Robust H∞ filtering for discrete-time systems with Markovian switching and time-delays

The robust H∞ filtering problem for uncertain discrete-time Markovian jump linear systems with modedependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensures robust stochastic stability while achieving a prescribed H∞ performance level of the resulting filtering error system, for all admissible uncertainties. The key features of the approach include the introduction of a new type of stochastic Lyapunov functional and some free weighting matrix variables. Sufficient conditions for the solvability of this problem are obtained in terms of a set of linear matrix inequalities. Numerical examples are provided to demonstrate the reduced conservatism of the proposed approach.     

Portfolio Selection with Different Borrowing-Lending Rates: Utility Maximization Model based on Mean and VaR

This article investigates a portfolio selection problem with different borrowing–lending rates and with Value-at-Risk (VaR) as the measure of risk. The problem is formulated as a utility maximization model with a general utility function that is a function of only the mean and the VaR of portfolio return. Several properties of the efficient frontier of the mean-VaR model are first obtained and then used to give some existence conditions and characterizations of the optimal solution to the utility maximization model. Further, a solution method and a numerical algorithm for solving the optimal solution are proposed. Finally, a numerical example using the real data of Chinese stock market is given to show the validity and the practicability of these results.     

自适应的无线融断网络路由算法研究

无线融断网络具有长延时、高动态拓扑、链路不稳定等特点,伴随着网络联接缺乏源端到目的端的持续性,为解决网络通信困难的问题,将多头绒泡菌的智能性和自适应性引入,提出一种自适应的无线融断网络路由算法。搭建无线融断网络模型,推导出链路容量的数学表达;设计下一跳节点的选择策略和最佳路由选择策略,实现在融断网络环境下的数据尽力投递。仿真实验表明,该算法能够在网络开销率较低的情况下,达到良好的数据投递,且平均延迟小。     

网络最大流的割集矩阵算法

利用网络单位流量及网络可行流的流量平衡关系,得出流量关系矩阵,由流量关系矩阵,得出网络割矩阵,从而求出网络图的割集,最后根据网络最大流等于最小割容量,求得网络最大流,此方法使得计算网络最大流变得简便,且具有很强的实用性.     

输出/输入比值优势与DEA有效

进一步讨论了多目标规划模型 ( vp)中的 Pareto有效与 DEA有效的关系 ,得到两个重要结论 ,藉此无须求解 DEA模型就能判断某些 Pareto有效 DMU的 DEA有效性。     

GNSS兼容性软件设计与仿真分析

随着各国全球和区域卫星导航系统的建设或现代化升级,越来越多的信号占用拥挤的导航频段,卫星导航系统间的兼容性问题日益突出。在建立高精度的空间段、用户段、环境段与干扰模型的基础上,提出了一种GNSS兼容性分析的软件实现方法,给出了基于Matlab平台的GNSS兼容性软件的体系架构,详细描述了各主要模块的功能与实现方法。最后,仿真分析了Compass、GPS和Galileo三大导航系统在L1频段内的兼容性,得出GPS L1C/A信号是最主要的系统内干扰,最大为3.71dB,且GPS对其它系统的干扰均较大,约为2dB,Galileo对其它系统的干扰较小,不超过0.6dB。     

Adaptive robust control of mobile satellite communication system with disturbance and model uncertainties

The tracking and stable control of a typical shipmounted mobile satellite communication system(MSCS) is studied.Unlike the former studies based on simplified single-axis models,a tri-axis nonlinear model including the kinematic and dynamic features of the MSCS is used as the control object.An adaptive robust controller with trajectory planning is designed to deal with large parametric uncertainties and uncertain nonlinearities of the system.A theoretic performance result is given and proved.The designed adaptive robust controller and other two traditional controllers are tested in the comparative simulations under three different situations.The simulation results show the tracking and stable validity of the proposed controller.     

Consecutive tracking for ballistic missile based on bearings-only during boost phase

This paper proposes a modified centralized shifted Rayleigh filter(MCSRF) algorithm for tracking boost phase of ballistic missile(BM) trajectory with a highly nonlinear dynamical model based on bearings-only.This paper contributes three folds.Firstly,the mathematical model of an MCSRF for multiple passive sensors is derived.Then,minimum entropy based onedimensional optimization search to adaptively adjust the probability of the different filters for real time state estimation is deployed.Finally,the unscented transform(UT) is introduced to resolve the asymmetric state estimation problem.Simulation results show that the proposed algorithm can consecutively track the BM precisely during the boost phase.In comparison with the unscented Kalman filter(UKF) algorithm,the proposed algorithm effectively reduces the tracking position and velocity root mean square(RMS) errors,which will make more sense for early precision interception.     

模糊检索系统研究

模糊性是人类思维和客观事物普遍具有的属性之一。为了克服现行计算机信息系统的局限性 ,模糊检索应运而生。运用模糊技术开发的计算机信息系统既允许用户用自然语言进行信息查询 ,又能给出输出信号项与用户查询的关联度 ,协助用户完成信息处理任务 ,因而具有一定的人脑进行模糊信息处理的能力。简要讨论了模糊检索系统的结构 ,模糊知识库及其管理 ,模糊数据库的组织等。