19,874 research outputs found
Sparsity-Based Kalman Filters for Data Assimilation
Several variations of the Kalman filter algorithm, such as the extended
Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in
science and engineering applications. In this paper, we introduce two
algorithms of sparsity-based Kalman filters, namely the sparse UKF and the
progressive EKF. The filters are designed specifically for problems with very
high dimensions. Different from various types of ensemble Kalman filters
(EnKFs) in which the error covariance is approximated using a set of dense
ensemble vectors, the algorithms developed in this paper are based on sparse
matrix approximations of error covariance. The new algorithms enjoy several
advantages. The error covariance has full rank without being limited by a set
of ensembles. In addition to the estimated states, the algorithms provide
updated error covariance for the next assimilation cycle. The sparsity of error
covariance significantly reduces the required memory size for the numerical
computation. In addition, the granularity of the sparse error covariance can be
adjusted to optimize the parallelization of the algorithms
Invariant Einstein metrics on three-locally-symmetric spaces
In this paper, we classify three-locally-symmetric spaces for a connected,
compact and simple Lie group. Furthermore, we give the classification of
invariant Einstein metrics on these spaces
On Unconstrained Quasi-Submodular Function Optimization
With the extensive application of submodularity, its generalizations are
constantly being proposed. However, most of them are tailored for special
problems. In this paper, we focus on quasi-submodularity, a universal
generalization, which satisfies weaker properties than submodularity but still
enjoys favorable performance in optimization. Similar to the diminishing return
property of submodularity, we first define a corresponding property called the
{\em single sub-crossing}, then we propose two algorithms for unconstrained
quasi-submodular function minimization and maximization, respectively. The
proposed algorithms return the reduced lattices in iterations,
and guarantee the objective function values are strictly monotonically
increased or decreased after each iteration. Moreover, any local and global
optima are definitely contained in the reduced lattices. Experimental results
verify the effectiveness and efficiency of the proposed algorithms on lattice
reduction.Comment: 11 page
Partial Observability and its Consistency for PDEs
In this paper, a quantitative measure of partial observability is defined for
PDEs. The quantity is proved to be consistent if the PDE is approximated using
well-posed approximation schemes. A first order approximation of an
unobservability index using an empirical Gramian is introduced. Several
examples are presented to illustrate the concept of partial observability,
including Burgers' equation and a one-dimensional nonlinear shallow water
equation.Comment: 5 figures, 25 pages. arXiv admin note: substantial text overlap with
arXiv:1111.584
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