Numerically stable and efficient algorithm for vector channel parameter and frequency offset estimation

In this paper, we present a novel and numerically efficient algorithm for vector channel and calibration vector estimation, which works when frequency offset error caused by either unstable oscillator or Doppler effect is present in Spread Spectrum antenna system. We propose an estimation algorithm based on Gauss–Seidal algorithm rather than using eigen-decomposition or SVD in computing eigenvalues and eigenvectors at each iteration. The algorithm is based on the two-step procedures, one for estimating both channel and frequency offset and the other for estimating the unknown array gain and phase. Consequently, estimates of the DOAs, the multi-path impulse response of the reference signal source, and the carrier frequency offset as well as the calibration of antenna array are provided. The analytic performance improvement in multiplications number is presented. The performance of the proposed algorithm is investigated by means of computer simulations. Throughout the analytic and computer simulation, we show that the proposed algorithm reduces the number of multiplications by order of one.     

基于Fuzzy推理的时变系统建模

提出一种基于Fuzzy推理的时变系统建模方法,其基本思想是:对时间维度进行分割,在每个较短的时间间隔内用时不变模型代替时变模型,将这些时不变模型组合在一起,最终获得一个整体非线性时变的微分方程模型.分别研究了输入输出型时变系统和状态空间型时变系统的模型建立方法,除了从理论上保证了所获得的模型对系统的逼近性,还从仿真实验验证了用该方法建立的模型对非线性时变系统有很好的逼近效果.     

Timed Petri nets and prediction to improve the Chandy–Misra conservative-distributed simulation

The main contribution of this paper shows that distributed simulation of timed Petri nets (TPN) can take advantage of their structure to obtain a significant lookahead which is usually difficult to compute with other models. In this paper, we introduce a conservative-distributed simulation with a reduced number of control messages and without deadlock resolution. This approach is based on a part of optimism computed on the prediction time each logical process can determine for its advancement. Obviously this prediction time must be computed easily according to the structure of the simulated logical process. Timed Petri nets meet these requirements and we use their structure to evaluate the depth of the prediction. In conservative-distributed simulation, it is known that the deeper the prediction, the better the efficiency of the simulation. We present a method we have devised based on channel time prediction. We compare its performance to the Chandy–Misra method and to some related Petri nets approaches (Chiola). Experiments carried out on Sun stations show that there is more parallelism and a reduced number of null messages in the cases of deadlock avoidance. Moreover, considering deadlock detection and resolution technique we observe that in many cases no deadlock occurs with less control messages.     

Exponential synchronization of discontinuous chaotic systems via delayed impulsive control and its application to secure communication

This paper investigates drive-response synchronization of chaotic systems with discontinuous right-hand side. Firstly, a general model is proposed to describe most of known discontinuous chaotic system with or without time-varying delay. An uniform impulsive controller with multiple unknown time-varying delays is designed such that the response system can be globally exponentially synchronized with the drive system. By utilizing a new lemma on impulsive differential inequality and the Lyapunov functional method, several synchronization criteria are obtained through rigorous mathematical proofs. Results of this paper are universal and can be applied to continuous chaotic systems. Moreover, numerical examples including discontinuous chaotic Chen system, memristor-based Chua’s circuit, and neural networks with discontinuous activations are given to verify the effectiveness of the theoretical results. Application of the obtained results to secure communication is also demonstrated in this paper.     

Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets

The development of new models that would enhance predictability for time series with dynamic time-varying, nonlinear features is a major challenge for speculators. Boundedly rational investors called “chartists” use advanced heuristics and rules-of-thumb to make profit by trading, or even hedge against potential market risks. This paper introduces a hybrid neurofuzzy system for decision-making and trading under uncertainty. The efficiency of a technical trading strategy based on the neurofuzzy model is investigated, in order to predict the direction of the market for 10 of the most prominent stock indices of U.S.A, Europe and Southeast Asia. It is demonstrated via an extensive empirical analysis that the neurofuzzy model allows technical analysts to earn significantly higher returns by providing valid information for a potential turning point on the next trading day. The total profit of the proposed neurofuzzy model, including transaction costs, is consistently superior to a recurrent neural network and a Buy & Hold strategy for all indices, particularly for the highly speculative, emerging Southeast Asian markets. Optimal prediction is based on the dynamic update and adaptive calibration of the heuristic fuzzy learning rules, which reflect the psychological and behavioral patterns of the traders.     

基于Spearman ρ的时变Copula模型的模拟及应用

本文从Spearmanρ入手,利用Spearmanρ在非线性单调变换的情况下保持不变的特点,以及与条件期望预测机制存在的非线性的关系,提出建立时变Copula的模型的新方法;通过建立时变FGM-Copula模型的实例分析表明,这种构建Copula模型的方法较好捕捉了相依机制的时变性,预测了随机变量的趋势,具有一定的优越性。     

具变时滞的非线性退化微分系统的渐近稳定性判据

In this paper, the asymptotic stability for singular differential nonlinear systems with multiple time-varying delays is considered. The V-functional method for general singular differential delay system is investigated. The asymptotic stability criteria for singular differential nonlinear systems with multiple time-varying delays are derived based on V-functional method and some analytical techniques, which are described as matrix equations or matrix inequalities. The results obtained are computationally flexible and efficient.     

Control of Stochastic Systems with Time-Varying Multiple Time Delays: LMI Approach

This paper deals with the class of continuous-time linear systems with Markovian jumps and multiple time delays. The systems that we are treating are assumed to have time-varying delays in their dynamics which can be different and also have uncertainties in the system parameters. The time-varying structure of the bounded uncertainties is considered. Delay-dependent conditions for stochastic stability and stochastic stabilizability and their robustness are considered. A design algorithm for a stabilizing memoryless controller is proposed. All the results are given in the LMI formalism.     

基于ARIMA与信息粒化SVR组合的股指预测研究

对于证券市场投资者而言,基于合理假设准确预测资产价格未来发展方向与趋势关乎投资成败。本文通过构建一个基于ARIMA与信息粒化SVR的组合预测模型,对股票市场指数价格和收益变化的趋势进行预测。实证研究结果表明:基于ARIMA与信息粒化SVR组合的股指预测模型相较于传统时间序列模型而言,在预测精度和效度方面有较大提升,能够在一定时间周期内对股票等风险资产的价格波动区间进行较为可靠地预测,但目前还只能大致确定时间序列波动的区间范围而不能精确地预测具体点位。未来仍需结合其他预测模型和预判技术进一步深入研究,以有效提升股指趋势预测的准确性和实际指导性。     

GPM(1,1,m)模型及其在中国能源消费预测中的应用

客观准确地预测能源消费,可以为政府制定社会经济发展政策提供重要参考.利用矩阵分析的思想研究了灰色预测模型的建模机理,提出了基于时间多项式的可拓形式GPM(1,1,m)模型,并分析了其理论意义.在此基础上,通过研究了时间多项式对模型参数和预测值的影响,推导了它们之间的定量关系,设计了实际建模中的优化方法和参数估计的一般形式.利用GPM(1,1,m)模型预测中国的能源消费量并与其他灰色预测模型进行对比.根据2002-2017年的数据建立模型,结果显示GPM(1,1,m)模型的精度明显的优于其他模型.     

Predicting performance measures for Markovian type of manufacturing systems with product failures

Optoelectronic products are typically assembled and tested in a flow shop environment with multiple processors at each stage. The first few stages are dedicated for assembly and the later stages are dedicated for calibration and testing. Whenever a product (or job) fails at a stage, it is routed back to one of the downstream stages or to the same stage (depending upon the nature of the failure). Consequently, the product could circulate several times between the current stage and the preceding stage(s) before moving to the next stage. Estimating the performance measures (such as WIP and flow time) of such manufacturing systems is not trivial. This paper presents analytical approximations to estimate the performance measures of a manufacturing system with multiple product classes, job circulations due to failures, and some resources being shared among different product classes. The analytical approximations were verified using simulation on several problem instances. The experimental study indicates that these approximations can be used by operations managers to estimate the performance measures of a manufacturing system with product failures.     

Synchronization of quaternion-valued coupled systems with time-varying coupling via event-triggered impulsive control

In this paper, the problem of exponential synchronization of quaternion-valued coupled systems based on event-triggered impulsive control is investigated for the first time. It should be pointed out that the coupling strength is quaternion-valued and time-varying, which makes our model more in line with practical models. First, we prove that event-triggered impulsive control can exclude Zeno behavior. Then, based on the Lyapunov method and the graph theory, some sufficient conditions are derived to ensure that quaternion-valued coupled systems reach synchronization. Furthermore, as an application of our theoretical results, exponential synchronization of quaternion-valued Kuramoto oscillators is studied in detail and a synchronization criterion is presented. Finally, some numerical simulations are given to show the effectiveness of our theoretical results.     

时滞广义时变系统的容许性分析与镇定

研究了时滞广义时变系统的容许性与镇定性问题.首先,基于广义Lyapunov不等式、线性矩阵不等式和受限等价方法,建立时滞广义时变系统的Lyapunov不等式,将时滞广义时变系统的容许性问题转化为求解时滞广义时变系统的Lyapunov不等式问题,得到了系统容许的充分条件.然后,根据充分条件进一步研究了时滞广义时变系统的镇定问题,给出了状态反馈镇定器的设计方法.最后,通过数值算例验证了所得结论的有效性.     

Time-Varying Linear-Quadratic Control

This paper discusses the performance of controlled linear dynamic systems that use time-varying feedforward signals and time-varying linear-quadratic (LQ) feedback gains. Such a time-varying LQ controller can bring a dynamic system to a desired final state in roughly half the time required by a time-invariant LQ controller, since it pushes at both ends, i.e., it uses significant control effort near the end of the maneuver, as well as at the beginning, to meet the specified end conditions; there is no overshoot and no settling time. This requires a more complex controller and some care with the high gains near the final time. A MATLAB³ code is listed that synthesizes and simulates zero-order-hold time-varying LQ controllers. The precision landing of a helicopter using four controls is treated as an example.     

基于信息压缩矩阵特征值映射的时变系统UD分解辨识算法

在系统辨识领域遗忘因子UD分解算法(一种通过对系统数据矩阵进行UD分解的在线辨识算法)具有对时变系统阶次和参数同步估计的优异性能,但传统的遗忘策略不能从根本上解决信息压缩矩阵数据过饱和问题,为了拓展现有UD分解算法在时变系统的适用范围,同时针对数据空间分布不均匀性,提出一种基于信息压缩矩阵特征值映射的UD分解辨识算法.从理论上分析辨识算法跟踪能力与参数估计矩阵有界性的对应关系,从而构造出一种基于信息压缩矩阵特征值映射的有界函数,特征值映射函数能够根据系统数据传递过程中信息量的大小动态调整遗忘因子,解决了参数辨识过程中数据过饱和及数据分布不均匀问题.仿真结果表明,相比于常规时变遗忘因子策略,带有特征值映射的UD分解算法能够更加准确跟踪系统参数的变化,且能够保证系统不是2N阶持续激励信号的情况下,也能对时变系统参数进行跟踪.     

Formation control for second-order multi-agent systems with time-varying delays under directed topology

In this paper, we investigate a formation control problem for second-order multi-agent systems with directed graph interconnection topologies that contain time-varying coupling delays. By using a special multiple leaders’ framework, sufficient conditions are obtained for both time-invariant and time-varying formations as well as for time-varying formations for trajectory tracking, which guarantees the attainment of the formations is at exponentially converging speeds. Some numerical simulations are also conducted to validate the theoretical results.     

具有多重权值的时滞复杂网络固定时间同步问题研究

文章研究了基于非周期间歇性控制的具有多重权值和耦合时滞的复杂网络固定时间同步问题.通过构建具有多重权值的复杂网络模型,并基于固定时间稳定性引理和矩阵理论,给出了实现复杂网络固定时间同步的充分条件.此外,文章设计了固定时间非周期切换控制器,获得了实现复杂网络同步的时间上界的估计值.结论证明了实现网络同步的时间与网络的初始状态无关,最后数值模拟说明了理论结果的正确性和有效性.     

Asymptotic stability analysis in uncertain multi-delayed state neural networks via Lyapunov–Krasovskii theory

This paper presents a new approach to the analysis of asymptotic stability of artificial neural networks (ANN) with multiple time-varying delays subject to polytope-bounded uncertainties. This approach is based on the Lyapunov–Krasovskii stability theory for functional differential equations and the linear matrix inequality (LMI) technique with the use of a recent Leibniz–Newton model based transformation without including any additional dynamics.Three examples with numerical simulations are used to illustrate the effectiveness of the proposed method. The first example considers the neural network with multiple time-varying delays, which may be seen as a particular case of the second example where it is subject to uncertainties and multiple time-varying delays. Finally, the third example analyzes the stability of the neural network with higher numbers of neurons subject to a single time-delay. The Hopf bifurcation theory is used to verify the stability of the system when the origin falls into instability in the bifurcation point.     

Suboptimal control of systems with multiple delays

The application of Pontryagin's maximum principle to the optimization of linear systems with time delays results in a system of coupled two-point boundary-value problems involving both delay and advance terms. The exact solution of this system of TPBV problems is extremely difficult, if not impossible. In this paper, a fast-converging iterative approach is developed for obtaining the suboptimal control for nonstationary linear systems with multiple state and control delays and with quadratic cost. At each step of the proposed method, a linear nondelay system with an extra perturbing input must be optimized. The procedure can be extended for the optimization of nonlinear systems with multiple time-varying delays, provided that some of the nonlinearities satisfy the Lipschitz condition.     

An online identification algorithm of unknown time-varying delay and internal multimodel control for discrete non-linear systems

In this paper, an online algorithm is proposed for the identification of unknown time-varying input delay in the case of discrete non-linear systems described by decoupled multimodel. This method relies on the minimization of a performance index based on the error between the real system and the partial internal models outputs. In addition, a decoupled internal multimodel control is proposed for the compensation of discrete non-linear systems with time-varying delay. This control scheme incorporates partial internal model controls. Each partial controller is associated to a specified operating zone of the non-linear system. The switching between these controllers is ensured by a supervisor that contains a set of local predictors. A simulation example is carried out to illustrate the significance of the proposed time-varying delay identification algorithm and the proposed internal multimodel control scheme.