PEAK COVARIANCE STABILITY OF A RANDOM RICCATI EQUATION ARISING FROM KALMAN FILTERING WITH OBSERVATION LOSSES

We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one.     

CONSTRUCTIVE KISSING NUMBERS IN HIGH-DIMENSIONAL SPACES

In the present paper, we focus on constructive spherical codes. By employing algebraic geometry codes, we give an explicit construction of spherical code sequences. By making use of the idea involved in the proof of the Gilbert-Varshamov bound in coding theory, we construct a spherical code sequence in exponential time which meets the best-known asymptotic bound by Shamsiev and Wyner.     

聚合物薄膜和纤维的强度及寿命的统计学性质

这本专著是由1999年出版的俄语版《高分子膜的强度和破裂》一书修订和扩充而来的。书中展示了作者在脆性和准脆性断裂的固态高分子方面长期做的理论性和实验研究的结果。作者对各种状况下聚合物断裂的统计学特性进行了综合而详细的研究，包括不同的温度、不同的机械应力、不同表面活性媒质、紫外线和1光照射、化学混合物作用等等各种不同条件下的统计学特性。该研究的关键在于发现了两种主要的强度状态：块体试样的低强度状态和纤维及薄膜的高强度状态。书中详细研究了这两种强度状态下的破裂模型的差别。     

电荷掺杂和杂原子掺杂聚硅烷的比较性理论研究

本文利用GAUSSIAN 03程序包中的密度泛函理论,在B3LYP/6-31G(d)水平下,对聚21硅烷、电荷掺杂的聚21硅烷以及杂原子(硼和磷)掺杂的聚21硅烷进行几何全优化,并对它们的几何结构和自旋密度进行了比较性理论研究.结果表明,电荷掺杂能使聚硅烷的Si—Si键长增长,其极子分布几乎遍及了聚21硅烷的整个链;而杂原子(B、P)的掺杂对聚硅烷的影响主要集中在与B、P原子相邻的Si原子上,极子分布仅局域在B、P原子附近的3~5个原子上.     

Philosophy of chemistry and the image of science

The philosophical analysis of chemistry has advanced at such a pace during the last dozen years that the existence of philosophy of chemistry as an autonomous discipline cannot be doubted any more. The present paper will attempt to analyse the experience of philosophy of chemistry at the, so to say, meta-level. Philosophers of chemistry have especially stressed that all sciences need not be similar to physics. They have tried to argue for chemistry as its own type of science and for a pluralistic understanding of science in general. However, when stressing the specific character of chemistry, philosophers do not always analyse the question ‘What is science?’ theoretically. It is obvious that a ‘monistic’ understanding of science should not be based simply on physics as the epitome of science, regarding it as a historical accident that physics has obtained this status. The author’s point is that the philosophical and methodological image of science should not be chosen arbitrarily; instead, it should be theoretically elaborated as an idealization (theoretical model) substantiated on the historical practice of science. It is argued that although physics has, in a sense, justifiably obtained the status of a paradigm of science, chemistry, which is not simply a physical science, but a discipline with a dual character, is also relevant for elaborating a theoretical model of science. The theoretical model of science is a good tool for examining various issues in philosophy of chemistry as well as in philosophy of science or science studies generally.     

Global Optimization in Any Minkowski Metric: A Permutation-Translation Simulated Annealing Algorithm for Multidimensional Scaling

It is well known that considering a non-Euclidean Minkowski metric in Multidimensional Scaling, either for the distance model or for the loss function, increases the computational problem of local minima considerably. In this paper, we propose an algorithm in which both the loss function and the composition rule can be considered in any Minkowski metric, using a multivariate randomly alternating Simulated Annealing procedure with permutation and translation phases. The algorithm has been implemented in Fortran and tested over classical and simulated data matrices with sizes up to 200 objects. A study has been carried out with some of the common loss functions to determine the most suitable values for the main parameters. The experimental results confirm the theoretical expectation that Simulated Annealing is a suitable strategy to deal by itself with the optimization problems in Multidimensional Scaling, in particular for City-Block, Euclidean and Infinity metrics.     

A non-commutative time-frequency tomography

The characterization of non-stationary signal requires joint time and frequency information. However, time and frequency are a pair of non-commuting variables that cannot constitute a joint probability density in the time-frequency plane. The time-frequency distributions have difficult interpretation problems arising from negative and complex values or spurious components. In this paper, we get time-frequency information from the marginal distributions in rotated directions in the time-frequency plane. The rigorous probability interpretation of the marginal distributions is without any ambiguities. This time-frequency transformation is similar to the computerized axial tomography (CT or CAT) and is applied to signal analysis and signal detection and reveals a lot of advantages especially in the signal detection of the low signal/noise (S/N).     

Forecasting volatility by means of threshold models

The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd.     

Conflict Pattern Analysis: Preparing the Ground for Participation in Policy Implementation

The participation of non-state actors in implementation processes is often understood as a means to increase compliance efficiency. But the implementation of spatial policies frequently focuses on pre-established goals, processes and instruments and thus renders difficult open discourse and shared decision-making. This paper introduces conflict pattern analysis (CPA) as a tool that supports the analysis of the actual actor constellation in order to define efficient approaches that avoid common problems of participatory processes. CPA is a semi-formalised method that helps to identify key-actors, their relations and interaction amongst each other as well as their core beliefs, interests and resources. It aggregates this information to interaction patterns that can be compared, classified and linked to different participatory methods on a theoretically informed basis. Particularly on the local and regional level, this could be the first step for successful (participatory) implementation strategies.