Noise estimation based on series expansion of orthogonal functions

The main objective of this paper is to describe a class of functional series expansions, known as Fliess operators, which admit inputs from a ball in an L p space as well as Poisson random processes. Conditions are given under which these functional series expansions converge absolutely in the mean. Then, it is shown that a continuous-time switched input-affine nonlinear system with a Poisson switching signal can be represented as a Fliess operator and that for certain cases a closed form solution can be obtained in terms of Poisson integrals.

Spectral algorithms for vector elliptic equations in a spherical gap

In many areas of signal, system, and control theory, orthogonal functions play an important role in issues of analysis and design. In this paper, it is shown that there exist orthogonal functions that, in a natural way, are generated by stable linear dynamical systems and that compose an orthonormal basis for the signal space l/sub 2sup n/. To this end, use is made of balanced realizations of inner transfer functions. The orthogonal functions can be considered as generalizations of, for example, the pulse functions, Laguerre functions, and Kautz functions, and give rise to an alternative series expansion of rational transfer functions. It is shown how we can exploit these generalized basis functions to increase the speed of convergence in a series expansion, i.e., to obtain a good approximation by retaining only a finite number of expansion coefficients. Consequences for identification of expansion coefficients are analyzed, and a bound is formulated on the error that is made when approximating a system by a finite number of expansion coefficients.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>

In this paper, a method is proposed for improving the accuracy of the stability criterion by enlarging the estimation of the stability region determined by means of Lyapunov's direct method using series expansion, and by putting it closer to the actual stability region. The Lyapunov function obtained by energy integration is used as the first estimation. The method is applied to a single-machine infinite bus power system, and the stability domain in the δ-ω plane is shown together with the actual stability domain obtained by numerical integration. It is shown that the application of the proposed method results in a considerable improvement in the stability boundary estimation over that given by the original Lyapunov function. Zubov's method, which obtains an accurate stability boundary using the series expansion, is related to the method proposed in this paper. The last section is, therefore, devoted to comparing the two methods and examining the possibility of their application to multi-machine power systems.

The paper considers finite-dimensional dynamical systems which have bilinear i-o maps. Using functional series expansions, it is shown that the i-o maps have state representations of special structure. These representations specialize to ones which have been obtained previously by Arbib [2] for the discrete-time case and Marchesini and Picci [11] for the continuous-time case. In addition, they lead very simply to a variety of necessary and sufficient conditions for the finite dimensional realization of bilinear i-o maps. These conditions go well beyond similar conditions which have been discussed in the recent literature. They also apply to single-input, single-output i-o maps which are 2-powers. The techniques which are used are quite general and extend to k -linear and k -power i-o maps.

In this paper we deal with the Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation. The so-called Wiener kernels which appear in the functional series expansion are expressed in terms of the transition probability density function of the process.

By applying the series expansion technique in the complex variable method established by Muskhelishvili, the plane elasticity problem for the stress and displacement field around a lined circular tunnel in conjunction with the consideration of misfit and interaction between the liner and the surrounding geomaterial is dealt with. The tunnel is assumed to be driven in a homogeneous and isotropic geomaterial. The coefficients in the Laurent series expansion of the stress functions are determined. The complex potentials in the liner and the surrounding geomaterial are explicitly derived, respectively. As an example, the case of a lined circular tunnel located in an isotropic initial stress field but subjected to uniform internal pressure is numerically considered. Numerical results indicate that the installation of tunnel liner can reduce the influences of the tunnel excavation on the in situ displacement and stress fields. However, the relative thickness and rigidity of the liner should be in an appropriate range. In addition, the effect of the tunnel excavation upon the displacement field is more significant than that upon the stress field. As far as the stress field in the surrounding geomaterial is concerned, when the ratio between the cover depth of tunnel and the tunnel radius is larger than 5, the results for the stress field in the paper are applicable. When the ratio between the tunnel depth and the tunnel radius is larger than 20, the results are applicable for the displacement field. Copyright © 2008 John Wiley &amp; Sons, Ltd.

The optical near field of a localized source has been studied by means of the angular spectrum representation of the electromagnetic Green's tensor. This Green's tensor can be expressed in terms of four auxiliary functions, which depend on the field point through the dimensionless radial distance q to the source, or origin of coordinates, and the polar angle ρ with the z axis. Each function separates into a part containing travelling (radiative) waves and a part which is a superposition of evanescent (decaying) waves. We have derived series expansions in q of the four functions, both for the travelling and for the evanescent parts. It is shown that the travelling waves are finite at the origin of coordinates, and that all singular behaviour of the radiation field is governed by the evanescent waves. It is illustrated numerically that the series expansions are applicable up to about five wavelengths from the origin. In order to extend the range to also cover larger values of q, we have derived series expansions of the auxiliary functions which converge rapidly near the x-y plane, and a full asymptotic expansion with the z coordinate as the large variable. Finally, from the properties of the Taylor coefficients we have derived simple new integral representations for the auxiliary functions.

ON THE THEORY OF TORSIONAL RHEOMETRY

Expansions in series of functions are one of the most important tools of the applied mathematician, particularly expansions in series of the classical orthogonal polynomials, e.g. Laguerre, Jacobi and Hermite polynomials. In applied problems, the uniqueness of the particular expansion is usually intrinsic to the analysis, and often implicitly assumed. Indeed, in those cases where the functions in the series are orthogonal, uniqueness can often be proved by an argument that runs as follows. Let {φn(x)} (n = 0, 1, 2, …) be a sequence of functions orthogonal with respect to the weight function ρ(x) over the interval [0, 1], and suppose thatthe series being boundedly convergent for 0 ≤ x ≤ 1.

The dynamic response of lattice-type structures, assuming small displacements, may be described by the following set of four matrix equations: (1) Equation of consistent displacements; (2) joint equation of equilibrium; (3) force displacement equation; and (4) equation of support. The response function or indicial flexibility matrix is formed of terms that are solutions of the partial differential equations describing the transverse, torsional, and longitudinal vibrations of uniform, slender beams. The set of matrix equations becomes a set of linear, algebraic equations when transformed to the Laplace domain. Solutions that are carried out in the Laplace domain yield expressions for displacements, rotations, end moments, and forces in terms of the transform variable. Inversions are carried out in terms of series expansions of orthogonal functions. External damping, together with forcing function cut-off, is introduced to assure the uniform convergence of the series for all values of time. The application of the equations to the externally damped cantilever beam and to the unsymmetrical portal verifies the validity of the method.

O. J. Farrell, On the Expansion of Harmonic Functions in Series of Harmonic Polynomials Belonging to a Simply Connected Region, American Journal of Mathematics, Vol. 57, No. 4 (Oct., 1935), pp. 883-890

Considering that finding the bounds for the coefficients of the Taylor-Maclaurin series expansion of bi-univalent functions is one of the important subjects in geometric function theory that has attracted the attention of many researchers in the last few decades, we also take a step in this direction. Finding such bounds is the main focus or, more clearly, the main problem of our work. In this article, we study the subclass H_∑ (n,γ,φ) of bi-univalent functions which is defined in the open unit disk D. Furthermore, we obtained the upper bounds estimates for the first coefficients |a_2 | and |a_3 | of the functions in this category by using subordination method. From the main result of the article (Theorem 2.1), special cases have been derived that improve some the results of previous articles.

In this paper, we study the pressure gradient driven transient flow of an incompressible Newtonian liquid in micro-annuals under a Navier slip boundary condition. By using the Fourier series expansion in time and Bessel functions in space, an exact solution is derived and is shown to include some existing known results as special cases. By analysing the exact solution, it is found that the influences of boundary slip on the flow behaviour are qualitatively different for different types of pressure fields driving the flow. For pressure fields with a constant pressure gradient, the flow rate increases with the increase in the slip parameter l almost linearly when l is large; while, for pressure fields with a wave form pressure gradient within a certain frequency range, as the slip parameter l increases, the amplitude of the flow rate increases first and then approaches a constant value when l becomes sufficiently large. It is also found that to achieve a given flow rate, one could have different designs and the graphs for the design are presented and discussed in this paper.

In this paper, a general structure of linear-phase finite impulse response filters, whose frequency responses satisfy given derivative constraints imposed upon an arbitrary frequency, is proposed. It is comprised of a linear combination of parallelly connected subfilters, called the cardinal filters , with weighted coefficients being the successive derivatives of the desired frequency response at the constrained frequency. An advantage of such a cardinal filters design is that only the weighted coefficients are relevant to the desired frequency response but not the cardinal filters; hence, a dynamic adjustment of the filter system becomes feasible. The key to derive the coefficients of cardinal filters is the determination of the power series expansion of certain trigonometric-related functions. By showing the elaborately chosen trigonometric-related functions satisfy specific differential equations, recursive formulas for the coefficients of cardinal filters are subsequently established, which make efficient their computations. At last, a simple enhancement of the cardinal filters design by incorporating the mean square error minimization is presented through examples.