Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order ...Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order of the underlying model isunknown.On the basis of several universal formulae for updating nonsymmetric projec-tion operators,this paper presents three kinds of LS algorithms,called nonsymmetric,symmetric and square root normalized fast ORLS algorithms,respectively.As to the au-thors’ knowledge,the first and the third have not been so far provided,and the second isone of those which have the lowest computational requirement.Several simplified versionsof the algorithms are also considered.展开更多
This paper focuses on the problem of adaptive blind source separation (BSS). First, a recursive least-squares (RLS) whitening algorithm is proposed. By combining it with a natural gradient-based RLS algorithm for nonl...This paper focuses on the problem of adaptive blind source separation (BSS). First, a recursive least-squares (RLS) whitening algorithm is proposed. By combining it with a natural gradient-based RLS algorithm for nonlinear principle component analysis (PCA), and using reasonable approximations, a novel RLS algorithm which can achieve BSS without additional pre-whitening of the observed mixtures is obtained. Analyses of the equilibrium points show that both of the RLS whitening algorithm and the natural gradient-based RLS algorithm for BSS have the desired convergence properties. It is also proved that the combined new RLS algorithm for BSS is equivariant and has the property of keeping the separating matrix from becoming singular. Finally, the effectiveness of the proposed algorithm is verified by extensive simulation results.展开更多
Presently the research based on the accurate seismic imaging methods for surface relief, complex structure, and complicated velocity distributions is of great significance. Reverse-time migration is considered to be o...Presently the research based on the accurate seismic imaging methods for surface relief, complex structure, and complicated velocity distributions is of great significance. Reverse-time migration is considered to be one of highly accurate methods. In this paper, we propose a new non-reflecting recursive algorithm for reverse-time migration by introducing the wave impedance function into the acoustic wave equation and the algorithm for the surface relief case is derived from the coordinate transformation principle. Using the exploding reflector principle and the zero-time imaging condition of poststack reverse- time migration, poststack numerical simulation and reverse-time migration with complex conditions can be realized. The results of synthetic and real data calculations show that the method effectively suppresses unwanted internal reflections and also deals with the seismic imaging problems resulting from surface relief. So, we prove that this method has strong adaptability and practicality.展开更多
To reduce the computational complexity of matrix inversion, which is the majority of processing in many practical applications, two numerically efficient recursive algorithms (called algorithms I and II, respectively...To reduce the computational complexity of matrix inversion, which is the majority of processing in many practical applications, two numerically efficient recursive algorithms (called algorithms I and II, respectively) are presented. Algorithm I is used to calculate the inverse of such a matrix, whose leading principal minors are all nonzero. Algorithm II, whereby, the inverse of an arbitrary nonsingular matrix can be evaluated is derived via improving the algorithm I. The implementation, for algorithm II or I, involves matrix-vector multiplications and vector outer products. These operations are computationally fast and highly parallelizable. MATLAB simulations show that both recursive algorithms are valid.展开更多
Recently, a two-dimensional (2-D) Tsallis entropy thresholding method has been proposed as a new method for image segmentation. But the computation complexity of 2-D Tsallis entropy is very large and becomes an obst...Recently, a two-dimensional (2-D) Tsallis entropy thresholding method has been proposed as a new method for image segmentation. But the computation complexity of 2-D Tsallis entropy is very large and becomes an obstacle to real time image processing systems. A fast recursive algorithm for 2-D Tsallis entropy thresholding is proposed. The key variables involved in calculating 2-D Tsallis entropy are written in recursive form. Thus, many repeating calculations are avoided and the computation complexity reduces to O(L2) from O(L4). The effectiveness of the proposed algorithm is illustrated by experimental results.展开更多
In this paper, a new probabilistic analytical approach, the minimal cut-based recursive decomposition algorithm (MCRDA), is presented to evaluate the seismic reliability of large-scale lifeline systems. Based on the...In this paper, a new probabilistic analytical approach, the minimal cut-based recursive decomposition algorithm (MCRDA), is presented to evaluate the seismic reliability of large-scale lifeline systems. Based on the minimal cut searching algorithm, the approach calculates the disjoint minimal cuts one by one using the basic procedure of the recursive decomposition method. At the same time, the process obtains the disjoint minimal paths of the system. In order to improve the computation efficiency, probabilistic inequality is used to calculate a solution that satisfies the prescribed error bound. A series of case studies show that MCRDA converges rapidly when the edges of the systems have low reliabilities. Therefore, the approach can be used to evaluate large-scale lifeline systems subjected to strong seismic wave excitation.展开更多
In this paper, an improved cut-based recursive decomposition algorithm is proposed for lifeline networks. First, a complementary structural function is established and three theorems are presented as a premise of the ...In this paper, an improved cut-based recursive decomposition algorithm is proposed for lifeline networks. First, a complementary structural function is established and three theorems are presented as a premise of the proposed algorithm. Taking the minimal cut of a network as decomposition policy, the proposed algorithm constructs a recursive decomposition process. During the decomposition, both the disjoint minimal cut set and the disjoint minimal path set are simultaneously enumerated. Therefore, in addition to obtaining an accurate value after decomposing all disjoint minimal cuts and disjoint minimal paths, the algorithm provides approximate results which satisfy a prescribed error bound using a probabilistic inequality. Two example networks, including a large urban gas system, are analyzed using the proposed algorithm. Meanwhile, a part of the results are compared with the results obtained by a path-based recursive decomposition algorithm. These results show that the proposed algorithm provides a useful probabilistic analysis method for the reliability evaluation of lifeline networks and may be more suitable for networks where the edges have low reliabilities.展开更多
A new recursive algorithm of multi variable time varying AR model is proposed. By changing the form of AR model, the parameter estimation can be regarded as state estimation of state equations. Then the Kalman filte...A new recursive algorithm of multi variable time varying AR model is proposed. By changing the form of AR model, the parameter estimation can be regarded as state estimation of state equations. Then the Kalman filter is used to estimate the variation of展开更多
In this article, the problem on the estimation of the convolution model parameters is considered. The recursive algorithm for estimating model parameters is introduced from the orthogonal procedure of the data, the co...In this article, the problem on the estimation of the convolution model parameters is considered. The recursive algorithm for estimating model parameters is introduced from the orthogonal procedure of the data, the convergence of this algorithm is theoretically discussed, and a sufficient condition for the convergence criterion of the orthogonal procedure is given. According to this condition, the recursive algorithm is convergent to model wavelet A- = (1, α1,..., αq).展开更多
The recursive least square is widely used in parameter identification. But if is easy to bring about the phenomena of parameters burst-off. A convergence analysis of a more stable identification algorithm-recursive da...The recursive least square is widely used in parameter identification. But if is easy to bring about the phenomena of parameters burst-off. A convergence analysis of a more stable identification algorithm-recursive damped least square is proposed. This is done by normalizing the measurement vector entering into the identification algorithm. rt is shown that the parametric distance converges to a zero mean random variable. It is also shown that under persistent excitation condition, the condition number of the adaptation gain matrix is bounded, and the variance of the parametric distance is bounded.展开更多
This paper presents a new motion estimation algorithm for video conference signal coding. This type of algorithm is called block adaptive recursive algorithm (BARA). Simulation results show that this new algorithm has...This paper presents a new motion estimation algorithm for video conference signal coding. This type of algorithm is called block adaptive recursive algorithm (BARA). Simulation results show that this new algorithm has better performance than conventional ones.展开更多
Different from the extended Euclidean algorithm which can compute directly only the multiplicative inverse of an element in Zm^* and the greatest common divisor of two integers, a recursive algorithm called REESSE is...Different from the extended Euclidean algorithm which can compute directly only the multiplicative inverse of an element in Zm^* and the greatest common divisor of two integers, a recursive algorithm called REESSE is designed by the authors, which can not only seek directly the multiplicative inverse and the greatest common divisor, but also solve directly a simple congruence for general solutions. This paper presents the definition and the two valuable properties of a simple congruence, analyzes in detail the reduction and recursion process of solving simple congruences, induces the recursive formula for solving simple congruences, and describes formally and implements in C language the recursive algorithm. At last, the paper compares REESSE with the extended Euclidean algorithm in thought, applicability and time complexity.展开更多
In this paper, a new recursive algorithm of adaptive array weight vectors and its systolic array implementing structure is proposed, which is based on the QR decomposition algorithms and the idea of algorithmic engine...In this paper, a new recursive algorithm of adaptive array weight vectors and its systolic array implementing structure is proposed, which is based on the QR decomposition algorithms and the idea of algorithmic engineering. The algorithm can realize fully parallel and pipeline processing.展开更多
The seismic reliability evaluation of lifeline networks has received considerable attention and been widely studied. In this paper, on the basis of an original recursive decomposition algorithm, an improved analytical...The seismic reliability evaluation of lifeline networks has received considerable attention and been widely studied. In this paper, on the basis of an original recursive decomposition algorithm, an improved analytical approach to evaluate the seismic reliability of large lifeline systems is presented. The proposed algorithm takes the shortest path from the source to the sink of a network as decomposition policy. Using the Boolean laws of set operation and the probabilistic operation principal, a recursive decomposition process is constructed in which the disjoint minimal path set and the disjoint minimal cut set are simultaneously enumerated. As the result, a probabilistic inequality can be used to provide results that satisfy a prescribed error bound. During the decomposition process, different from the original recursive decomposition algorithm which only removes edges to simplify the network, the proposed algorithm simplifies the network by merging nodes into sources and removing edges. As a result, the proposed algorithm can obtain simpler networks. Moreover, for a network owning s-independent components in its component set, two network reduction techniques are introduced to speed up the proposed algorithm. A series of case studies, including an actual water distribution network and a large urban gas system, are calculated using the proposed algorithm. The results indicate that the proposed algorithm provides a useful probabilistic analysis method for the seismic reliability evaluation of lifeline networks.展开更多
Modern satellite systems are generally designed to fulfill multiphase-missions. Component /subsystem redundancies are commonly used to achieve high reliability and long life of modern satellite systems. These characte...Modern satellite systems are generally designed to fulfill multiphase-missions. Component /subsystem redundancies are commonly used to achieve high reliability and long life of modern satellite systems. These characteristics have leaded to a critical issue of reliability analysis of satellites that is how to deal with the reliability analysis with multiphase-missions and propagated failures of redundant components. Traditional methods based on the binary decision diagram( BDD) can hardly cope with these issues efficiently. Accordingly, a recursive algorithm method was introduced to facilitate the reliability analysis of satellites. This method was specified for the analysis of static fault tree and it was implemented by generating combination of component failures and carrying out a backward recursive algorithm. The effectiveness of the proposed method was demonstrated through the reliability analysis of a multiphase satellite system with propagated failures.The major advantage of the proposed method is that it does not need composition of BDD and its computational process is automated.展开更多
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 obt...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.展开更多
Based on the idea of the set-membership identification, a modified recursive least squares algorithm with variable gain, variable forgetting factor and resetting is presented. The concept of the error tolerance level ...Based on the idea of the set-membership identification, a modified recursive least squares algorithm with variable gain, variable forgetting factor and resetting is presented. The concept of the error tolerance level is proposed. The selection criteria of the error tolerance level are also given according to the min-max principle. The algorithm is particularly suitable for tracing time-varying systems and is similar in computational complexity to the standard recursive least squares algorithm. The superior performance of the algorithm is verified ma simulation studies on a dynamic fermentation process.展开更多
In this paper we introduce a so called C-Matrix w.r.t a rational interpolation problem and study the relationship between the unattainable points and C-Matrix. Finally, we present a recursive algorithm on rational int...In this paper we introduce a so called C-Matrix w.r.t a rational interpolation problem and study the relationship between the unattainable points and C-Matrix. Finally, we present a recursive algorithm on rational interpolation.展开更多
The modeling of dynamical systems from a time series implemented by our DSA program introduces binary trees of height D with all leaves on the same level, and the related subtrees of height L 〈 D. These are called e-...The modeling of dynamical systems from a time series implemented by our DSA program introduces binary trees of height D with all leaves on the same level, and the related subtrees of height L 〈 D. These are called e-trees and e-subtrees. The recursive and nonrecursive versions of the traversal algorithms for the trees with dynamically created nodes are discussed. The original nonrecursive algorithms that return the pointer to the next node in preorder, inorder and postorder traversals are presented. The space-time complexity analysis shows and the execution time measurements confirm that for these O(2D) algorithms, the recursive versions have approximately 10-25% better time constants. Still, the use of nonrecursive algorithms may be more appropriate in several occasions.展开更多
文摘Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order of the underlying model isunknown.On the basis of several universal formulae for updating nonsymmetric projec-tion operators,this paper presents three kinds of LS algorithms,called nonsymmetric,symmetric and square root normalized fast ORLS algorithms,respectively.As to the au-thors’ knowledge,the first and the third have not been so far provided,and the second isone of those which have the lowest computational requirement.Several simplified versionsof the algorithms are also considered.
文摘This paper focuses on the problem of adaptive blind source separation (BSS). First, a recursive least-squares (RLS) whitening algorithm is proposed. By combining it with a natural gradient-based RLS algorithm for nonlinear principle component analysis (PCA), and using reasonable approximations, a novel RLS algorithm which can achieve BSS without additional pre-whitening of the observed mixtures is obtained. Analyses of the equilibrium points show that both of the RLS whitening algorithm and the natural gradient-based RLS algorithm for BSS have the desired convergence properties. It is also proved that the combined new RLS algorithm for BSS is equivariant and has the property of keeping the separating matrix from becoming singular. Finally, the effectiveness of the proposed algorithm is verified by extensive simulation results.
基金supported by the National Natural Science Foundation of China (Grant No. 40974073)the National 863 Program (Grant No.2007AA060504)the National 973 Program (Grant No. 2007CB209605) and CNPC Geophysical Laboratories
文摘Presently the research based on the accurate seismic imaging methods for surface relief, complex structure, and complicated velocity distributions is of great significance. Reverse-time migration is considered to be one of highly accurate methods. In this paper, we propose a new non-reflecting recursive algorithm for reverse-time migration by introducing the wave impedance function into the acoustic wave equation and the algorithm for the surface relief case is derived from the coordinate transformation principle. Using the exploding reflector principle and the zero-time imaging condition of poststack reverse- time migration, poststack numerical simulation and reverse-time migration with complex conditions can be realized. The results of synthetic and real data calculations show that the method effectively suppresses unwanted internal reflections and also deals with the seismic imaging problems resulting from surface relief. So, we prove that this method has strong adaptability and practicality.
文摘To reduce the computational complexity of matrix inversion, which is the majority of processing in many practical applications, two numerically efficient recursive algorithms (called algorithms I and II, respectively) are presented. Algorithm I is used to calculate the inverse of such a matrix, whose leading principal minors are all nonzero. Algorithm II, whereby, the inverse of an arbitrary nonsingular matrix can be evaluated is derived via improving the algorithm I. The implementation, for algorithm II or I, involves matrix-vector multiplications and vector outer products. These operations are computationally fast and highly parallelizable. MATLAB simulations show that both recursive algorithms are valid.
基金supported by the National Natural Science Foundation of China for Distinguished Young Scholars(60525303)Doctoral Foundation of Yanshan University(B243).
文摘Recently, a two-dimensional (2-D) Tsallis entropy thresholding method has been proposed as a new method for image segmentation. But the computation complexity of 2-D Tsallis entropy is very large and becomes an obstacle to real time image processing systems. A fast recursive algorithm for 2-D Tsallis entropy thresholding is proposed. The key variables involved in calculating 2-D Tsallis entropy are written in recursive form. Thus, many repeating calculations are avoided and the computation complexity reduces to O(L2) from O(L4). The effectiveness of the proposed algorithm is illustrated by experimental results.
基金the Natural Science Fundation of China for the Innovative Research Group of China Under Grant No. 50621062
文摘In this paper, a new probabilistic analytical approach, the minimal cut-based recursive decomposition algorithm (MCRDA), is presented to evaluate the seismic reliability of large-scale lifeline systems. Based on the minimal cut searching algorithm, the approach calculates the disjoint minimal cuts one by one using the basic procedure of the recursive decomposition method. At the same time, the process obtains the disjoint minimal paths of the system. In order to improve the computation efficiency, probabilistic inequality is used to calculate a solution that satisfies the prescribed error bound. A series of case studies show that MCRDA converges rapidly when the edges of the systems have low reliabilities. Therefore, the approach can be used to evaluate large-scale lifeline systems subjected to strong seismic wave excitation.
基金Ministry of Science and Technology of China Under Grant No.SLDRCE09-B-12Natural Science Funds for Young Scholars of China Under Grant No.50808144
文摘In this paper, an improved cut-based recursive decomposition algorithm is proposed for lifeline networks. First, a complementary structural function is established and three theorems are presented as a premise of the proposed algorithm. Taking the minimal cut of a network as decomposition policy, the proposed algorithm constructs a recursive decomposition process. During the decomposition, both the disjoint minimal cut set and the disjoint minimal path set are simultaneously enumerated. Therefore, in addition to obtaining an accurate value after decomposing all disjoint minimal cuts and disjoint minimal paths, the algorithm provides approximate results which satisfy a prescribed error bound using a probabilistic inequality. Two example networks, including a large urban gas system, are analyzed using the proposed algorithm. Meanwhile, a part of the results are compared with the results obtained by a path-based recursive decomposition algorithm. These results show that the proposed algorithm provides a useful probabilistic analysis method for the reliability evaluation of lifeline networks and may be more suitable for networks where the edges have low reliabilities.
文摘A new recursive algorithm of multi variable time varying AR model is proposed. By changing the form of AR model, the parameter estimation can be regarded as state estimation of state equations. Then the Kalman filter is used to estimate the variation of
基金Project supported by Scientific Research Fund of Chongqing Municipal Education Commission (kj0604-16)
文摘In this article, the problem on the estimation of the convolution model parameters is considered. The recursive algorithm for estimating model parameters is introduced from the orthogonal procedure of the data, the convergence of this algorithm is theoretically discussed, and a sufficient condition for the convergence criterion of the orthogonal procedure is given. According to this condition, the recursive algorithm is convergent to model wavelet A- = (1, α1,..., αq).
文摘The recursive least square is widely used in parameter identification. But if is easy to bring about the phenomena of parameters burst-off. A convergence analysis of a more stable identification algorithm-recursive damped least square is proposed. This is done by normalizing the measurement vector entering into the identification algorithm. rt is shown that the parametric distance converges to a zero mean random variable. It is also shown that under persistent excitation condition, the condition number of the adaptation gain matrix is bounded, and the variance of the parametric distance is bounded.
基金Supported by the State Key Laboratory of Inflormation Security
文摘This paper presents a new motion estimation algorithm for video conference signal coding. This type of algorithm is called block adaptive recursive algorithm (BARA). Simulation results show that this new algorithm has better performance than conventional ones.
基金Supported by the National Key Promotion Plan for Science and Technology Results (2003EC000001)
文摘Different from the extended Euclidean algorithm which can compute directly only the multiplicative inverse of an element in Zm^* and the greatest common divisor of two integers, a recursive algorithm called REESSE is designed by the authors, which can not only seek directly the multiplicative inverse and the greatest common divisor, but also solve directly a simple congruence for general solutions. This paper presents the definition and the two valuable properties of a simple congruence, analyzes in detail the reduction and recursion process of solving simple congruences, induces the recursive formula for solving simple congruences, and describes formally and implements in C language the recursive algorithm. At last, the paper compares REESSE with the extended Euclidean algorithm in thought, applicability and time complexity.
文摘In this paper, a new recursive algorithm of adaptive array weight vectors and its systolic array implementing structure is proposed, which is based on the QR decomposition algorithms and the idea of algorithmic engineering. The algorithm can realize fully parallel and pipeline processing.
基金Natural Science Funds for the Innovative Research Group of China Under Grant No.50621062
文摘The seismic reliability evaluation of lifeline networks has received considerable attention and been widely studied. In this paper, on the basis of an original recursive decomposition algorithm, an improved analytical approach to evaluate the seismic reliability of large lifeline systems is presented. The proposed algorithm takes the shortest path from the source to the sink of a network as decomposition policy. Using the Boolean laws of set operation and the probabilistic operation principal, a recursive decomposition process is constructed in which the disjoint minimal path set and the disjoint minimal cut set are simultaneously enumerated. As the result, a probabilistic inequality can be used to provide results that satisfy a prescribed error bound. During the decomposition process, different from the original recursive decomposition algorithm which only removes edges to simplify the network, the proposed algorithm simplifies the network by merging nodes into sources and removing edges. As a result, the proposed algorithm can obtain simpler networks. Moreover, for a network owning s-independent components in its component set, two network reduction techniques are introduced to speed up the proposed algorithm. A series of case studies, including an actual water distribution network and a large urban gas system, are calculated using the proposed algorithm. The results indicate that the proposed algorithm provides a useful probabilistic analysis method for the seismic reliability evaluation of lifeline networks.
文摘Modern satellite systems are generally designed to fulfill multiphase-missions. Component /subsystem redundancies are commonly used to achieve high reliability and long life of modern satellite systems. These characteristics have leaded to a critical issue of reliability analysis of satellites that is how to deal with the reliability analysis with multiphase-missions and propagated failures of redundant components. Traditional methods based on the binary decision diagram( BDD) can hardly cope with these issues efficiently. Accordingly, a recursive algorithm method was introduced to facilitate the reliability analysis of satellites. This method was specified for the analysis of static fault tree and it was implemented by generating combination of component failures and carrying out a backward recursive algorithm. The effectiveness of the proposed method was demonstrated through the reliability analysis of a multiphase satellite system with propagated failures.The major advantage of the proposed method is that it does not need composition of BDD and its computational process is automated.
基金This project is supported by the National Natural Science Foundation of China
文摘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.
文摘Based on the idea of the set-membership identification, a modified recursive least squares algorithm with variable gain, variable forgetting factor and resetting is presented. The concept of the error tolerance level is proposed. The selection criteria of the error tolerance level are also given according to the min-max principle. The algorithm is particularly suitable for tracing time-varying systems and is similar in computational complexity to the standard recursive least squares algorithm. The superior performance of the algorithm is verified ma simulation studies on a dynamic fermentation process.
基金The NNSF (10471055) of China and the National Grand Fundamental Research 973 Program (2004CB318000) of China.
文摘In this paper we introduce a so called C-Matrix w.r.t a rational interpolation problem and study the relationship between the unattainable points and C-Matrix. Finally, we present a recursive algorithm on rational interpolation.
文摘The modeling of dynamical systems from a time series implemented by our DSA program introduces binary trees of height D with all leaves on the same level, and the related subtrees of height L 〈 D. These are called e-trees and e-subtrees. The recursive and nonrecursive versions of the traversal algorithms for the trees with dynamically created nodes are discussed. The original nonrecursive algorithms that return the pointer to the next node in preorder, inorder and postorder traversals are presented. The space-time complexity analysis shows and the execution time measurements confirm that for these O(2D) algorithms, the recursive versions have approximately 10-25% better time constants. Still, the use of nonrecursive algorithms may be more appropriate in several occasions.