We study the random dynamical system （RDS） generated by the Benald flow problem with multiplicative noise and prove the existence of a compact random attractor for such RDS.
本文提出了一种基于OFDM(Orthogonal Frequency Division Multiplexing)系统的两次一维(2×1-D)维纳滤波信道估计的噪声方差优化方法.对于2×1-D维纳滤波信道估计,维纳滤波将先后应用于频域维和时域维,而两次滤波时的噪声方差...本文提出了一种基于OFDM(Orthogonal Frequency Division Multiplexing)系统的两次一维(2×1-D)维纳滤波信道估计的噪声方差优化方法.对于2×1-D维纳滤波信道估计,维纳滤波将先后应用于频域维和时域维,而两次滤波时的噪声方差实际是不相同的,但现有的2×1-D维纳滤波信道估计方法没有考虑噪声的变化.本文首先分析出了第一次滤波后残余的噪声方差,并将其优化的结果应用于第二次滤波中,然后根据不同的优化准则对信道估计性能进行了评估.仿真结果表明,同未对噪声方差优化的信道估计方法相比,本方法具有更优的性能,且非常接近两维维纳(2-D)滤波方法.展开更多
We analyze the discretization of a Neumann boundary control problem with a stochastic parabolic equation, where additive noise occurs in the Neumann boundary condition. The convergence is established for general filtr...We analyze the discretization of a Neumann boundary control problem with a stochastic parabolic equation, where additive noise occurs in the Neumann boundary condition. The convergence is established for general filtration, and the convergence rate O(τ1/4-?+ h1/2-?) is derived for the natural filtration of the Q-Wiener process.展开更多
基金Supported by the China Postdoctoral Science Foundation (No. 2005038326)
文摘We study the random dynamical system （RDS） generated by the Benald flow problem with multiplicative noise and prove the existence of a compact random attractor for such RDS.
文摘本文提出了一种基于OFDM(Orthogonal Frequency Division Multiplexing)系统的两次一维(2×1-D)维纳滤波信道估计的噪声方差优化方法.对于2×1-D维纳滤波信道估计,维纳滤波将先后应用于频域维和时域维,而两次滤波时的噪声方差实际是不相同的,但现有的2×1-D维纳滤波信道估计方法没有考虑噪声的变化.本文首先分析出了第一次滤波后残余的噪声方差,并将其优化的结果应用于第二次滤波中,然后根据不同的优化准则对信道估计性能进行了评估.仿真结果表明,同未对噪声方差优化的信道估计方法相比,本方法具有更优的性能,且非常接近两维维纳(2-D)滤波方法.
基金supported by National Natural Science Foundation of China (Grant No.11901410)the Fundamental Research Funds for the Central Universities in China (Grant No. 2020SCU12063)。
文摘We analyze the discretization of a Neumann boundary control problem with a stochastic parabolic equation, where additive noise occurs in the Neumann boundary condition. The convergence is established for general filtration, and the convergence rate O(τ1/4-?+ h1/2-?) is derived for the natural filtration of the Q-Wiener process.
