论文标题
部分可观测时空混沌系统的无模型预测
Generalizing the German Tank Problem
论文作者
论文摘要
储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。
The German Tank Problem dates back to World War II when the Allies used a statistical approach to estimate the number of enemy tanks produced or on the field from observed serial numbers after battles. Assuming that the tanks are labeled consecutively starting from 1, if we observe $k$ tanks from a total of $N$ tanks with the maximum observed tank being $m$, then the best estimate for $N$ is $m(1 + 1/k) - 1$. We explore many generalizations. We looked at the discrete and continuous one dimensional case. We explored different estimators such as the $L$\textsuperscript{th} largest tank, and applied motivation from portfolio theory and studied a weighted average; however, the original formula was the best. We generalized the problem in two dimensions, with pairs instead of points, studying the discrete and continuous square and circle variants. There were complications from curvature issues and that not every number is representable as a sum of two squares. We often concentrated on the large $N$ limit. For the discrete and continuous square, we tested various statistics, finding the largest observed component did best; the scaling factor for both cases is $(2k+1)/2k$. The discrete case was especially involved because we had to use approximation formulas that gave us the number of lattice points inside the circle. Interestingly, the scaling factors were different for the cases. Lastly, we generalized the problem into $L$ dimensional squares and circles. The discrete and continuous square proved similar to the two dimensional square problem. However, for the $L$\textsuperscript{th} dimensional circle, we had to use formulas for the volume of the $L$-ball, and had to approximate the number of lattice points inside it. The formulas for the discrete circle were particularly interesting, as there was no $L$ dependence in the formula.