The estimation of covariance matrices is central in array signal processing systems. This note addresses complex covariance estimation for the situation, where the complex data are available only as independent pairwi...The estimation of covariance matrices is central in array signal processing systems. This note addresses complex covariance estimation for the situation, where the complex data are available only as independent pairwise sets （observations） corresponding to individual elements of the matrix. The formulation for the empirical estimate and the normal maximum likelihood estimate is developed for the general case of different sample sizes for each observation. The approach allows, for example, the estimate of the p by p covariance matrix of a p-port sensor array from a two-port measurement instrument.展开更多
The authors establish the approximations to the distribution of M-estimates in a linear model by the bootstrap and the linear representation of bootstrap M-estimation, and prove that the approximation is valid in prob...The authors establish the approximations to the distribution of M-estimates in a linear model by the bootstrap and the linear representation of bootstrap M-estimation, and prove that the approximation is valid in probability 1. A simulation is made to show the effects of bootstrap approximation, randomly weighted approximation and normal approximation.展开更多
<span style="font-family:Verdana;">This paper represents</span> <span style="font-family:Verdana;">a continuation of</span><span style="color:#C45911;"> <...<span style="font-family:Verdana;">This paper represents</span> <span style="font-family:Verdana;">a continuation of</span><span style="color:#C45911;"> </span><span><span style="white-space:nowrap;"><a href="#ref1" target="_blank">[1]</a></span><span style="font-family:Verdana;"> and</span> <span style="white-space:nowrap;"><a href="#ref2" target="_blank">[2]</a></span></span><span style="font-family:Verdana;">. </span><span style="font-family:Verdana;">Here, we consider the numerical analysis of a non-trivial frictional contact problem in a form of a system of evolution nonlinear partial differential equations. The model describes the equilibrium of a viscoelastic body in sliding contact with a moving foundation. The contact is modeled with a multivalued normal compliance condition with memory term restricted by a unilateral constraint and is associated with a sliding version of Coulomb’s law of dry friction. After a description of the model and some assumptions, we derive a variational formulation of the problem, which consists of a system coupling a variational inequality for the displacement field and a nonlinear equation for the stress field. Then, we introduce a fully discrete scheme for the numerical approximation of the sliding contact problem. Under certain solution regularity assumptions, we derive an optimal order error estimate and we provide numerical validation of this result by considering some numerical simulations in the study of a two-dimensional problem.</span>展开更多
文摘The estimation of covariance matrices is central in array signal processing systems. This note addresses complex covariance estimation for the situation, where the complex data are available only as independent pairwise sets （observations） corresponding to individual elements of the matrix. The formulation for the empirical estimate and the normal maximum likelihood estimate is developed for the general case of different sample sizes for each observation. The approach allows, for example, the estimate of the p by p covariance matrix of a p-port sensor array from a two-port measurement instrument.
基金supported by Fund of 211 Program of SHUFEFund of Educational Committee of Shanghai
文摘The authors establish the approximations to the distribution of M-estimates in a linear model by the bootstrap and the linear representation of bootstrap M-estimation, and prove that the approximation is valid in probability 1. A simulation is made to show the effects of bootstrap approximation, randomly weighted approximation and normal approximation.
文摘<span style="font-family:Verdana;">This paper represents</span> <span style="font-family:Verdana;">a continuation of</span><span style="color:#C45911;"> </span><span><span style="white-space:nowrap;"><a href="#ref1" target="_blank">[1]</a></span><span style="font-family:Verdana;"> and</span> <span style="white-space:nowrap;"><a href="#ref2" target="_blank">[2]</a></span></span><span style="font-family:Verdana;">. </span><span style="font-family:Verdana;">Here, we consider the numerical analysis of a non-trivial frictional contact problem in a form of a system of evolution nonlinear partial differential equations. The model describes the equilibrium of a viscoelastic body in sliding contact with a moving foundation. The contact is modeled with a multivalued normal compliance condition with memory term restricted by a unilateral constraint and is associated with a sliding version of Coulomb’s law of dry friction. After a description of the model and some assumptions, we derive a variational formulation of the problem, which consists of a system coupling a variational inequality for the displacement field and a nonlinear equation for the stress field. Then, we introduce a fully discrete scheme for the numerical approximation of the sliding contact problem. Under certain solution regularity assumptions, we derive an optimal order error estimate and we provide numerical validation of this result by considering some numerical simulations in the study of a two-dimensional problem.</span>
