分布时滞系统的动态输出反馈鲁棒稳定

主要研究了一类具分布时变时滞不确定系统的输出反馈鲁棒稳定问题.基于动态输出反馈和Lyapunov-Krasovskii泛函,给出了闭环系统与时滞相关的鲁棒稳定的条件.所得条件为线性矩阵不等式形式,便于运用内点算法进行求解.     

时变时滞BAM神经网络系统的指数稳定性分析

利用Lyapunov稳定性理论和线性矩阵不等式技术,得到了保证时变时滞BAM神经网络系统指数稳定性的时滞依赖稳定性准则.所给的准则可用Matlab中的LMI控制工具箱进行验证.仿真实例进一步说明了结果的有效性.     

时变情境下的企业应急决策矛盾问题分析与求解

企业应急决策是一个充满变化、矛盾冲突的,涉及多个领域知识的复杂决策过程,能否根据突发事件的发展过程,依照具体的决策情境有效地整合企业可利用的资源条件,化解应急决策过程中的矛盾问题冲突,生成有效的应急决策方案,成为制约应急决策有效性的难点.为此,将可拓学中转换桥方法引入应急决策,研究变化情境下的应急决策矛盾问题分析与求解.针对变化情境下企业应急决策矛盾问题进行形式化基元模型表达,构建了矛盾问题定量描述与求解的转换桥共存度函数和转换桥可拓变换函数,并给出了基于转换桥模型的矛盾问题求解策略.并以某手机制造企业为例,随着突发事件的发展变化,分析企业可利用资源和应急决策过程中的矛盾问题,并进行求解.经验证,所提方法对于分析和解决应急决策过程中不同领域知识之间的对立冲突问题是有效的.     

On area integral estimates for solutions to parabolic systems in time-varying and non-smooth cylinders

In this paper we prove results relating the (parabolic) non-tangential maximum operator and appropriate square functions in for solutions to general second order, symmetric and strongly elliptic parabolic systems with real valued and constant coefficients in the setting of a class of time-varying, non-smooth infinite cylinders . In particular we prove a global as well as a local and scale invariant equivalence between the parabolic non-tangential maximal operator and appropriate square functions for solutions of our system. The novelty of our approach is that it is not based on singular integrals, the prevailing tool in the analysis of systems in non-smooth domains. Instead the methods explored have recently proved useful in the analysis of elliptic measure associated to non-symmetric operators through the work of Kenig-Koch-Pipher-Toro and in the analysis of caloric measure without the use of layer potentials.

     

Local Spectral Envelope: An Approach Using Dyadic Tree-Based Adaptive Segmentation

The concept of the spectral envelope was introduced as a statistical basis for the frequency domain analysis and scaling of qualitative-valued time series. A major focus of this research was the analysis of DNA sequences. A common problem in analyzing long DNA sequence data is to identify coding sequences that are dispersed throughout the DNA and separated by regions of noncoding. Even within short subsequences of DNA, one encounters local behavior. To address this problem of local behavior in categorical-valued time series, we explore using the spectral envelope in conjunction with a dyadic tree-based adaptive segmentation method for analyzing piecewise stationary processes.     

Time-Varying Parameters Prediction

This paper develops a method of adaptive modeling that may be applied to forecast non-stationary time series. The starting point are time-varying coefficients models introduced in statistics, econometrics and engineering. The basic step of modeling is represented by the implementation of adaptive recursive estimators for tracking parameters. This is achieved by unifying basic algorithms—such as recursive least squares (RLS) and extended Kalman filter (EKF)—into a general scheme and next by selecting its coefficients with the minimization of the sum of squared prediction errors. This defines a non-linear estimation problem that may be analyzed in the context of the conditional least squares (CLS) theory. A numerical application on the IBM stock price series of Box-Jenkins illustrates the method and shows its good forecasting ability.     

基于神经网络分位数回归的多期CVaR风险测度

与VaR金融风险测度相比,CVaR具有更好的数理性质,其计算方法成为关注的焦点。相对于单期CVaR而言,多期CVaR风险测度具有较强的非线性特征,其建模过程更加复杂。在神经网络分位数回归基础上,建立了一种新的多期CVaR风险测度方法;基于似然比检验,建立了多期CVaR风险测度返回测试评价准则。将该新方法应用于沪深300指数的多期CVaR风险测度,并将其与传统的测度方法进行了对比,返回测试结果表明:第一,该新方法具有较强的稳健性,各期平均绝对误差大小基本不变,特别适合于多期CVaR风险测度;第二,基于神经网络分位数回归的多期CVaR风险测度效果优于传统测度方法,表现为似然比检验拒绝次数最少和平均绝对误差最小。     

梁结构时变物理参数在线识别的谐波传播法

组合梁结构在运动状态下其连接处的物理参数不断变化,导致结构的动态特性也不断发生变化.为了研究组合梁结构在运动状态下的非平稳动态特性以达到对结构振动进行实时控制的目的,必须对结构连接处的物理参数进行在线跟踪辨识.本文在现代谐波识别技术的基础上提出时变系统谐波频率与振型的在线识别算法,并利用波传播方法计算出连接处的力与位移向量,再由连接处位移连续与力平衡条件求得连接处的动刚度,进而求得结构连接处的刚度与阻尼.由于该方法可以简化测试节点,所以可以节省测试成本.仿真算例表明该方法具有良好的跟踪能力与较高的计算精度.     

Robustness of Exponential Dichotomies in Infinite-Dimensional Dynamical Systems

In this paper we examine the issue of the robustness, or stability, of an exponential dichotomy, or an exponential trichotomy, in a dynamical system on an Banach space W. These two hyperbolic structures describe long-time dynamical properties of the associated time-varying linearized equation _t +A=B(t) , where the linear operator B(t) is the evaluation of a suitable Fréchet derivative along a given solution in the set K in W. Our main objective is to show, under reasonable conditions, that if B(t)=B(, t) depends continuously on a parameter and there is an exponential dichotomy, or exponential trichotomy, at a value ₀, then there is an exponential dichotomy, or exponential trichotomy, for all near ₀.We present several illustrations indicating the significance of this robustness property.