Exponential passive filtering for a class of nonlinear jump systems

The exponential passive filtering problem for a class of nonlinear Markov jump systems with uncertainties and time-delays is studied. The uncertain parameters are assumed unknown but norm bounded, and the nonlinearities satisfy the quadratic condition. Based on the passive filtering theory, the sufficient condition for the existence of the mode-dependent passive filter is given by analyzing the reconstructed observer system. By using the appropriate Lyapunov-Krasovskii function and applying linear matrix inequalities, the design scheme of the passive filter is derived and described as an optimization one. The presented exponential passive filter makes the error dynamic systems exponentially stochastically stable for all the admissible uncertainties, time-delays and nonlinearities, has the better abilities of state tracking and satisfies the given passive norm index. Simulation results demonstrate the validity of the proposed approach.     

时间离散的回归神经网络的定性分析

研究了一类时间离散的回归神经网络的定性问题.首先应用非线性分析中的度理论,建立了这类神经网络平衡点存在唯一的充要条件;其次通过Lyapunov函数,得到了这类神经网络全局指数稳定的充分准则.     

Nonlinear Sampled-Data Systems with a Generalized Hold Polynomial-Function for Fast Sampling Rates

It is well-known that such non-conventional digital control schemes, such as generalized sampled-data hold functions, have clear advantages over the conventional single-rate digital control systems. However, they have theoretical negative aspects that deviation of the input can lead to intersample oscillations or intersample ripples. This paper investigates the zero dynamics of sampleddata models, as the sampling period tends to zero, composed of a new generalized hold polynomial function, a nonlinear continuous-time plant and a sampler in cascade. For a new design of generalized hold circuit, the authors give the approximate expression of the resulting sampled-data systems as power series with respect to a sampling period up to the some order term on the basis of the normal form representation for the nonlinear continuous-time systems, and remarkable improvements in the stability properties of discrete system zero dynamics may be achieved by using proper adjustment. Of particular interest are the stability conditions of sampling zero dynamics in the case of a new hold proposed. Also, an insightful interpretation of the obtained sampled-data models can be made in terms of minimal intersample ripple by design, where the ordinary multirate sampled systems have a poor intersample behavior. It has shown that the intersample behavior arising from the multirate input polynomial function can be localised by appropriately selecting the design parameters based on the stability condition of the sampling zero dynamics. The results presented here generalize the well-known notion of sampling zero dynamics from the linear case to nonlinear systems.     

带有时变短缺量拖后率且需求依赖库存水平的EOQ模型

基于需求线性依赖于库存水平的变质性物品的EOQ模型,通过考虑随时间变化的短缺量拖后率对库存订货策略的影响,建立了一类具有一般形式的短缺部分拖后的库存补充模型.经过分析得到了此类库存模型最优解存在的必要条件,并针对随缺货时间变化的短缺拖后率函数具体研究了模型最优解的存在性与惟一性.最后,给出了数值算例说明了模型在实际中的应用.     

Generalized F-test for high dimensional regression coefficients of partially linear models

This paper proposes a test procedure for testing the regression coefficients in high dimensional partially linear models based on the F-statistic. In the partially linear model, the authors first estimate the unknown nonlinear component by some nonparametric methods and then generalize the F-statistic to test the regression coefficients under some regular conditions. During this procedure, the estimation of the nonlinear component brings much challenge to explore the properties of generalized F-test. The authors obtain some asymptotic properties of the generalized F-test in more general cases,including the asymptotic normality and the power of this test with p/n ∈(0, 1) without normality assumption. The asymptotic result is general and by adding some constraint conditions we can obtain the similar conclusions in high dimensional linear models. Through simulation studies, the authors demonstrate good finite-sample performance of the proposed test in comparison with the theoretical results. The practical utility of our method is illustrated by a real data example.     

非均衡模型的可解性研究

本文研究了多市场非均衡模型（ＭＤＥＭ）的可解性问题，给出微观ＭＤＥＭ可解性的一个充要条件；推广了Ｉｔｏ［１］的充分条件；对具有Ｂｕｒｋｅｔｔ双曲线聚合［２］和Ｌａｍｂｅｒｔ指数聚合［３］两类非线性形式的宏观ＭＤＥＭ，分别给出其可解性的一个充分条件，并探讨ＭＤＥＭ中一类线性溢出效应的微观基础，Ｉｔｏ［１］所分析的双市场情形是其特例．     

不确定多变量线性系统的快速收敛滑模控制

讨论了一类不确定多变量线性系统滑模变结构控制的快速收敛问题,提出一种指数型快速终端滑模变结构控制方案。通过非奇异线性变换将不确定系统化为简约标准型,而后设计了非线性指数型快速终端滑模超曲面,给出了滑模面参数矩阵的选择方法。在此基础上设计了变结构控制律,使系统状态在有限时间内到达滑模面上,随后保持在滑模面上并按指数型终端滑模的规律运动,在有限时间内收敛到平衡点。与普通的快速终端滑模相比,系统状态能以更短的时间到达平衡点。该方法具有全局稳定性和鲁棒性,仿真结果证明其有效性。     

广义受迫Van der Pol-Duffing系统的稳定性与分岔

给出了广义受迫VanderPol-Duffing方程,用多初始点分岔分析方法分析了系统外部参数对其稳定性的影响,应用了分岔图、Lyapunov指数图和Poincaré映射图分析了系统的非线性动力学行为,结果很好地解释了该系统中一些复杂的非线性现象,为研究许多模型提供了一定的理论参考和实际意义。     

不确定时滞系统的指数稳定保代价可靠控制

针对一类含有时变时滞的不确定参数系统,研究了在执行器发生故障情况下系统指数稳定保代价可靠控制器设计问题。系统的性能函数是含有指数项和故障输入项的积分二次型函数。经过适当的状态变换,将原系统的指数稳定保代价可靠控制问题转化为另一个等价系统的保代价可靠控制问题。根据Lyapunov稳定性理论,得到了系统存在指数稳定保代价可靠控制器应满足的一个矩阵不等式,进一步将这个矩阵不等式转化为线性矩阵不等式(LMI),并给出了系统的保代价表达式。利用论文方法设计的控制器能够使得时滞系统对于任意允许的不确定量以及执行器故障都保持鲁棒可靠指数稳定,并且使系统具有保代价的性能指标。仿真结果表明了该控制器设计方法的有效性。     

Asymptotic Properties of Maximum Quasi-Likelihood Estimators in Generalized Linear Models with Diverging Number of Covariates

In this paper, for the generalized linear models (GLMs) with diverging number of covariates, the asymptotic properties of maximum quasi-likelihood estimators (MQLEs) under some regular conditions are developed. The existence, weak convergence and the rate of convergence and asymptotic normality of linear combination of MQLEs and asymptotic distribution of single linear hypothesis test statistics are presented. The results are illustrated by Monte-Carlo simulations.     

不确定离散广义系统的鲁棒无源控制

将严格无源的概念引入到离散广义系统中 ,研究了具有未知定常不确定参数的离散广义系统在有界外部输入作用下的鲁棒无源控制问题 ;利用线性矩阵不等式 ,给出了不确定离散广义系统广义二次稳定且从外部输入到被调输出之间是严格无源的 ,并在此基础上给出存在状态反馈控制器 ,使得闭环系统广义二次稳定且从外部输入到被调输出之间是严格无源 ,同时给出相应的依赖于矩阵不等式的解的控制器构造 ;数值算例说明了结论的有效性。     

基于T-S模型的非线性系统离散时间滑模控制

基于T-S模糊模型,讨论了一类非线性离散时间系统的控制问题。采用T-S模糊模型来描述非线性系统的动态模型,再将非线性系统的全局T-S模糊模型转化为线性不确定系统的模型。这样复杂的非线性系统的稳定问题就转化为线性不确定系统的鲁棒镇定问题。采用离散时间滑模控制方法实现线性不确定系统的鲁棒镇定。利用用线性矩阵不等式技术设计稳定的滑动模面,以降低非匹配不确定对系统的影响。给出了线性矩阵不等式形式的稳定滑动模面存在的充分条件。此外还给出了滑模控制律的设计方法。所给设计方法可保证系统鲁棒镇定,并且在滑动模面附近的抖振可明显减弱。最后,给出了truck-trailer的仿真算例,证明了所给方法的可行性和有效性。     

非线性时变系统的部分指数稳定性分析

讨论了非线性时变系统平凡解的部分指数稳定性和全局部分指数稳定性。分别利用数量与向量Lyapunov函数并结合数量与向量比较原理,得到了保证系统平凡解部分指数稳定和全局部分指数稳定的一系列充分条件。作为特殊情形,对于一类定常拟线性系统,在一定的条件下,若其对应的线性系统的平凡解是部分渐近稳定的,利用二次型Lyapunov函数得到了保证拟线性系统的平凡解是全局部分指数稳定的一个代数判据,这些结果在实际应用中具有一定的指导意义。最后用两个数值例子对所得主要结果加以阐明。     

Forecasting Practice from Box-Cox Transformation Models

ＦｏｒｅｃａｓｔｉｎｇＰｒａｃｔｉｃｅｆｒｏｍＢｏｘＣｏｘＴｒａｎｓｆｏｒｍａｔｉｏｎＭｏｄｅｌｓＧａｏＲｅｎｘｉａｎｇＩｎｓｔｉｔｕｔｅｏｆＡｐｐｌｉｅｄＭａｔｈｅｍａｔｉｃｓ，ＡｃａｄｅｍｉａＳｉｎｉｃａ，Ｂｅｉｊｉｎｇ１０００８０，Ｐ．Ｒ．...     

基于GLM的双响应曲面法及其稳健设计

针对非正态响应的稳健设计,首先在均值与散度的联合广义线性模型基础上构建了基于广义线性模型(generalized linear model, GLM)的双响应曲面模型。然后,鉴于所构建的双响应曲面模型为高度复杂的非线性函数,运用遗传算法与模式搜索的混合算法对其进行参数优化,获得可控因子的最佳参数设计值。最后,运用所提出方法对某测试晶片电阻率的参数设计进行了分析。研究结果表明,该方法能有效地减少测试晶片电阻率的质量波动,提高了产品质量的稳健性。     

Robust H∞ control for uncertain stochastic saturating systems with time delays

The robust H∞ control problem for uncertain stochastic time-delay systems containing nonlinear actuators is considered. The uncertainties in the systems are assumed to satisfy specific match condition. The time delays exitst in state as well as control input. The new stochastic robust stabilization criterion and a sufficient condition for the existence of stochastic robust stabilizing control law are derived. The delay-independent memoryless robust H∞ controllers are constructed to stabilize the given systems in terms of a group of linear matrix inequalities. A numerical simulation example is presented to show that the proposed approach is valid.     

随机扰动下一类混沌系统的同步

基于工程上广为应用的非线性鲁棒观测器思想,在随机扰动存在的情况下,对一类混沌系统成功地实现了同步。响应系统分两步进行设计,首先利用矩阵理论通过线性变换将受扰混沌系统进行扰动解耦,使系统部分状态与扰动无关,然后针对扰动解耦系统设计非线性观测响应系统。同时结合混沌吸引子有界性这一特点,将观测器存在条件化为求解系统的LMI,最终的仿真结果证明了该方法的有效性。     

具有受限转移率的跳变系统L2-L∞模糊控制

讨论了一类含不确定转移率的非线性Markov跳变系统的L2-L∞模糊控制问题。系统模态间转移概率所包含的不确定性是未知且有界的。通过Takagi Sugeno模型模糊建模，获取了整个闭环模糊动态方程。基于L2-L∞模糊控制理论，提出了使得系统随机稳定且满足一定输入输出L2-L∞特性的模态依赖的模糊控制器存在条件。利用构造的Lyapunov Krasovskii函数，结合线性矩阵不等式技术，给出了鲁棒L2-L∞模糊控制器的设计方法，并将其设计转化为一个优化问题。仿真示例说明了设计方法的有效性。     

ON THE NUMBER OF FIXED POINTS OF NONLINEAR OPERATORS AND APPLICATIONS

In this paper, the famous Amann three-solution theorem is generalized. Multiplicity question of fixed points for nonlinear operators via two coupled parallel sub-super solutions is studied. Under suitable conditions, the existence of at least six distinct fixed points of nonlinear operators is proved. The theoretical results are then applied to nonlinear system of Hammerstein integral equations.     

具有无穷分布时延的非线性离散系统容错控制

针对具有无穷分布时延的离散型的基于T-S模糊模型的非线性系统, 通过对执行器故障特征分析,提出了新的满足故障区间概率分布的执行器故障模型。研究了执行器故障情况下的容错控制问题。根据Lyapunov 稳定性理论和线性矩阵不等式方法,给出了故障分布依赖的均方稳定的容错控制器解的存在条件。最后, 通过算例验证了本方法的有效性。