85,695 research outputs found
Hā model reduction for discrete-time Markovian jump systems with deficient mode information
This paper investigates the problem of Hā model reduction for a class of discrete-time Markovian jump linear systems (MJLSs) with deficient mode information, which simultaneously involves the exactly known, partially unknown, and uncertain transition probabilities. By fully utilizing the properties of the transition probability matrices, together with the convexification of uncertain domains, a new Hā performance analysis criterion for the underlying MJLSs is first derived, and then two approaches, namely, the convex linearisation approach and iterative approach, for the Hā model reduction synthesis are proposed. Finally, a simulation example is provided to illustrate the effectiveness of the proposed design methods
Joint Source and Relay Precoding Designs for MIMO Two-Way Relaying Based on MSE Criterion
Properly designed precoders can significantly improve the spectral efficiency
of multiple-input multiple-output (MIMO) relay systems. In this paper, we
investigate joint source and relay precoding design based on the
mean-square-error (MSE) criterion in MIMO two-way relay systems, where two
multi-antenna source nodes exchange information via a multi-antenna
amplify-and-forward relay node. This problem is non-convex and its optimal
solution remains unsolved. Aiming to find an efficient way to solve the
problem, we first decouple the primal problem into three tractable
sub-problems, and then propose an iterative precoding design algorithm based on
alternating optimization. The solution to each sub-problem is optimal and
unique, thus the convergence of the iterative algorithm is guaranteed.
Secondly, we propose a structured precoding design to lower the computational
complexity. The proposed precoding structure is able to parallelize the
channels in the multiple access (MAC) phase and broadcast (BC) phase. It thus
reduces the precoding design to a simple power allocation problem. Lastly, for
the special case where only a single data stream is transmitted from each
source node, we present a source-antenna-selection (SAS) based precoding design
algorithm. This algorithm selects only one antenna for transmission from each
source and thus requires lower signalling overhead. Comprehensive simulation is
conducted to evaluate the effectiveness of all the proposed precoding designs.Comment: 32 pages, 10 figure
Residual, restarting and Richardson iteration for the matrix exponential
A well-known problem in computing some matrix functions iteratively is a lack of a clear, commonly accepted residual notion. An important matrix function for which this is the case is the matrix exponential. Assume, the matrix exponential of a given matrix times a given vector has to be computed. We interpret the sought after vector as a value of a vector function satisfying the linear system of ordinary differential equations (ODE), whose coefficients form the given matrix. The residual is then defined with respect to the initial-value problem for this ODE system. The residual introduced in this way can be seen as a backward error. We show how the residual can efficiently be computed within several iterative methods for the matrix exponential. This completely resolves the question of reliable stopping criteria for these methods. Furthermore, we show that the residual concept can be used to construct new residual-based iterative methods. In particular, a variant of the Richardson method for the new residual appears to provide an efficient way to restart Krylov subspace methods for evaluating the matrix exponential.\u
A fast algorithm for matrix balancing
As long as a square nonnegative matrix A contains sufficient nonzero elements, then the matrix can be balanced, that is we can find a diagonal scaling of A that is doubly stochastic. A number of algorithms have been proposed to achieve the balancing, the most well known of these being Sinkhorn-Knopp. In this paper we derive new algorithms based on inner-outer iteration schemes. We show that Sinkhorn-Knopp belongs to this family, but other members can converge much more quickly. In particular, we show that while stationary iterative methods offer little or no improvement in many cases, a scheme using a preconditioned conjugate gradient method as the inner iteration can give quadratic convergence at low cost
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