Parallel stable compactification for ODE with parameters and multipoint conditions

Many algorithms for solving ordinary dierential equations with parameters and multipoint side conditions give rise to systems of linear algebraic equations in which the coecient matrices have a bordered block diagonal structure. In this paper, we show how these problems can be solved by using parallel algorithms based on stabilized compactication.

Real-time flutter identification

The techniques and a FORTRAN 77 MOdal Parameter IDentification (MOPID) computer program developed for identification of the frequencies and damping ratios of multiple flutter modes in real time are documented. Physically meaningful model parameterization was combined with state of the art recursive identification techniques and applied to the problem of real time flutter mode monitoring. The performance of the algorithm in terms of convergence speed and parameter estimation error is demonstrated for several simulated data cases, and the results of actual flight data analysis from two different vehicles are presented. It is indicated that the algorithm is capable of real time monitoring of aircraft flutter characteristics with a high degree of reliability

Design and analysis of adaptive noise subspace estimation algorithms

Ph.DDOCTOR OF PHILOSOPH

Diagonalization- and Numerical Renormalization-Group-Based Methods for Interacting Quantum Systems

In these lecture notes, we present a pedagogical review of a number of related {\it numerically exact} approaches to quantum many-body problems. In particular, we focus on methods based on the exact diagonalization of the Hamiltonian matrix and on methods extending exact diagonalization using renormalization group ideas, i.e., Wilson's Numerical Renormalization Group (NRG) and White's Density Matrix Renormalization Group (DMRG). These methods are standard tools for the investigation of a variety of interacting quantum systems, especially low-dimensional quantum lattice models. We also survey extensions to the methods to calculate properties such as dynamical quantities and behavior at finite temperature, and discuss generalizations of the DMRG method to a wider variety of systems, such as classical models and quantum chemical problems. Finally, we briefly review some recent developments for obtaining a more general formulation of the DMRG in the context of matrix product states as well as recent progress in calculating the time evolution of quantum systems using the DMRG and the relationship of the foundations of the method with quantum information theory.Comment: 51 pages; lecture notes on numerically exact methods. Pedagogical review appearing in the proceedings of the "IX. Training Course in the Physics of Correlated Electron Systems and High-Tc Superconductors", Vietri sul Mare (Salerno, Italy, October 2004

The wavelet-NARMAX representation : a hybrid model structure combining polynomial models with multiresolution wavelet decompositions

A new hybrid model structure combing polynomial models with multiresolution wavelet decompositions is introduced for nonlinear system identification. Polynomial models play an important role in approximation theory, and have been extensively used in linear and nonlinear system identification. Wavelet decompositions, in which the basis functions have the property of localization in both time and frequency, outperform many other approximation schemes and offer a flexible solution for approximating arbitrary functions. Although wavelet representations can approximate even severe nonlinearities in a given signal very well, the advantage of these representations can be lost when wavelets are used to capture linear or low-order nonlinear behaviour in a signal. In order to sufficiently utilise the global property of polynomials and the local property of wavelet representations simultaneously, in this study polynomial models and wavelet decompositions are combined together in a parallel structure to represent nonlinear input-output systems. As a special form of the NARMAX model, this hybrid model structure will be referred to as the WAvelet-NARMAX model, or simply WANARMAX. Generally, such a WANARMAX representation for an input-output system might involve a large number of basis functions and therefore a great number of model terms. Experience reveals that only a small number of these model terms are significant to the system output. A new fast orthogonal least squares algorithm, called the matching pursuit orthogonal least squares (MPOLS) algorithm, is also introduced in this study to determine which terms should be included in the final model

On recursive least-squares filtering algorithms and implementations

In many real-time signal processing applications, fast and numerically stable algorithms for solving least-squares problems are necessary and important. In particular, under non-stationary conditions, these algorithms must be able to adapt themselves to reflect the changes in the system and take appropriate adjustments to achieve optimum performances. Among existing algorithms, the QR-decomposition (QRD)-based recursive least-squares (RLS) methods have been shown to be useful and effective for adaptive signal processing. In order to increase the speed of processing and achieve high throughput rate, many algorithms are being vectorized and/or pipelined to facilitate high degrees of parallelism. A time-recursive formulation of RLS filtering employing block QRD will be considered first. Several methods, including a new non-continuous windowing scheme based on selectively rejecting contaminated data, were investigated for adaptive processing. Based on systolic triarrays, many other forms of systolic arrays are shown to be capable of implementing different algorithms. Various updating and downdating systolic algorithms and architectures for RLS filtering are examined and compared in details, which include Householder reflector, Gram-Schmidt procedure, and Givens rotation. A unified approach encompassing existing square-root-free algorithms is also proposed. For the sinusoidal spectrum estimation problem, a judicious method of separating the noise from the signal is of great interest. Various truncated QR methods are proposed for this purpose and compared to the truncated SVD method. Computer simulations provided for detailed comparisons show the effectiveness of these methods. This thesis deals with fundamental issues of numerical stability, computational efficiency, adaptivity, and VLSI implementation for the RLS filtering problems. In all, various new and modified algorithms and architectures are proposed and analyzed; the significance of any of the new method depends crucially on specific application