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The Bivariate Normal Integral via Owen’s T Function as a Modified Euler’s Arctangent Series
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作者 Janez Komelj 《American Journal of Computational Mathematics》 2023年第4期476-504,共29页
The Owen’s T function is presented in four new ways, one of them as a series similar to the Euler’s arctangent series divided by 2&#960, which is its majorant series. All possibilities enable numerically stable ... The Owen’s T function is presented in four new ways, one of them as a series similar to the Euler’s arctangent series divided by 2&#960, which is its majorant series. All possibilities enable numerically stable and fast convergent computation of the bivariate normal integral with simple recursion. When tested  computation on a random sample of one million parameter triplets with uniformly distributed components and using double precision arithmetic, the maximum absolute error was 3.45 × 10<sup>-</sup><sup>16</sup>. In additional testing, focusing on cases with correlation coefficients close to one in absolute value, when the computation may be very sensitive to small rounding errors, the accuracy was retained. In rare potentially critical cases, a simple adjustment to the computation procedure was performed—one potentially critical computation was replaced with two equivalent non-critical ones. All new series are suitable for vector and high-precision computation, assuming they are supplemented with appropriate efficient and accurate computation of the arctangent and standard normal cumulative distribution functions. They are implemented by the R package Phi2rho, available on CRAN. Its functions allow vector arguments and are ready to work with the Rmpfr package, which enables the use of arbitrary precision instead of double precision numbers. A special test with up to 1024-bit precision computation is also presented. 展开更多
关键词 Owen’s T Function Bivariate Normal Integral Euler’s Arctangent Series RECURSION R Package Phi2rho
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An improved arctangent algorithm based on phase-locked loop for heterodyne detection system 被引量:1
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作者 Chun-Hui Yan Ting-Feng Wang +2 位作者 Yuan-Yang Li Tao Lv Shi-Song Wu 《Chinese Physics B》 SCIE EI CAS CSCD 2019年第3期141-148,共8页
We present an ameliorated arctangent algorithm based on phase-locked loop for digital Doppler signal processing,utilized within the heterodyne detection system. We define the error gain factor given by the approximati... We present an ameliorated arctangent algorithm based on phase-locked loop for digital Doppler signal processing,utilized within the heterodyne detection system. We define the error gain factor given by the approximation of Taylor expansion by means of a comparison of the measured values and true values. Exact expressions are derived for the amplitude error of two in-phase & quadrature signals and the frequency error of the acousto-optic modulator. Numerical simulation results and experimental results make it clear that the dynamic instability of the intermediate frequency signals leads to cumulative errors, which will spiral upward. An improved arctangent algorithm for the heterodyne detection is proposed to eliminate the cumulative errors and harmonic components. Depending on the narrow-band filter, our experiments were performed to realize the detectable displacement of 20 nm at a detection distance of 20 m. The aim of this paper is the demonstration of the optimized arctangent algorithm as a powerful approach to the demodulation algorithm, which will advance the signal-to-noise ratio and measurement accuracy of the heterodyne detection system. 展开更多
关键词 HETERODYNE detection LASER applications arctangent ALGORITHM phase-locked LOOP
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Projectively flat arctangent Finsler metric 被引量:1
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作者 YU Yao-yong 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2006年第12期2097-2103,共7页
In this work, we study a class of special Finsler metrics F called arctangent Finsler metric, which is a special (α, β)-metric, where a is a Riemannian metric and β is a 1-form, We obtain a sufficient and necessa... In this work, we study a class of special Finsler metrics F called arctangent Finsler metric, which is a special (α, β)-metric, where a is a Riemannian metric and β is a 1-form, We obtain a sufficient and necessary condition that F is locally projectively fiat if and only if α and β satisfy two special equations. Furthermore we give the non-trivial solutions for F to be locally projectively fiat. Moreover, we prove that such projectively fiat Finsler metrics with constant flag curvature must be locally Minkowskian. 展开更多
关键词 Arctangent Finsler metric Projectively flat (α β)-metric Flag curvature
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Research of Frequency Discriminator on Frequency Lock Loops 被引量:1
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作者 徐颖 吴嗣亮 王菊 《Journal of Beijing Institute of Technology》 EI CAS 2008年第4期462-465,共4页
Frequency lock loops (FLL) discriminating algorithms for direct-sequence spread-spectrum are discussed. The existing algorithms can't solve the problem of data bit reversal during one pre-detection integral period.... Frequency lock loops (FLL) discriminating algorithms for direct-sequence spread-spectrum are discussed. The existing algorithms can't solve the problem of data bit reversal during one pre-detection integral period. And when the initial frequency offset is large, the frequency discriminator can' t work normally. To solve these problems, a new FLL discriminating algorithm is introduced. The least-squares discriminator is used in this new algorithm. As the least-squares discriminator has a short process unit period, the correspond- ing frequency discriminating range is large. And the data bit reversal just influence one process unit period, so the least-squares discriminated result will not be affected. Compared with traditional frequency discriminator, the least-squares algorithm can effectively solve the problem of data bit reversal and can endure larger initial frequency offset. 展开更多
关键词 frequency discriminating four-quadrant arctangent LEAST-SQUARES
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Tangent数和Arctangent数的一些关系式
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作者 李海秋 刘红梅 《辽宁大学学报(自然科学版)》 CAS 2009年第2期182-184,共3页
利用发生函数的方法建立了Tangent数、Arctangent数与Bernoulli数、调和数以及第一类Stirling数之间的几个关系式.
关键词 Tangent数 Arctangent数 BERNOULLI数 调和数 第一类STIRLING数
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Sony半导体九州公司取得ARCtangent处理器使用授权
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《电子产品世界》 2003年第09B期32-32,共1页
关键词 Sony半导体九州公司 ARCtangent处理器 DSP 延伸功能
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