Asymptotic expression of the linear discrete best lp-approximation

نویسندگان

  • J. Fernández-Ochoa
  • J. Martínez-Moreno
  • José M. Quesada
چکیده

Let hp , 1 1, where p ∈ Rn with ‖ p‖ = o ( ap/p ) . © 2006 Elsevier Inc. All rights reserved.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

High impedance fault detection: Discrete wavelet transform and fuzzy function approximation

This paper presets a method including a combination of the wavelet transform and fuzzy function approximation (FFA) for high impedance fault (HIF) detection in distribution electricity network. Discrete wavelet transform (DWT) has been used in this paper as a tool for signal analysis. With studying different types of mother signals, detail types and feeder signal, the best case is selected. The...

متن کامل

Approximation Guarantees for Sherali Adams Relaxations

Linear programming (LP) relaxations are widely used as for finding a most likely configuration of a discrete graphical model. Whenever a linear program finds an integral solution it is guaranteed to be optimal and we say the relaxation is tight. In this paper we generalize the Sherali Adams hierarchy of LP relaxations and introduce the use of discrete Fourier Analysis to show this generalizatio...

متن کامل

Rational approximation of discrete data with asymptotic behaviour

This thesis is concerned with the least-squares approximation of discrete data that appear to exhibit asymptotic behaviour. In particular, we consider using rational functions as they are able to display a number of types of asymptotic behaviour. The research is biased towards the development of simple and easily implemented algorithms that can be used for this purpose. We discuss a number of n...

متن کامل

The Calculation of Best Linear One - Sided LP Approximations

The calculation of linear one-sided approximations is considered, using the discrete Lv norm. For p = 1 and p = <», this gives rise to a linear programming problem, and for 1 < p < »,toa convex programming problem. Numerical results are presented, including some applications to the approximate numerical solution of ordinary differential equations, with error bounds.

متن کامل

Combination of Approximation and Simulation Approaches for Distribution Functions in Stochastic Networks

This paper deals with the fundamental problem of estimating the distribution function (df) of the duration of the longest path in the stochastic activity network such as PERT network. First a technique is introduced to reduce variance in Conditional Monte Carlo Sampling (CMCS). Second, based on this technique a new procedure is developed for CMCS. Third, a combined approach of simulation and ap...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Journal of Approximation Theory

دوره 140  شماره 

صفحات  -

تاریخ انتشار 2006