Solving the State Equation of a System by Walsh Function

In this paper, We deal with the solution of the state equation of a system by the Walsh function, that is, we shall find the solution of a matrix differential equation by the Walsh function, and introduce a solution of the higher-order matrix differential equation. First, after a certain transform, we turn the higher-order matrix differential equation into a state equation. Then we find the solution of the state equation by the Walsh function. Finally after a certain transform, we obtain a solution of the higher-order matrix differential equation.     

On the Circulant and Aperiodic Models of Deconvolution

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Unit roots versus other types of time heterogeneity,parameter time dependence and superexogeneity

This paper stresses the restrictive nature of the standard unit root/cointegration assumptions and examines a more general type of time heterogeneity, which might characterize a number of economic variables, and which results in parameter time dependence and misleading statistical inference. We show that in such cases ‘operational’ models cannot be obtained, and the estimation of time‐varying parameter models becomes necessary. For instance, economic processes subject to endemic change can only be adequately modelled in a state space form. This is a very important point, because unstable models will break down when used for forecasting purposes. We also discuss a new test for the null of cointegration developed by Quintos and Phillips (1993), which is based on parameter constancy in cointegrating regressions. Finally, we point out that, if it is possible to condition on a subset of superexogenous variables, parameter instability can be handled by estimating a restricted system. Copyright © 2002 John Wiley & Sons, Ltd.     

On the sign of the optimal combining weights under the error-variance minimizing criterion

Building on the well-known measure of the optimal combining weights under the error-variance minimizing criterion, this note has extended the sign-determination rule to the case of combining more than two competing forecasts. The algebraic rule derived provides a quick way to check the sign of each combining weight without directly comparing the correlation and variances of individual forecasting errors.     

二元矩阵值分叉连分式插值的矩阵算法

本文给出了一个计算二元矩阵分叉连分式插值的系数算法以及与此算法等价的矩阵算法,这种算法是用矩阵广义逆意义下定义的矩阵行、列初等变换而给出的．     

幂群的置换表示

利用群作用分别给出了有限群上幂群的置换表示和矩阵表示,进而给出了非空幂子集成幂群的条件.     

矩阵方程AXB＋CYD=F的通解

利用矩阵的广义逆对于含两个未知矩阵的Ｘ，Ｙ的非齐次矩阵方程ＡＸＢ＋ＣＹＤ＝Ｆ进行了讨论，得到了其通解表达式，此外，还给出了该方程有解的一个充要条件。     

Perron－Frobenius定理的一点注记

给出Ｐｅｒｒｏｎ－Ｆｒｏｂｅｎｉｕｓ关于非负矩阵的最大特征值界值估计的一个加细。     

λ──矩阵等价标准形的数值解法

首先给出了３、４阶方阵Ａ的特征矩阵λＡＥ－Ａ的等价标准形的数值解法，其次借助于复合矩阵该划了λ－ａ在Ｄｋ（Ａ（λ））中的指数，从而给出了一般情况下Ａ（λ）的等价标准形的数值解法框架．