Input: How many novels did Margaret Way write?

Context:
Margaret Way (b. Brisbane d. Cleveland, Queensland, Australia ) was an Australian writer of romance novels and women's fiction. A prolific author, Way wrote more than 120 novels since 1970, many through Mills & Boon, a romance imprint of British publisher Harlequin UK Ltd., owned by Harlequin Enterprises.

Biography
Before her marriage, she was a well-known pianist, teacher, vocal coach and accompanist. She began writing when her son, Laurence Way, was born, a friend took a pile of Mills & Boon books to her, she read all and decided that she also could write these types of novels. She began to write and promote her country with her stories set in Australia. She sold her first novels in 1970. Margaret Way lives with her family in her native Brisbane. Beginning in 2013, Margaret began to self-publish, releasing her first "e-book" mid-July.

Margaret died on the 10th of August 2022 in Cleveland, Queensland.

Bibliography

Single Novels
King Country (1970)
Blaze of Silk (1970)
The Time of the Jacaranda (1970)
Bauhinia Junction (1971)
Man from Bahl Bahla (1971)
Summer Magic (1971)
Return to Belle Amber (1971)
Ring of Jade (1972)
Copper Moon (1972)
Rainbow Bird (1972)
Man Like Daintree (1972)
Noonfire (1972)
Storm Over Mandargi (1973)
Wind River (1973)
Love Theme (1974)
McCabe's Kingdom (1974)
Sweet Sundown (1974)
Reeds of Honey (1975)
Storm Flower (1975)
Lesson in Loving (1975)
Flight into Yesterday (1976)
Red Cliffs of Malpara (1976)
Man on Half-moon (1976)
Swan's Reach (1976)
Mutiny in Paradise (1977)
One Way Ticket (1977)
Portrait of Jaime (1977)
Black Ingo (1977)
Awakening Flame (1978)
Wild Swan (1978)
Ring of Fire (1978)
Wake the Sleeping Tiger (1978)
Valley of the Moon (1979)
White Magnolia (1979)
Winds of Heaven (1979)
Blue Lotus (1979)
Butterfly and the Baron (1979)
Golden Puma (1980)
Temple of Fire (1980)
Lord of the High Valley (1980)
Flamingo Park (1980)
North of Capricorn (1981)
Season for Change (1981)
Shadow Dance (1981)
McIvor Affair (1981)
Home to Morning Star (1981)
Broken Rhapsody (1982)
The Silver Veil (1982)
Spellbound (1982)
Hunter's Moon (1982)
Girl at Cobalt Creek (1983)
No Alternative (1983)
House of Memories (1983)
Almost a Stranger (1984)
A place called Rambulara (1984)
Fallen Idol (1984)
Hunt the Sun (1985)
Eagle's Ridge (1985)
The Tiger's Cage (1986)
Innocent in Eden (1986)
Diamond Valley (1986)
Morning Glory (1988)
Devil Moon (1988)
Mowana Magic (1988)
Hungry Heart (1988)
Rise of an Eagle (1988)
One Fateful Summer (1993)
The Carradine Brand (1994)
Holding on to Alex (1997)
The Australian Heiress (1997)
Claiming His Child (1999)
The Cattleman's Bride (2000)
The Cattle Baron (2001)
The Husbands of the Outback (2001)
Secrets of the Outback (2002)
With This Ring (2003)
Innocent Mistress (2004)
Cattle Rancher, Convenient Wife (2007)
Outback Marriages (2007)
Promoted: Nanny to Wife (2007)
Cattle Rancher, Secret Son (2007)
Genni's Dilemma (2008)
Bride At Briar Ridge (2009)
Outback Heiress, Surprise Proposal (2009)
Cattle Baron, Nanny Needed (2009)

Legends of the Outback Series
Mail Order Marriage (1999)
The Bridesmaid's Wedding (2000)
The English Bride (2000)
A Wife at Kimbara (2000)

Koomera Crossing Series
Sarah's Baby (2003)
Runaway Wife (2003)
Outback Bridegroom (2003)
Outback Surrender (2003)
Home to Eden (2004)

McIvor Sisters Series
The Outback Engagement (2005)
Marriage at Murraree (2005)

Men Of The Outback Series
The Cattleman (2006)
The Cattle Baron's Bride (2006)
Her Outback Protector (2006)
The Horseman (2006)

Outback Marriages Series
Outback Man Seeks Wife (2007)
Cattle Rancher, Convenient Wife (2007)

Barons of the Outback Series Multi-Author
Wedding At Wangaree Valley (2008)
Bride At Briar's Ridge (2008)

Family Ties Multi-Author
Once Burned (1995)

Hitched! Multi-Author
A Faulkner Possession (1996)

Simply the Best Multi-Author
Georgia and the Tycoon (1997)

The Big Event Multi-Author
Beresford's Bride (1998)

Guardian Angels Multi-Author
Gabriel's Mission (1998)

Australians Series Multi-Author
7. Her Outback Man (1998)
17. Master of Maramba (2001)
19. Outback Fire (2001)
22. Mistaken Mistress (2002)
24. Outback Angel (2002)
33. The Australian Tycoon's Proposal (2004)
35. His Heiress Wife (2004)

Marrying the Boss Series Multi-Author
Boardroom Proposal (1999)

Contract Brides Series Multi-Author
Strategy for Marriage (2002)

Everlasting Love Series Multi-Author
Hidden Legacy (2008)

Diamond Brides Series Multi-Author
The Australian's Society Bride (2008)

Collections
Summer Magic / Ring of Jade / Noonfire (1981)
Wife at Kimbara / Bridesmaid's Wedding (2005)

Omnibus in Collaboration
Pretty Witch / Without Any Amazement / Storm Over Mandargi (1977) (with Lucy Gillen and Margaret Malcolm)
Dear Caliban / Heart of the Eagle / Swans' Reach (1978) (with Jane Donnelly and Elizabeth Graham)
The Bonds of Matrimony / Dragon Island / Reeds of Honey (1979) (with Elizabeth Hunter and Henrietta Reid)
The Man Outside / Castles in Spain / McCabe's Kingdom (1979) (with Jane Donnelly and Rebecca Stratton)
Winds From The Sea / Island of Darkness / Wind River (1979) (with Margaret Pargeter and Rebecca Stratton)
Moorland Magic / Tree of Idleness / Sweet Sundown (1980) (with Elizabeth Ashton and Elizabeth Hunter)
The Shifting Sands / Portrait of Jaime / Touched by Fire (1982) (with Jane Donnelly and Kay Thorpe)
Head of Chancery / Wild Heart / One-Way Ticket (1986) (with Betty Beaty and Doris Smith)
Heart of the Scorpion / The Winds of Heaven / Sweet Compulsion (1987) (with Janice Gray and Victoria Woolf)
One Brief Sweet Hour / Once More With Feeling / Blue Lotus (1990) (with Jane Arbor and Natalie Sparks)
Marry Me Cowboy (1995) (with Janet Dailey, Susan Fox and Anne McAllister)
Husbands on Horseback (1996) (with Diana Palmer)
Wedlocked (1999) (with Day Leclaire and Anne McAllister)
Mistletoe Magic (1999) (with Betty Neels and Rebecca Winters)
The Australians (2000) (with Helen Bianchin and Miranda Lee)
Weddings Down Under (2001) (with Helen Bianchin and Jessica Hart)
Outback Husbands (2002) (with Marion Lennox)
The Mother's Day Collection (2002) (with Helen Dickson and Kate Hoffmann)
Australian Nights (2003) (with Miranda Lee)
Outback Weddings (2003) (with Barbara Hannay)
Australian Playboys (2003) (with Helen Bianchin and Marion Lennox)
Australian Tycoons (2004) (with Emma Darcy and Marion Lennox)
A Mother's Day Gift (2004) (with Anne Ashley and Lucy Monroe)
White Wedding (2004) (with Judy Christenberry and Jessica Steele)
A Christmas Engagement (2004) (with Sara Craven and Jessica Matthews)
A Very Special Mother's Day (2005) (with Anne Herries)
All I Want for Christmas... (2005) (with Betty Neels and Jessica Steele)
The Mills and Boon Collection (2006) (with Caroline Anderson and Penny Jordan)
Outback Desire (2006) (with Emma Darcy and Carol Marinelli)
To Mum, with Love (2006) (with Rebecca Winters)
Australian Heroes (2007) (with Marion Lennox and Fiona McArthur)
Tall, Dark and Sexy (2008) (with Caroline Anderson and Helen Bianchin)
The Boss's Proposal (2008) (with Jessica Steele and Patricia Thayer)
Island Heat / Outback Man Seeks Wife / Prince's Forbidden Virgin / One Night Before Marriage / Their Lost-and-found Family / Single Dad's Marriage Wish (2008) (with Robyn Donald, Marion Lennox, Carol Marinelli, Sarah Mayberry and Anne Oliver)
Australian Billionaires (2009) (with Jennie Adams and Amy Andrews)
Cattle Baron : Nanny Needed / Bachelor Dad on Her Doorstep (2009) (with Michelle Douglas)

External links
Margaret Way at Harlequin Enterprises Ltd

Australian romantic fiction writers
Australian women novelists
Living people
Year of birth missing (living people)
Women romantic fiction writers

Answer: Margaret Way wrote more than 120 novels.


Input: How does the framework capture the reduced-order dynamics?

Context:
Paper Info

Title: Interpretable reduced-order modeling with time-scale separation Interpretable reduced-order modeling with time-scale separation
Publish Date: 7 March 2023
Author List: Sebastian Kaltenbach (from CSE-Lab, ETH Zurich, Harvard SEAS), Phaedon-Stelios Koutsourelakis (from CSE-Lab, ETH Zurich, Harvard SEAS), Petros Koumoutsakos (from CSE-Lab, ETH Zurich, Harvard SEAS), Harvard Seas (from CSE-Lab, ETH Zurich, Harvard SEAS)

Figure

FIG. 5. Comparison between the phase-space of the reference solution (left) and the phase-space of the predictions
FIG. 7. Comparison between predictions and reference solutions for a new initial condition fort = 1.25, 3.75, 7.5, 12.5, 20, 30  (from left to right and top to down).We note that with longer prediction time the uncertainty bounds increases.Despite the chaotic nature of the KS equation, the predictive posterior mean is close to the reference solution for t ≤ 12.5

abstract

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction crucial. We propose such a data-driven scheme that automates the identification of the time-scales involved and, can produce stable predictions forward in time as well as under different initial conditions not included in the training data.
To this end, we combine a non-linear autoencoder architecture with a time-continuous model for the latent dynamics in the complex space. It readily allows for the inclusion of sparse and irregularly sampled training data. The learned, latent dynamics are interpretable and reveal the different temporal scales involved.
We show that this data-driven scheme can automatically learn the independent processes that decompose a system of linear ODEs along the eigenvectors of the system's matrix. Apart from this, we demonstrate the applicability of the proposed framework in a hidden Markov Model and the (discretized) Kuramoto-Shivashinsky (KS) equation.
Additionally, we propose a probabilistic version, which captures predictive uncertainties and further improves upon the results of the deterministic framework.

INTRODUCTION

High-fidelity simulations of critical phenomena such as ocean dynamics and epidemics have become essential for decision-making. They are based on physically-motivated PDEs expressing system dynamics that span multiple spatiotemporal scales and which necessitate cumbersome computations . In recent years there is increased attention to the development of data-driven models that can accelerate the solution of these PDEs as well as reveal salient, lower-dimensional features that control the long-term evolution.
In most cases, data-driven reduced-order models are not interpretable. In particular, models based on neural networks despite good predictive capabilities , they offer a black-box description of the system dynamics. A possible remedy is applying a symbolic regression to the learned neural network representation , but this adds additional computational cost due to the two-step procedure.
A number of frameworks such as SINDy allows to learn interpretable dynamics but it relies on the a-priori availability of lower-dimensional descriptors and of time-derivatives which can be very noisy for both simulation and experimental data. Other frameworks are tailored to specific problems such as molecular dynamics .
Here, we present a framework that only needs the value of the observables, and not their derivatives, as training data and is capable of identifying interpretable latent dynamics. The deployment of interpretable latent dynamics ensures that conservation of important properties of that are reflected in the reduced-order model .
The present method is related to approaches based on the Koopman-operator extended Dynamic Mode Decomposition (eDMD) but uses continuous complex-valued latent space dynamics and only requires one scalar variable per latent dimension to describe the latent space dynamics. Therefore we do not have to enforce any parametrizations on the Koopman matrix .
The time-continuous formulation moreover allows to incorporate sparse and irregularly sampled training data and fast generation of predictions after the training phase. By using a complex-valued latent space we can also incorporate harmonic effects and reduce the number of latent variables needed. Linear and non-linear autoencoders are used to map the observed, high-dimensional time-series to the lower-dimensional, latent representation and we identify simultaneously the autoencoder as well as the latent dynamics by optimizing a combined loss function.
Hence the to tasks of dimensionality reduction and discovery of the reduced dynamics are unified while other frameworks treat the two parts separately . Apart from using an architecture based on autoencoders to identify the latent space, projection-based methods could also be employed . We are also proposing a probabilistic version of our algorithm ) that makes use of probabilistic Slow Feature Analysis .
This allows for a latent representation that arart from being time-continuous, can quantify the predictive uncertainty and hierarchically decompose the dynamics into their pertinent scales while promoting the discovery of slow processes that control the system's evolution over long time horizons. The rest of the paper is structured as follows: We introduce the methodological framework as well as algorithmic details in section II.
Particular focus is paid on the interpretability of the inferred lower-dimensional dynamics. In section III we present three numerical illustrations, i.e. a system of linear ODEs, a hidden Markov Model and the discretized KS-equation. We then present in section IV the probabilistic extension of the framework and apply it to the KS-equation.
We conclude with a summary and a short discussion about possible next steps. We introduce the autoencoders deployed in this work, followed by the interpretable latent space dynamic and discuss the training process. We consider data from high-dimensional time series x n ∈ R f with n = 1, ..., T . We remark that the intervals between the different states do not need to be uniformly spaced.

Autoencoder

A core assumption of the method is that each high-dimensional state x n can be compressed to a lower-dimensional representation z n ∈ C c with c << f . We identify this lower-dimensional representation by an autoencoder consisiting of a parameterized encoder and decoder. The encoder maps the high-dimensional representation to the latent space as:
The latent space is complex-valued. The decoder reconstructs the high-dimensional representation based on the latent variables as: We denote the parameters of the encoder as well as the decoder by θ. As discussed later in Section II C, both set of parameters are optimized simultaneously during training and therefore there is no need for differentiating them.

Interpretable Latent Space Dynamics

We employ a propagator in the latent space to capture the reduced-order dynamics of the system. In contrast to other time-extended variational autoencoder frameworks, our representation uses complex valued latent variables. In addition the latent variables are treated independently. The latter feature enables us to have an interpretable latent dynamics as well as a model that is especially suitable for being trained in the Small Data regime due to the small number of required parameters.
This is in contrast to temporal propagators such as LSTMs . For each dimension i of the latent variable z we are using the following continuous ODE in the complex plane: By solving this ODE, we can define the operator: Interpretable reduced-order modeling with time-scale separation Here, λ is a vector containing all the individual λ's and ∆t n indicates the time-step between the latent states.
The symbol is used to indicate a component-wise multiplication. We remark that the latent variables and the parameter governing the temporal evolution are complex numbers and their role in describing the system dynamics is similar to that of an eigenvalue. The real part is associated with growth and decay whereas the imaginary part is representing the periodic component.
This approach has similarities with the Koopman-operator based methods and the extended dynamic mode decomposition . In contrast to the methods mentioned before we are using a continuous formulation in the latent space that allows us to incorporate scarce and irregularly sampled training data and directly rely on complex numbers in the latent space.

Training and Predictions

We optimize a loss function that combines both a reconstruction loss as well as a loss associated with the error of our learned propagator in the latent space: (5) We note that we could directly incorporate mini-batch training by only taking the summation over a subset of the N available training data.
For new predictions of unseen states, we use the encoder to generate a latent representations which is then advanced in time by the learned propagator. At a designated time step we are using the decoder to reconstruct the high-dimensional solution. We applied our algorithm to three systems. First, we show that the algorithm is capable of exactly reproducing the solution of a linear ODE and to identify its eigenvalues.
Afterwards we are applying the framework to a high-dimensional process generated by a complex latent dynamics, which is correctly identified. As a final test case, we are applying the algorithm to a Kuramoto Shivashinski (KS) equation. Interpretable reduced-order modeling with time-scale separation

Linear ODE

We are considering a two-dimensional ODE system for x = y 1 y 2 : Based on the obtained training data we run our algorithm using a linear encoder and decoder structure as well as two latent variables z. The loss function was optimized using the Adam algorithm . As we consider a linear ODE we can analytically compute the eigenvalues involved and compare it with the parameters λ identified by our algorithm.
We observe in Figure that the algorithm was able to recover the correct values, i.e. the eigenvalues 7 and 3 of the given linear ODE. The system does not have a periodic component and the two imaginary parts correctly go to zero, whereas the real parts converge to the reference value. Moreover we are also able to identify for the linear mapping between our latent variables z and the training data a matrix consisting of a multiple of the eigenvectors (1,1) and (1,-1) and thus the correct solution.
This example was chosen to show that the algorithm is able to quickly identify the exact solution of a linear ODE in terms of its linearly independent components.

Hidden multiscale dynamics

We consider eight-dimensional synthetic time series data produced by an underlying twodimensional complex valued process. In particular, the data points x are generated by first solving for the temporal evolution for the two complex-valued processes p 1 and p 2 and than mapping to the eight-dimensional space by using a randomly sampled linear mapping W .
One of the two processes used to generate the data is chosen to be much slower than the other one and both processes have a periodic component. dp 2 dt = (−0.9 + 1.5i)p 2 (8) As training data we consider 40 time series with 150 data points each, obtained by simulating the described processes for a maximum of t = 15 s and then sampling from the obtained data points.
Hence the training data consists of: • 40 time-series • with each consisting 150 observations of the x at a uniform time-step ∆t = 0.0025 The autoencoder obtained consists of one linear layer for both the decoder as well as the encoder. The model is trained for 5000 iterations using the Adam optimizer and a learning rate of 10 −3 .
The results for the convergence of the parameters λ 1 and λ 2 can be found in Figure . We note that the process which is slower decaying and thus more responsible for the long-term evolution of the system has a higher convergence rate than the faster process. With the obtained parameters λ as well as the trained autoencoder, we compute predictions based on the last time step used for training, i.e. we apply the encoder to obtain our latent representation and than use the latent dynamics to advance the latent representation in time.
Afterwards, we employ the decoder to reconstruct the full high-dimensional system. The results can be found in Figure and show very good agreement between predictions and reference data. This example shows that our model is successfully able to carry out dimensionality reduction and moreover indicates that the convergence rate between latent processes can be different.
The latter is relevant when training models as for accurate predictions all latent processes and their dynamics should be converged.

Kuramoto-Sivashinsky

Finally, we applied our algorithm to the KS equation and aim to identify a reduced-order model for the solution u(y, t): We employed periodic boundary conditions, µ = 1 and a domain size y ∈ [0, 22]. For this domain-size, the KS-equation exhibits a structurally stable chaotic attractor as discussed in The black lines divides the area for which training data was given from the area without raining data.
; . The equation is discretized in space using a discretization step of 22 64 resulting in a state vector x of dimension 64 and a nonlinear system of coupled ODEs. This is solved using a stiff fourth-order solver  We employed a non-linear encoder and decoder with four fully-connected layers each and ReLU-activation functions as well as Dropout Layers between the fully-connected layers.
We trained the model for 200000 iterations using Adam and a learning rate of 5 • 10 4 and assuming a five-dimensional latent space. We obtained the λ's in Figure . Four latent variables have λ's close to zero and thus a slow temporal dynamic that is responsible for the long-term evolution whereas one latent variable is quickly decaying.
Based on the obtained parameters, we do predictions based on an unseen initial condition not contained in the training data. We are able to reconstruct the correct phase space based on our predictions despite only using a very limited amount of training data. The results for the phase space can be seen in Figure .
Although the small-scale fluctuations in the temporal dynamics are not well captured, the model identifies the correct manifold which has a good accuracy compared to the reference solution. All phase-spaces were obtained by using a finite-difference operator on the data or predictions. These results are in accordance Interpretable reduced-order modeling with time-scale separation with whose LSTM-based temporal dynamic model was also able to find the correct phase space but not to track the actual dynamics for long-term predictions.
Our model is not able to account for noise in the temporal evolution and thus dealing with chaotic, small-scale fluctuations is challenging. We believe that a probabilistic version of our algorithm could be advantageous here. This section contains a fully probabilistic formulation for the deterministic model discussed before.
We replace the Autoencoder with a Variational Autoencoder and the ODE in the latent space with a SDE. The loss function which we optimize is the Evidence-Lower Bound (ELBO).

Model Structure

We postulate the following relations for our probabilistic model using an Ornstein-Uhlenbeck (OU) for each dimension i of the latent space and a Wiener process W t in the latent space: We again assume that the latent variables z t are complex-valued and a priori independent. Complex variables were chosen as their evolution includes a harmonic components which are observed in many physical systems.
We assume an initial conditions z 0,i ∼ CN (0, σ 2 0,i ). The total parameters associated with the latent space dynamics of our model are thus {σ 2 0,i , σ 2 i , λ i } c i=1 and will be denoted by θ together with all parameters responsible for the decoder mapping G (see next section). These parameters along with the state variables z t have to be inferred from the data x t .
Based on probabilistic Slow Feature Analysis (SFA) , we set σ 2 i = 2; (λ j ) and σ 2 0,i = 1. As a consequence, a priori, the latent dynamics are stationary. A derivation and reasoning for this choice can be found in Appendix A. Hence the only independent parameters are the λ i , the imaginary part of which can account for periodic effects in the latent dynamics.

Variational Autoencoder

We employ a variational autoencoder to account for a probabilistic mappings from the lower-dimensional representation z n to the high-dimensional system x n . In particular we are employing a probabilistic decoder The encoder is used to infer the state variables z based on the given data and thus defined in the inference and learning section.

Inference and Learning

Given the probabilistic relations , our goal is to infer the latent variables z 0:T as well as all model parameters θ. We follow a hybrid Bayesian approach in which the posterior of the state variables is approximated using amortized Variational Inference and Maximum-A-Posteriori (MAP) point-estimates for θ are computed.
The application of Bayes' rule for each data sequence x 0:T leads to the following posterior: where p(θ) denotes the prior on the model parameters. In the context of variational inference, we use the following factorization of the approximate posterior i.e. we infer only the mean µ and variance σ for each state variable based on the given data points.
This conditional density used for inference is the encoder-counterpart to the probabilistic decoder defined in the section before. It can be readily shown that the optimal parameter values are found by maximizing the Evidence Lower Bound (ELBO) F(q φ (z 0:T ), θ) which is derived in Appendix B. We compute Monte Carlo estimates of the gradient of the ELBO with respect to φ and θ with the help of the reparametrization trick and carry out stochastic optimization with the ADAM algorithm .

Results for the probabilistic extension

We applied our probabilistic version to the KS-equation. We used the same settings as for the deterministic approach but considered up to 10 complex latent variables. The obtained λ's are in Figure . The probabilistic model allows us to quantify the uncertainty in predictions. In Figure predictions for various time-steps and the respective uncertainty bounds are shown for an unseen initial condition.
Due to the chaotic nature of the KS-equation and the small amount of training data, the underlying linear dynamic of our model is only able to capture the full dynamics for a limited time horizon. Fortunately, due to the probabilistic approach the model is capable of capturing chaotic fluctuations with increasingly wide uncertainty bounds.
We also computed the phase space representation for the KS-equation based on the predictions obtained by our model and compare it with the reference solution. The probabilistic model identifies the correct manifold with a better accuracy than the deterministic model. As some of the small-scale fluctuations are accounted as noise, the resulting manifold is more concentrated at the origin and the obtained values are slightly smaller than the reference manifold although their shape is very similar.

Answer: By using a propagator in the latent space.


Input: Where can users go for troubleshooting and support?

Context:
'Quectel_QuecPython_BC25 开发板使用说明 版本：Quectel_QuecPython_BC25 开发板使用说明_V1.1日期：2021-11-30 状态：临时文件
Quectel_QuecPython_BC25 开发板使用说明一、基本概述BC25_QuecPython_EVB_V1.1 开发板（本文简称“V1.1 开发板”）是专门针对 BC25 制造，是一款小巧便携的“口袋型”开发板。体型虽小，但是功能丰富，拥 有 SIM 卡座、板载天线、磁开关、LED 等元件。开发者仅需一条 USB Type-C 数据线即可轻松玩转开发板。二、开发板资源Quectel 移远 BC25 通信模组NANO SIM 自弹卡座USB Type-C 数据接口开机按键，唤醒按键磁开关单色灯GPIO 排针上海市闵行区田林路 1016 号科技绿洲 3 期（B 区）5 号楼 200233 邮箱: info@quectel.com 网址: www.quectel.com 1 / 6
三、开发板介绍Quectel_QuecPython_BC25 开发板使用说明开发板是为方便开发者使用 QuecPython，而设计的一款基于 BC25 通信模块 的开发板，其上集成了开发常用的配置，可以满足开发者的开发需求。V1.1 开发板正面接口V1.1 开发板配置开发板配备了多种外设。明细如下：序 号名称型号是否支持接口类 型1磁开关KTH1601SL-ST3是GPIO2LED 灯S3528UG6W9TLC2G- 是GPIOTJ- 34微动按键GPIOA5--------是是---------上海市闵行区田林路 1016 号科技绿洲 3 期（B 区）5 号楼 200233 邮箱: info@quectel.com 网址: www.quectel.com 2 / 6
Quectel_QuecPython_BC25 开发板使用说明四、功能详解4.1 磁开关开发板集成了一个磁开关。使用磁铁靠近，可使磁开关输出引脚变为低电平， 默认为高电平。4.2 LED 灯开发板集成了一颗高亮度灯珠，可以用来做显著指示灯。上海市闵行区田林路 1016 号科技绿洲 3 期（B 区）5 号楼 200233 邮箱: info@quectel.com 网址: www.quectel.com 3 / 6
4.3 按键开发板集成了 2 个微动按键，其功能是 S1 为开机键，S2 为睡眠唤醒按键。Quectel_QuecPython_BC25 开发板使用说明五、调试步骤1.拿到开发板 V1.1 先插上 USB 安装串口驱动，在官方 QQ 群文件搜 CP210 或者自 行百度下载 CP210x 的串口芯片驱动进行安装。2.使用串口工具（例如 QCOM_V1.6）连接 BC25 的主串口（硬件 17、18 脚）。V1.1 选择 Enhanced COM 口，波特率选择 9600,打开串口，按下 PWK 键约一秒松开进 行开机，串口工具收到消息则代表开机成 功，然后按下 EINT 键串口显示 +QATWAKEUP 表示模组唤醒了。3.从 https://python.quectel.com/download 下载 BC25QuecPython 版本固件， 使用 Qflash（群文件下载）选择 BC25 的调试串口（硬件 38、39 脚），波特率选 择 921600，选择 lod 后缀的固件，按下 EINT 键串口工具显示模组已经唤醒串口 工具发 AT+QSCLK=0 可关闭睡眠（不会发 AT 则多按几次 EINT 键），点击 Start 开 始下载固件,下载进度条开始下载，等待下载完成。关闭以上所有工具，并给板 子断电重新上电。4.从 https://python.quectel.com/download 下载 QPYCOM 工具，直接解压运行 工具，选择主串口（同第 2 步），选择 57600 波特率，打开串口。再按 PWK 按键 进行开机，会看到 QPYCOM 有打印 mount.Type "help()" for more information.然后就可以进行 QuecPython 的交互调 试了。上海市闵行区田林路 1016 号科技绿洲 3 期（B 区）5 号楼 200233 邮箱: info@quectel.com 网址: www.quectel.com 4 / 6
六、常见问题解决Quectel_QuecPython_BC25 开发板使用说明Q：模块的固件在哪？A：请登录 QuecPython 网站下载：http://python.quectel.com/downloadQ：哪里有开发板和其他常用资料？A：请登录 QuecPython 网站下载：http://python.quectel.com/downloadP.S. 如果您遇到任何问题，请参照本官网在线文档进行解决或访问 QuecPython 社区进行搜索、交流、提问：QuecPython 社区或者联系我们的在线支持：QQ 群 445121768获取 QuecPython 开发固件及加入官方交流群官网主页：https://python.quectel.com官网文件下载（各类资料、工具）：https://python.quectel.com/download官网 wiki（常用于视频教程、手把手教程下载、API 库）：https://python.quectel.com/wiki/#/官网文档中心(拥有从入门到精通的各种文档介绍、必看)：https://python.quectel.com/doc/工单系统：https://workorder.quectel.com/QuecPython 社区：https://forumschinese.quectel.com/c/function-subjects/quectpython/43QuecPython 官方 QQ 开发交流群：445121768微信公众号：QuecPython移远 OTA 升级平台： https://cloudota.quectel.com/移远 IoT 管理平台：https://python.quectel.com/doc/doc/Advanced_development/zh/QuecPython Cloud/QuecCloud.html上海市闵行区田林路 1016 号科技绿洲 3 期（B 区）5 号楼 200233 邮箱: info@quectel.com 网址: www.quectel.com 5 / 6
附录 1 V1.1 开发板丝印图Quectel_QuecPython_BC25 开发板使用说明附录 2 V1.1 开发板原理图上海市闵行区田林路 1016 号科技绿洲 3 期（B 区）5 号楼 200233 邮箱: info@quectel.com 网址: www.quectel.com 6 / 6
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'

Answer: Online documentation, QuecPython community, online support: QQ group 445121768.


Input: When was McPherson County established as a county?

Context:
McPherson County (standard abbreviation: MP) is a county located in the U.S. state of Kansas.  As of the 2020 census, the county population was 30,223. The largest city and county seat is McPherson. The county is named for Civil War General James B. McPherson.

History

Early history

For many millennia, the Great Plains of North America was inhabited by nomadic Native Americans. From the 16th century to 18th century, the Kingdom of France claimed ownership of large parts of North America. In 1762, after the French and Indian War, France secretly ceded New France to Spain, per the Treaty of Fontainebleau. In 1802, Spain returned most of the land to France, but keeping title to about 7,500 square miles.

In 1803, most of the land for modern day Kansas was acquired by the United States from France as part of the 828,000 square mile Louisiana Purchase for 2.83 cents per acre. In 1848, after the Mexican–American War, the Treaty of Guadalupe Hidalgo with Spain brought into the United States all or part of land for ten future states, including southwest Kansas. In 1854, the Kansas Territory was organized, then in 1861 Kansas became the 34th U.S. state.

19th century

From the 1820s to 1870s, the Santa Fe Trail passed through, what is now McPherson County. The trail entered the county, east of Canton, then south of Galva, then north of Inman, and west towards Lyons. In 1855, Charles O. Fuller established a ranch adjacent to the Running Turkey Creek Crossing about two miles south and one mile east of Galva. Fuller's Ranch provided accommodations for travelers on the Santa Fe Trail and was probably the first white settlement in McPherson County.

Peketon County was established in 1860, by the passage of a bill by S. N. Wood:  An act to establish Peketon County. Section 1. - That all that territory west of the sixth principal meridian and south of Township 16, in Kansas Territory, be and the same is hereby erected into a county, to be known by the name of Peketon County. On February 17, 1865, Peketon County was abolished, and McPherson County was made a part of Marion County, which extended from the west line of Chase County to the present western boundary of Kansas.

In 1868, Solomon Stephens and L. N. Holmberg were appointed Justices of the Peace—the first officers in what is now McPherson County. The next year (1869) occurred the first election for the township, now the county of McPherson. McPherson was regularly organized as a county in the spring of 1870, a mass meeting being held at Sweadal. Sweadal, the county seat thus selected, was located about one mile and a half southwest of the present site of Lindsborg. In September, however, the County Commissioners resolved to meet at the latter place, McPherson which had already been located some two years.

In April, 1873, a petition was filed for the county seat re-location. It was signed by 483 voters, and a special election was accordingly ordered for June 10. Upon that day, McPherson received 605 votes, New Gottland 325, King City 3 and Lindsborg 1; McPherson's majority over all, 276. In May the McPherson Town Company had offered, as an inducement for the location of the county seat at this point, the free use of rooms for ten years, and the donation of two squares of land on the town site. The offer was accepted the next month, the County Commissioners selecting blocks 56 and 65. Thus the county seat was established at McPherson and has remained since.

As early as 1875, city leaders of Marion held a meeting to consider a branch railroad from Florence. In 1878, Atchison, Topeka and Santa Fe Railway and parties from Marion County and McPherson County chartered the Marion and McPherson Railway Company.  In 1879, a branch line was built from Florence to McPherson, in 1880 it was extended to Lyons, in 1881 it was extended to Ellinwood. The line was leased and operated by the Atchison, Topeka and Santa Fe Railway. The line from Florence to Marion, was abandoned in 1968. In 1992, the line from Marion to McPherson was sold to Central Kansas Railway. In 1993, after heavy flood damage, the line from Marion to McPherson was abandoned. The original branch line connected Florence, Marion, Canada, Hillsboro, Lehigh, Canton, Galva, McPherson, Conway, Windom, Little River, Mitchell, Lyons, Chase, then connected with the original AT&SF main line at Ellinwood.

In 1887, the Chicago, Kansas and Nebraska Railway extended its main line from Herington to Pratt.  This main line connected Herington, Ramona, Tampa, Durham, Waldeck, Canton, Galva, McPherson, Groveland, Inman, Medora, Hutchinson, Whiteside, Partridge, Arlington,  Langdon, Turon, Preston, Natrona, Pratt.  In 1888, this main line was extended to Liberal.  Later, this line was extended to Tucumcari, New Mexico and Santa Rosa, New Mexico, where it made a connection with the Southern Pacific from El Paso, Texas.  The Chicago, Kansas and Nebraska Railway was absorbed by the Chicago, Rock Island and Pacific Railway. This line is also called the "Golden State Route".

20th century
The National Old Trails Road, also known as the Ocean-to-Ocean Highway, was established in 1912, and was routed through Windom, Conway, McPherson.

Geography

According to the U.S. Census Bureau, the county has a total area of , of which  is land and  (0.3%) is water.

Adjacent counties
 Saline County (north)
 Dickinson County (northeast)
 Marion County (east)
 Harvey County (southeast)
 Reno County (southwest)
 Rice County (west)
 Ellsworth County (northwest)

Major highways
  Interstate 135
  U.S. Route 56
  U.S. Route 81
  K-4
  K-61
  K-153

Demographics

The McPherson Micropolitan Statistical Area includes all of McPherson County.

2000 census
As of the census of 2000, there were 29,554 people, 11,205 households, and 7,966 families residing in the county.  The population density was 33 people per square mile (13/km2).  There were 11,830 housing units at an average density of 13 per square mile (5/km2).  The racial makeup of the county was 96.53% White, 0.81% Black or African American, 0.34% Native American, 0.32% Asian, 0.06% Pacific Islander, 0.79% from other races, and 1.16% from two or more races.  1.94% of the population were Hispanic or Latino of any race. 37.1% were of German, 12.9% Swedish, 12.1% American, 6.7% English and 6.3% Irish ancestry according to Census 2000.

There were 11,205 households, out of which 33.00% had children under the age of 18 living with them, 62.50% were married couples living together, 6.00% had a female householder with no husband present, and 28.90% were non-families. 25.50% of all households were made up of individuals, and 11.80% had someone living alone who was 65 years of age or older.  The average household size was 2.49 and the average family size was 2.99.

In the county, the population was spread out, with 25.40% under the age of 18, 10.30% from 18 to 24, 25.20% from 25 to 44, 21.80% from 45 to 64, and 17.30% who were 65 years of age or older.  The median age was 38 years. For every 100 females there were 95.90 males.  For every 100 females age 18 and over, there were 92.90 males.

The median income for a household in the county was $41,138, and the median income for a family was $48,243. Males had a median income of $33,530 versus $21,175 for females. The per capita income for the county was $18,921.  About 4.20% of families and 6.60% of the population were below the poverty line, including 5.20% of those under age 18 and 8.10% of those age 65 or over.

Government

Presidential elections
McPherson county is often carried by Republican candidates. The last time a Democratic candidate has carried this county was in 1964 by Lyndon B. Johnson.

Laws
Following amendment to the Kansas Constitution in 1986, the county remained a prohibition, or "dry", county until 1996, when voters approved the sale of alcoholic liquor by the individual drink with a 30 percent food sales requirement.

Education

Colleges
 McPherson College in McPherson
 Bethany College in Lindsborg
 Central Christian College in McPherson

Unified school districts
 Smoky Valley USD 400
 McPherson USD 418
 Canton-Galva USD 419
 Moundridge USD 423
 Inman USD 448

School district office in neighboring county
 Goessel USD 411
 Little River-Windom USD 444

Museums
 Birger Sandzén Memorial Gallery in Lindsborg
 McCormick-Deering Days Museum in Inman
 McPherson Museum in McPherson
 Lindsborg Old Mill & Swedish Heritage Museum in Lindsborg
 Kansas Motorcycle Museum in Marquette

Communities

Cities

 Canton
 Galva
 Inman
 Lindsborg
 Marquette
 McPherson (county seat)
 Moundridge
 Windom

Unincorporated communities
† means a Census-Designated Place (CDP) by the United States Census Bureau.
 Conway
 Elyria†
 Groveland
 Johnstown
 New Gottland
 Roxbury†

Ghost towns
 Alta Mills
 Battle Hill
 Christian
 Doles Park
 Elivon
 King City
 Sweadal

Townships
McPherson County is divided into twenty-five townships.  The cities of Lindsborg and McPherson are considered governmentally independent and are excluded from the census figures for the townships.  In the following table, the population center is the largest city (or cities) included in that township's population total, if it is of a significant size.

See also
 List of people from McPherson County, Kansas
 National Register of Historic Places listings in McPherson County, Kansas
 McPherson Valley Wetlands
 Maxwell Wildlife Refuge

References

Notes

Further reading

 Wheeler, Wayne Leland. "An Analysis of Social Change in a Swedish-Immigrant Community: The Case of Lindsborg, Kansas." (PhD dissertation, University of Missouri-Columbia; ProQuest Dissertations Publishing, 1959. 5905657).

County
 Through the Years: A Pictorial History of McPherson County; McPherson Sentinel' Heritage House Publishing Co; 1992.
 McPherson County First Courthouse Built About 1869 or 1870; Lindsborg News-Record; March 30, 1959.
 Pioneer Life and Lore of McPherson County, Kansas; Edna Nyquist; Democratic-Opinion Press; 1932.
 A History of the Church of the Brethren in Kansas (includes McPherson College history); Elmer LeRoy Craik; McPherson Daily; Republican Press; 397 pages; 1922.
 Portrait and Biographical Record of Dickinson, Saline, McPherson, and Marion Counties, Kansas; Chapman Bros; 614 pages; 1893.
 Standard Atlas of McPherson County, Kansas; Geo. A. Ogle & Co; 82 pages; 1921.
 Plat Book of McPherson County, Kansas; North West Publishing Co; 50 pages; 1903.
 Edwards' Atlas of McPherson County, Kansas; John P. Edwards; 51 pages; 1884.

Trails
 The Story of the Marking of the Santa Fe Trail by the Daughters of the American Revolution in Kansas and the State of Kansas; Almira Cordry; Crane Co; 164 pages; 1915. (Download 4MB PDF eBook)
 The National Old Trails Road To Southern California, Part 1 (LA to KC); Automobile Club Of Southern California; 64 pages; 1916. (Download 6.8MB PDF eBook)

Mennonite Settlements
 Impact of Mennonite settlement on the cultural landscape of Kansas; Brenda Martin; Kansas State University; 1985/1988.
 Mennonite settlement : the relationship between the physical and cultural environment; Susan Movle; University of Utah; 1975/1886.
 Status of Mennonite women in Kansas in their church and home relationships; Eva Harshbarger; Bluffton College; 1925/1945.

External links

County

 McPherson County - Directory of Public Officials
Historical
 , from Hatteberg's People'' on KAKE TV news
Maps
 McPherson County Maps: Current, Historic, KDOT
 Kansas Highway Maps: Current, Historic, KDOT
 Kansas Railroad Maps: Current, 1996, 1915, KDOT and Kansas Historical Society

Kansas counties
1867 establishments in Kansas
Populated places established in 1867

Answer: McPherson County was established as a county in 1867.


Input: What is the proposed approach in this research paper?

Context:
\section{Introduction}
\label{sec:introduction}

Probabilistic models have proven to be very useful in a lot of applications in signal processing where signal estimation is needed \cite{rabiner1989tutorial,arulampalam2002tutorial,ji2008bayesian}. Some of their advantages are that 1) they force the designer to specify all the assumptions of the model, 2) they provide a clear separation between the model and the algorithm used to solve it, and 3) they usually provide some measure of uncertainty about the estimation.

On the other hand, adaptive filtering is a standard approach in estimation problems when the input is received as a stream of data that is potentially non-stationary. This approach is widely understood and applied to several problems such as echo cancellation \cite{gilloire1992adaptive}, noise cancellation \cite{nelson1991active}, and channel equalization \cite{falconer2002frequency}.

Although these two approaches share some underlying relations, there are very few connections in the literature. The first important attempt in the signal processing community to relate these two fields was the connection between a linear Gaussian state-space model (i.e. Kalman filter) and the RLS filter, by Sayed and Kailath \cite{sayed1994state} and then by Haykin \emph{et al.} \cite{haykin1997adaptive}. The RLS adaptive filtering algorithm emerges naturally when one defines a particular state-space model (SSM) and then performs exact inference in that model. This approach was later exploited in \cite{van2012kernel} to design a kernel RLS algorithm based on Gaussian processes.

A first attempt to approximate the LMS filter from a probabilistic perspective was presented in \cite{park2014probabilistic}, focusing on a kernel-based implementation. The algorithm of \cite{park2014probabilistic} makes use of a Maximum a Posteriori (MAP) estimate as an approximation for the predictive step. However, this approximation does not preserve the estimate of the uncertainty in each step, therefore degrading the performance of the algorithm.

In this work, we provide a similar connection between state-space models and least-mean-squares (LMS). Our approach is based on approximating the posterior distribution with an isotropic Gaussian distribution. We show how the computation of this approximated posterior leads to a linear-complexity algorithm, comparable to the standard LMS. Similar approaches have already been developed for a variety of problems such as channel equalization using recurrent RBF neural networks \cite{cid1994recurrent}, or Bayesian forecasting \cite{harrison1999bayesian}. Here, we show the usefulness of this probabilistic approach for adaptive filtering.

The probabilistic perspective we adopt throughout this work presents two main advantages. Firstly, a novel LMS algorithm with adaptable step size emerges naturally with this approach, making it suitable for both stationary and non-stationary environments. The proposed algorithm has less free parameters than previous LMS algorithms with variable step size \cite{kwong1992variable,aboulnasr1997robust,shin2004variable}, and its parameters are easier to be tuned w.r.t. these algorithms and standard LMS. Secondly, the use of a probabilistic model provides us with an estimate of the error variance, which is useful in many applications.

Experiments with simulated and real data show the advantages of the presented approach with respect to previous works. However, we remark that the main contribution of this paper is that it opens the door to introduce more Bayesian machine learning techniques, such as variational inference and Monte Carlo sampling methods \cite{barber2012bayesian}, to adaptive filtering.\\

\section{Probabilistic Model}

Throughout this work, we assume the observation model to be linear-Gaussian with the following distribution,

\begin{equation}
p(y_k|{\bf w}_k) = \mathcal{N}(y_k;{\bf x}_k^T {\bf w}_k , \sigma_n^2),
\label{eq:mess_eq}
\end{equation}
where  $\sigma_n^2$ is the variance of the observation noise, ${\bf x}_k$ is the regression vector and ${\bf w}_k$ is the parameter vector to be sequentially estimated, both $M$-dimensional column vectors.

In a non-stationary scenario, ${\bf w}_k$ follows a dynamic process. In particular, we consider a diffusion process (random-walk model) with variance $\sigma_d^2$ for this parameter vector:

\begin{equation}
p({\bf w}_k|{\bf w}_{k-1})= \mathcal{N}({\bf w}_k;{\bf w}_{k-1}, \sigma_d^2 {\bf I}),
\label{eq:trans_eq}
\end{equation}
where $\bf I$ denotes the identity matrix. In order to initiate the recursion, we assume the following prior distribution on ${\bf w}_k$

\begin{equation}
p({\bf w}_0)= \mathcal{N}({\bf w}_0;0, \sigma_d^2{\bf I}).\nonumber
\end{equation}

\section{Exact inference in this model: Revisiting the RLS filter}

Given the described probabilistic SSM, we would like to infer the posterior probability distribution $p({\bf w}_k|y_{1:k})$.
Since all involved distributions are Gaussian, one can perform exact inference, leveraging the probability rules in a straightforward manner. The resulting probability distribution is
\begin{equation}
p({\bf w}_k|y_{1:k}) =  \mathcal{N}({\bf w}_k;{\bf\boldsymbol\mu}_{k}, \boldsymbol\Sigma_{k}), \nonumber
\end{equation}
in which the mean vector ${\bf\boldsymbol\mu}_{k}$ is given by
\begin{equation}
{\bf\boldsymbol\mu}_k = {\bf\boldsymbol\mu}_{k-1} + {\bf K}_k (y_k - {\bf x}_k^T {\bf\boldsymbol\mu}_{k-1}){\bf x}_k, \nonumber
\end{equation}
where we have introduced the auxiliary variable
\begin{equation}
{\bf K}_k = \frac{ \left(\boldsymbol\Sigma_{k-1} + \sigma_d^2 {\bf I}\right)}{{\bf x}_k^T  \left(\boldsymbol\Sigma_{k-1} + \sigma_d^2 {\bf I}\right)  {\bf x}_k + \sigma_n^2}, \nonumber
\end{equation}
and the covariance matrix $\boldsymbol\Sigma_k$ is obtained as
\begin{equation}
\boldsymbol\Sigma_k = \left( {\bf I} -  {\bf K}_k{\bf x}_k {\bf x}_k^T \right) ( \boldsymbol\Sigma_{k-1} +\sigma_d^2), \nonumber
\end{equation}
Note that the mode of $p({\bf w}_k|y_{1:k})$, i.e. the maximum-a-posteriori estimate (MAP), coincides with the RLS adaptive rule
\begin{equation}
{{\bf w}}_k^{(RLS)} = {{\bf w}}_{k-1}^{(RLS)} + {\bf K}_k (y_k - {\bf x}_k^T {{\bf w}}_{k-1}^{(RLS)}){\bf x}_k .
\label{eq:prob_rls}
\end{equation}
This rule is similar to the one introduced in \cite{haykin1997adaptive}.

Finally, note that the covariance matrix $\boldsymbol\Sigma_k$ is a measure of the uncertainty of the estimate ${\bf w}_k$ conditioned on the observed data $y_{1:k}$. Nevertheless, for many applications a single scalar summarizing the variance of the estimate could prove to be sufficiently useful. In the next section, we show how such a scalar is obtained naturally when $p({\bf w}_k|y_{1:k})$ is approximated with an isotropic Gaussian distribution. We also show that this approximation leads to an LMS-like estimation.

\section{Approximating the posterior distribution: LMS filter }

The proposed approach consists in approximating the posterior distribution $p({\bf w}_k|y_{1:k})$, in general a multivariate Gaussian distribution with a full covariance matrix, by an isotropic spherical Gaussian distribution

\begin{equation}
\label{eq:aprox_post}
\hat{p}({\bf w}_{k}|y_{1:k})=\mathcal{N}({\bf w}_{k};{\bf \hat{\boldsymbol\mu}}_{k}, \hat{\sigma}_{k}^2 {\bf I} ).
\end{equation}

In order to estimate the mean and covariance of the approximate distribution $\hat{p}({\bf w}_{k}|y_{1:k})$, we propose to select those that minimize the Kullback-Leibler divergence with respect to the original distribution, i.e.,

\begin{equation}
\{\hat{\boldsymbol\mu}_k,\hat{\sigma}_k\}=\arg \displaystyle{  \min_{\hat{\boldsymbol\mu}_k,\hat{\sigma}_k}} \{ D_{KL}\left(p({\bf w}_{k}|y_{1:k}))\| \hat{p}({\bf w}_{k}|y_{1:k})\right) \}. \nonumber
\end{equation}

The derivation of the corresponding minimization problem can be found in Appendix A. In particular, the optimal mean and the covariance are found as
\begin{equation}
{\hat{\boldsymbol\mu}}_{k} = {\boldsymbol\mu}_{k};~~~~~~ \hat{\sigma}_{k}^2 = \frac{{\sf Tr}\{ \boldsymbol\Sigma_k\} }{M}.
\label{eq:sigma_hat}
\end{equation}

We now show that by using \eqref{eq:aprox_post} in the recursive predictive and filtering expressions we obtain an LMS-like adaptive rule. First, let us assume that we have an approximate posterior distribution at $k-1$, $\hat{p}({\bf w}_{k-1}|y_{1:k-1}) =  \mathcal{N}({\bf w}_{k-1};\hat{\bf\boldsymbol\mu}_{k-1}, \hat{\sigma}_{k-1}^2 {\bf I} )$. Since all involved distributions are Gaussian, the predictive distribution
is obtained as %
\begin{eqnarray}
\hat{p}({\bf w}_k|y_{1:k-1}) &=& \int p({\bf w}_k|{\bf w}_{k-1}) \hat{p}({\bf w}_{k-1}|y_{1:k-1}) d{\bf w}_{k-1} \nonumber\\
&=& \mathcal{N}({\bf w}_k;{\bf\boldsymbol\mu}_{k|k-1}, \boldsymbol\Sigma_{k|k-1}),
\label{eq:approx_pred}
\end{eqnarray}
where the mean vector and covariance matrix are given by
\begin{eqnarray}
\hat{\bf\boldsymbol\mu}_{k|k-1} &=& \hat{\bf\boldsymbol\mu}_{k-1} \nonumber \\
\hat{\boldsymbol\Sigma}_{k|k-1} &=& (\hat{\sigma}_{k-1}^2 + \sigma_d^2 ){\bf I}\nonumber.
\end{eqnarray}

From \eqref{eq:approx_pred}, the posterior distribution at time $k$ can be computed using Bayes' Theorem and standard Gaussian manipulations (see for instance \cite[Ch. 4]{murphy2012machine}). Then, we approximate the posterior $p({\bf w}_k|y_{1:k})$ with an isotropic Gaussian,
\begin{equation}
\hat{p}({\bf w}_k|y_{1:k}) =  \mathcal{N}({\bf w}_k ; {\hat{\boldsymbol\mu}}_{k}, \hat{\sigma}_k^2 {\bf I} ),\nonumber
\end{equation}
where
\begin{eqnarray}
{\hat{\boldsymbol\mu}}_{k} &= & {\hat{\boldsymbol\mu}}_{k-1}+ \frac{ (\hat{\sigma}_{k-1}^2+ \sigma_d^2)  }{(\hat{\sigma}_{k-1}^2+ \sigma_d^2)  \|{\bf x}_k\|^2 + \sigma_n^2} (y_k - {\bf x}_k^T {\hat{\boldsymbol\mu}}_{k-1}){\bf x}_k  \nonumber  \\
&=& {\hat{\boldsymbol\mu}}_{k-1}+ \eta_k (y_k - {\bf x}_k^T {\hat{\boldsymbol\mu}}_{k-1}){\bf x}_k .
\label{eq:prob_lms}
\end{eqnarray}
Note that, instead of a gain matrix ${\bf K}_k$ as in Eq.~\eqref{eq:prob_rls}, we now have a scalar gain $\eta_k$ that operates as a variable step size.

Finally, to obtain the posterior variance, which is our measure of uncertainty, we apply \eqref{eq:sigma_hat} and the trick ${\sf Tr}\{{\bf x}_k{\bf x}_k^T\}= {\bf x}_k^T{\bf x}_k= \|{\bf x}_k \|^2$,

\begin{eqnarray}
\hat{\sigma}_k^2 &=& \frac{{\sf Tr}(\boldsymbol\Sigma_k)}{M} \\
&=& \frac{1}{M}{\sf Tr}\left\{ \left( {\bf I} -  \eta_k {\bf x}_k {\bf x}_k^T \right) (\hat{\sigma}_{k-1}^2 +\sigma_d^2)\right\} \\
&=& \left(1 - \frac{\eta_k \|{\bf x}_k\|^2}{M}\right)(\hat{\sigma}_{k-1}^2 +\sigma_d^2).
\label{eq:sig_k}
\end{eqnarray}
If MAP estimation is performed, we obtain  an adaptable step-size LMS estimation

\begin{equation}
{\bf w}_{k}^{(LMS)} = {\bf w}_{k-1}^{(LMS)} + \eta_k (y_k - {\bf x}_k^T {\bf w}_{k-1}^{(LMS)}){\bf x}_k,
\label{eq:lms}
\end{equation}
with
\begin{equation}
\eta_k = \frac{ (\hat{\sigma}_{k-1}^2+ \sigma_d^2)  }{(\hat{\sigma}_{k-1}^2+ \sigma_d^2)  \|{\bf x}_k\|^2 + \sigma_n^2}.\nonumber
\end{equation}
At this point, several interesting remarks can be made:

\begin{itemize}

\item The adaptive rule \eqref{eq:lms} has linear complexity since it does not require us to compute the full matrix $\boldsymbol\Sigma_k$.

\item For a stationary model, we have $\sigma_d^2=0$ in \eqref{eq:prob_lms} and \eqref{eq:sig_k}. In this case, the algorithm remains valid and both the step size and the error variance, $\hat{\sigma}_{k}$, vanish over time $k$.

\item Finally, the proposed adaptable step-size LMS has only two parameters, $\sigma_d^2$ and $\sigma_n^2$, (and only one, $\sigma_n^2$, in stationary scenarios) in contrast to other variable step-size algorithms \cite{kwong1992variable,aboulnasr1997robust,shin2004variable}. More interestingly, both $\sigma_d^2$ and $\sigma_n^2$ have a clear underlying physical meaning, and they can be estimated in many cases. We will comment more about this in the next section.
\end{itemize}

\section{Experiments}
\label{sec:experiments}

We evaluate the performance of the proposed algorithm in both stationary and tracking experiments. In the first experiment, we estimate a fixed vector ${\bf w}^{o}$ of dimension $M=50$. The entries of the vector are independently and uniformly chosen in the range $[-1,1]$. Then, the vector is normalized so that $\|{\bf w}^o\|=1$. Regressors $\boldsymbol{x}_{k}$ are zero-mean Gaussian vectors with identity covariance matrix. The additive noise variance is such that the SNR is $20$ dB. We compare our algorithm with standard RLS and three other LMS-based algorithms: LMS, NLMS \cite{sayed2008adaptive}, VSS-LMS \cite{shin2004variable}.\footnote{The used parameters for each algorithm are: for RLS $\lambda=1$, $\epsilon^{-1}=0.01$; for LMS $\mu=0.01$; for NLMS $\mu=0.5$; and for VSS-LMS $\mu_{max}=1$, $\alpha=0.95$, $C=1e-4$.} The probabilistic LMS algorithm in \cite{park2014probabilistic} is not simulated because it is not suitable for stationary environments.

In stationary environments, the proposed algorithm has only one parameter, $\sigma^2_n$. We simulate both the scenario where we have perfectly knowledge of the amount of noise (probLMS1) and the case where the value $\sigma^2_n$ is $100$ times smaller than the actual value (probLMS2). The Mean-Square Deviation (${\sf MSD} = {\mathbb E} \| {\bf w}_0 - {\bf w}_k \|^2$), averaged out over $50$ independent simulations, is presented in Fig. \ref{fig:msd_statationary}.

\begin{figure}[htb]
\centering
\begin{minipage}[b]{\linewidth}
  \centering
  \centerline{\includegraphics[width=\textwidth]{results_stationary_MSD}}
\end{minipage}
\caption{Performance in terms of MSD of probabilistic LMS with both optimal (probLMS1) and suboptimal (probLMS2) compared to LMS, NLMS, VS-LMS, and RLS.}
\label{fig:msd_statationary}
\end{figure}

The performance of probabilistic LMS is close to RLS (obviously at a much lower computational cost) and largely outperforms previous variable step-size LMS algorithms proposed in the literature. Note that, when the model is stationary, i.e. $\sigma^2_d=0$ in \eqref{eq:trans_eq},  both the uncertainty $\hat{\sigma}^2_k$, and the adaptive step size $\eta_k$, vanish over time. This implies that the error tends to zero when $k$ goes to infinity. Fig. \ref{fig:msd_statationary} also shows that the proposed approach is not very sensitive to a bad choice of its only parameter, as demonstrated by the good results of probLMS2, which uses a $\sigma^2_n$ that is $100$ times smaller than the optimal value.

\begin{figure}[htb]
\centering
\begin{minipage}[b]{\linewidth}
  \centering
  \centerline{\includegraphics[width=\textwidth]{fig2_final}}
\end{minipage}
\caption{Real part of one coefficient of the measured and estimated channel in experiment two. The shaded area represents two standard deviations from the prediction {(the mean of the posterior distribution)}.}
\label{fig_2}
\end{figure}

\begin{table}[ht]
\begin{footnotesize}
\setlength{\tabcolsep}{2pt}
\def1.5mm{1.5mm}
\begin{center}
\begin{tabular}{|l@{\hspace{1.5mm}}|c@{\hspace{1.5mm}}|c@{\hspace{1.5mm}}|c@{\hspace{1.5mm}}|c@{\hspace{1.5mm}}|c@{\hspace{1.5mm}}|c@{\hspace{1.5mm}}|}
\hline
Method &  LMS &  NLMS & LMS-2013 & VSSNLMS & probLMS & RLS \\
\hline
\hline
MSD (dB) &-28.45 &-21.07 &-14.36 &-26.90 &-28.36 &-25.97\\
\hline
\end{tabular}
\end{center}
\caption{Steady-state MSD of the different algorithms for the tracking of a real MISO channel.}
\label{tab:table_MSD}
\end{footnotesize}

\end{table}
\newpage
In a second experiment, we test the tracking capabilities of the proposed algorithm with {real} data of a wireless MISO channel acquired in a realistic indoor scenario. More details on the setup can be found in \cite{gutierrez2011frequency}. Fig. \ref{fig_2} shows the real part of one of the channels, and the estimate of the proposed algorithm. The shaded area represents the estimated uncertainty for each prediction, i.e. $\hat{\mu}_k\pm2\hat{\sigma}_k$. Since the experimental setup does not allow us to obtain the optimal values for the parameters, we fix these parameters to their values that optimize the steady-state mean square deviation (MSD). \hbox{Table \ref{tab:table_MSD}} shows this steady-state MSD of the estimate of the MISO channel with different methods. As can be seen, the best tracking performance is obtained by standard LMS and the proposed method.

\section{Conclusions and Opened Extensions}
\label{sec:conclusions}

{We have presented a probabilistic interpretation of the least-mean-square filter. The resulting algorithm is an adaptable step-size LMS that performs well both in stationary and tracking scenarios. Moreover, it has fewer free parameters than previous approaches and these parameters have a clear physical meaning. Finally, as stated in the introduction, one of the advantages of having a probabilistic model is that it is easily extensible:}

\begin{itemize}
\item If, instead of using an isotropic Gaussian distribution in the approximation, we used a Gaussian with diagonal covariance matrix, we would obtain a similar algorithm with different step sizes and measures of uncertainty, for each component of ${\bf w}_k$. Although this model can be more descriptive, it needs more parameters to be tuned, and the parallelism with LMS vanishes.
\item Similarly, if we substitute the transition model of \eqref{eq:trans_eq} by an Ornstein-Uhlenbeck process,

\begin{equation}
p({\bf w}_k|{\bf w}_{k-1})= \mathcal{N}({\bf w}_k;\lambda {\bf w}_{k-1}, \sigma_d^2), \nonumber
\label{eq:trans_eq_lambda}
\end{equation}
a similar algorithm is obtained but with a forgetting factor $\lambda$ multiplying ${\bf w}_{k-1}^{(LMS)}$ in \eqref{eq:lms}. This algorithm may have improved performance under such a kind of autoregresive dynamics of ${\bf w}_{k}$, though, again, the connection with standard LMS becomes dimmer.

\item As in \cite{park2014probabilistic}, the measurement model \eqref{eq:mess_eq} can be changed to obtain similar adaptive algorithms for classification, ordinal regression, and Dirichlet regression for compositional data.

\item A similar approximation technique could be applied to more complex dynamical models, i.e. switching dynamical models \cite{barber2010graphical}. The derivation of efficient adaptive algorithms that explicitly take into account a switch in the dynamics of the parameters of interest is a non-trivial and open problem, though the proposed approach could be useful.

\item Finally, like standard LMS, this algorithm can be kernelized for its application in estimation under non-linear scenarios.

\end{itemize}

\begin{appendices}

\section{KL divergence between a general gaussian distribution and an isotropic gaussian}
\label{sec:kl}

 We want to approximate  $p_{{\bf x}_1}(x) = \mathcal{N}({\bf x}; \boldsymbol\mu_1,\boldsymbol\Sigma_1)$ by $p_{{\bf x}_2}({\bf x}) = \mathcal{N}({\bf x}; \boldsymbol\mu_2,\sigma_2^2 {\bf I})$. In order to do so, we have to compute the parameters of $p_{{\bf x}_2}({\bf x})$, $\boldsymbol\mu_2$ and $\sigma_2^2$, that minimize the following Kullback-Leibler divergence,

\begin{eqnarray}
D_{KL}(p_{{\bf x}_1}\| p_{{\bf x}_2}) &=&\int_{-\infty}^{\infty} p_{{\bf x}_1}({\bf x}) \ln{\frac{p_{{\bf x}_1}({\bf x})}{p_{{\bf x}_2}({\bf x})}}d{\bf x} \nonumber  \\
&= &  \frac{1}{2} \{ -M + {\sf Tr}(\sigma_2^{-2} {\bf I}\cdot \boldsymbol\Sigma_1^{-1})  \nonumber \\
  & &  + (\boldsymbol\mu_2 - \boldsymbol\mu_1 )^T \sigma^{-2}_2{\bf I} (\boldsymbol\mu_2 - \boldsymbol\mu_1 )  \nonumber \\
 & &   +  \ln \frac{{\sigma_2^2}^M}{\det\boldsymbol\Sigma_1} \}.
\label{eq:divergence}
\end{eqnarray}
Using symmetry arguments, we obtain
\begin{equation}
\boldsymbol\mu_2^{*} =\arg \displaystyle{  \min_{\boldsymbol\mu_2}} \{ D_{KL}(p_{{\bf x}_1}\| p_{{\bf x}_2}) \} = \boldsymbol\mu_1.
\end{equation}
Then, \eqref{eq:divergence} gets simplified into

\begin{eqnarray}
D_{KL}(p_{{\bf x}_1}\| p_{{\bf x}_2}) = \frac{1}{2}\lbrace { -M + {\sf Tr}(\frac{\boldsymbol\Sigma_1}{\sigma_2^{2}}) + \ln \frac{\sigma_2^{2M}}{\det\boldsymbol\Sigma_1}}\rbrace.
\end{eqnarray}
The variance $\sigma_2^2$ is computed in order to minimize this Kullback-Leibler divergence as

\begin{eqnarray}
\sigma_2^{2*} &=& \arg\min_{\sigma_2^2} D_{KL}(P_{x_1}\| P_{x_2}) \nonumber \\
 &=& \arg\min_{\sigma_2^2}\{ \sigma_2^{-2}{\sf Tr}\{\boldsymbol\Sigma_1\} + M\ln \sigma_2^{2} \} .
\end{eqnarray}
Deriving and making it equal zero leads to

\begin{equation}
\frac{\partial}{\partial \sigma_2^2} \left[ \frac{{\sf Tr}\{\boldsymbol\Sigma_1\}}{\sigma_2^{2}} + M \ln \sigma_2^{2} \right] = \left. {\frac{M}{\sigma_2^{2}}-\frac{{\sf Tr}\{\boldsymbol\Sigma_1\}}{(\sigma_2^{2})^2}}\right|_{\sigma_2^{2}=\sigma_2^{2*}}\left. =0 \right. .
\nonumber
\end{equation}
Finally, since the divergence has a single extremum in $R_+$,
\begin{equation}
\sigma_2^{2*} = \frac{{\sf Tr}\{\boldsymbol\Sigma_1\}}{M}.
\end{equation}

\end{appendices}

\vfill
\clearpage

\bibliographystyle{IEEEbib}

Answer: This research paper proposed an approach based on approximating the posterior distribution with an isotropic Gaussian distribution.


Input: How many years has KSTP-FM 102.1 been on the air?

Context:
KSTP (1500 AM; SKOR North) is a commercial AM radio station licensed to Saint Paul, Minnesota. It is the flagship AM radio station of Hubbard Broadcasting, which also owns several other television and radio stations across the United States.  KSTP has a sports radio format and is the ESPN Radio Network affiliate for Minneapolis-St. Paul.  The radio studios are  on University Avenue in Minneapolis, shared with sister stations KSTP-FM, KSTP-TV, KTMY, and KSTC-TV. On weekdays, KSTP airs local sports shows from 9 a.m. to 9 p.m. and carries ESPN programming weekday mornings, late nights and weekends. Some KSTP shows are simulcast on other sports radio stations in the region.

KSTP runs the maximum power for AM stations, 50,000 watts.  It shares clear-channel, Class A status on 1500 AM with WFED in Washington, D.C.  KSTP broadcasts a directional signal at night, using a three-tower array, with its transmitter on U.S. Route 61 at Beam Avenue in Maplewood.  Programming is also heard on 250 watt FM translator K235BP at 94.9 MHz in Bemidji.

History

WAMD and KFOY
KSTP's start in 1928 was the product of a merger between two pioneering Twin Cities stations: WAMD ("Where All Minneapolis Dances") in Minneapolis, first licensed on February 16, 1925 to Stanley E. Hubbard, and KFOY in St. Paul, first licensed on March 12, 1924 to the Beacon Radio Service in St. Paul.

Following a few test transmissions, WAMD made its formal debut broadcast on February 22, 1925. (In later interviews Stanley Hubbard traced WAMD's start to April 1924.) It was located at the Marigold Dance Garden, and featured nightly "Midnight Frolics" broadcasts by the ballroom's orchestra. It is claimed that WAMD was the first radio station to be completely supported by running paid advertisements. Effective June 15, 1927, WAMD was assigned to 1330 kHz.

On November 11, 1927 WAMD's transmitter site at Oxboro Heath on Lyndale Avenue South burned down, two weeks after the station had been sold to the National Battery Company. An initial arrangement was made to carry WAMD's programs over WRHM (now WWTC), transmitting on WAMD's 1330 kHz frequency. Beginning on November 24, 1927 the WAMD broadcasts, still on 1330 kHz, were shifted to KFOY's facility in St. Paul. (At this time KFOY was assigned to 1050 kHz). The next day it was announced that National Battery had purchased KFOY, and as of December 1, 1927 both KFOY and WAMD were reassigned to 1350 kHz. WAMD continued making regular broadcasts until the end of March 1928, while KFOY, although it continued to be licensed for a few more months on a time-sharing basis with WAMD, ceased operations at this point.

National Battery Company
In mid-December 1927, the National Battery Company announced it had received permission from the Federal Radio Commission (FRC) to build a new station, with the call letters KSTP, operating from a transmitter site to be constructed three miles south of Wescott. The next month it was reported that the new station, still under construction, had been assigned to 1360 kHz. KSTP made its debut broadcast on March 29, 1928. Although technically it was a separate station from WAMD and KFOY, both of which were formally deleted on April 30, 1928, overall KSTP was treated as the direct successor to a consolidated WAMD and KFOY.

Hubbard became the merged station's general manager, acquiring controlling interest in 1941. A month after the merger, KSTP became an affiliate for the NBC Red Network.  It remained with NBC for 46 years. On November 11, 1928, under the provisions of the FRC's General Order 40, KSTP was assigned to a "high-powered regional" frequency of 1460 kHz. The only other station assigned to this frequency was WTFF in Mount Vernon Hills, Virginia (later WJSV, now WFED, Washington, D.C.). On February 7, 1933, the FRC authorized KSTP to increase its daytime power to 25 KW. In 1938 and 1939 KSTP also operated a high-fidelity AM "experimental audio broadcasting station" Apex station, W9XUP, originally on 25,950 kHz and later on 26,150 kHz. In 1941, as part of the implementation of the North American Regional Broadcasting Agreement, KSTP was assigned to its current "clear channel" frequency of 1500 kHz, with the provision that it and WJSV, as "Class I-B" stations, had to maintain directional antennas at night in order to mutually protect each other from interference. An FM station, KSTP-FM, was founded in 1946 but shut down in 1952.

Hubbard reportedly acquired an RCA TV camera in 1939, and started experimenting with television broadcasts.  But World War II put a hold on the development of television.  In 1948, with the war over, KSTP-TV became the first television station in Minnesota.  With KSTP 1500 already associated with NBC Radio, KSTP-TV became an NBC Television Network affiliate.  From 1946 to 1952, KSTP also had an FM counterpart.  KSTP-FM 102.1 was only on the air four years.  There were few radios equipped to receive FM signals in that era, and management decided to discontinue FM broadcasts.

MOR and Top 40
As network programming moved from radio to television, KSTP programmed a full service Middle of the Road (MOR) radio format, in the shadow of its chief competitor, CBS Radio affiliate 830 WCCO. In 1965, a new FM station, reviving the KSTP-FM call sign, was put on the air, largely simulcasting the AM station.  But by the late 1960s, KSTP-FM began a separate format of beautiful music.  KSTP was the radio home of the Minnesota Vikings football team from 1970 to 1975.

In 1973, KSTP broke away from its longtime adult MOR sound and became one of four area stations at the time to program a Top 40 format. "15 KSTP, The Music Station" competed with Top 40 AM rivals WDGY, KDWB and later, WYOO. The competition would eventually shake itself out, with outrageous rocker WYOO dropping out after being sold in 1976, and then the staid WDGY switching to country music the following year.  As for uptempo hits station 15 KSTP, it went from a tight Top 40 format to leaning adult rock in 1978, to leaning adult contemporary in 1979, to evolving into adult contemporary/talk by 1980.  In 1982, it officially shifted to talk.  Most Top 40 rock music, by this time, had moved to the FM band.

Past Personalities

Notable hosts who have been on KSTP include John Hines, Jesse Ventura, Larry Carolla, Tom Barnard, Big Al Davis, Don Vogel, John MacDougall, Griff, Mike Edwards, Geoff Charles, Joe Soucheray, James Lileks, Leigh Kamman, Barbara Carlson, Peter Thiele, Tom Mischke, Jason Lewis, Chuck Knapp, Machine Gun Kelly, Charle Bush, Mark O'Connell and Paul Brand. These broadcasters were supported by producers such as Bruce Huff, Rob Pendleton, Alison Brown, Jean Bjorgen, David Elvin (who Vogel dubbed the "Steven Spielberg of Talk Radio"), Mitch Berg and others.

The station has, for the most part, emphasized local hosts over the years.  But in 1988, KSTP was one of Rush Limbaugh's first affiliates when his conservative talk show was rolled out for national syndication.  (Clear Channel-owned KTLK-FM took over rights to Limbaugh's show in January 2006). Other syndicated hosts previously heard on KSTP include Sean Hannity, Bruce Williams, Larry King, and Owen Spann.

Sports Radio
KSTP switched to Sports Radio on February 15, 2010.  As the station had to wait for ESPN's contract with rival KFAN and its sister station KFXN to expire, it did not become an ESPN Radio affiliate until April 12, the same day that the Minnesota Twins were scheduled to play the first game in their new ball park, Target Field, against the Boston Red Sox.  As a result Coast to Coast AM and Live on Sunday Night, it's Bill Cunningham were retained during this period.  One ESPN Radio network program, The Herd with Colin Cowherd, was picked up by KSTP immediately following the format change.

In 2018, the station was approved for an FM translator on 94.1 FM, broadcasting from a transmitter atop the IDS Center in downtown Minneapolis. The two-watt signal threw most of its power to the west, preventing interference to low powered FM stations on the same channel including WFNU-LP in St. Paul. With only two watts of power, however, the signal was limited to the immediate downtown area surrounding the IDS Center.  It later acquired a 250 watt translator, K235BP at 94.9 MHz.  The original translator was discontinued.

On January 15, 2019, KSTP rebranded as "SKOR North" (a reference to the Vikings team song/chant, "Skol, Vikings"), with local programming between 12 noon and 7 pm. About a year later, in May of 2020, KSTP suspended most of its local programming and laid off nearly all of its local staff. Station management cited the economic toll of the coronavirus for the changes. Sports broadcasting continues, primarily composed of ESPN radio network broadcasts.

Sports Teams

KSTP-AM served as the radio flagship for the Minnesota Vikings football team from 1970 to 1975.

On August 1, 2006, the station announced that it would be the new flagship station for the Minnesota Twins baseball team, effective with the start of the 2007 season. The Twins had been on rival WCCO since arriving in Minnesota in 1961.  KSTP served as the flagship for the Twins until the end of the 2012 season, when games moved to 96.3 KTWN-FM (now KMWA).  The Twins have since returned to WCCO 830.

The switch to a fairly weak FM station caused dissent among some listeners, particularly in communities that had trouble picking up KSTP 1500.  Although KSTP is the state's second most powerful AM station, it must operate directionally at night, delivering a reduced signal to parts of the market. WCCO, by comparison, offers a signal with a wider coverage area during the day than KSTP does, with WCCO's non-directional 50,000 watt signal. In response, the Twins have expanded the number of affiliates.

On March 9, 2011, KSTP announced it would be the new flagship for the University of Minnesota Golden Gophers men's and women's basketball and men's ice hockey, ending a 68-year run on WCCO. The rights have since moved to KFXN-FM, which already aired Gopher football.

On March 2, 2017, KSTP announced it would be the first radio broadcaster for Minnesota United FC.  The move brings live soccer action to 1500 AM.

Previous logos

References

External links
KSTP website

FCC History Cards for KSTP (covering 1928-1980)
Radiotapes.com Historic Minneapolis/St. Paul airchecks dating back to 1924 including KSTP and other Twin Cities radio stations.
Rick Burnett's TwinCitiesRadioAirchecks.com has additional airchecks of KSTP and other Twin Cities radio stations from the '60s and '70s, including Chuck Knapp's 2nd show on KSTP.

Hubbard Broadcasting
ESPN Radio stations
Peabody Award winners
Radio stations in Minneapolis–Saint Paul
Radio stations established in 1925
1925 establishments in Minnesota
Minnesota Kicks
Sports radio stations in the United States
Clear-channel radio stations.

Answer: Four years.