超总体模型下有限总体的估计

超总体模型是抽样理论与统计学其它分支联系的桥梁,借助于超总体模型研究抽样理论是一个有前途的方法．本文综述了这方面的结果,包括总体目标量的估计及其精度估计,同时提出了若干未来的研究问题．     

不确定市场条件下的稳健最优投资组合

本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果.     

CORBA~( ):一个具有自卫智能体的扩展CORBA

将自卫机制加入OOP成为AOP以提高CORBA中软件的强健性和防卫能力,在CORBA这个异构环境中,一个对象申请服务之后就需等待,如果应答迟迟不到则有可能永远等待下去,为避免这种现象的产生和蔓延,在客户和服务方的行为中加入超时机制(timeout mecha-nism)并采用利己或利他策略,使得对象可独立地根据当前环境和时间决定下一步骤,将这种在协作者失败的情况下仍能生存的对象称为自卫智能体,加入白卫智能体的CORBA称为CORBA~( ),由于智能体可在任何条件下生存,CORBA~( )可为用户提供可靠的服务,也就能实现CORBA~( )中软件构成的强健性。     

Distributionally robust modeling of optimal control

The aim of this paper is to formulate several questions related to distributionally robust Stochastic Optimal Control modeling. As an example the distributionally robust counterpart of the classical inventory model is discussed in details. Finite and infinite horizon stationary settings are considered.     

计及位置不确定的喷雾机喷杆系统仿形姿态渐近跟踪控制北大核心CSCD

针对喷雾机喷杆仿形系统中同时存在负载变化、未建模不确定项、物理参数摄动以及外部干扰等问题,提出了一种基于小波网络逼近的具有自适应性和鲁棒性的反步控制方法.首先,将含有不确定、未知和非线性项的喷杆仿形系统建立为完整的数学模型,将其等价转化为具有严格反馈的状态空间形式;其次,采用设计的小波基元去构造神经网络,在满足最优误差有界条件下逼近反步法中虚拟等效控制部分,选取自适应更新律估计系统中存在的未知参数,引入鲁棒补偿项减小复合干扰对系统的不利影响,降低了输入指令信号的阶次要求;最后,通过构造合适的Lyapunov函数,应用稳定性理论证明了闭环系统位置跟踪误差渐近收敛到原点.仿真结果表明,所提控制方法可实现喷雾机喷杆位置姿态快速升降机动调整,有效地增强了喷杆系统的鲁棒稳定性和控制精度.     

水泥品质指标比对检验结果的评估及分析

本文采用稳健统计分析技术,对水泥品质指标比对检验质检机构的质检水平进行了能力验证,结合散点图和柱状图,综合评价了各实验室的检测能力。     

Robust Adaptive Identification of Fuzzy Systems with Uncertain Data

This study presents a method of adaptive identification of parameters describing Sugeno fuzzy inference system in presence of bounded disturbances while maintaining the readability and interpretability of the fuzzy model during and after identification. This method do not require any a priori knowledge of a bound on the disturbance and noise and of a bound on the unknown parameters values. The method can be used for the robust and adaptive identification of slowly time varying nonlinear systems using fuzzy inference systems. The suggested method was used to build a fuzzy expert system that approximates the functional relationship between physical fitness and some of the measurable physiological parameters by their real measurements and opinion (human-experiences) of a medical expert.     

Some estimation theory on the sphere

Summary We consider distributions with densities of the formf(μ′x) andf(‖x _v ‖) where μ andx are unit vectors inR ^q and ‖x _v ‖ is the norm of the part ofx in somes dimensional subspaceV ofR ^q . For several loss functions, optimal Bayesian and Pitman estimators of μ andV are given. When uniform priors are used, these estimators are identical. Then the infinitesimal robustness characteristics of several special cases of these estimators are calculated.     

Asymptotic analysis of the effect of arrival model uncertainties in some optimal routing problems

We study the effect of arrival model uncertainties on the optimal routing in a system of parallel queues. For exponential service time distributions and Bernoulli routing, the optimal mean system delay generally depends on the interarrival time distribution. Any error in modeling the arriving process will cause a model-based optimal routing algorithm to produce a mean system delay higher than the true optimum. In this paper, we present an asymptotic analysis of the behavior of this error under heavy traffic conditions for a general renewal arrival process. An asymptotic analysis of the error in optimal mean delay due to uncertainties in the service time distribution for Poisson arrivals was reported in Ref. 6, where it was shown that, when the first moment of the service time distribution is known, this error in performance vanishes asymptotically as the traffic load approaches the system capacity. In contrast, this paper establishes the somewhat surprising result that, when only the first moment of the arrival distribution is known, the error in optimal mean delay due to uncertainties in the arrival model is unbounded as the traffic approaches the system capacity. However, when both first and second moments are known, the error vanishes asymptotically. Numerical examples corroborating the theoretical results are also presented.This work was supported by the National Science Foundation under Grants ECS-88-01912 and EID-92-12122 and by NASA under Contract NAG 2-595.The authors wish to thank an anonymous referee for pointing out Ref. 20, thus avoiding the need for an explicit proof of convexity of the cost function considered in the paper.     

Adaptive Robust Tracking for Flexible Spacecraft in Presence of Disturbances

The paper deals with trajectory tracking for a flexible spacecraft, subject to a gravity-gradient disturbance, under parameter uncertainties. The controls are gas jets and reaction wheels, and the measured variables describe the attitude and angular velocity of the rigid part. The flexible dynamics is treated as an additional disturbance acting on a rigid structure. First, an adaptive control is designed with only the gravity-gradient disturbance acting on the spacecraft; second, it is proved to be effective also in the presence of disturbance due to the flexibility, provided that appropriate robustness conditions on the controller gains are satisfied. These conditions use partial knowledge of the parameters describing the elastic dynamics. Simulations show the good performance of such control scheme and demonstrate its applicability even in the presence of input saturation.