18,863 research outputs found

    Optimal linear estimation under unknown nonlinear transform

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    Linear regression studies the problem of estimating a model parameter β∗∈Rp\beta^* \in \mathbb{R}^p, from nn observations {(yi,xi)}i=1n\{(y_i,\mathbf{x}_i)\}_{i=1}^n from linear model yi=⟨xi,β∗⟩+ϵiy_i = \langle \mathbf{x}_i,\beta^* \rangle + \epsilon_i. We consider a significant generalization in which the relationship between ⟨xi,β∗⟩\langle \mathbf{x}_i,\beta^* \rangle and yiy_i is noisy, quantized to a single bit, potentially nonlinear, noninvertible, as well as unknown. This model is known as the single-index model in statistics, and, among other things, it represents a significant generalization of one-bit compressed sensing. We propose a novel spectral-based estimation procedure and show that we can recover β∗\beta^* in settings (i.e., classes of link function ff) where previous algorithms fail. In general, our algorithm requires only very mild restrictions on the (unknown) functional relationship between yiy_i and ⟨xi,β∗⟩\langle \mathbf{x}_i,\beta^* \rangle. We also consider the high dimensional setting where β∗\beta^* is sparse ,and introduce a two-stage nonconvex framework that addresses estimation challenges in high dimensional regimes where p≫np \gg n. For a broad class of link functions between ⟨xi,β∗⟩\langle \mathbf{x}_i,\beta^* \rangle and yiy_i, we establish minimax lower bounds that demonstrate the optimality of our estimators in both the classical and high dimensional regimes.Comment: 25 pages, 3 figure

    Modified evolution of stellar binaries from supermassive black hole binaries

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    The evolution of main sequence binaries resided in the galactic centre is influenced a lot by the central super massive black hole (SMBH). Due to this perturbation, the stars in a dense environment are likely to experience mergers or collisions through secular or non-secular interactions. In this work, we study the dynamics of the stellar binaries at galactic center, perturbed by another distant SMBH. Geometrically, such a four-body system is supposed to be decomposed into the inner triple (SMBH-star-star) and the outer triple (SMBH-stellar binary-SMBH). We survey the parameter space and determine the criteria analytically for the stellar mergers and the tidal disruption events (TDEs). For a relative distant and equal masses SMBH binary, the stars have more opportunities to merge as a result from the Lidov-Kozai(LK) oscillations in the inner triple. With a sample of tight stellar binaries, our numerical experiments reveal that a significant fraction of the binaries, ~70 per cent, experience merger eventually. Whereas the majority of the stellar TDEs are likely to occur at a close periapses to the SMBH, induced by the outer Kozai effect. The tidal disruptions are found numerically as many as ~10 per cent for a close SMBH binary that is enhanced significantly than the one without the external SMBH. These effects require the outer perturber to have an inclined orbit (>=40 degree) relatively to the inner orbital plane and may lead to a burst of the extremely astronomical events associated with the detection of the SMBH binary.Comment: 12 pages, 9 figures, MNRAS in pres

    Towards a minimal order distributed observer for linear systems

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    In this paper we consider the distributed estimation problem for continuous-time linear time-invariant (LTI) systems. A single linear plant is observed by a network of local observers. Each local observer in the network has access to only part of the output of the observed system, but can also receive information on the state estimates of its neigbours. Each local observer should in this way generate an estimate of the plant state. In this paper we study the problem of existence of a reduced order distributed observer. We show that if the observed system is observable and the network graph is a strongly connected directed graph, then a distributed observer exists with state space dimension equal to Nn−∑i=1NpiNn - \sum_{i =1}^N p_i, where NN is the number of network nodes, nn is the state space dimension of the observed plant, and pip_i is the rank of the output matrix of the observed output received by the iith local observer. In the case of a single observer, this result specializes to the well-known minimal order observer in classical observer design.Comment: 12 pages, 1 figur
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