Search results for: Arrow form matrix
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2652

Search results for: Arrow form matrix

2592 On the Algorithmic Iterative Solutions of Conjugate Gradient, Gauss-Seidel and Jacobi Methods for Solving Systems of Linear Equations

Authors: H. D. Ibrahim, H. C. Chinwenyi, H. N. Ude

Abstract:

In this paper, efforts were made to examine and compare the algorithmic iterative solutions of conjugate gradient method as against other methods such as Gauss-Seidel and Jacobi approaches for solving systems of linear equations of the form Ax = b, where A is a real n x n symmetric and positive definite matrix. We performed algorithmic iterative steps and obtained analytical solutions of a typical 3 x 3 symmetric and positive definite matrix using the three methods described in this paper (Gauss-Seidel, Jacobi and Conjugate Gradient methods) respectively. From the results obtained, we discovered that the Conjugate Gradient method converges faster to exact solutions in fewer iterative steps than the two other methods which took much iteration, much time and kept tending to the exact solutions.

Keywords: conjugate gradient, linear equations, symmetric and positive definite matrix, Gauss-Seidel, Jacobi, algorithm

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2591 Lifetime Maximization in Wireless Ad Hoc Networks with Network Coding and Matrix Game

Authors: Jain-Shing Liu

Abstract:

In this paper, we present a matrix game-theoretic cross-layer optimization formulation to maximize the network lifetime in wireless ad hoc networks with network coding. To this end, we introduce a cross-layer formulation of general NUM (network utility maximization) that accommodates routing, scheduling, and stream control from different layers in the coded networks. Specifically, for the scheduling problem and then the objective function involved, we develop a matrix game with the strategy sets of the players corresponding to hyperlinks and transmission modes, and design the payoffs specific to the lifetime. In particular, with the inherit merit that matrix game can be solved with linear programming, our cross-layer programming formulation can benefit from both game-based and NUM-based approaches at the same time by cooperating the programming model for the matrix game with that for the other layers in a consistent framework. Finally, our numerical example demonstrates its performance results on a well-known wireless butterfly network to verify the cross-layer optimization scheme.

Keywords: Cross-layer design, Lifetime maximization, Matrix game, Network coding

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2590 Wear Behaviors of B4C and SiC Particle Reinforced AZ91 Magnesium Matrix Metal Composites

Authors: M. E. Turan, H. Zengin, E. Cevik, Y. Sun, Y. Turen, H. Ahlatci

Abstract:

In this study, the effects of B4C and SiC particle reinforcements on wear properties of magnesium matrix metal composites produced by pressure infiltration method were investigated. AZ91 (9%Al-1%Zn) magnesium alloy was used as a matrix. AZ91 magnesium alloy was melted under an argon atmosphere. The melt was infiltrated to the particles with an appropriate pressure. Wear tests, hardness tests were performed respectively. Microstructure characterizations were examined by light optical (LOM) and scanning electron microscope (SEM). The results showed that uniform particle distributions were achieved in both B4C and SiC reinforced composites. Wear behaviors of magnesium matrix metal composites changed as a function of type of particles. SiC reinforced composite has better wear performance and higher hardness than B4C reinforced composite.

Keywords: Magnesium matrix composite, pressure infiltration, SEM, wear.

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2589 A New Proof on the Growth Factor in Gaussian Elimination for Generalized Higham Matrices

Authors: Qian-Ping Guo, Hou-Biao Li

Abstract:

The generalized Higham matrix is a complex symmetric matrix A = B + iC, where both B ∈ Cn×n and C ∈ Cn×n are Hermitian positive definite, and i = √−1 is the imaginary unit. The growth factor in Gaussian elimination is less than 3√2 for this kind of matrices. In this paper, we give a new brief proof on this result by different techniques, which can be understood very easily, and obtain some new findings.

Keywords: CSPD matrix, positive definite, Schur complement, Higham matrix, Gaussian elimination, Growth factor.

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2588 Application of Neural Network in Portfolio Product Companies: Integration of Boston Consulting Group Matrix and Ansoff Matrix

Authors: M. Khajezadeh, M. Saied Fallah Niasar, S. Ali Asli, D. Davani Davari, M. Godarzi, Y. Asgari

Abstract:

This study aims to explore the joint application of both Boston and Ansoff matrices in the operational development of the product. We conduct deep analysis, by utilizing the Artificial Neural Network, to predict the position of the product in the market while the company is interested in increasing its share. The data are gathered from two industries, called hygiene and detergent. In doing so, the effort is being made by investigating the behavior of top player companies and, recommend strategic orientations. In conclusion, this combination analysis is appropriate for operational development; as well, it plays an important role in providing the position of the product in the market for both hygiene and detergent industries. More importantly, it will elaborate on the company’s strategies to increase its market share related to a combination of the Boston Consulting Group (BCG) Matrix and Ansoff Matrix.

Keywords: Artificial neural network, portfolio analysis, BCG matrix, Ansoff matrix.

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2587 Approximate Solutions to Large Stein Matrix Equations

Authors: Khalide Jbilou

Abstract:

In the present paper, we propose numerical methods for solving the Stein equation AXC - X - D = 0 where the matrix A is large and sparse. Such problems appear in discrete-time control problems, filtering and image restoration. We consider the case where the matrix D is of full rank and the case where D is factored as a product of two matrices. The proposed methods are Krylov subspace methods based on the block Arnoldi algorithm. We give theoretical results and we report some numerical experiments.

Keywords: IEEEtran, journal, LATEX, paper, template.

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2586 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities

Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper

Abstract:

In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

Keywords: Linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control.

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2585 Algebraic Riccati Matrix Equation for Eigen- Decomposition of Special Structured Matrices; Applications in Structural Mechanics

Authors: Mahdi Nouri

Abstract:

In this paper Algebraic Riccati matrix equation is used for Eigen-decomposition of special structured matrices. This is achieved by similarity transformation and then using algebraic riccati matrix equation to triangulation of matrices. The process is decomposition of matrices into small and specially structured submatrices with low dimensions for fast and easy finding of Eigenpairs. Numerical and structural examples included showing the efficiency of present method.

Keywords: Riccati, matrix equation, eigenvalue problem, symmetric, bisymmetric, persymmetric, decomposition, canonical forms, Graphs theory, adjacency and Laplacian matrices.

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2584 Some New Upper Bounds for the Spectral Radius of Iterative Matrices

Authors: Guangbin Wang, Xue Li, Fuping Tan

Abstract:

In this paper, we present some new upper bounds for the spectral radius of iterative matrices based on the concept of doubly α diagonally dominant matrix. And subsequently, we give two examples to show that our results are better than the earlier ones.

Keywords: doubly α diagonally dominant matrix, eigenvalue, iterative matrix, spectral radius, upper bound.

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2583 Convergence Analysis of the Generalized Alternating Two-Stage Method

Authors: Guangbin Wang, Liangliang Li, Fuping Tan

Abstract:

In this paper, we give the generalized alternating twostage method in which the inner iterations are accomplished by a generalized alternating method. And we present convergence results of the method for solving nonsingular linear systems when the coefficient matrix of the linear system is a monotone matrix or an H-matrix.

Keywords: Generalized alternating two-stage method, linear system, convergence.

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2582 An Effective Approach for Distribution System Power Flow Solution

Authors: A. Alsaadi, B. Gholami

Abstract:

An effective approach for unbalanced three-phase distribution power flow solutions is proposed in this paper. The special topological characteristics of distribution networks have been fully utilized to make the direct solution possible. Two matrices–the bus-injection to branch-current matrix and the branch-current to busvoltage matrix– and a simple matrix multiplication are used to obtain power flow solutions. Due to the distinctive solution techniques of the proposed method, the time-consuming LU decomposition and forward/backward substitution of the Jacobian matrix or admittance matrix required in the traditional power flow methods are no longer necessary. Therefore, the proposed method is robust and time-efficient. Test results demonstrate the validity of the proposed method. The proposed method shows great potential to be used in distribution automation applications.

Keywords: Distribution power flow, distribution automation system, radial network, unbalanced networks.

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2581 Iterative Solutions to Some Linear Matrix Equations

Authors: Jiashang Jiang, Hao Liu, Yongxin Yuan

Abstract:

In this paper the gradient based iterative algorithms are presented to solve the following four types linear matrix equations: (a) AXB = F; (b) AXB = F, CXD = G; (c) AXB = F s. t. X = XT ; (d) AXB+CYD = F, where X and Y are unknown matrices, A,B,C,D, F,G are the given constant matrices. It is proved that if the equation considered has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. The numerical results show that the proposed method is reliable and attractive.

Keywords: Matrix equation, iterative algorithm, parameter estimation, minimum norm solution.

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2580 New Highly-Scalable Carbon Nanotube-Reinforced Glasses and Ceramics

Authors: Konstantinos G. Dassios, Guillaume Bonnefont, Gilbert Fantozzi, Theodore E. Matikas, Costas Galiotis

Abstract:

We report herein the development and preliminary mechanical characterization of fully-dense multi-wall carbon nanotube (MWCNT)-reinforced ceramics and glasses based on a completely new methodology termed High Shear Compaction (HSC). The tubes are introduced and bound to the matrix grains by aid of polymeric binders to form flexible green bodies which are sintered and densified by spark plasma sintering to unprecedentedly high densities of 100% of the pure-matrix value. The strategy was validated across a PyrexTM glass / MWCNT composite while no identifiable factors limit application to other types of matrices. Nondestructive evaluation, based on ultrasonics, of the dynamic mechanical properties of the materials including elastic, shear and bulk modulus as well as Poisson’s ratio showed optimum property improvement at 0.5 %wt tube loading while evidence of nanoscalespecific energy dissipative characteristics acting complementary to nanotube bridging and pull-out indicate a high potential in a wide range of reinforcing and multifunctional applications. 

Keywords: Carbon nanotubes, ceramic matrix composites, toughening, ultrasonics.

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2579 A Matrix Evaluation Model for Sustainability Assessment of Manufacturing Technologies

Authors: Q. Z. Yang, B. H. Chua, B. Song

Abstract:

Technology assessment is a vital part of decision process in manufacturing, particularly for decisions on selection of new sustainable manufacturing processes. To assess these processes, a matrix approach is introduced and sustainability assessment models are developed. Case studies show that the matrix-based approach provides a flexible and practical way for sustainability evaluation of new manufacturing technologies such as those used in surface coating. The technology assessment of coating processes reveals that compared with powder coating, the sol-gel coating can deliver better technical, economical and environmental sustainability with respect to the selected sustainability evaluation criteria for a decorative coating application of car wheels.

Keywords: Evaluation matrix, sustainable manufacturing, surface coating, technology assessment

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2578 Frequency Transformation with Pascal Matrix Equations

Authors: Phuoc Si Nguyen

Abstract:

Frequency transformation with Pascal matrix equations is a method for transforming an electronic filter (analogue or digital) into another filter. The technique is based on frequency transformation in the s-domain, bilinear z-transform with pre-warping frequency, inverse bilinear transformation and a very useful application of the Pascal’s triangle that simplifies computing and enables calculation by hand when transforming from one filter to another. This paper will introduce two methods to transform a filter into a digital filter: frequency transformation from the s-domain into the z-domain; and frequency transformation in the z-domain. Further, two Pascal matrix equations are derived: an analogue to digital filter Pascal matrix equation and a digital to digital filter Pascal matrix equation. These are used to design a desired digital filter from a given filter.

Keywords: Frequency transformation, Bilinear z-transformation, Pre-warping frequency, Digital filters, Analog filters, Pascal’s triangle.

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2577 Dimensionality Reduction of PSSM Matrix and its Influence on Secondary Structure and Relative Solvent Accessibility Predictions

Authors: Rafał Adamczak

Abstract:

State-of-the-art methods for secondary structure (Porter, Psi-PRED, SAM-T99sec, Sable) and solvent accessibility (Sable, ACCpro) predictions use evolutionary profiles represented by the position specific scoring matrix (PSSM). It has been demonstrated that evolutionary profiles are the most important features in the feature space for these predictions. Unfortunately applying PSSM matrix leads to high dimensional feature spaces that may create problems with parameter optimization and generalization. Several recently published suggested that applying feature extraction for the PSSM matrix may result in improvements in secondary structure predictions. However, none of the top performing methods considered here utilizes dimensionality reduction to improve generalization. In the present study, we used simple and fast methods for features selection (t-statistics, information gain) that allow us to decrease the dimensionality of PSSM matrix by 75% and improve generalization in the case of secondary structure prediction compared to the Sable server.

Keywords: Secondary structure prediction, feature selection, position specific scoring matrix.

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2576 Using Tabu Search to Analyze the Mauritian Economic Sectors

Authors: J. Cheeneebash, V. Beeharry, A. Gopaul

Abstract:

The aim of this paper is to express the input-output matrix as a linear ordering problem which is classified as an NP-hard problem. We then use a Tabu search algorithm to find the best permutation among sectors in the input-output matrix that will give an optimal solution. This optimal permutation can be useful in designing policies and strategies for economists and government in their goal of maximizing the gross domestic product.

Keywords: Input-Output matrix, linear ordering problem, Tabusearch.

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2575 A Mixing Matrix Estimation Algorithm for Speech Signals under the Under-Determined Blind Source Separation Model

Authors: Jing Wu, Wei Lv, Yibing Li, Yuanfan You

Abstract:

The separation of speech signals has become a research hotspot in the field of signal processing in recent years. It has many applications and influences in teleconferencing, hearing aids, speech recognition of machines and so on. The sounds received are usually noisy. The issue of identifying the sounds of interest and obtaining clear sounds in such an environment becomes a problem worth exploring, that is, the problem of blind source separation. This paper focuses on the under-determined blind source separation (UBSS). Sparse component analysis is generally used for the problem of under-determined blind source separation. The method is mainly divided into two parts. Firstly, the clustering algorithm is used to estimate the mixing matrix according to the observed signals. Then the signal is separated based on the known mixing matrix. In this paper, the problem of mixing matrix estimation is studied. This paper proposes an improved algorithm to estimate the mixing matrix for speech signals in the UBSS model. The traditional potential algorithm is not accurate for the mixing matrix estimation, especially for low signal-to noise ratio (SNR).In response to this problem, this paper considers the idea of an improved potential function method to estimate the mixing matrix. The algorithm not only avoids the inuence of insufficient prior information in traditional clustering algorithm, but also improves the estimation accuracy of mixing matrix. This paper takes the mixing of four speech signals into two channels as an example. The results of simulations show that the approach in this paper not only improves the accuracy of estimation, but also applies to any mixing matrix.

Keywords: Clustering algorithm, potential function, speech signal, the UBSS model.

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2574 Matrix-Interleaved Serially Concatenated Block Codes for Speech Transmission in Fixed Wireless Communication Systems

Authors: F. Mehran

Abstract:

In this paper, we study a class of serially concatenated block codes (SCBC) based on matrix interleavers, to be employed in fixed wireless communication systems. The performances of SCBC¬coded systems are investigated under various interleaver dimensions. Numerical results reveal that the matrix interleaver could be a competitive candidate over conventional block interleaver for frame lengths of 200 bits; hence, the SCBC coding based on matrix interleaver is a promising technique to be employed for speech transmission applications in many international standards such as pan-European Global System for Mobile communications (GSM), Digital Cellular Systems (DCS) 1800, and Joint Detection Code Division Multiple Access (JD-CDMA) mobile radio systems, where the speech frame contains around 200 bits.

Keywords: Matrix Interleaver, serial concatenated block codes (SCBC), turbo codes, wireless communications.

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2573 Bioceramic Scaffolds Fabrication by Rapid Prototyping Technology

Authors: F.H. Liu, S.H. Chen, R.T. Lee, W.S. Lin, Y.S. Liao

Abstract:

This paper describes a rapid prototyping (RP) technology for forming a hydroxyapatite (HA) bone scaffold model. The HA powder and a silica sol are mixed into bioceramic slurry form under a suitable viscosity. The HA particles are embedded in the solidified silica matrix to form green parts via a wide range of process parameters after processing by selective laser sintering (SLS). The results indicate that the proposed process was possible to fabricate multilayers and hollow shell structure with brittle property but sufficient integrity for handling prior to post-processing. The fabricated bone scaffold models had a surface finish of 25

Keywords: bioceramic, bone scaffold, rapid prototyping, selective laser sintering

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2572 Principle Components Updates via Matrix Perturbations

Authors: Aiman Elragig, Hanan Dreiwi, Dung Ly, Idriss Elmabrook

Abstract:

This paper highlights a new approach to look at online principle components analysis (OPCA). Given a data matrix X R,^m x n we characterise the online updates of its covariance as a matrix perturbation problem. Up to the principle components, it turns out that online updates of the batch PCA can be captured by symmetric matrix perturbation of the batch covariance matrix. We have shown that as n→ n0 >> 1, the batch covariance and its update become almost similar. Finally, utilize our new setup of online updates to find a bound on the angle distance of the principle components of X and its update.

Keywords: Online data updates, covariance matrix, online principle component analysis (OPCA), matrix perturbation.

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2571 Instability Analysis of Laminated Composite Beams Subjected to Parametric Axial Load

Authors: Alireza Fereidooni, Kamran Behdinan, Zouheir Fawaz

Abstract:

The integral form of equations of motion of composite beams subjected to varying time loads are discretized using a developed finite element model. The model consists of a straight five node twenty-two degrees of freedom beam element. The stability analysis of the beams is studied by solving the matrix form characteristic equations of the system. The principle of virtual work and the first order shear deformation theory are employed to analyze the beams with large deformation and small strains. The regions of dynamic instability of the beam are determined by solving the obtained Mathieu form of differential equations. The effects of nonconservative loads, shear stiffness, and damping parameters on stability and response of the beams are examined. Several numerical calculations are presented to compare the results with data reported by other researchers.

Keywords: Finite element beam model, Composite Beams, stability analysis

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2570 Improved Asymptotic Stability Analysis for Lure Systems with Neutral Type and Time-varying Delays

Authors: Changchun Shen, Shouming Zhong

Abstract:

This paper investigates the problem of absolute stability and robust stability of a class of Lur-e systems with neutral type and time-varying delays. By using Lyapunov direct method and linear matrix inequality technique, new delay-dependent stability criteria are obtained and formulated in terms of linear matrix inequalities (LMIs) which are easy to check the stability of the considered systems. To obtain less conservative stability conditions, an operator is defined to construct the Lyapunov functional. Also, the free weighting matrices approach combining a matrix inequality technique is used to reduce the entailed conservativeness. Numerical examples are given to indicate significant improvements over some existing results.

Keywords: Lur'e system, linear matrix inequalities, Lyapunov, stability.

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2569 Some Characteristics of Systolic Arrays

Authors: Halil Snopce, Ilir Spahiu

Abstract:

In this paper is investigated a possible optimization of some linear algebra problems which can be solved by parallel processing using the special arrays called systolic arrays. In this paper are used some special types of transformations for the designing of these arrays. We show the characteristics of these arrays. The main focus is on discussing the advantages of these arrays in parallel computation of matrix product, with special approach to the designing of systolic array for matrix multiplication. Multiplication of large matrices requires a lot of computational time and its complexity is O(n3 ). There are developed many algorithms (both sequential and parallel) with the purpose of minimizing the time of calculations. Systolic arrays are good suited for this purpose. In this paper we show that using an appropriate transformation implicates in finding more optimal arrays for doing the calculations of this type.

Keywords: Data dependences, matrix multiplication, systolicarray, transformation matrix.

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2568 Influence of Fiber Packing on Transverse Plastic Properties of Metal Matrix Composites

Authors: Mohammad Tahaye Abadi

Abstract:

The present paper concerns with the influence of fiber packing on the transverse plastic properties of metal matrix composites. A micromechanical modeling procedure is used to predict the effective mechanical properties of composite materials at large tensile and compressive deformations. Microstructure is represented by a repeating unit cell (RUC). Two fiber arrays are considered including ideal square fiber packing and random fiber packing defined by random sequential algorithm. The micromechanical modeling procedure is implemented for graphite/aluminum metal matrix composite in which the reinforcement behaves as elastic, isotropic solids and the matrix is modeled as an isotropic elastic-plastic solid following the von Mises criterion with isotropic hardening and the Ramberg-Osgood relationship between equivalent true stress and logarithmic strain. The deformation is increased to a considerable value to evaluate both elastic and plastic behaviors of metal matrix composites. The yields strength and true elastic-plastic stress are determined for graphite/aluminum composites.

Keywords: Fiber packing, metal matrix composites, micromechanics, plastic deformation, random

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2567 Accelerating Sparse Matrix Vector Multiplication on Many-Core GPUs

Authors: Weizhi Xu, Zhiyong Liu, Dongrui Fan, Shuai Jiao, Xiaochun Ye, Fenglong Song, Chenggang Yan

Abstract:

Many-core GPUs provide high computing ability and substantial bandwidth; however, optimizing irregular applications like SpMV on GPUs becomes a difficult but meaningful task. In this paper, we propose a novel method to improve the performance of SpMV on GPUs. A new storage format called HYB-R is proposed to exploit GPU architecture more efficiently. The COO portion of the matrix is partitioned recursively into a ELL portion and a COO portion in the process of creating HYB-R format to ensure that there are as many non-zeros as possible in ELL format. The method of partitioning the matrix is an important problem for HYB-R kernel, so we also try to tune the parameters to partition the matrix for higher performance. Experimental results show that our method can get better performance than the fastest kernel (HYB) in NVIDIA-s SpMV library with as high as 17% speedup.

Keywords: GPU, HYB-R, Many-core, Performance Tuning, SpMV

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2566 Semiconvergence of Alternating Iterative Methods for Singular Linear Systems

Authors: Jing Wu

Abstract:

In this paper, we discuss semiconvergence of the alternating iterative methods for solving singular systems. The semiconvergence theories for the alternating methods are established when the coefficient matrix is a singular matrix. Furthermore, the corresponding comparison theorems are obtained.

Keywords: Alternating iterative method, Semiconvergence, Singular matrix.

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2565 Comparison of Hough Transform and Mean Shift Algorithm for Estimation of the Orientation Angle of Industrial Data Matrix Codes

Authors: Ion-Cosmin Dita, Vasile Gui, Franz Quint, Marius Otesteanu

Abstract:

In automatic manufacturing and assembling of mechanical, electrical and electronic parts one needs to reliably identify the position of components and to extract the information of these components. Data Matrix Codes (DMC) are established by these days in many areas of industrial manufacturing thanks to their concentration of information on small spaces. In today’s usually order-related industry, where increased tracing requirements prevail, they offer further advantages over other identification systems. This underlines in an impressive way the necessity of a robust code reading system for detecting DMC on the components in factories. This paper compares two methods for estimating the angle of orientation of Data Matrix Codes: one method based on the Hough Transform and the other based on the Mean Shift Algorithm. We concentrate on Data Matrix Codes in industrial environment, punched, milled, lasered or etched on different materials in arbitrary orientation.

Keywords: Industrial data matrix code, Hough transform, mean shift.

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2564 Optimal Data Compression and Filtering: The Case of Infinite Signal Sets

Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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2563 Generic Filtering of Infinite Sets of Stochastic Signals

Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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