The sample estimates of higher-order statistics are studied. Under certain conditions, the almost sure convergence of the third- and fourth-order moment and cumulant estimates of stationary processes is established. T...The sample estimates of higher-order statistics are studied. Under certain conditions, the almost sure convergence of the third- and fourth-order moment and cumulant estimates of stationary processes is established. The rate of almost sure convergence is obtained for the sample estimates of third- and fourth-order moment and cumulant. Additionally, it is shown that the third- and fourth-order moment and cumulant estimates are asymptotic normal.展开更多
A higher-order cumulant-based weighted least square(HOCWLS) and a higher-order cumulant-based iterative least square(HOCILS) are derived for multiple inputs single output(MISO) errors-in-variables(EIV) systems...A higher-order cumulant-based weighted least square(HOCWLS) and a higher-order cumulant-based iterative least square(HOCILS) are derived for multiple inputs single output(MISO) errors-in-variables(EIV) systems from noisy input/output data. Whether the noises of the input/output of the system are white or colored, the proposed algorithms can be insensitive to these noises and yield unbiased estimates. To realize adaptive parameter estimates, a higher-order cumulant-based recursive least square(HOCRLS) method is also studied. Convergence analysis of the HOCRLS is conducted by using the stochastic process theory and the stochastic martingale theory. It indicates that the parameter estimation error of HOCRLS consistently converges to zero under a generalized persistent excitation condition. The usefulness of the proposed algorithms is assessed through numerical simulations.展开更多
Consideration is given to results of experimental and theoretical investigations how alpha-epsilon phase transition in the unalloyed iron and the 30 KhGSA steel and its absence in the austenitic 12Kh18N10T stainless s...Consideration is given to results of experimental and theoretical investigations how alpha-epsilon phase transition in the unalloyed iron and the 30 KhGSA steel and its absence in the austenitic 12Kh18N10T stainless steel influence processes under explosive deformation of spheres made of these materials.Polymorphous transition is shown to significantly effect on:amount of explosion-products energy transferred to a sphere,evolution of the converging-wave structure and its parameters,profiles of stress wave and temperature T(R,t)for some Lagrangian particles along the sphere radius,character of energy cumulation under spherical convergence of waves.展开更多
文摘The sample estimates of higher-order statistics are studied. Under certain conditions, the almost sure convergence of the third- and fourth-order moment and cumulant estimates of stationary processes is established. The rate of almost sure convergence is obtained for the sample estimates of third- and fourth-order moment and cumulant. Additionally, it is shown that the third- and fourth-order moment and cumulant estimates are asymptotic normal.
基金supported by the National High Technology Researchand Development Program of China(863 Program)(2012AA121602)the Preliminary Research Program of the General Armament Department of China(51322050202)
文摘A higher-order cumulant-based weighted least square(HOCWLS) and a higher-order cumulant-based iterative least square(HOCILS) are derived for multiple inputs single output(MISO) errors-in-variables(EIV) systems from noisy input/output data. Whether the noises of the input/output of the system are white or colored, the proposed algorithms can be insensitive to these noises and yield unbiased estimates. To realize adaptive parameter estimates, a higher-order cumulant-based recursive least square(HOCRLS) method is also studied. Convergence analysis of the HOCRLS is conducted by using the stochastic process theory and the stochastic martingale theory. It indicates that the parameter estimation error of HOCRLS consistently converges to zero under a generalized persistent excitation condition. The usefulness of the proposed algorithms is assessed through numerical simulations.
文摘Consideration is given to results of experimental and theoretical investigations how alpha-epsilon phase transition in the unalloyed iron and the 30 KhGSA steel and its absence in the austenitic 12Kh18N10T stainless steel influence processes under explosive deformation of spheres made of these materials.Polymorphous transition is shown to significantly effect on:amount of explosion-products energy transferred to a sphere,evolution of the converging-wave structure and its parameters,profiles of stress wave and temperature T(R,t)for some Lagrangian particles along the sphere radius,character of energy cumulation under spherical convergence of waves.