We report our recent work on a second-order Krylov subspace and the corresponding second-order Arnoldi procedure for generating its orthonormal basis. The second-order Krylov subspace is spanned by a sequence of vecto...We report our recent work on a second-order Krylov subspace and the corresponding second-order Arnoldi procedure for generating its orthonormal basis. The second-order Krylov subspace is spanned by a sequence of vectors defined via a second-order linear homogeneous recurrence relation with coefficient matrices A and B and an initial vector u. It generalizes the well-known Krylov subspace K n(A;v), which is spanned by a sequence of vectors defined via a first-order linear homogeneous recurrence relation with a single coefficient matrix A and an initial vector v. The applications are shown for the solution of quadratic eigenvalue problems and dimension reduction of second-order dynamical systems. The new approaches preserve essential structures and properties of the quadratic eigenvalue problem and second-order system, and demonstrate superior numerical results over the common approaches based on linearization of these second-order problems.展开更多
This paper demonstrates the equivalence of two classes of D-invariant polynomial subspaces, i.e., these two classes of subspaces are different representations of the breadth-one D-invariant subspace. Moreover, the aut...This paper demonstrates the equivalence of two classes of D-invariant polynomial subspaces, i.e., these two classes of subspaces are different representations of the breadth-one D-invariant subspace. Moreover, the authors solve the discrete approximation problem in ideal interpolation for the breadth-one D-invariant subspace. Namely, the authors find the points, such that the limiting space of the evaluation functionals at these points is the functional space induced by the given D-invariant subspace, as the evaluation points all coalesce at one point.展开更多
We present an adaptive algorithm for blind identification and equalization of single-input multiple-output (SIMO) FIR channels with second-order statistics. We first reformulate the blind channel identification prob...We present an adaptive algorithm for blind identification and equalization of single-input multiple-output (SIMO) FIR channels with second-order statistics. We first reformulate the blind channel identification problem into a low-rank matrix approximation solution based on the QR decomposition of the received data matrix. Then, a fast recursive algorithm is developed based on the bi-iterative least squares (Bi-LS) subspace tracking method. The new algorithm requires only a computational complexity of O(md2) at each iteration, or even as low as O(md) if only equalization is necessary, where m is the dimension of the received data vector (or the row rank of channel matrix) and d is the dimension of the signal subspace (or the column rank of channel matrix). To overcome the shortcoming of the back substitution, an inverse QR iteration algorithm for subspace tracking and channel equalization is also developed. The inverse QR iteration algorithm is well suited for the parallel implementation in the systolic array. Simulation results are presented to illustrate the effectiveness of the proposed algorithms for the channel identification and equalization.展开更多
文摘We report our recent work on a second-order Krylov subspace and the corresponding second-order Arnoldi procedure for generating its orthonormal basis. The second-order Krylov subspace is spanned by a sequence of vectors defined via a second-order linear homogeneous recurrence relation with coefficient matrices A and B and an initial vector u. It generalizes the well-known Krylov subspace K n(A;v), which is spanned by a sequence of vectors defined via a first-order linear homogeneous recurrence relation with a single coefficient matrix A and an initial vector v. The applications are shown for the solution of quadratic eigenvalue problems and dimension reduction of second-order dynamical systems. The new approaches preserve essential structures and properties of the quadratic eigenvalue problem and second-order system, and demonstrate superior numerical results over the common approaches based on linearization of these second-order problems.
基金supported by the National Natural Science Foundation of China under Grant Nos.11171133 and 11271156
文摘This paper demonstrates the equivalence of two classes of D-invariant polynomial subspaces, i.e., these two classes of subspaces are different representations of the breadth-one D-invariant subspace. Moreover, the authors solve the discrete approximation problem in ideal interpolation for the breadth-one D-invariant subspace. Namely, the authors find the points, such that the limiting space of the evaluation functionals at these points is the functional space induced by the given D-invariant subspace, as the evaluation points all coalesce at one point.
基金Supported by the National Basic Research Program of China (Grant No. 2008CB317109)the National Natural Science Foundation of China(Grant No. 60572054)+1 种基金the Foundation of Authors of National Excellent Doctoral Dissertation (Grant No. 200239)the Scientific Research Foundation for Returned Scholars, Ministry of Education of China
文摘We present an adaptive algorithm for blind identification and equalization of single-input multiple-output (SIMO) FIR channels with second-order statistics. We first reformulate the blind channel identification problem into a low-rank matrix approximation solution based on the QR decomposition of the received data matrix. Then, a fast recursive algorithm is developed based on the bi-iterative least squares (Bi-LS) subspace tracking method. The new algorithm requires only a computational complexity of O(md2) at each iteration, or even as low as O(md) if only equalization is necessary, where m is the dimension of the received data vector (or the row rank of channel matrix) and d is the dimension of the signal subspace (or the column rank of channel matrix). To overcome the shortcoming of the back substitution, an inverse QR iteration algorithm for subspace tracking and channel equalization is also developed. The inverse QR iteration algorithm is well suited for the parallel implementation in the systolic array. Simulation results are presented to illustrate the effectiveness of the proposed algorithms for the channel identification and equalization.