23,221 research outputs found
A New Approach to Linear/Nonlinear Distributed Fusion Estimation Problem
Disturbance noises are always bounded in a practical system, while fusion
estimation is to best utilize multiple sensor data containing noises for the
purpose of estimating a quantity--a parameter or process. However, few results
are focused on the information fusion estimation problem under bounded noises.
In this paper, we study the distributed fusion estimation problem for linear
time-varying systems and nonlinear systems with bounded noises, where the
addressed noises do not provide any statistical information, and are unknown
but bounded. When considering linear time-varying fusion systems with bounded
noises, a new local Kalman-like estimator is designed such that the square
error of the estimator is bounded as time goes to . A novel
constructive method is proposed to find an upper bound of fusion estimation
error, then a convex optimization problem on the design of an optimal weighting
fusion criterion is established in terms of linear matrix inequalities, which
can be solved by standard software packages. Furthermore, according to the
design method of linear time-varying fusion systems, each local nonlinear
estimator is derived for nonlinear systems with bounded noises by using Taylor
series expansion, and a corresponding distributed fusion criterion is obtained
by solving a convex optimization problem. Finally, target tracking system and
localization of a mobile robot are given to show the advantages and
effectiveness of the proposed methods.Comment: 9 pages, 3 figure
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach
This paper studies the profitability of the Moving Average Convergence-Divergence (MACD) trading rule under three different crossing rules: the MACD zero line, the 9-day and 14-day signal lines. It is found that the trading rules perform well in the stock markets of Germany and Hong Kong. Our research also shows that generally the major stock markets around the world have become more efficient after the millennium.
Learning to Predict the Cosmological Structure Formation
Matter evolved under influence of gravity from minuscule density
fluctuations. Non-perturbative structure formed hierarchically over all scales,
and developed non-Gaussian features in the Universe, known as the Cosmic Web.
To fully understand the structure formation of the Universe is one of the holy
grails of modern astrophysics. Astrophysicists survey large volumes of the
Universe and employ a large ensemble of computer simulations to compare with
the observed data in order to extract the full information of our own Universe.
However, to evolve trillions of galaxies over billions of years even with the
simplest physics is a daunting task. We build a deep neural network, the Deep
Density Displacement Model (hereafter DM), to predict the non-linear
structure formation of the Universe from simple linear perturbation theory. Our
extensive analysis, demonstrates that DM outperforms the second order
perturbation theory (hereafter 2LPT), the commonly used fast approximate
simulation method, in point-wise comparison, 2-point correlation, and 3-point
correlation. We also show that DM is able to accurately extrapolate far
beyond its training data, and predict structure formation for significantly
different cosmological parameters. Our study proves, for the first time, that
deep learning is a practical and accurate alternative to approximate
simulations of the gravitational structure formation of the Universe.Comment: 8 pages, 5 figures, 1 tabl
Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study
This paper adopts Taiwan's high-tech companies as the sample to address and examine four new determinants of various foreign financing instruments and test their impacts on the issuing firms. Our empirical findings are consistent with the following notions. First, the firms with higher foreign holding and foreign investment will be likely to adopt foreign financing policy. Moreover, the firms with higher stock dividend payment in Taiwan will adopt both of ECB (Euro convertible bond) and DR (depository receipt). Firm managers with better education background will prefer DR. Second, the use of DR can effectively decrease the volatility of stock returns but also pronounce a negative influence on the mean of stock returns. In contrast, the use of ECB can effectively increase the mean but can not significantly decrease the volatility.
A New Approach to Constrain Black Hole Spins in Active Galaxies Using Optical Reverberation Mapping
A tight relation between the size of the broad-line region (BLR) and optical
luminosity has been established in about 50 active galactic nuclei studied
through reverberation mapping of the broad Hbeta emission line. The R_blr-L
relation arises from simple photoionization considerations. Using a general
relativistic model of an optically thick, geometrically thin accretion disk, we
show that the ionizing luminosity jointly depends on black hole mass, accretion
rate, and spin. The non-monotonic relation between the ionizing and optical
luminosity gives rise to a complicated relation between the BLR size and the
optical luminosity. We show that the reverberation lag of Hbeta to the varying
continuum depends very sensitively to black hole spin. For retrograde spins,
the disk is so cold that there is a deficit of ionizing photons in the BLR,
resulting in shrinkage of the hydrogen ionization front with increasing optical
luminosity, and hence shortened Hbeta lags. This effect is specially striking
for luminous quasars undergoing retrograde accretion, manifesting in strong
deviations from the canonical R_blr-L relation. This could lead to a method to
estimate black hole spins of quasars and to study their cosmic evolution. At
the same time, the small scatter of the observed R_blr-L relation for the
current sample of reverberation-mapped active galaxies implies that the
majority of these sources have rapidly spinning black holes.Comment: 6 pages, 5 figures, to appear in ApJ
On Gauge Invariance of Noncommutative Chern-Simons Theories
Motivated by possible applications to condensed matter systems, in this paper
we construct U(N) noncommutative Chern-Simons (NCCS) action for a disc and for
a double-layer geometry, respectively. In both cases, gauge invariance severely
constrains the form of the NCCS action. In the first case, it is necessary to
introduce a group-valued boson field with a non-local chiral boundary action,
whose gauge variation cancels that of the bulk action. In the second case, the
coefficient matrix in the double U(N) NCCS action is restricted to be of
the form with all the matrix elements being the same integer . We suggest
that this double NCCS theory with U(1) gauge group describes the so-called
Halperin state in a double-layer quantum Hall system. Possible physical
consequences are addressed.Comment: 19 pages, 2 figures, revised versio
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