Optimal Estimation of High-Dimensional Covariance Matrices with Missing and Noisy Data

The estimation of covariance matrices is very important in many fields, such as statistics. In real applications, data are frequently influenced by high dimensions and noise. However, most relevant studies are based on complete data. This paper studies the optimal estimation of high-dimensional covariance matrices based on missing and noisy sample under the norm. First, the model with sub-Gaussian additive noise is presented. The generalized sample covariance is then modified to define a hard thresholding estimator , and the minimax upper bound is derived. After that, the minimax lower bound is derived, and it is concluded that the estimator presented in this article is rate-optimal. Finally, numerical simulation analysis is performed. The result shows that for missing samples with sub-Gaussian noise, if the true covariance matrix is sparse, the hard thresholding estimator outperforms the traditional estimate method.

Methodology for Obtaining Optimal Sleeve Friction and Friction Ratio Estimates from CPT Data

Cone penetration testing (CPT) is a cost effective and popular tool for geotechnical site characterization. CPT consists of pushing at a constant rate an electronic penetrometer into penetrable soils and recording cone bearing (qc), sleeve friction (fc) and dynamic pore pressure (u) with depth. The measured qc, fs and u values are utilized to estimate soil type and associated soil properties. A popular method to estimate soil type from CPT measurements is the Soil Behavior Type (SBT) chart. The SBT plots cone resistance vs friction ratio, Rf [where: Rf = (fs/qc)100%]. There are distortions in the CPT measurements which can result in erroneous SBT plots. Cone bearing measurements at a specific depth are blurred or averaged due to qc values being strongly influenced by soils within 10 to 30 cone diameters from the cone tip. The qcHMM algorithm was developed to address the qc blurring/averaging limitation. This paper describes the distortions which occur when obtaining sleeve friction measurements which can in association with qc blurring result in significant errors in the calculated Rf values. This paper outlines a novel and highly effective algorithm for obtaining accurate sleeve friction and friction ratio estimates. The fc optimal filter estimation technique is referred to as the OSFE-IFM algorithm. The mathematical details of the OSFE-IFM algorithm are outlined in this paper along with the results from a challenging test bed simulation. The test bed simulation demonstrates that the OSFE-IFM algorithm derives accurate estimates of sleeve friction from measured values. Optimal estimates of cone bearing and sleeve friction result in accurate Rf values and subsequent accurate estimates of soil behavior type.

The First Global Map of Atmospheric Ammonia(NH_(3)) as Observed by the HIRAS/FY-3D Satellite

Atmospheric ammonia(NH_(3)) is a chemically active trace gas that plays an important role in the atmospheric environment and climate change. Satellite remote sensing is a powerful technique to monitor NH_(3) concentration based on the absorption lines of NH_(3) in the thermal infrared region. In this study, we establish a retrieval algorithm to derive the NH_(3)column from the Hyperspectral Infrared Atmospheric Sounder(HIRAS) onboard the Chinese Feng Yun(FY)-3D satellite and present the first atmospheric NH_(3) column global map observed by the HIRAS instrument. The HIRAS observations can well capture NH_(3) hotspots around the world, e.g., India, West Africa, and East China, where large NH_(3) emissions exist. The HIRAS NH_(3) columns are also compared to the space-based Infrared Atmospheric Sounding Interferometer(IASI)measurements, and we find that the two instruments observe a consistent NH_(3) global distribution, with correlation coefficient(R) values of 0.28–0.73. Finally, some remaining issues about the HIRAS NH_(3) retrieval are discussed.

LIMITING BEHAVIOR OF RECURSIVE M-ESTIMATORS IN MULTIVARIATE LINEAR REGRESSION MODELS AND THEIR ASYMPTOTIC EFFICIENCIES

Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul （t）, under some mild conditions the recursive M-estimators of regression coefficients and scatter parameters are strongly consistent and the recursive M-estimator of the regression coefficients is also asymptotically normal distributed. Furthermore, optimal recursive M-estimators, asymptotic efficiencies of recursive M-estimators and asymptotic relative efficiencies between recursive M-estimators of regression coefficients are studied.

OPTIMAL ERROR ESTIMATES OF A DECOUPLED SCHEME BASED ON TWO-GRID FINITE ELEMENT FOR MIXED NAVIER-STOKES/DARCY MODEL

Although the two-grid finite element decoupled scheme for mixed Navier-Stokes/ Darcy model in literatures has given the numerical results of optimal convergence order, the theoretical analysis only obtain the optimal error order for the porous media flow and a non-optimal error order for the fluid flow. In this article, we give a more rigorous of the error analysis for the fluid flow and obtain the optimal error estimates of the velocity and the pressure.

Re-adhesion control strategy based on the optimal slip velocity seeking method

In the railway industry, re-adhesion control plays an important role in attenuating the slip occurrence due to the low adhesion condition in the wheel-rail inter- action. Braking and traction forces depend on the normal force and adhesion coefficient at the wheel-rail contact area. Due to the restrictions on controlling normal force, the only way to increase the tractive or braking effect is to maximize the adhesion coefficient. Through efficient uti- lization of adhesion, it is also possible to avoid wheel-rail wear and minimize the energy consumption. The adhesion between wheel and rail is a highly nonlinear function of many parameters like environmental conditions, railway vehicle speed and slip velocity. To estimate these unknown parameters accurately is a very hard and competitive challenge. The robust adaptive control strategy presented in this paper is not only able to suppress the wheel slip in time, but also maximize the adhesion utilization perfor- mance after re-adhesion process even if the wheel-rail contact mechanism exhibits significant adhesion uncer- tainties and/or nonlinearities. Using an optimal slip velocity seeking algorithm, the proposed strategy provides a satisfactory slip velocity tracking ability, which was demonstrated able to realize the desired slip velocity without experiencing any instability problem. The control torque of the traction motor was regulated continuously to drive the railway vehicle in the neighborhood of the opti- mal adhesion point and guarantee the best traction capacity after re-adhesion process by making the railway vehicle operate away from the unstable region. The results obtained from the adaptive approach based on the second- order sliding mode observer have been confirmed through theoretical analysis and numerical simulation conducted in MATLAB and Simulink with a full traction model under various wheel-rail conditions.

Optimal State Estimation and Fault Diagnosis for a Class of Nonlinear Systems

This study proposes a scheme for state estimation and,consequently,fault diagnosis in nonlinear systems.Initially,an optimal nonlinear observer is designed for nonlinear systems subject to an actuator or plant fault.By utilizing Lyapunov's direct method,the observer is proved to be optimal with respect to a performance function,including the magnitude of the observer gain and the convergence time.The observer gain is obtained by using approximation of Hamilton-Jacobi-Bellman(HJB)equation.The approximation is determined via an online trained neural network(NN).Next a class of affine nonlinear systems is considered which is subject to unknown disturbances in addition to fault signals.In this case,for each fault the original system is transformed to a new form in which the proposed optimal observer can be applied for state estimation and fault detection and isolation(FDI).Simulation results of a singlelink flexible joint robot(SLFJR)electric drive system show the effectiveness of the proposed methodology.

Mathematical Analysis of Two Approaches for Optimal Parameter Estimates to Modeling Time Dependent Properties of Viscoelastic Materials

Mathematical models for phenomena in the physical sciences are typically parameter-dependent, and the estimation of parameters that optimally model the trends suggested by experimental observation depends on how model-observation discrepancies are quantified. Commonly used parameter estimation techniques based on least-squares minimization of the model-observation discrepancies assume that the discrepancies are quantified with the L2-norm applied to a discrepancy function. While techniques based on such an assumption work well for many applications, other applications are better suited for least-squared minimization approaches that are based on other norm or inner-product induced topologies. Motivated by an application in the material sciences, the new alternative least-squares approach is defined and an insightful analytical comparison with a baseline least-squares approach is provided.

ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATION FOR THE PARAMETERS OF MULTI－PARAMETER DISCRETE EXPONENTIAL FAMILY

For the multi-parameter discrete exponential family,we construct an empirical Bayes(EB)estimator of the vector-valued parameterθ.under some conditions,this estimator is proved to be asymptotically optimal.

Technique for Estimating the Cone Bearing Smoothing Parameters

Cone penetration testing (CPT) is an extensively utilized and cost effective tool for geotechnical site characterization. CPT consists of pushing at a constant rate an electronic cone into penetrable soils and recording the resistance to the cone tip (qc value). The measured qc values (after correction for the pore water pressure) are utilized to estimate soil type and associated soil properties based predominantly on empirical correlations. The most common cone tips have associated areas of 10 cm2 and 15 cm2. Investigators also utilized significantly larger cone tips (33 cm2 and 40 cm2) so that gravelly soils can be penetrated. Small cone tips (2 cm2 and 5 cm2) are utilized for shallow soil investigations. The cone tip resistance measured at a particular depth is affected by the values above and below the depth of interest which results in a smoothing or blurring of the true bearing values. Extensive work has been carried out in mathematically modelling the smoothing function which results in the blurred cone bearing measurements. This paper outlines a technique which facilitates estimating the dominant parameters of the cone smoothing function from processing real cone bearing data sets. This cone calibration technique is referred to as the so-called CPSPE algorithm. The mathematical details of the CPSPE algorithm are outlined in this paper along with the results from a challenging test bed simulation.

Optimal linear estimator for discrete-time systems with random delays

In this paper, optimal estimation for discrete-time linear time-varying systems with randomly state and measurement delays is considered. By introducing a set of binary random variables, the system is converted into the one with both multiplicative noises and constant delays. Then, an estimator which includes the cases of smoothing and filter- ing, is derived via the projection formula, and the solution is given in terms of a partial difference Riccati equation with boundary conditions. A predictor for such systems is also presented based on the proposed filter and smoother. The ob- tained estimators have the same dimension as the original state. Conditions for existence, uniqueness, and stability of the steady-state optimal estimators are studied for time-invariant cases. In this case, the obtained estimators are very easy to implement and all calculations can be performed off line, leading to a linear time-invariant estimator.

Error estimates of H^1-Galerkin mixed finite element method for Schrdinger equation

An H^1-Galerkin mixed finite element method is discussed for a class of second order SchrSdinger equation. Optimal error estimates of semidiscrete schemes are derived for problems in one space dimension. At the same time, optimal error estimates are derived for fully discrete schemes. And it is showed that the H1-Galerkin mixed finite element approximations have the same rate of convergence as in the classical mixed finite element methods without requiring the LBB consistency condition.

A LOCKING-FREE ANISOTROPIC NONCONFORMING FINITE ELEMENT FOR PLANAR LINEAR ELASTICITY PROBLEM

The main aim of this article is to study the approximation of a locking-free anisotropic nonconforming finite element for the pure displacement boundary value problem of planar linear elasticity. The optimal error estimates are obtained by using some novel approaches and techniques. The method proposed in this article is robust in the sense that the convergence estimates in the energy and L^2-norms are independent-of the Lame parameter λ.

A NEW NONCONFORMING MIXED FINITE ELEMENT SCHEME FOR THE STATIONARY NAVIER-STOKES EQUATIONS

In this article, a new stable nonconforming mixed finite element scheme is proposed for the stationary Navier-Stokes equations, in which a new low order Crouzeix- Raviart type nonconforming rectangular element is taken for approximating space for the velocity and the piecewise constant element for the pressure. The optimal order error estimates for the approximation of both the velocity and the pressure in L2-norm are established, as well as one in broken H1-norm for the velocity. Numerical experiments are given which are consistent with our theoretical analysis.

Numerical solutions to regularized long wave equation based on mixed covolume method

The mixed covolume method for the regularized long wave equation is devel- oped and studied. By introducing a transfer operator γh, which maps the trial function space into the test function space, and combining the mixed finite element with the finite volume method, the nonlinear and linear Euler fully discrete mixed covolume schemes are constructed, and the existence and uniqueness of the solutions are proved. The optimal error estimates for these schemes are obtained. Finally, a numerical example is provided to examine the efficiency of the proposed schemes.

Optimal linear estimators for systems with random measurement delays

This paper is concerned with the optimal linear estimation problem for linear discrete-time stochastic systems with random measurement delays. A new model that describes the random delays is constructed where possible the largest delay is bounded. Based on this new model, the optimal linear estimators including filter, predictor and smoother are developed via an innovation analysis approach. The estimators are recursively computed in terms of the solutions of a Riccati difference equation and a Lyapunov difference equation. The steady-state estimators are also investigated. A sufficient condition for the convergence of the optimal linear estimators is given. A simulation example shows the effectiveness of the proposed algorithms.

QUASI-CONFORMING FINITE ELEMENT APPROXIMATION FOR A FOURTH ORDER VARIATIONAL INEQUALITY WITH DISPLACEMENT OBSTACLE

In this paper, unconventional quasi-conforming finite element approximation for a fourth order variational inequality with displacement obstacle is considered, the optimal order of error estimate O(h) is obtained which is as same as that of the conventional finite elements.

A locking-free anisotropic nonconforming rectangular finite element approximation for the planar elasticity problem

This paper deals with a new nonconforming anisotropic rectangular finite element approximation for the planar elasticity problem with pure displacement boundary condition. By use of the special properties of this element, and by introducing the complementary space and a series of novel techniques, the optimal error estimates of the energy norm and the L^2-norm are obtained. The restrictions of regularity assumption and quasi-uniform assumption or the inverse assumption on the meshes required in the conventional finite element methods analysis are to be got rid of and the applicable scope of the nonconforming finite elements is extended.

CHARACTERISTIC FINITE DIFFERENCE ALTERNATING-DIRECTION METHOD ANDANALYSIS FOR NUMERICAL RESERVOIR SIMULATION

Petroleum science has made remarkable progress in organic geochemistry and in the research into the theories of petroleum origin, its transport and accumulation. In estimating the oil-gas resources of a basin, the knowledge of its evolutionary history and especially the numerical computation of fluid flow and the history of its changes under heat is vital. The mathematical model call be described as a coupled system of nonlinear partial differentical equations with initial-boundary value problems. This thesis, from actual conditions such as the effect of fluid compressibility and the characteristic of large-scal science-engineering computalion. puts forward a kind of characteristic finite difference alternating-direction scheme. Optimal order estimates in L-2 norm are derived for the error in the approximate solutions.

A new mixed scheme based on variation of constants for Sobolev equation with nonlinear convection term

A new mixed scheme which combines the variation of constants and the H1-Galerkin mixed finite element method is constructed for nonlinear Sobolev equation with nonlinear con- vection term. Optimal error estimates are derived for both semidiscrete and fully discrete schemes. Finally, some numerical results are given to confirm the theoretical analysis of the proposed method.