scholarly journals On the real, rational, bounded, unit interpolation problem in ℋ∞ and its applications to strong stabilization

2018 ◽  
Vol 41 (2) ◽  
pp. 476-483 ◽  
Author(s):  
Veysel Yücesoy ◽  
Hitay Özbay
Keyword(s):  
Feedback Control ◽  
Interpolation Problem ◽  
Sufficient Conditions ◽  
Optimal Solution ◽  
The Real ◽  
Strong Stabilization ◽  
Finite Dimensional ◽  
Pick Matrix ◽  
Pick Problem

One of the most challenging problems in feedback control is strong stabilization, i.e. stabilization by a stable controller. This problem has been shown to be equivalent to finding a finite dimensional, real, rational and bounded unit in [Formula: see text] satisfying certain interpolation conditions. The problem is transformed into a classical Nevanlinna–Pick interpolation problem by using a predetermined structure for the unit interpolating function and analysed through the associated Pick matrix. Sufficient conditions for the existence of the bounded unit interpolating function are derived. Based on these conditions, an algorithm is proposed to compute the unit interpolating function through an optimal solution to the Nevanlinna–Pick problem. The conservatism caused by the sufficient conditions is illustrated through strong stabilization examples taken from the literature.

On generalized inverses of matrices

1966 ◽  
Vol 62 (4) ◽  
pp. 673-677 ◽  
Author(s):  
M. H. Pearl
Keyword(s):  
Generalized Inverse ◽  
Sufficient Conditions ◽  
Maximal Rank ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
The Real ◽  
Finite Dimensional ◽  
The Matrix ◽  
Generalized Inverses Of Matrices ◽  
Necessary And Sufficient

The notion of the inverse of a matrix with entries from the real or complex fields was generalized by Moore (6, 7) in 1920 to include all rectangular (finite dimensional) matrices. In 1951, Bjerhammar (2, 3) rediscovered the generalized inverse for rectangular matrices of maximal rank. In 1955, Penrose (8, 9) independently rediscovered the generalized inverse for arbitrary real or complex rectangular matrices. Recently, Arghiriade (1) has given a set of necessary and sufficient conditions that a matrix commute with its generalized inverse. These conditions involve the existence of certain submatrices and can be expressed using the notion of EPr matrices introduced in 1950 by Schwerdtfeger (10). The main purpose of this paper is to prove the following theorem:Theorem 2. A necessary and sufficient condition that the generalized inverse of the matrix A (denoted by A+) commute with A is that A+ can be expressed as a polynomial in A with scalar coefficients.

scholarly journals Algebraic Solution to Constrained Bi-Criteria Decision Problem of Rating Alternatives through Pairwise Comparisons

Mathematics ◽  
2021 ◽  
Vol 9 (4) ◽  
pp. 303
Author(s):  
Nikolai Krivulin
Keyword(s):  
Decision Problem ◽  
Optimization Problem ◽  
Pareto Frontier ◽  
Sufficient Conditions ◽  
Approximation Error ◽  
Optimal Solution ◽  
Algebraic Solution ◽  
Pairwise Comparisons ◽  
Logarithmic Scale ◽  
Idempotent Algebra

We consider a decision-making problem to evaluate absolute ratings of alternatives from the results of their pairwise comparisons according to two criteria, subject to constraints on the ratings. We formulate the problem as a bi-objective optimization problem of constrained matrix approximation in the Chebyshev sense in logarithmic scale. The problem is to approximate the pairwise comparison matrices for each criterion simultaneously by a common consistent matrix of unit rank, which determines the vector of ratings. We represent and solve the optimization problem in the framework of tropical (idempotent) algebra, which deals with the theory and applications of idempotent semirings and semifields. The solution involves the introduction of two parameters that represent the minimum values of approximation error for each matrix and thereby describe the Pareto frontier for the bi-objective problem. The optimization problem then reduces to a parametrized vector inequality. The necessary and sufficient conditions for solutions of the inequality serve to derive the Pareto frontier for the problem. All solutions of the inequality, which correspond to the Pareto frontier, are taken as a complete Pareto-optimal solution to the problem. We apply these results to the decision problem of interest and present illustrative examples.

scholarly journals A Multi-Resolution Approach to GAN-Based Speech Enhancement

2021 ◽  
Vol 11 (2) ◽  
pp. 721
Author(s):  
Hyung Yong Kim ◽  
Ji Won Yoon ◽  
Sung Jun Cheon ◽  
Woo Hyun Kang ◽  
Nam Soo Kim
Keyword(s):  
Speech Enhancement ◽  
Optimal Solution ◽  
Experimental Results ◽  
Generative Adversarial Networks ◽  
The Real ◽  
Multi Scale ◽  
Adversarial Networks ◽  
Speech Characteristics ◽  
Conventional Methods ◽  
Convex Property

Recently, generative adversarial networks (GANs) have been successfully applied to speech enhancement. However, there still remain two issues that need to be addressed: (1) GAN-based training is typically unstable due to its non-convex property, and (2) most of the conventional methods do not fully take advantage of the speech characteristics, which could result in a sub-optimal solution. In order to deal with these problems, we propose a progressive generator that can handle the speech in a multi-resolution fashion. Additionally, we propose a multi-scale discriminator that discriminates the real and generated speech at various sampling rates to stabilize GAN training. The proposed structure was compared with the conventional GAN-based speech enhancement algorithms using the VoiceBank-DEMAND dataset. Experimental results showed that the proposed approach can make the training faster and more stable, which improves the performance on various metrics for speech enhancement.

scholarly journals Functional ARCH and GARCH Models: A Yule-Walker Approach

2020 ◽  
Author(s):  
Sebastian Kühnert
Keyword(s):  
Financial Time Series ◽  
Sufficient Conditions ◽  
Dimensional Subspace ◽  
Stationary Solutions ◽  
Finite Dimensional Subspace ◽  
Estimation Errors ◽  
Linear Processes ◽  
Finite Dimensional ◽  
Garch Processes ◽  
Asymptotic Upper Bound

Conditional heteroskedastic financial time series are commonly modelled by ARCH and GARCH. ARCH(1) and GARCH processes were recently extended to the function spaces C[0,1] and L2[0,1], their probabilistic features were studied and their parameters were estimated. The projections of the operators on finite-dimensional subspace were estimated, as were the complete operators in GARCH(1,1). An explicit asymptotic upper bound of the estimation errors was stated in ARCH(1). This article provides sufficient conditions for the existence of strictly stationary solutions, weak dependence and finite moments of ARCH and GARCH processes in various Lp[0,1] spaces, C[0,1] and other spaces. In L2[0,1] we deduce explicit asymptotic upper bounds of the estimation errors for the shift term and the complete operators in ARCH and GARCH and for the projections of the operators on a finite-dimensional subspace in ARCH. The operator estimaton is based on Yule-Walker equations. The estimation of the GARCH operators also involves a result concerning the estimation of the operators in invertible, linear processes which is valid beyond the scope of ARCH and GARCH. Through minor modifications, all results in this article regarding functional ARCH and GARCH can be transferred to functional ARMA.

scholarly journals Typical curve with G1 constraints for curve completion

2021 ◽  
Vol 4 (1) ◽  
Author(s):  
Chuan He ◽  
Gang Zhao ◽  
Aizeng Wang ◽  
Fei Hou ◽  
Zhanchuan Cai ◽  
...  
Keyword(s):  
Nonlinear Equations ◽  
Interpolation Problem ◽  
Sufficient Conditions ◽  
System Of Nonlinear Equations ◽  
Simple Construction ◽  
Completion Task ◽  
Curve Completion ◽  
Novel Algorithm

AbstractThis paper presents a novel algorithm for planar G1 interpolation using typical curves with monotonic curvature. The G1 interpolation problem is converted into a system of nonlinear equations and sufficient conditions are provided to check whether there is a solution. The proposed algorithm was applied to a curve completion task. The main advantages of the proposed method are its simple construction, compatibility with NURBS, and monotonic curvature.

The stochastic equation Yt+1 = AtYt + Bt with non-stationary coefficients

2001 ◽  
Vol 38 (1) ◽  
pp. 80-94 ◽  
Author(s):  
Ulrich Horst
Keyword(s):  
Global Convergence ◽  
Random Environment ◽  
Linear Relation ◽  
Stochastic Equation ◽  
Stationary Process ◽  
Sufficient Conditions ◽  
Convergence Result ◽  
Stationary Case ◽  
Finite Dimensional ◽  
Long Run

In this paper, we consider the stochastic sequence {Yt}t∊ℕ defined recursively by the linear relation Yt+1 = AtYt + Bt in a random environment which is described by the non-stationary process {(At, Bt)}t∊ℕ. We formulate sufficient conditions on the environment which ensure that the finite-dimensional distributions of {Yt}t∊ℕ converge weakly to the finite-dimensional distributions of a unique stationary process. If the driving sequence {(At, Bt)}t∊ℕ becomes stationary in the long run, then we can establish a global convergence result. This extends results of Brandt (1986) and Borovkov (1998) from the stationary to the non-stationary case.

On the Integral Extensions of Quadratic Forms Over Local Fields

1970 ◽  
Vol 22 (2) ◽  
pp. 297-307 ◽  
Author(s):  
Melvin Band
Keyword(s):  
Prime Ideal ◽  
Local Field ◽  
Quadratic Forms ◽  
Sufficient Conditions ◽  
Local Fields ◽  
Ring Of Integers ◽  
Finite Dimensional ◽  
Integral Analogue ◽  
Necessary And Sufficient ◽  
Special Case

Let F be a local field with ring of integers and unique prime ideal (p). Suppose that V a finite-dimensional regular quadratic space over F, W and W′ are two isometric subspaces of V (i.e. τ: W → W′ is an isometry from W to W′). By the well-known Witt's Theorem, τ can always be extended to an isometry σ ∈ O(V).The integral analogue of this theorem has been solved over non-dyadic local fields by James and Rosenzweig [2], over the 2-adic fields by Trojan [4], and partially over the dyadics by Hsia [1], all for the special case that W is a line. In this paper we give necessary and sufficient conditions that two arbitrary dimensional subspaces W and W′ are integrally equivalent over non-dyadic local fields.

scholarly journals Adaptive stochastic synchronization of delayed reaction–diffusion neural networks

2020 ◽  
Vol 53 (3-4) ◽  
pp. 378-389 ◽  
Author(s):  
Weiyuan Zhang ◽  
Junmin Li ◽  
Jinghan Sun ◽  
Minglai Chen
Keyword(s):  
Neural Networks ◽  
Feedback Control ◽  
Sufficient Conditions ◽  
Reaction Diffusion ◽  
Linear Matrix ◽  
Output Coupling ◽  
Delayed Reaction ◽  
Adaptive Feedback ◽  
Adaptive Feedback Control ◽  
Stochastic Synchronization

In this paper, we deal with the adaptive stochastic synchronization for a class of delayed reaction–diffusion neural networks. By combing Lyapunov–Krasovskii functional, drive-response concept, the adaptive feedback control scheme, and linear matrix inequality method, we derive some sufficient conditions in terms of linear matrix inequalities ensuring the stochastic synchronization of the addressed neural networks. The output coupling with delay feedback and the update laws of parameters for adaptive feedback control are proposed, which will be of significance in the real application. The novel Lyapunov–Krasovskii functional to be constructed is more general. The derived results depend on the measure of the space, diffusion effects, and the upper bound of derivative of time-delay. Finally, an illustrated example is presented to show the effectiveness and feasibility of the proposed scheme.

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