408 research outputs found

    Limited Attention Allocation in a Stochastic Linear Quadratic System with Multiplicative Noise

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    This study addresses limited attention allocation in a stochastic linear quadratic system with multiplicative noise. Our approach enables strategic resource allocation to enhance noise estimation and improve control decisions. We provide analytical optimal control and propose a numerical method for optimal attention allocation. Additionally, we apply our ffndings to dynamic mean-variance portfolio selection, showing effective resource allocation across time periods and factors, providing valuable insights for investors

    Research on homogeneous deformation of electromagnetic incremental tube bulging

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    The electromagnetic incremental forming (EMIF) method is used for tube forming process. Suitable 2D FE models are designed to predict the forming process with a moving coil. In comparison with experimental values, simulation method can obtain accurate results. Then, effect factors named overlapping ration of adjacent discharge positions, discharge voltage, forming sequence and die dimension on tube homogeneous deformation are discussed. The result demonstrates that it is feasible to produce long-straight wall tubes using a small coil by electromagnetic incremental tube bulging

    Kinematic Absolute Positioning with Quad-Constellation GNSS

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    The absolute positioning technique is based on a point positioning mode with a single Global Navigation Satellite System (GNSS) receiver, which has been widely used in many fields such as vehicle navigation and kinematic surveying. For a long period, this positioning technique mainly relies on a single GPS system. With the revitalization of Global Navigation Satellite System (GLONASS) constellation and two newly emerging constellations of BeiDou Navigation Satellite System (BDS) and Galileo, it is now feasible to carry out the absolute positioning with quad-constellation of GPS, GLONASS, BDS, and Galileo. A combination of multi-constellation observations can offer improved reliability, availability, and accuracy for position solutions. In this chapter, combined GPS/GLONASS/BDS/Galileo point positioning models for both traditional single point positioning (SPP) and precise point positioning (PPP) are presented, including their functional and stochastic components. The traditional SPP technique has a positioning accuracy at a meter level, whereas the PPP technique can reach an accuracy of a centimeter level. However, the later relies on the availability of precise ephemeris and needs a long convergence time. Experiments were carried out to assess the kinematic positioning performance in the two different modes. The positioning results are compared among different constellation combinations to demonstrate the advantages of quad-constellation GNSS

    Federated Sufficient Dimension Reduction Through High-Dimensional Sparse Sliced Inverse Regression

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    Federated learning has become a popular tool in the big data era nowadays. It trains a centralized model based on data from different clients while keeping data decentralized. In this paper, we propose a federated sparse sliced inverse regression algorithm for the first time. Our method can simultaneously estimate the central dimension reduction subspace and perform variable selection in a federated setting. We transform this federated high-dimensional sparse sliced inverse regression problem into a convex optimization problem by constructing the covariance matrix safely and losslessly. We then use a linearized alternating direction method of multipliers algorithm to estimate the central subspace. We also give approaches of Bayesian information criterion and hold-out validation to ascertain the dimension of the central subspace and the hyper-parameter of the algorithm. We establish an upper bound of the statistical error rate of our estimator under the heterogeneous setting. We demonstrate the effectiveness of our method through simulations and real world applications

    Online Kernel Sliced Inverse Regression

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    Online dimension reduction is a common method for high-dimensional streaming data processing. Online principal component analysis, online sliced inverse regression, online kernel principal component analysis and other methods have been studied in depth, but as far as we know, online supervised nonlinear dimension reduction methods have not been fully studied. In this article, an online kernel sliced inverse regression method is proposed. By introducing the approximate linear dependence condition and dictionary variable sets, we address the problem of increasing variable dimensions with the sample size in the online kernel sliced inverse regression method, and propose a reduced-order method for updating variables online. We then transform the problem into an online generalized eigen-decomposition problem, and use the stochastic optimization method to update the centered dimension reduction directions. Simulations and the real data analysis show that our method can achieve close performance to batch processing kernel sliced inverse regression

    A New Method for Superresolution Image Reconstruction Based on Surveying Adjustment

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    A new method for superresolution image reconstruction based on surveying adjustment method is described in this paper. The main idea of such new method is that a sequence of low-resolution images are taken firstly as observations, and then observation equations are established for the superresolution image reconstruction. The gray function of the object surface can be found by using surveying adjustment method from the observation equations. High-resolution pixel value of the corresponding area can be calculated by using the gray function. The results show that the proposed algorithm converges much faster than that of conventional superresolution image reconstruction method. By using the new method, the visual feeling of reconstructed image can be greatly improved compared to that of iterative back projection algorithm, and its peak signal-to-noise ratio can also be improved by nearly 1 dB higher than the projection onto convex sets algorithm. Furthermore, this method can successfully avoid the ill-posed problems in reconstruction process
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