Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate

Traditional econometrics has long employed ＂points＂ to measure time series data. In real life situations, however, it suffers the loss of volatility information, since many variables are bounded by intervals in a given period. To address this issue, this paper provides a new methodology for interval time series analysis. The concept of ＂interval stochastic process＂ is formally defined as a counterpart of ＂stochastic process＂ in point-based econometrics. The authors introduce the concepts of interval stationarity, interval statistics （including interval mean, interval variance, etc.） and propose an interval linear model to investigate the dynamic relationships between interval processes. A new interval-based optimization approach for estimation is proposed, and corresponding evaluation criteria are derived. To demonstrate that the new interval method provides valid results, an empirical example on the sterling-dollar exchange rate is presented.     

基于凸多面体不确定网络化系统的鲁棒无源滤波

研究一类同时具有时变时延和测量数据丢失的不确定网络化系统的鲁棒无源滤波器设计问题。时变时延假设在一个已知的界内随机变化。测量数据的丢失是随机发生的,假设满足Bernoulli分布随机序列。采用线性矩阵不等式方法,给出了全阶和降阶的鲁棒无源滤波器存在的充分条件。所设计的滤波器使得滤波误差系统是均方指数稳定并满足给定的无源指标。最后数值仿真表明所提方法的有效性。     

资源均衡问题的峰值最小化模型

将资源峰值作为资源均衡程度的一种度量,以资源峰值最小化为优化目标,分别建立了工序不可分拆、可分拆和有条件分拆的资源均衡问题的整数线性规划模型,通过算例和工程案例验证了模型的有效性,并给出了多种资源情形下资源均衡问题的序贯解法.所建模型不涉及关键路线的确定和非关键工序浮时的计算,且各种资源峰值表述相互独立,因而对部分资源用量受限和对工序开(完)工时间有特殊要求的广义资源均衡问题也有较好的适应性.     

最优线性网络编码的分布式构造方法

针对单源组播网络,在合理的假设条件下,提出了最优线性网络编码(在吞吐率最大的前提下编码代价最小)的分布式构造方法。首先对线性网络编码的机理进行分析,得出了不同组播率下编码方案间的内在联系,导出了一个在线测试组播容量的策略;提出的方法以遗传算法为搜索引擎,结合随机线性网络编码,嵌入了在线测试组播容量的策略。通过合理地设计编码系数的生成规则和进化策略,在获得最大吞吐率前提下达到最小编码信道数的同时,构造出相应的编码方案,且编码系数保存在各节点中,从而可以采用确定性网络编码数据传输策略传输数据。仿真结果表明提出的方法是有效的。     

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.     

永磁直线同步电机二阶滑模控制仿真研究

针对机床进给系统中永磁直线同步电机在运行过程中,易受系统参数变化、负载扰动及端部效应等不确定性因素影响的特点,设计了二阶滑模速度和电流控制器.在出现参数和推力变化时,为保证动子速度严格跟踪其参考信号,同时消除磁阻作用和推力波动,分别独立选取速度和直轴电流控制的滑模量.控制律采用二阶滑模的螺旋算法,二阶滑模将不连续控制作用于变量的高阶微分上,理论上可消除抖振.仿真和实验结果表明该策略具有较强的速度跟踪性能,对负载扰动和参数变化等不确定性具有很强的鲁棒性,同时有效地削弱了抖振现象.     

直升机飞行模拟器及其特点

根据直升机与固定翼飞机飞行方式、操纵方式和任务使命的不同,简单叙述了直升机地面飞行模拟器研制的一般要求和特殊要求,并讨论了直升机飞行仿真模型的部件建模方法,特别是诱导速度模型和机身模型的特殊建模方法.最后给出了典型直升机地面飞行模拟器的飞行模拟曲线、分析以及飞行员评价,验证了模拟效果的可信性.     

基于PIλDμ控制器的一种线性系统辨识方法研究

近年来,分数阶控制研究愈来愈被关注.传统系统参数辨识算法主要基于在某种意义下的最优数据拟合思想,往往比较复杂、计算量大.我们将辨识误差的抑制问题,看作是以误差方程来描述的系统的状态渐近稳定性来处理,从而将反馈控制的思想引入辨识算法中,提出了一种基于分数阶PIλDμ控制器的线性系统参数时域辨识算法,给出了递推算法的详细推导,并用已知系统仿真验证了算法的有效性.该算法简便、计算量小.仿真结果表明,该算法优于传统最小二乘法.     

Analysis of finite-time practical stability for time-varying polytopic systems

The problem of finite-time practical stability (FTPS) for time-varying polytopic systems is discussed. Three equivalent conditions for FTPS are first proposed. To facilitate the system analysis, a sufficient linear matrix inequality (LMI) criterion on the FTPS is further provided. The definition of finite-time practical boundedness and a sufficient LMI criterion are also provided to overcome the exogenous disturbance. A numerical example is used to illustrate the effect of the proposed approach.     

Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model

The authors propose a V _{N, p} test statistic for testing finite-order serial correlation in a semiparametric varying coefficient partially linear errors-in-variables model. The test statistic is shown to have asymptotic normal distribution under the null hypothesis of no serial correlation. Some Monte Carlo experiments are conducted to examine the finite sample performance of the proposed V _{N, p} test statistic. Simulation results confirm that the proposed test performs satisfactorily in estimated size and power. This research is supported by the National Natural Science Foundation of China under Grant Nos. 10871217 and 40574003; the Science and Technology Project of Chongqing Education Committee under Grant No. KJ080609; the Doctor's Start-up Research Fund under Grant No. 08-52204; and the Youth Science Research Fund of Chongqing Technology and Business University under Grant No. 0852008.