This paper presents the derivation of Gauss-Newton filter in linear cases and an analysis of its properties. Based on the minimum variance theorem, the Gauss-Newton filter is constructed and derived, including its sta...This paper presents the derivation of Gauss-Newton filter in linear cases and an analysis of its properties. Based on the minimum variance theorem, the Gauss-Newton filter is constructed and derived, including its state transition equation, observation equation and filtering process. Then, the delicate relationship between the Gauss-Aitken filter and the Kalman filter is discussed and it is verified that without process noise the two filters are equivalent. Finally, some simulations are conducted. The result shows that the Gauss-Aitken filter is superior to the Kalman filter in some aspects.展开更多
The purpose of this article is to investigate (s, t)-weak tractability of multivariate linear problems in the average case set ting. The considered algorithms use finitely many evaluations of arbitrary linear function...The purpose of this article is to investigate (s, t)-weak tractability of multivariate linear problems in the average case set ting. The considered algorithms use finitely many evaluations of arbitrary linear functionals. Generally, we obtained matching necessary and sufficient conditions for (s,t)-weak tractability in terms of the corresponding non-increasing sequence of eigenvalues. Specifically, we discussed (s, t)-weak tractability of linear tensor product problems and obtained necessary and sufficient conditions in terms of the corresponding one-dimensional problem. As an example of applications, we discussed also (s,t)-weak tractability of a multivariate approximation problem.展开更多
The order of computational complexity of all bounded linear functional ap proximation problem is determined for the generalized Sobolev class Wp?（Id）, Nikolskii class H|∞k（Id） in the worst （deterministic）, stoc...The order of computational complexity of all bounded linear functional ap proximation problem is determined for the generalized Sobolev class Wp?（Id）, Nikolskii class H|∞k（Id） in the worst （deterministic）, stochastic and average case setting, from which it is concluded that the bounded linear functional approximation problem for the classes Wp?（Id） and H∞k（Id） is intractable in worst case setting, but is tractable with respect to stochastic and average case setting.展开更多
文摘This paper presents the derivation of Gauss-Newton filter in linear cases and an analysis of its properties. Based on the minimum variance theorem, the Gauss-Newton filter is constructed and derived, including its state transition equation, observation equation and filtering process. Then, the delicate relationship between the Gauss-Aitken filter and the Kalman filter is discussed and it is verified that without process noise the two filters are equivalent. Finally, some simulations are conducted. The result shows that the Gauss-Aitken filter is superior to the Kalman filter in some aspects.
基金supported by the National Natural Science Foundation of China(11471043,11671271)the Beijing Natural Science Foundation(1172004)
文摘The purpose of this article is to investigate (s, t)-weak tractability of multivariate linear problems in the average case set ting. The considered algorithms use finitely many evaluations of arbitrary linear functionals. Generally, we obtained matching necessary and sufficient conditions for (s,t)-weak tractability in terms of the corresponding non-increasing sequence of eigenvalues. Specifically, we discussed (s, t)-weak tractability of linear tensor product problems and obtained necessary and sufficient conditions in terms of the corresponding one-dimensional problem. As an example of applications, we discussed also (s,t)-weak tractability of a multivariate approximation problem.
基金Project supported by the Natural Science Foundation of China(10371009) and Research Fund for the Doctoral Program Higher Education.
文摘The order of computational complexity of all bounded linear functional ap proximation problem is determined for the generalized Sobolev class Wp?（Id）, Nikolskii class H|∞k（Id） in the worst （deterministic）, stochastic and average case setting, from which it is concluded that the bounded linear functional approximation problem for the classes Wp?（Id） and H∞k（Id） is intractable in worst case setting, but is tractable with respect to stochastic and average case setting.
