Consider the three-component time series model that decomposes observed data (Y ) into the sum of seasonal (S), trend (T ), and irregular (I) portions. Assuming that S and T are nonstationary and that I is stationary, it is demonstrated that widely-used Wiener-Kolmogorov signal extraction estimates of S and T can be obtained through an iteration scheme applied to optimal estimates derived from ...

One of the major computational tasks of using the traditional cutting plane approach to solve linear semi-infinite programming problems lies in finding a global optimizer of a nonlinear and nonconvex program. This paper generalizes the Gustafson and Kortanek scheme to relax this requirement. In each iteration, the proposed method chooses a point at which the infinite constraints are violated to...

One of the major computational tasks of using the traditional cutting plane approach to solve linear semi-in nite programming problems lies in nding a global optimizer of a non-linear and non-convex program. This paper generalizes Gustafson and Kortanek's scheme to relax this requirement. In each iteration, the proposed method chooses a point at which the in nite constraints are violated to a d...

Renewable energy assisted heterogeneous networks can improve system capacity and reduce conventional energy consumption. In this paper, we propose a semi-Markov decision process (SMDP)-based downlink packet scheduling scheme for solar energy assisted heterogeneous networks (HetNets), where solar radiation is modeled as a continuous-time Markov chain (CTMC) and the arrivals of multi-class downli...

The iterative learning control (ILC) problem is addressed in this paper for stochastic linear systems with random data dropout modeled by a Bernoulli random variable. Both intermittent updating scheme and successive updating scheme are provided on the basis of the available tracking information only and shown to be convergent to the desired input almost certainly. In the intermittent updating s...

The Soból sequence is the most popular quasirandom sequence because of its simplicity and efficiency in implementation. We summarize aspects of the scrambling technique applied to Soból sequences and propose a new simpler modified scrambling algorithm, called the multi-digit scrambling scheme. Most proposed scrambling methods randomize a single digit at each iteration. In contrast, our multi-di...

Iterative methods for solving linear systems of equations can be very eecient if the structure of the coeecient matrix can be exploited to accelerate the convergence of the iterative process. However, for classes of problems for which suitable preconditioners cannot be found or for which the iteration scheme does not converge, iterative techniques may be inappropriate. This paper proposes a tec...