ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT REGRESSION MODELS WITH ERROR-PRONE COVARIATES

This paper studies the estimation and inference for a class of varying-coefficient regression models with error-prone covariates. The authors focus on the situation where the covariates are unobserved, there are no repeated measurements and the covariance matrix of the measurement errors is unknown, but some auxiliary information is available. The authors propose an instrumental variable type local polynomial estimator for the unknown varying-coefficient functions, and show that the estimator achieves the optimal nonparametric convergence rate, is asymptotically normal, and avoids using undersmoothing to allow the bandwidths to be selected using data-driven methods. A simulation is carried out to study the finite sample performance of the proposed estimator, and a real date set is analyzed to illustrate the usefulness of the developed methodology.     

MULTIPLICITY-PRESERVING TRIANGULAR SET DECOMPOSITION OF TWO POLYNOMIALS

In this paper, a multiplicity-preserving triangular set decomposition algorithm is proposed for a system of two polynomials, which involves only computing the primitive polynomial remainder sequence of two polynomials once and certain GCD computations. The algorithm decomposes the unmixed variety defined by two polynomials into square free and disjoint （for non-vertical components, see Definition 4） algebraic cycles represented by triangular sets which may have negative multiplicities. Thus, the authors can count the multiplicities of the non-vertical components. In the bivariate case, the amthors give a complete algorithm to decompose tile system into zeros represented by triangular sets with multiplicities. The authors also analyze the complexity of the algorithm in the bivariate ease. The authors implement the algorithm and show the effectiveness of the method with extensive experiments.     

ROBUST CONSENSUS FOR MULTI-AGENT SYSTEMS OVER UNBALANCED DIRECTED NETWORKS

In this paper, a distributed consensus protocol is proposed for discrete-time single-integer multi-agent systems with measurement noises under general fixed directed topologies, The time-varying control gains satisfying the stochastic approximation conditions are introduced to attenuate noises, thus the closed-loop multi-agent system is intrinsically a linear time-varying stochastic difference system. Then the mean square consensus convergence analysis is developed based on the Lyapunov technique, and the construction of the Lyapunov function especially does not require the typical balanced network topology condition assumed for the existence of quadratic Lyapunov function. Thus, the proposed consensus protocol can be applicable to more general networked multi-agent systems, particularly when the bidirectional and/or balanced information exchanges between agents are not required. Under the proposed protocol, it is proved that the state of each agent converges in mean square to a common random variable whose mathematical expectation is the weighted average of agents＇ initial state values; meanwhile, the random variable＇s variance is bounded.     

Performance evaluation from stochastic statecharts repre-sentation of flexible reactive systems：a simulation approach

This paper focuses on the performance analysis of flexible reactive systems. The performance analysis consists of two phases： first system modeling, second performance evalua-tion. The paper models the flexible reactive system by the stochas-tic statecharts method, and uses the simulation method to evalu-ate the performance. To make use of the feature of event-triggered state transitions in the statecharts, a new method of simulation is proposed based on the techniques of the discrete-event system simulation. The new method solves the problem of computer imple-mentation of stochastic events, probabilistic transition, concurrent states, paral el actions, and broadcast communication mechanism in the stochastic statecharts. An example of a flexible manufactur-ing system is presented. The simulation result of the example is consistent with the analytical result, which shows the feasibility of the proposed new simulation method.     

Stability of stochastic switched epidemic systems with discrete or distributed time delay

Stochastic switched epidemic systems with a discrete or distributed time delay are constructed and investigated. By the Lyapunov method and lto＇s differential rule, the existence and uniqueness of global positive solution of each system is proved. And stability conditions of the disease-free equilibrium of the systems are obtained. Numerical simulations are presented to illustrate the results.     

Asymptotic and stable proper ties of general stochastic functional differential equations

The asymptotic and stable properties of general stochastic functional differential equations are investigated by the multiple Lyapunov function method, which admits non-negative up-per bounds for the stochastic derivatives of the Lyapunov functions, a theorem for asymptotic properties of the LaSal e-type described by limit sets of the solutions of the equations is obtained. Based on the asymptotic properties to the limit set, a theorem of asymptotic stability of the stochastic functional differential equations is also established, which enables us to construct the Lyapunov functions more easily in application. Particularly, the wel-known classical theorem on stochastic stability is a special case of our result, the operator LV is not required to be negative which is more general to fulfil and the stochastic perturbation plays an important role in it. These show clearly the improvement of the traditional method to find the Lyapunov functions. A numerical simulation example is given to il ustrate the usage of the method.     

Shape control on probability density function in stochastic systems

A novel strategy of probability density function （PDF） shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimization algorithm. The parameters of the control er are viewed as the space position of a particle in particle swarm optimization algorithm and updated continual y until the control er makes the PDF of the state variable as close as possible to the expected PDF. The proposed PDF shape control technique is compared with the equivalent linearization technique through simulation experiments. The results show the superiority and the effectiveness of the proposed method. The control er is excellent in making the state PDF fol ow the expected PDF and has the very smal error between the state PDF and the expected PDF, solving the control problem of the PDF shape in stochastic systems effectively.     

Multi-period Bank Hedging with Interest Rate Futures

In this paper, a model for multi-period bank hedging with interest rate futures is set up. Formulas for the optimal dynamic multi-period bank and static bank hedge ratio are derived. The described model offers the potential benefits of： （1） although these formulas are developed for the case of direct sheet balance multi-period hedging, the framework used is sufficiently flexible so that these formulas can be applied to bank loan or deposit multi-period hedging situations respectively. （2） Periodic modification and updating of the interest rate futures position, as suggested by interest rates, throughout the bank hedging horizons. （3） This paper examines a situation in which the return of loan, the interest rate of deposit and the equity capital of bank, and interest rate futures prices are cointergrated, Multi-period bank hedging formulas are derived under three-dimensional stochastic volatility model. However, empirical research is required for validating this model.     

WHO WON THE 2008 OLYMPICS？ A MULTICRITERIA DECISION OF MEASURING INTANGIBLES

It often happens that at the end of Olympics games the medals won by more than one country are many and close in total number as in the 2008 games where China won 100 medals with many gold ones and the United States won 110 medals but with a lesser number of gold medals. The question is： Although it is often done arbitrarily, is there a way to quantify the values of gold, silver and bronze medals legitimately to resolve this concern？ This short exposition shows that there is by using the author＇s theory for the measurement of intangibles, the Analytic Hierarchy Process.     

Interactive multigraph visualization and exploration with a two-phase strategy

While it is very reasonable to use a multigraph consisting of multiple edges between vertices to represent various relationships, the multigraph has not drawn much attention in research. To visualize such a multigraph, a clear layout representing a global structure is of great importance, and interactive visual analysis which allows the multiple edges to be adjusted in appropriate ways for detailed presentation is also essential. A novel interactive two-phase approach to visualizing and exploring multigraph is proposed. The approach consists of two phases： the first phase improves the previous popular works on force-directed methods to produce a brief drawing for the aggregation graph of the input multigraph, while the second phase proposes two interactive strategies, the magnifier model and the thematic-oriented subgraph model. The former highlights the internal details of an aggregation edge which is selected interactively by user, and draws the details in a magnifying view by cubic Bezier curves; the latter highlights only the thematic subgraph consisting of the selected multiple edges that the user concerns. The efficiency of the proposed approach is demonstrated with a real-world multigraph dataset and how it is used effectively is discussed for various potential applications.     

Adaptive actuator failure compensation and disturbance rejection scheme for spacecraft

An adaptive actuator failure compensation scheme is proposed for attitude tracking control of spacecraft with unknown disturbances and uncertain actuator failures. A new feature of this adaptive control scheme is the adaptation of the failure pattern parameter estimates, as well as the failure signal parameter estimates, for direct adaptive actuator failure compensation. Based on an adaptive backstepping control design, the estimates of the disturbance parameters are used to solve the disturbance rejection problem. The unknown disturbances are compensated completely with the stability of the whole closed-loop system. The scheme is not only able to accommodate uncertain actuator failures, but also robust against unknown external disturbances. Simulation results verify the desired adaptive actuator failure compensation performance.     

FAMILIES OF p-ARY SEQUENCES WITH LOW CORRELATION AND LARGE LINEAR COMPLEXITY

This paper generalizes a method of generating shift sequences in the interleaved construc- tion proposed by Gong. With the new shift sequences, some new families of p-ary sequences with desired properties can be obtained. A lower bound on the number of new families of binary sequences is also established.     

Spectral analysis and stabilization of a coupled wave-ODE system

In this paper, an interconnected wave-ODE system with K-V damping in the wave equation and unknown parameters in the ODE is considered. It is found that the spectrum of the system operator is composed of two parts： Point spectrum and continuous spectrum. The continuous spectrum consists of an isolated point 1 1/d, and there are two branches of the asymptotic eigenvalues： The first branch is accumulating towards 1 -2, and the other branch tends to -∞. It is shown that there is a sequence of generalized eigenfunctions, which forms a Riesz basis for the Hilbert state space. As a consequence, the spectrum-determined growth condition and exponential stability of the system are concluded.     

Spiking neural P systems with anti-spikes and without annihilating priority as number acceptors

Spiking neural P systems with anti-spikes （ASN P systems） are variant forms of spiking neural P systems, which are inspired by inhibitory impulses/spikes or inhibitory synapses. The typical feature of ASN P systems is when a neuron contains both spikes and anti-spikes, spikes and anti-spikes wil immediately annihilate each other in a maximal way. In this paper, a restricted variant of ASN P systems, cal ed ASN P systems without anni-hilating priority, is considered, where the annihilating rule is used as the standard rule, i.e., it is not obligatory to use in the neuron associated with both spikes and anti-spikes. If the annihilating rule is used in a neuron, the annihilation wil consume one time unit. As a result, such systems using two categories of spiking rules （identified by （a, a） and （a,a^-）） can achieve Turing completeness as number accepting devices.     

Optimal binary codes from one-lee weight codes and two-lee weight projective codes over ℤ4

This paper investigates the structures and properties of one-Lee weight codes and two-Lee weight projective codes over Z4.The authors first give the Pless identities on the Lee weight of linear codes over Z4.Then the authors study the necessary conditions for linear codes to have one-Lee weight and two-Lee projective weight respectively,the construction methods of one-Lee weight and two-Lee weight projective codes over Z4 are also given.Finally,the authors recall the weight-preserving Gray map from（Z4n,Lee weight）to（F2（2n）,Hamming weight）,and produce a family of binary optimal oneweight linear codes and a family of optimal binary two-weight projective linear codes,which reach the Plotkin bound and the Griesmer bound.     

Robust bounded control for uncertain flight dynamics using disturbance observer

The robust bounded flight control scheme is developed for the uncertain longitudinal flight dynamics of the fighter with control input saturation invoking the backstepping technique. To enhance the disturbance rejection ability of the robust flight control for fighters, the sliding mode disturbance observer is designed to estimate the compounded disturbance including the unknown external disturbance and the effect of the control input saturation. Based on the backstepping technique and the compounded disturbance estimated output, the robust bounded flight control scheme is proposed for the fighter with the unknown external disturbance and the control input saturation. The closed-loop system stability under the developed robust bounded flight control scheme is rigorously proved using the Lyapunov method and the uniformly asymptotical convergences of all closed-loop signals are guaranteed. Finally, simulation results are presented to show the effectiveness of the proposed robust bounded flight control scheme for the uncertain longitudinal flight dynamics of the fighter.     

Exact inference for two exponential populations with competing risks data

In a reliability comparative test, the joint censoring model is usually adopted to evaluate the performances of units with the same facility. However, most researchers ignore the pos- sibility that there is more than one factor for the failure when a test unit fails. To solve this problem, we consider a joint Type-II hybrid censoring model for the analysis of exponential competing failure data. Based on the maximum likelihood theory, we compute the maximum likelihood estimators （MLEs） of parameters and then obtain the condition ensuring MLEs existence for every unknown parameter. Then we derive the conditional exact distributions and corresponding moment properties for parameters by the moment generating function （MGF）. A Monte-Carlo simulation is conducted to compare the performances of different ways. And finally, we conduct a numerical example to illustrate the proposed method.     

Optimal redundancy allocation for reliability systems with imperfect switching

The problem of stochastically allocating redundant com- ponents to increase the system lifetime is an important topic of reliability. An optimal redundancy allocation is proposed, which maximizes the expected lifetime of a reliability system with sub- systems consisting of components in parallel. The constraints are minimizing the total resources and the sizes of subsystems. In this system, each switching is independent with each other and works with probability p. Two optimization problems are studied by an incremental algorithm and dynamic programming technique respectively. The incremental algorithm proposed could obtain an approximate optimal solution, and the dynamic programming method could generate the optimal solution,     

Multi-agent consensus with time-varying delays and switching topologies

The consensus problems of multi-agents with time-varying delays and switching topologies are studied. First, assume that an agent receives state information from its neighbors with fixed communication delays and processes its own state information with time-varying self-delay respectively. The state time-delay feedback is introduced into the existing consensus protocol to begenerate an improved protocol. Then a sufficient condition is derived which can make the system with time-varying self-delays achieve the consensus. On this basis, a specific form of consensus equilibrium influenced by the initial states of agents, time-delays and state feedback intensity is figured out. In addition, the multi-agent consensus is considered with time-varying topologies. Finally, simulations are presented to il ustrate the validity of theoretical results.     

Adaptive link layer security architecture for telecommand communications in space networks

Impressive advances in space technology are enabling complex missions, with potentially significant and long term impacts on human life and activities. In the vision of future space exploration, communication links among planets, satel ites, spacecrafts and crewed vehicles wil be designed according to a new paradigm, known as the disruption tolerant networking. In this scenario, space channel peculiarities impose a massive reengineering of many of the protocols usually adopted in terrestrial networks; among them, security solutions are to be deeply reviewed, and tailored to the specific space requirements. Security is to be provided not only to the payload data exchanged on the network, but also to the telecommands sent to a spacecraft, along possibly differentiated paths. Starting from the secure space telecommand design developed by the Consultative Committee for Space Data Systems as a response to agency-based requirements, an adaptive link layer security architecture is proposed to address some of the chal enges for future space networks. Based on the analysis of the communication environment and the error diffusion properties of the authentication algorithms, a suitable mechanism is proposed to classify frame retransmission requests on the basis of the originating event （error or security attack） and reduce the impact of security operations. An adaptive algorithm to optimize the space control protocol, based on estimates of the time varying space channel, is also presented. The simulation results clearly demonstrate that the proposed architecture is feasible and efficient, especially when facing malicious attacks against frame transmission.