A Control Problem for Nonstationary Population Systems

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对数正态分布的最小后验风险Bayes判别

设有两个总体G0、G1分别服从参数为(μ0,σ)与(1μ,σ)的对数正态分布.基于寿命数据X、最小后验风险准则,给出了相应的判别分析问题的Bayes判别方法,为寿命判别制定了一个操作简便的规则.     

针对结构易损场景监测的传感器优化布置方法

基于结构易损性指数和结构体系的损伤系数定义了结构失效指标,该指标可用来判断易损场景发生后结构体系的失效状态.在特征向量灵敏度分析的基础上推导了该指标在模态参数不确定性影响下的估计方差,并且以所有易损场景下指标的方差和最小为优化目标,提出了以监测结构易损场景为目的的传感器优化布置模型,以及基于凸规划的求解算法.采用该方法对一个平面桁架结构的数值模型进行了传感器布置,并且根据模拟的受损结构的模态数据,计算了不同传感器布置方案下结构失效指标的均值和方差.结果表明,与传统方法相比,该方法可以提高对易损场景发生后结构失效状态的评估精度.     

Mean-variance model based on filters of minimum spanning tree

This study aims to reduce the statistical uncertainty of the correlation coefficient matrix in the mean-variance model of Markowitz. A filtering algorithm based on minimum spanning tree (MST) is proposed. Daily data of the 30 stocks of the Hang Seng Index (HSI) and Dow Jones Index (DJI) from 2004 to 2009 are selected as the base dataset. The proposed algorithm is compared with the Markowitz method in terms of risk, reliability, and effective size of the portfolio. Results show that (1) although the predicted risk of portfolio built with the MST is slightly higher than that of Markowitz, the realized risk of MST filtering algorithm is much smaller; and (2) the reliability and the effective size of filtering algorithm based on MST is apparently better than that of the Markowitz portfolio. Therefore, conclusion is that filtering algorithm based on MST improves the mean-variance model of Markowitz.     

Receding horizon H∞ control for discrete-time Markovian jump linear systems

Receding horizon H∞ control scheme which can deal with both the H∞ disturbance attenuation and mean square stability is proposed for a class of discrete-time Markovian jump linear systems when minimizing a given quadratic performance criteria. First, a control law is established for jump systems based on pontryagin’s minimum principle and it can be constructed through numerical solution of iterative equations. The aim of this control strategy is to obtain an optimal control which can minimize the cost function under the worst disturbance at every sampling time. Due to the difficulty of the assurance of stability, then the above mentioned approach is improved by determining terminal weighting matrix which satisfies cost monotonicity condition. The control move which is calculated by using this type of terminal weighting matrix as boundary condition naturally guarantees the mean square stability of the closed-loop system. A sufficient condition for the existence of the terminal weighting matrix is presented in linear matrix inequality (LMI) form which can be solved efficiently by available software toolbox. Finally, a numerical example is given to illustrate the feasibility and effectiveness of the proposed method.     

求最小生成树的矩阵算法

最小生成树问题是运筹学网络优化中一个常见的基本问题．提出了一种新的求最小生成树的矩阵算法,此算法可以不必在原图上进行操作而得到最小生成树,过程简单易懂．     

基于新的初始化策略计算MVEE的积极集算法

针对计算最小体积闭包椭球(MVEE)的积极集算法中原初始化策略耗时较多的问题,先给出一个基于样本协方差矩阵构造的新初始化策略,然后将该初始化策略应用于秩-2更新算法中,并给出一个计算MVEE改进的积极集算法.数值实验结果表明,基于新的初始化策略的积极集算法能有效提高求解大规模数据集MVEE问题的计算效率.     

一种基于Census变换的可变权值立体匹配算法

针对传统基于Census变换立体匹配算法精度不高的问题,提出了一种基于改进Census变换的可变权值立体匹配算法. 在分析传统Census变换缺陷的基础上,提出利用最小均匀度子邻域均值代替中心像素灰度值进行Census变换,可有效增强算法的抗干扰能力. 通过加权区域海明距离均值和标准差作为相似性测度进行立体匹配,减少误匹配,提高匹配精度并通过左右一致性检测和遮挡填充,生成最终视差图. 实验结果表明,该算法鲁棒性得到增强,在深度不连续区域也可以得到准确的视差.      

用故障树分析煤矿瓦斯爆炸引起的伤亡事故

通过对４９起煤矿瓦斯爆炸典型案例进行的统计，运用故障树分析（ＦＴＡ）．找出了事故发生的可能途径．提出了预防事故的对策表。     

加速寿命试验Bayes方法的一个注记

本文在失效分布未知条件下,使用Bayes方法在先验分布取为负对数Gamma分布的情况下,首先给出各种应力水平下平均失效率的估计,然后利用这些估计值给出加速寿命模型,从而得到正常应力下的平均失效率估计。本文最后通过一个数值例子,详细地叙述了使用这种方法的全过程。