Delay-dependent state feedback robust stabilization for uncertain singular time-delay systems

The problem of robust stabilization for uncertain singular time-delay systems is studied.First,a new delay-dependent asymptotic stability criteria for normal singular time-delay systems is given,which is less conservative.Using this result,the problem of state feedback robust stabilization for uncertain singular time-delay systems is discussed.Finally,two examples are given to illustrate the effectiveness of the results.     

基于改进粒子滤波的双站无源定位跟踪算法研究

在非线性非高斯状态空间下,粒子滤波器是一种有效的非线性滤波算法,它的关键问题包括粒子权重的计算、粒子重采样和状态估计等.根据粒子滤波算法思想和双站无源定位跟踪的非线性,将粒子滤波算法用于双站无源定位跟踪问题,给出了一种改进的粒子滤波算法,并对其关键问题根据双站无源定位跟踪的特殊性进行了改进.利用matlab进行了仿真实验,与最小二乘算法、扩展卡尔曼滤波算法进行了比较,结果表明所提算法定位跟踪精度优于其他方法.     

组合套期保值的多元线性回归特征

从统计学角度推导了风险头寸和多种套期保值工具所组成资产组合的价格协方差矩阵逆矩阵的表达式,分析了该表达式的统计学特征.在此基础上,结合组合套期保值策略的基本模型,研究了组合套期保值策略最优套期保值比率的数理统计特征.结果表明,各套期保值工具的最优套期保值比率正好等于风险头寸价格对各套期保值工具价格进行多元线性回归后对应的复回归系数.揭示了组合套期保值方法和套期保值的回归分析方法之间存在紧密的联系.     

单车型确定性动态车辆调配问题

给出了单车型确定性动态车辆调配问题的定义,引入网络图描述该问题.建立了问题的线性规划模型,鉴于线性模型的缺点,利用函数逼近技术构造一个特殊的线性函数来近似目标函数中未来时段部分,从而建立起问题的时空分解模型,把问题从时间和空间上分解为多个单时段单节点问题,并根据单时段单节点问题特点设计简单的排序求解方法.最后,给出了模型的完整求解过程,从而使问题得到有效地解决.     

基于线性调频信号的ADC时钟抖动误差分析

模数转换器的时钟抖动引起输出信号的误差,该误差会影响后继的数字信号处理.分析了输入为线性调频信号时,模数转换器中由时钟抖动引起的误差.在给出误差平均功率表达式的基础上,推导出信噪比的近似计算公式.并利用该计算公式,对影响信噪比的各种因素依次进行讨论,其中信号带宽和时钟抖动参数的增大都会降低输出信噪比,而信号时宽和采样频率的变化对信噪比影响非常小.仿真结果验证了信噪比计算公式的正确性.     

New results on the robust stability analysis of neural networks with discrete and distributed time delays

Delay-dependent robust stability of cellular neural networks with time-varying discrete and distributed time-varying delays is considered. Based on Lyapunov stability theory and the linear matrix inequality （LMIs） technique, delay-dependent stability criteria are derived in terms of LMIs avoiding bounding certain cross terms, which often leads to conservatism. The effectiveness of the proposed stability criteria and the improvement over the existing results are illustrated in the numerical examples.     

一类线性时变多变量系统的广义最小方差控制和性能评价

针对一类具有可确定"时滞"的线性时变多变量控制系统的性能评价方法进行研究.利用特别定义的关联矩阵和正常相乘的方法,计算出LTV MIMO过程广义最小方差控制律的解析解,并由此获得了广义最小方差基准.为避免估计关联矩阵所带来的困难,利用过程数据和关联矩阵阶数建立了LTV MIMO GMV基准上界.理论和仿真研究表明,上述方法能够正确和有效地评价LTV MIMO系统.     

一种基于SVD的射频收发天线选择算法

基于线性检测的空间复用(SM)系统提出了一种射频天线选择算法,该算法以最小化错误概率为目标,利用信道矩阵的奇异值分解(SVD)所得到的左奇异和右奇异矢量实现发端和收端的射频天线选择,且不需要改变系统原有的检测算法。该算法可以用于收发任一端或两端同时使用,不采用遍历搜索,与传统搜索算法相比实现复杂度低。仿真证明将该算法应用于链路任意一端相比与传统算法都可以获得更多的分集增益和阵列增益。     

Observer-based H∞ control over packet dropping networks

A new controller design problem of networked control systems with packet dropping is proposed. Depending on the place that the observer is put in the system, the network control systems with packet dropping are modeled as stochastic systems with the random variables satisfying the Bernoulli random binary distribution. The observer-based controller is designed to stabilize the networked system in the sense of mean square, and the prescribed H∞ disturbance attenuation level is achieved. The controller design problem is formulated as the feasibility of the convex optimization problem, which can be solved by a linear matrix inequality (LMI) approach. Numerical examples illustrate the effectiveness of the proposed methods.     

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.