ON CONSTRUCTING THE NATURAL EXPONENTIAL FAMILIES WITH POLYNOMIAL VARIANCE FUNCTIONS

In this paper,we discuss the regular exponential family(REF),a natural exponentialfamily with minimum dimension and with the mean function m=E_θX taken as a new parameter.Wepoint out the importance of the REF with polynomial variance function(PVF-REF).When m is asingle factor of PVF and the left end of its defined domain is zero,the corresponding REF is givenas the single-side lattice distribution family;other PVF-REFs can be obtained by a limit process.As an illustration,the results for all seven cases of polynomial variance functions of third degreeare given.     

Measuring Nonlinear Dependence Between Time Series Based on Correlation Dimension

In this paper, it is proved that the correlation dimension estimate of a nonlinear dynamical system with its multivariate observation series is the same as that with its univariate observation series. Based on this result, an inference method is presented, and the Nonlinear Dependence Coefficient is defined. This method is designed for testing nonlinear dependence between time series, and can be used in economic analysis and forecasting. Numerical results show the method is effective.     

THE RANKINGS OF CONTROL SYSTEMS AND APPLICATIONS

The notion of ranking was initiated into control theory by Glad a few yearsago. In this paper we mainly discuss one kind of rankings and study its invarianceproperties. This kind of rankings is closely related to the structure algorithm. The relationsbetween invariants of this kind of rankings and the invariants given by other studies, e.g.the invertibility indices of a system and so on, are examined. As applications of rankings,we deal with some well-known problems in "ranking technique". In this paper we mainlyintroduce a new method rather than solve new problems.     

COMPATIBLE EXTENSIONS OF FUZZY RELATIONS

In 1930 Szpilrajn proved that any strict partial order can be embedded in a strict linear order.This theorem was later refined by Dushnik and Miller(1941),Hansson(1968), Suzumura(1976),Donaldson and Weymark(1998), Bossert(1999). Particularly Suzumura introduced the important concept of compatible extension of a(crisp)relation.These extension theorems have an important role in welfare economics. In particularSzpilrajn theorem is the main tool for proving a known theorem of Richter that establishes theequivalence between rational and congruous consumers. In 1999 Duggan proved a general extensiontheorem that contains all these results. In this paper we introduce the notion of compatible extension of a fuzzy relation and we provean extension theorem for fuzzy relations. Our result generalizes to fuzzy set theory the main part ofDuggan's theorem. As applications we obtain fuzzy versions of the theorems of Szpilrajn, Hanssonand Suzumura. We also prove that an asymmetric and transitive fuzzy relation has a com     

EXISTENCE OF 0-1 UNIVERSAL MINIMAL TOTAL DOMINATING FUNCTIONS

In this paper, we study the existence of 0-1 universal minimal total dominating functions in a graph. We establish a formulation of linear inequalities to characterize universal minimal total dominating functions and show that for a kind of graphs whose adjacent matrices are balanced, the existence of universal minimal total dominating functions coincides with that of 0-1 ones. It is also proved that for general graphs, the problem of testing the existence of 0-1 universal minimal total dominating functions is NP-hard.     

A PRECONDITIONER FOR THREE－DIMENSIONAL DOMAIN DECOMPOSITION METHODS WITH LAGRANGE MULTIPLIERS

In this paper we consider domain decomposition methods for three-dimensional elliptic problems with Lagrange multipliers, and construct a kind of simple preconditioner for the corresponding interface equation. It will be shown that condition number of the resulting preconditioned interface matrix is almost optimal.     

STABILITY AND FEEDBACK CONTROL OF A CLASS OF SECOND-ORDER LINEAR SYSTEMS IN BANACH SPACE

In this paper. we are concerned with the stability and control problem for aclass of second-order linear systems in Banach space. First. a criterion for the exponentialstability of a first-order linear system is presented. Then. the exponential stability as wellas some properties of a class of second-order linear systems is proved. At last. the feedbackcontrol of this class of systems is investigated.     

Gaussian Mixture Statistics Model Based on Automatic Inspection System Used in ITS

The ITS is becoming more and more important in the economic development of China. But most of the ITS used in Chinese major cities need the human to perform the supervision task. As a result, it consumes too much human resources, and also can not achieve the satisfied supervision performance. Thus, in this paper, we will propose an automatic inspection system based on the Gaussian mixture statistics model to alleviate this kind of problem. The proposed method will utilize a Gaussian Mixture model to model the background, and then use the EM algorithm to update the model＇s coefficients frame by frame to make the model adapt to the changing environment. After successful modeling, we can extract out the foreground blocks from background blocks, and finally trigger the automatic alarming system by calculating the number of foreground blocks. From the experiment results, our proposed method can achieve considerable good results.     

A comparative study of the inventory system with service facility and postponed demands

In this article, we present a continuous review （s,S） inventory system with a service facility consisting of finite buffer （capacity N ） and a single server. The customers arrive according to a Poisson process. The individual customer＇s unit demand is satisfied after a random time of service, which is assumed to be exponential. When the inventory level drops to s＇an order for Q（= S-s） items is placed. The lead time of reorder is assumed to be exponential distribution. An arriving customer, who finds the buffer is full, enters into the pool of infinite size or leaves the system according to a Bernolli trial. At the time of service completion, if the buffer size drops to a preassigned level L （1 〈 L 〈 N） or below and the inventory level is above s, we select the customers from the pool according to two different policy ： in first policy, with probability p （0 〈 p 〈 1） we select the customer from the head of the pool and we place the customer at the end of the buffer; in the second policy, with p （0 〈 p 〈 1） the customer from the pool is transferred to the buffer for immediate service and after completion of his service we provide service to the customer who is in the buffer with probability one. If at a service completion epoch the buffer turns out to be empty, there is at least one customer in the pool and the inventory level is positive, then the one ahead of all waiting in the pool gets transferred to the buffer, and his service starts immediately. The joint probability distribution of the number of customers in the pool, number of customers in the buffer and the inventory level is obtained in the steady-state case. Various stationary system performance measures are computed and total expected cost rate is calculated. A comparative result of two models is illustrate numerically.     

Optimal control of an M/G/1 retrial queue with vacations

In this note, we consider an M/G/1 retrial queue with server vacations, when retrial times, service times and vacation times are arbitrary distributed. The distribution of the number of customers in the system in stationary regime is obtained in terms of generating function. Next, we give heavy traffic approximation of such distribution. We show that the system size can be decomposed into two random variables, one of which corresponds to the system size of the ordinary M/G/1 FIFO queue without vacation. Such a stochastic decomposition property is useful for the computation of performance measures of interest. Finally, we solve simple problems of optimal control of vacation and retrial policies.     

Restoration of space-variant blurred image based on motion-blurred target segmentation

In imaging on moving target,it is easy to get spacevariant blurred image.In order to recover the image and gain recognizable target,an approach to recover the space-variant blurred image is presented based on image segmentation.Because of motion blur's convolution process,the pixels of observed image's target and background will be displaced and piled up to produce two superposition regions.As a result,the neighboring pixels in the superposition regions will have similar grey level change.According to the pixel's motion-blur character,the target's blurred edge of superposition region could be detected.Canny operator can be recurred to detect the target edge which parallels the motion blur direction.Then in the segmentation process,the whole target image which has the character of integral convolution between motion blur and real target image can be obtained.At last,the target image is restored by deconvolution algorithms with adding zeros.The restoration result indicates that the approach can effectively solve the kind of problem of space-variant motion blurred image restoration.     

ASYMPTOTIC PROPERTIES OF MLE IN EXPONENTIAL FAMILY NONLINEAR MODELS

1.IntroductionSupposethattherandomvariablesyi5y2,'',y.areindependentandeachyihasdensity:withrespecttoaa-finitemeasurev,whereb,c,]areknownl'unctions;fiisaknownq-vectordefinedinX,Pistheunknownp-vectorparameterdefinedinB,oiisthenaturalparameter,andaisascaleparameter.Then(1)iscalledtheexponentialfamilynonlinear..dels[2]whicharenaturalextensionofgeneralizedlinearmodelsandnormalnonlinearmodels.Inthispaper,wegeneralizetheasymptoticresultof[1]and[3,4]toexponentialfamilynonlinearmodels.Section2gives…     

低位截断瑞利噪声的统计推理

预警雷达抗噪声压制干扰评估通常需要对量化后的瑞利噪声样本进行估计,在实际雷达系统中受硬件采样位数限制有时会舍弃噪声样本的低位数据,相当于进一步提高了噪声的量化误差,这时采用截断后的噪声样本计算均值会造成很大的估计偏差。为了有效运用低位截断后的噪声样本进行噪声估计,基于多项分布和瑞利分布推导了分布参数的最大似然估计方法,并证明了对数似然函数的凸函数性质以及后验分布为对数凹分布的性质,在此基础上提出了无信息先验贝叶斯估计方法和共轭先验贝叶斯估计方法。仿真数据实验验证了所提的极大似然估计、无信息先验贝叶斯估计和共轭先验贝叶斯估计算法的有效性,且对比分析了贝叶斯估计相对于极大似然估计的优越性。     

拟合中国股票市场收益的统计分布

对中国沪深股市收益的统计分布特征和市场风险规律进行了定量比较研究.分别采用稳定分布、渐近帕累托分布和截断列维分布拟合中国股票市场收益统计分布,实证研究发现中国股市收益分布的中间部分适合用稳定分布描述,分布的尾部适合用尾部指数大于2的渐近帕累托分布描述,即是具有尖峰厚尾特征的有限方差不对称分布.揭示出中国股市中高收益事件比低收益事件发生的更为频繁,深圳市场比上海市场的投资风险要高.所得结论有益于对价格波动性建模、资产定价、金融风险管理等领域的深入研究.     

基于状态转移的UAV单机侦察任务调度策略研究

针对不确定环境中侦察无人机执行多任务时不同的任务调度顺序对代价和收益的影响, 根据多任务执行过程的特征, 建立了任务执行过程的状态转移模型. 通过对模型推导获得了一个最优性判据, 根据该判据对任务进行降序排列能够得到最优调度. 仿真实验结果证明了文中所提调度策略的最优性, 将文中所提策略产生的表调度算法与遗传算法和穷举搜索进行实验对比, 实验结果与理论推导一致, 说明了文中所提策略的最优性和高效性.     

D-SThBILITY TESTING FOR THE INTERVALMATRIX FAMILY

*ThisresearchissupportedbytheNationalNaturalScienceFoundationofChina.1.IntroductionConsiderarealintervalmatrixfamilydefinedbyA={A=(qij),,..,Iqij5qij5q;,fori,j=1,2,'',n}(l.1)whichisasuperrectangleinlynxswithdimensionnxn.ForanyACA,leta(A)denotethesetoftheeigenvaluesofA.Definition1GivenanyopenandconnectedregionDinthecomplexplaneC,whichissymmetricabouttherealaxis.AissaidtobeD-stableifforeachAEA,a(A)CD.SincethepublicationofKharitonovTheorem[1],aconsiderableportionofresearchhasbeenaimeda…     

中国证券市场Knight不确定性度量及资产定价研究

针对资本市场中不能被单一资产收益分布描述的Knight不确定性,首先分析了投资者信息集与这类不确定性的关系.在此基础上依据投影概率理论描述它以及传统风险对资产收益的映射过程,并构造了考虑这类不确定性的新定价模型.通过度量中国证券市场Knight不确定性及研究其对资产价格的影响,发现我国证券市场这类不确定性近几年来呈现出递减趋势且其大小略小于美国市场.另外,实证结果显示Knight不确定性能够参与定价并与收益率负相关,说明中国证券市场投资者对其呈现出喜好的态度.     

CREDIBLE SETS FOR SYSTEM PARAMETERS ANDTRANSFER FUNCTIONS

1.IntroductionBayesestimation(forexample,themaximum"aposteriori"estimate)hasbeenintroducedintothesystemidentification(see[l]and12]).Thecrediblesetisawell-knownconceptinBayesiananalysisbutitisdifferentfromtheconceptoftheconfidenceregion(orset)ofclassicalstatistics.Thedetailsofthedifferencewillbeshownlater.Inthispaper,weintendtointroducetheconceptofcrediblesetintothesystemidentification.Inthecredibleset,theparametersareconsideredasarandomvector.Theprobabilitytwithwhichtheparametersareinthecred…     

薄壁蓄热器周期传热仿真系统的开发

基于渐近分析法开发蜂窝蓄热器传热数字仿真软件。建立薄壁蓄热器周期传热的数学模型,求取针对沿气流流动方向弱固体导热条件下的蓄热器温度分布近似表达式,并设计了求取其解析—数值解的算法。运用Matlab的符号运算、数值积分和卷积功能,开发出薄壁蓄热器周期传热仿真系统。热态实验证实了解析精度和可靠性。用等效气固传热系数,可减少由简化通道内热辐射和忽略入口效应引起的解析误差。有效地提高了低氧弥散燃烧设计和操控优化的经济性、准确性和效率。     

1/f过程与稳定分布过程的关系

1/f过程与稳定分布都是近来引入到通信及信号处理领域中的新模型.通过建立1/f过程的散粒噪声模型,借助Campbell定理获得了1/f过程的概率分布,证明了所得分布服从稳定分布.这一结论对于深入理解这两类过程具有一定的意义.