We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics ...We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics of known distribution through randomization.The test statistic checks for breaks in the structure of factor models,including changes in factor loadings and increases in the number of factors.We give the results of simulation experiments and test the factor structure of the stock return data of China’s and U.S.stock markets from January 1,2017,to December 31,2019.Our method performs well in both simulations and real data.展开更多
A modified multiple-component scattering power decomposition for analyzing polarimetric synthetic aperture radar(PolSAR)data is proposed.The modified decomposition involves two distinct steps.Firstly,ei⁃genvectors of ...A modified multiple-component scattering power decomposition for analyzing polarimetric synthetic aperture radar(PolSAR)data is proposed.The modified decomposition involves two distinct steps.Firstly,ei⁃genvectors of the coherency matrix are used to modify the scattering models.Secondly,the entropy and anisotro⁃py of targets are used to improve the volume scattering power.With the guarantee of high double-bounce scatter⁃ing power in the urban areas,the proposed algorithm effectively improves the volume scattering power of vegeta⁃tion areas.The efficacy of the modified multiple-component scattering power decomposition is validated using ac⁃tual AIRSAR PolSAR data.The scattering power obtained through decomposing the original coherency matrix and the coherency matrix after orientation angle compensation is compared with three algorithms.Results from the experiment demonstrate that the proposed decomposition yields more effective scattering power for different PolSAR data sets.展开更多
The small-signal model of the photovoltaic generation system was built in a few references,and the sensitivity study of the dynamics process was performed.However,the dynamic model of the photovoltaic(PV)cells was not...The small-signal model of the photovoltaic generation system was built in a few references,and the sensitivity study of the dynamics process was performed.However,the dynamic model of the photovoltaic(PV)cells was not considered in these references,and the small-signal stability analysis and controllers'parameters design were not carried out using the proposed small-signal model.Therefore,a complete small-signal model of the photovoltaic generation system containing PV panels,inverters,controllers and power grid was built.The stability of the system after suffering a small disturbance was analyzed according to the eigenvalues.By means of eigenvalues participation factors analysis,the sensitivity of each mode to state variables was learnt,thereby the origin and characteristics of each mode was disclosed.Then,the eigenvalues traces were calculated,according to which controller's parameters were designed.A simulation model of the system based on Matlab/Simulink was presented.The simulation results show that the system is stable after suffering small disturbance of solar radiation intensity step,the design of the controller's parameters is proper,and the system dynamic responses are consistent with the result of small-signal analysis,which proved that the small-signal modeling and analysis in this paper are correct.展开更多
Because of the increasing penetration of photovoltaic generation,the small-signal modeling and analysis of photovoltaic generation system has become a new research area.For studying the stability of a photovoltaic(PV)...Because of the increasing penetration of photovoltaic generation,the small-signal modeling and analysis of photovoltaic generation system has become a new research area.For studying the stability of a photovoltaic(PV)generation system after a small disturbance takes place and the parameters of the system are effectively designed,a complete small signal model of the system is built.展开更多
In this paper, a theoretical model of multi-level, non-spherical scatterers is developed for fully polarimetric scattering from tree canopy in SAR imaging at C band. The amplitude functions of non-spherical particles ...In this paper, a theoretical model of multi-level, non-spherical scatterers is developed for fully polarimetric scattering from tree canopy in SAR imaging at C band. The amplitude functions of non-spherical particles with randomly spatial orientation are derived by the generalized Rayleigh-Gans (GRG) approximation. The non-diagonal extinction matrix and the Mueller matrix solution are constructed. Numerical solutions of polarimetric scattering of four Stokes parameters from random, non-spherical scatterers are obtained. To physically identify polarimetric scattering of the Mueller matrix solution, the coherency matrix and its eigen-analysis are discussed. Functional dependence of the coherency matrix and entropy upon various parameters are obtained. As an application, the analysis of AirSAR images at P, L, C bands is discussed.展开更多
A low-complexity method for direction of arrival（DOA） estimation based on estimation signal parameters via rotational invariance technique（ESPRIT） is proposed.Instead of using the cross-correlation vectors in mult...A low-complexity method for direction of arrival（DOA） estimation based on estimation signal parameters via rotational invariance technique（ESPRIT） is proposed.Instead of using the cross-correlation vectors in multistage Wiener filter（MSWF）,the orthogonal residual vectors obtained in conjugate gradient（CG） method span the signal subspace used by ESPRIT.The computational complexity of the proposed method is significantly reduced,since the signal subspace estimation mainly needs two matrixvector complex multiplications at the iteration of data level.Furthermore,the prior training data are not needed in the proposed method.To overcome performance degradation at low signal to noise ratio（SNR）,the expanded signal subspace spanned by more basis vectors is used and simultaneously renders ESPRIT yield redundant DOAs,which can be excluded by performing ESPRIT once more using the unexpanded signal subspace.Compared with the traditional ESPRIT methods by MSWF and eigenvalue decomposition（EVD）,numerical results demonstrate the satisfactory performance of the proposed method.展开更多
Water resource allocation was defined as an input-output question in this paper, and a preliminary input-output index system was set up. Then GEM （group eigenvalue method）-MAUE （multi-attribute utility theory） mod...Water resource allocation was defined as an input-output question in this paper, and a preliminary input-output index system was set up. Then GEM （group eigenvalue method）-MAUE （multi-attribute utility theory） model was applied to evaluate relative efficiency of water resource allocation plans. This model determined weights of indicators by GEM, and assessed the allocation schemes by MAUE. Compared with DEA （Data Envelopment Analysis） or ANN （Artificial Neural Networks）, the mode was more applicable in some cases where decision-makers had preference for certain indicators展开更多
The novel information criterion （NIC） algorithm can find the principal subspace quickly, but it is not an actual principal component analysis （PCA） algorithm and hence it cannot find the orthonormal eigen-space wh...The novel information criterion （NIC） algorithm can find the principal subspace quickly, but it is not an actual principal component analysis （PCA） algorithm and hence it cannot find the orthonormal eigen-space which corresponds to the principal component of input vector. This defect limits its application in practice. By weighting the neural network＇s output of NIC, a modified novel information criterion （MNIC） algorithm is presented. MNIC extractes the principal components and corresponding eigenvectors in a parallel online learning program, and overcomes the NIC＇s defect. It is proved to have a single global optimum and nonquadratic convergence rate, which is superior to the conventional PCA online algorithms such as Oja and LMSER. The relationship among Oja, LMSER and MNIC is exhibited. Simulations show that MNIC could converge to the optimum fast. The validity of MNIC is proved.展开更多
A new hybrid Freeman/eigenvalue decomposition based on the orientation angle compensation and the various extended volume models for polarimetric synthetic aperture radar(PolSAR) data are presented. There are three st...A new hybrid Freeman/eigenvalue decomposition based on the orientation angle compensation and the various extended volume models for polarimetric synthetic aperture radar(PolSAR) data are presented. There are three steps in the novel version of the three-component model-based decomposition.Firstly, two special unitary transform matrices are applied on the coherency matrix for deorientation to decrease the correlation between the co-polarized term and the cross-polarized term.Secondly, two new conditions are proposed to distinguish the manmade structures and the nature media after the orientation angle compensation. Finally, in order to adapt to the scattering properties of different media, five different volume scattering models are used to decompose the coherency matrix. These new conditions pre-resolves man-made structures, which is beneficial to the subsequent selection of a more suitable volume scattering model.Fully PolSAR data on San Francisco are used in the experiments to prove the efficiency of the proposed hybrid Freeman/eigenvalue decomposition.展开更多
Under dense urban fading environment, performance of joint multi-path parameter estimation method based on traditional point signal model degrades seriously. In this paper, a new space and time signal model based on m...Under dense urban fading environment, performance of joint multi-path parameter estimation method based on traditional point signal model degrades seriously. In this paper, a new space and time signal model based on multipath distribution function is given after new space and time manifold is reconstructed. Then joint spacetime signal subspace is obtained by converting acquired channel from time domain to frequency domain .Then space and time spectrum is formulated by the space sub-matrix and time sub-matrix taken out of joint space-time signal subspace, and parameters are estimated by searching the minimum eigenvalues of the space matrix and the time matrix. Lastly, A space and time parameters matching process is performed by using the orthogonal property between joint noise subspace and the space-time manifold. In contrast with tradition MUSIC, the algorithm we present here only need two 1- dimension searching and was not sensitive to different distribution function.展开更多
The attitude tracking control problem is addressed for hypersonic vehicles under actuator faults that may cause an uncertain time-varying control gain matrix.An adaptive compensation scheme is developed to ensure syst...The attitude tracking control problem is addressed for hypersonic vehicles under actuator faults that may cause an uncertain time-varying control gain matrix.An adaptive compensation scheme is developed to ensure system stability and asymptotic tracking properties,including a kinematic control signal and a dynamic control signal.To deal with the uncertainties of the control gain matrix,a new positive definite one is constructed.The minimum eigenvalue of such a new control gain matrix is estimated.Simulation results of application to an X-33 vehicle model verify the effectiveness of the proposed minimum eigenvalue based adaptive fault compensation scheme.展开更多
Direct dynamics simulations are a useful and general approach for studying the atomistic properties of complex chemical systems because they do not require fitting an analytic potential energy function.Hessian-based p...Direct dynamics simulations are a useful and general approach for studying the atomistic properties of complex chemical systems because they do not require fitting an analytic potential energy function.Hessian-based predictor-corrector integrators are a widely used approach for calculating the trajectories of moving atoms in direct dynamics simulations.We employ a monodromy matrix to propose a tool for evaluating the accuracy of integrators in the trajectory calculation.We choose a general velocity Verlet as a different object.We also simulate molecular with hydrogen(CO_2) and molecular with hydrogen(H_2O) motions.Comparing the eigenvalues of monodromy matrix,many simulations show that Hessian-based predictor-corrector integrators perform well for Hessian updates and non-Hessian updates.Hessian-based predictor-corrector integrator with Hessian update has a strong performance in the H_2O simulations.Hessian-based predictor-corrector integrator with Hessian update has a strong performance when the integrating step of the velocity Verlet approach is tripled for the predicting step.In the CO_2 simulations,a strong performance occurs when the integrating step is a multiple of five.展开更多
The correlation matrix, which is widely used in eigenvalue decomposition （EVD） or singular value decomposition （SVD）, usually can be denoted by R = E[yiy＇i]. A novel method for constructing the correlation matrix...The correlation matrix, which is widely used in eigenvalue decomposition （EVD） or singular value decomposition （SVD）, usually can be denoted by R = E[yiy＇i]. A novel method for constructing the correlation matrix R is proposed. The proposed algorithm can improve the resolving power of the signal eigenvalues and overcomes the shortcomings of the traditional subspace methods, which cannot be applied to low SNR. Then the proposed method is applied to the direct sequence spread spectrum （DSSS） signal＇s signature sequence estimation. The performance of the proposed algorithm is analyzed, and some illustrative simulation results are presented.展开更多
By using the characteristic properties of the anti-Hermitian generalized anti-Hamiltonian matrices, we prove some necessary and sufficient conditions of the solvability for algebra inverse eigenvalue problem of anti-H...By using the characteristic properties of the anti-Hermitian generalized anti-Hamiltonian matrices, we prove some necessary and sufficient conditions of the solvability for algebra inverse eigenvalue problem of anti-Hermitian generalized anti-Hamiltonian matrices, and obtain a general expression of the solution to this problem. By using the properties of the orthogonal projection matrix, we also obtain the expression of the solution to optimal approximate problem of an n× n complex matrix under spectral restriction.展开更多
基金supported by the National Natural Science Foundation of China(12001517,72091212)the USTC Research Funds of the Double First-Class Initiative(YD2040002005)the Fundamental Research Funds for the Central Universities(WK2040000026,WK2040000027)。
文摘We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics of known distribution through randomization.The test statistic checks for breaks in the structure of factor models,including changes in factor loadings and increases in the number of factors.We give the results of simulation experiments and test the factor structure of the stock return data of China’s and U.S.stock markets from January 1,2017,to December 31,2019.Our method performs well in both simulations and real data.
基金Supported by the National Natural Science Foundation of China(62376214)the Natural Science Basic Research Program of Shaanxi(2023-JC-YB-533)Foundation of Ministry of Education Key Lab.of Cognitive Radio and Information Processing(Guilin University of Electronic Technology)(CRKL200203)。
文摘A modified multiple-component scattering power decomposition for analyzing polarimetric synthetic aperture radar(PolSAR)data is proposed.The modified decomposition involves two distinct steps.Firstly,ei⁃genvectors of the coherency matrix are used to modify the scattering models.Secondly,the entropy and anisotro⁃py of targets are used to improve the volume scattering power.With the guarantee of high double-bounce scatter⁃ing power in the urban areas,the proposed algorithm effectively improves the volume scattering power of vegeta⁃tion areas.The efficacy of the modified multiple-component scattering power decomposition is validated using ac⁃tual AIRSAR PolSAR data.The scattering power obtained through decomposing the original coherency matrix and the coherency matrix after orientation angle compensation is compared with three algorithms.Results from the experiment demonstrate that the proposed decomposition yields more effective scattering power for different PolSAR data sets.
基金Supported by the National Basic Research Program(973 Program)of China(2013CB329402)the National Natural Science Foundation of China(61473215,61472306,61271302,61272282,61272176)
文摘The small-signal model of the photovoltaic generation system was built in a few references,and the sensitivity study of the dynamics process was performed.However,the dynamic model of the photovoltaic(PV)cells was not considered in these references,and the small-signal stability analysis and controllers'parameters design were not carried out using the proposed small-signal model.Therefore,a complete small-signal model of the photovoltaic generation system containing PV panels,inverters,controllers and power grid was built.The stability of the system after suffering a small disturbance was analyzed according to the eigenvalues.By means of eigenvalues participation factors analysis,the sensitivity of each mode to state variables was learnt,thereby the origin and characteristics of each mode was disclosed.Then,the eigenvalues traces were calculated,according to which controller's parameters were designed.A simulation model of the system based on Matlab/Simulink was presented.The simulation results show that the system is stable after suffering small disturbance of solar radiation intensity step,the design of the controller's parameters is proper,and the system dynamic responses are consistent with the result of small-signal analysis,which proved that the small-signal modeling and analysis in this paper are correct.
文摘Because of the increasing penetration of photovoltaic generation,the small-signal modeling and analysis of photovoltaic generation system has become a new research area.For studying the stability of a photovoltaic(PV)generation system after a small disturbance takes place and the parameters of the system are effectively designed,a complete small signal model of the system is built.
文摘In this paper, a theoretical model of multi-level, non-spherical scatterers is developed for fully polarimetric scattering from tree canopy in SAR imaging at C band. The amplitude functions of non-spherical particles with randomly spatial orientation are derived by the generalized Rayleigh-Gans (GRG) approximation. The non-diagonal extinction matrix and the Mueller matrix solution are constructed. Numerical solutions of polarimetric scattering of four Stokes parameters from random, non-spherical scatterers are obtained. To physically identify polarimetric scattering of the Mueller matrix solution, the coherency matrix and its eigen-analysis are discussed. Functional dependence of the coherency matrix and entropy upon various parameters are obtained. As an application, the analysis of AirSAR images at P, L, C bands is discussed.
文摘A low-complexity method for direction of arrival（DOA） estimation based on estimation signal parameters via rotational invariance technique（ESPRIT） is proposed.Instead of using the cross-correlation vectors in multistage Wiener filter（MSWF）,the orthogonal residual vectors obtained in conjugate gradient（CG） method span the signal subspace used by ESPRIT.The computational complexity of the proposed method is significantly reduced,since the signal subspace estimation mainly needs two matrixvector complex multiplications at the iteration of data level.Furthermore,the prior training data are not needed in the proposed method.To overcome performance degradation at low signal to noise ratio（SNR）,the expanded signal subspace spanned by more basis vectors is used and simultaneously renders ESPRIT yield redundant DOAs,which can be excluded by performing ESPRIT once more using the unexpanded signal subspace.Compared with the traditional ESPRIT methods by MSWF and eigenvalue decomposition（EVD）,numerical results demonstrate the satisfactory performance of the proposed method.
文摘Water resource allocation was defined as an input-output question in this paper, and a preliminary input-output index system was set up. Then GEM （group eigenvalue method）-MAUE （multi-attribute utility theory） model was applied to evaluate relative efficiency of water resource allocation plans. This model determined weights of indicators by GEM, and assessed the allocation schemes by MAUE. Compared with DEA （Data Envelopment Analysis） or ANN （Artificial Neural Networks）, the mode was more applicable in some cases where decision-makers had preference for certain indicators
文摘The novel information criterion （NIC） algorithm can find the principal subspace quickly, but it is not an actual principal component analysis （PCA） algorithm and hence it cannot find the orthonormal eigen-space which corresponds to the principal component of input vector. This defect limits its application in practice. By weighting the neural network＇s output of NIC, a modified novel information criterion （MNIC） algorithm is presented. MNIC extractes the principal components and corresponding eigenvectors in a parallel online learning program, and overcomes the NIC＇s defect. It is proved to have a single global optimum and nonquadratic convergence rate, which is superior to the conventional PCA online algorithms such as Oja and LMSER. The relationship among Oja, LMSER and MNIC is exhibited. Simulations show that MNIC could converge to the optimum fast. The validity of MNIC is proved.
基金supported by the National Natural Science Foundation of China(41704118 11747032)+2 种基金the Natural Science Basic Research Plan in Shaanxi Province of China(2017JQ6065 2017JQ4017)the Special Scientific Research Project of Shaanxi Provincial Education Department(18JK0549)
文摘A new hybrid Freeman/eigenvalue decomposition based on the orientation angle compensation and the various extended volume models for polarimetric synthetic aperture radar(PolSAR) data are presented. There are three steps in the novel version of the three-component model-based decomposition.Firstly, two special unitary transform matrices are applied on the coherency matrix for deorientation to decrease the correlation between the co-polarized term and the cross-polarized term.Secondly, two new conditions are proposed to distinguish the manmade structures and the nature media after the orientation angle compensation. Finally, in order to adapt to the scattering properties of different media, five different volume scattering models are used to decompose the coherency matrix. These new conditions pre-resolves man-made structures, which is beneficial to the subsequent selection of a more suitable volume scattering model.Fully PolSAR data on San Francisco are used in the experiments to prove the efficiency of the proposed hybrid Freeman/eigenvalue decomposition.
基金the National Natural Science Foundation of China (60372022).
文摘Under dense urban fading environment, performance of joint multi-path parameter estimation method based on traditional point signal model degrades seriously. In this paper, a new space and time signal model based on multipath distribution function is given after new space and time manifold is reconstructed. Then joint spacetime signal subspace is obtained by converting acquired channel from time domain to frequency domain .Then space and time spectrum is formulated by the space sub-matrix and time sub-matrix taken out of joint space-time signal subspace, and parameters are estimated by searching the minimum eigenvalues of the space matrix and the time matrix. Lastly, A space and time parameters matching process is performed by using the orthogonal property between joint noise subspace and the space-time manifold. In contrast with tradition MUSIC, the algorithm we present here only need two 1- dimension searching and was not sensitive to different distribution function.
基金supported by the National Natural Science Foundation of China(62020106003,62273177,62233009)the Natural Science Foundation of Jiangsu Province of China(BK20222012,BK20211566)+1 种基金the Programme of Introducing Talents of Discipline to Universities of China(B20007)the Research Fund of State Key Laboratory of Mechanics and Control of Mechanical Structures(Nanjing University of Aeronautics and Astronautics)(MCMS-I-0121G03).
文摘The attitude tracking control problem is addressed for hypersonic vehicles under actuator faults that may cause an uncertain time-varying control gain matrix.An adaptive compensation scheme is developed to ensure system stability and asymptotic tracking properties,including a kinematic control signal and a dynamic control signal.To deal with the uncertainties of the control gain matrix,a new positive definite one is constructed.The minimum eigenvalue of such a new control gain matrix is estimated.Simulation results of application to an X-33 vehicle model verify the effectiveness of the proposed minimum eigenvalue based adaptive fault compensation scheme.
基金Project(2016JJ2029)supported by Hunan Provincial Natural Science Foundation of ChinaProject(2016WLZC014)supported by the Open Research Fund of Hunan Provincial Key Laboratory of Network Investigational TechnologyProject(2015HNWLFZ059)supported by the Open Research Fund of Key Laboratory of Network Crime Investigation of Hunan Provincial Colleges,China
文摘Direct dynamics simulations are a useful and general approach for studying the atomistic properties of complex chemical systems because they do not require fitting an analytic potential energy function.Hessian-based predictor-corrector integrators are a widely used approach for calculating the trajectories of moving atoms in direct dynamics simulations.We employ a monodromy matrix to propose a tool for evaluating the accuracy of integrators in the trajectory calculation.We choose a general velocity Verlet as a different object.We also simulate molecular with hydrogen(CO_2) and molecular with hydrogen(H_2O) motions.Comparing the eigenvalues of monodromy matrix,many simulations show that Hessian-based predictor-corrector integrators perform well for Hessian updates and non-Hessian updates.Hessian-based predictor-corrector integrator with Hessian update has a strong performance in the H_2O simulations.Hessian-based predictor-corrector integrator with Hessian update has a strong performance when the integrating step of the velocity Verlet approach is tripled for the predicting step.In the CO_2 simulations,a strong performance occurs when the integrating step is a multiple of five.
文摘The correlation matrix, which is widely used in eigenvalue decomposition （EVD） or singular value decomposition （SVD）, usually can be denoted by R = E[yiy＇i]. A novel method for constructing the correlation matrix R is proposed. The proposed algorithm can improve the resolving power of the signal eigenvalues and overcomes the shortcomings of the traditional subspace methods, which cannot be applied to low SNR. Then the proposed method is applied to the direct sequence spread spectrum （DSSS） signal＇s signature sequence estimation. The performance of the proposed algorithm is analyzed, and some illustrative simulation results are presented.
基金Project(10171031) supported by the National Natural Science Foundation of China
文摘By using the characteristic properties of the anti-Hermitian generalized anti-Hamiltonian matrices, we prove some necessary and sufficient conditions of the solvability for algebra inverse eigenvalue problem of anti-Hermitian generalized anti-Hamiltonian matrices, and obtain a general expression of the solution to this problem. By using the properties of the orthogonal projection matrix, we also obtain the expression of the solution to optimal approximate problem of an n× n complex matrix under spectral restriction.
