Effcient M-estimators with auxiliary information

This paper introduces a new class of M-estimators based on generalised empirical likelihood estimation with some auxiliary information available in the sample. The resulting class of estimators is efficient in the sense that it achieves the same asymptotic lower bound as that of the efficient generalised method of moment-based M-estimator with the same auxiliary information. The results of the paper are quite general and apply to M-estimators defined by both smooth and nonsmooth estimating equations. Simulations show that the proposed estimators perform well in finite samples, and can be less biased and more precise than standard M-estimators within China.Asymptotic efficiency. Generalised empirical likelihood. Generalised method of moments. M-estimators. Generalised method of moments, M-estimators.

Coincidences in generalized Lucas sequences

For an integer $k\geq 2$, let $(L_{n}^{(k)})_{n}$ be the $k-$generalized Lucas sequence which starts with $0,\ldots,0,2,1$ ($k$ terms) and each term afterwards is the sum of the $k$ preceding terms. In this paper, we find all the integers that appear in different generalized Lucas sequences; i.e., we study the Diophantine equation $L_n^{(k)}=L_m^{(\ell)}$ in nonnegative integers $n,k,m,\ell$ with $k, \ell\geq 2$. The proof of our main theorem uses lower bounds for linear forms in logarithms of algebraic numbers and a version of the Baker-Davenport reduction method. This paper is a continuation of the earlier work [4].Comment: 14 page

Thermal X-ray emission from shocked ejecta in Type Ia Supernova Remnants. Prospects for explosion mechanism identification

The explosion mechanism behind Type Ia supernovae is a matter of continuing debate. The diverse attempts to identify or at least constrain the physical processes involved in the explosion have been only partially successful so far. In this paper we propose to use the thermal X-ray emission from young supernova remnants originated in Type Ia events to extract relevant information concerning the explosions themselves. We have produced a grid of thermonuclear supernova models representative of the paradigms currently under debate: pure deflagrations, delayed detonations, pulsating delayed detonations and sub-Chandrasekhar explosions, using their density and chemical composition profiles to simulate the interaction with the surrounding ambient medium and the ensuing plasma heating, non-equilibrium ionization and thermal X-ray emission of the ejecta. Key observational parameters such as electron temperatures, emission measures and ionization time scales are presented and discussed. We find that not only is it possible to identify the explosion mechanism from the spectra of young Type Ia Supernova Remnants, it is in fact necessary to take the detailed ejecta structure into account if such spectra are to be modeled in a self-consistent way. Neither element line flux ratios nor element emission measures are good estimates of the true ratios of ejected masses, with differences of as much as two or three orders of magnitude for a given model. Comparison with observations of the Tycho SNR suggests a delayed detonation as the most probable explosion mechanism. Line strengths, line ratios, and the centroid of the Fe Kalpha line are reasonably well reproduced by a model of this kind.Comment: 11 pages, 8 figures (5 of them color), accepted for publication by the Ap

Bounded Error Identification of Systems With Time-Varying Parameters

This note presents a new approach to guaranteed system identification for time-varying parameterized discrete-time systems. A bounded description of noise in the measurement is considered. The main result is an algorithm to compute a set that contains the parameters consistent with the measured output and the given bound of the noise. This set is represented by a zonotope, that is, an affine map of a unitary hypercube. A recursive procedure minimizes the size of the zonotope with each noise corrupted measurement. The zonotopes take into account the time-varying nature of the parameters in a nonconservative way. An example has been provided to clarify the algorithm

Interval model predictive control

6TH INTERNATIONAL WORKSHOP ON ALGORITHMS AND ARCHITECTURES FOR REAL TIME CONTROL (6) (6.2000.PALMA DE MALLORCA. ESPAÑA)Model Predictive Control is one of the most popular control strategy in the process industry. One of the reason for this success can be attributed to the fact that constraints and uncertainties can be handled. There are many techniques based on interval mathematics that are used in a wide range of applications. These interval techniques can mean an important contribution to Model Predictive Control giving algorithms to achieve global optimization and constraint satisfaction

Semidefinite Programming Approach for the Quadratic Assignment Problem with a Sparse Graph

The matching problem between two adjacency matrices can be formulated as the NP-hard quadratic assignment problem (QAP). Previous work on semidefinite programming (SDP) relaxations to the QAP have produced solutions that are often tight in practice, but such SDPs typically scale badly, involving matrix variables of dimension $n^2$ where n is the number of nodes. To achieve a speed up, we propose a further relaxation of the SDP involving a number of positive semidefinite matrices of dimension $\mathcal{O}(n)$ no greater than the number of edges in one of the graphs. The relaxation can be further strengthened by considering cliques in the graph, instead of edges. The dual problem of this novel relaxation has a natural three-block structure that can be solved via a convergent Augmented Direction Method of Multipliers (ADMM) in a distributed manner, where the most expensive step per iteration is computing the eigendecomposition of matrices of dimension $\mathcal{O}(n)$. The new SDP relaxation produces strong bounds on quadratic assignment problems where one of the graphs is sparse with reduced computational complexity and running times, and can be used in the context of nuclear magnetic resonance spectroscopy (NMR) to tackle the assignment problem.Comment: 31 page

Robust MPC of constrained nonlinear systems based on interval arithmetic

A robust MPC for constrained discrete-time nonlinear systems with additive uncertainties is presented. The proposed controller is based on the concept of reachable sets, that is, the sets that contain the predicted evolution of the uncertain system for all possible uncertainties. If processes are nonlinear these sets are very difficult to compute. A conservative approximation based on interval arithmetic is proposed for the online computation of these sets. This technique provides good results with a computational effort only slightly greater than the one corresponding to the nominal prediction. These sets are incorporated into the MPC formulation to achieve robust stability. By choosing a robust positively invariant set as a terminal constraint, a robustly stabilising controller is obtained. Stability is guaranteed in the case of suboptimality of the computed solution. The proposed controller is applied to a continuous stirred tank reactor with an exothermic reaction.Ministerio de Ciencia y Tecnología DPI-2001-2380-03- 01Ministerio de Ciencia y Tecnología DPI-2002-4375-C02-0

Wavelength de-multiplexing properties of a single aperture flanked by periodic arrays of indentations

In this paper we explore the transmission properties of single subwavelength apertures perforated in thin metallic films flanked by asymmetric configurations of periodic arrays of indentations. It is shown how the corrugation in the input side can be used to transmit selectively only two different wavelengths. Also, by tuning the geometrical parameters defining the corrugation of the output side, these two chosen wavelengths can emerge from the structure as two very narrow beams propagating at well-defined directions. This new ability of structured metals can be used as a base to build micron-sized wavelength de-multiplexers.Comment: Accepted for publication in Photonics and Nanostructure

Some arithmetic functions of factorials in Lucas sequences

We prove that if {un}n≥ 0 is a nondegenerate Lucas sequence, then there are only finitely many effectively computable positive integers n such that |un|=f(m!), where f is either the sum-of-divisors function, or the sum-of-proper-divisors function, or the Euler phi function. We also give a theorem that holds for a more general class of integer sequences and illustrate our results through a few specific examples. This paper is motivated by a previous work of Iannucci and Luca who addressed the above problem with Catalan numbers and the sum-of-proper-divisors function

On the computation of invariant sets for constrained nonlinear systems: An interval arithmetic approach

This paper deals with the computation of control invariant sets for constrained nonlinear systems. The proposed approach is based on the computation of an inner approximation of the one step set, that is, the set of states that can be steered to a given target set by an admissible control action. Based on this procedure, control invariant sets can be computed by recursion. We present a method for the computation of the one-step set using interval arithmetic. The proposed specialized branch and bound algorithm provides an inner approximation with a given bound of the error; this makes it possible to achieve a trade off between accuracy of the computed set and computational burden. Furthermore an algorithm to approximate the one step set by an inner bounded polyhedron is also presented; this allows us to relax the complexity of the obtained set, and to make easier the recursion and storage of the sets.Ministerio de Ciencia y Tecnología DPI2004-07444-c04-01Ministerio de Ciencia y Tecnología DPI2003-04375-c03-01Ministerio de Ciencia y Tecnología DPI2003-07146-c02-0