So the general solutions of min x1,x2 ｜｜A1X1B^T ＋ A2X2B2^T -T｜｜F are reconstructed by selecting the parameter matrix in that of minx ｜｜AXB^T - T｜｜F.