Double Gaussian potential stochastic resonance method and its application in centrifugal fan blade crack detection

Stochastic resonance (SR) has been extensively utilized in the field of weak fault signal detection for its characteristic of enhancing weak signals by transferring the noise energy. Aiming at solving the output saturation problem of the classical bistable stochastic resonance (CBSR) system, a double Gaussian potential stochastic resonance (DGSR) system is proposed. Moreover, the output signal-to-noise ratio (SNR) of the DGSR method is derived based on the adiabatic approximation theory to analyze the effect of system parameters on the DGSR method. At the same time, for the purpose of overcoming the drawback that the traditional SNR index needs to know the fault characteristic frequency (FCF), the weighted local signal-to-noise ratio (WLSNR) index is constructed. The DGSR with WLSNR can obtain optimal parameters adaptively, thereby establishing the DGSR system. Ultimately, a DGSR method is proposed and applied in centrifugal fan blade crack detection. Through simulations and experiments, the effectiveness and superiority of the DGSR method are verified.     

A survey on HHL algorithm: From theory to application in quantum machine learning

The Harrow-Hassidim-Lloyd (HHL) algorithm is a method to solve the quantum linear system of equations that may be found at the core of various scientific applications and quantum machine learning models including the linear regression, support vector machines and recommender systems etc. After reviewing the necessary background on elementary quantum algorithms, we provide detailed account of how HHL is exploited in different quantum machine learning (QML) models, and how it provides the desired quantum speedup in all these models. At the end, we briefly discuss some of the remaining challenges ahead for HHL-based QML models and related methods.     

Research on detection method of multi-frequency weak signal based on stochastic resonance and chaos characteristics of Duffing system

Weak signal detection has been widely used in many fields such as military and national economy. Aiming at the problem that the traditional stochastic resonance (SR) method can’t obtain the signal amplitude when detecting weak signals, the frequency and amplitude of the weak signal are obtained by combining the SR and chaos characteristics of the two-dimensional Duffing system. Firstly, the effects of two-dimensional Duffing system parameters a, b, k, noise intensity D on the Kramers rate and signal-to-noise ratio (SNR) are analyzed under the Gaussian white noise environment. The results show that the damping ratio K can hinder the SR effect of the system to some extent. Secondly, to solve the misjudgment of the state method of the weak signal amplitude in the detection, the Lyapunov exponent is used to assure the threshold's range, and the threshold of the chaotic critical state is found. Finally, the paper gives the processes of frequency and amplitude detection of multiple high-frequency signals, which realizes the effective detection of the frequency and amplitude of multiple high-frequency signals in a Gaussian white noise environment, and successfully applies the method to the accurate detection of boundary voltage amplitude in electrical impedance tomography.     

Maximum cross-correlated kurtosis-based unsaturated stochastic resonance and its application to bearing fault diagnosis

Considering the random impulses of mechanical noise and the limitations involved while identifying mechanical fault impulse signals via traditional measurement indices of signal-to-noise ratio, which require the characteristic frequency to be known in advance, this study proposes an adaptive unsaturated stochastic resonance method employing maximum cross-correlated kurtosis as the signal detection index. The proposed method combines the features of a cross-correlated coefficient to indicate periodic fault transients and those of spectrum kurtosis to locate these transients in the frequency domain. Actual vibration signals collected from motor and gear bearings subjected to heavy noise are used to demonstrate the effectiveness of the proposed method. Through a coarse tree-based machine learning method, the proposed method is verified to be more suitable for explaining the periodic impulse components of bearing signals, as compared to the ensemble empirical mode decomposition denoising method and unsaturated stochastic resonance using the kurtosis-intercorrelation index.     

Option Pricing and Hedging under a Markov Switching Lévy Process Model

In this paper,we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to option pricing and hedging.In this model,the market interest rate,the volatility of the underlying risky assets and the N-state compensator,depend on unobservable states of the economy which are modeled by a continuous-time Hidden Markov process.We use the MEMM(minimal entropy martingale measure) as the equivalent martingale measure.The option price using this model is obtained by the Fourier transform method.We obtain a closed-form solution for the hedge ratio by applying the local risk minimizing hedging.     

Computational method for optimal control of switched systems with input and state constraints

In this paper, we consider an optimal control problem of switched systems with input and state constraints. Since the complexity of such constraint and switching laws, it is difficult to solve the problem using standard optimization techniques. In addition, although conjugate gradient algorithms are very useful for solving nonlinear optimization problem, in practical implementations, the existing Wolfe condition may never be satisfied due to the existence of numerical errors. And the mode insertion technique only leads to suboptimal solutions, due to only certain mode insertions being considered. Thus, based on an improved conjugate gradient algorithm and a discrete filled function method, an improved bi-level algorithm is proposed to solve this optimization problem. Convergence results indicate that the proposed algorithm is globally convergent. Three numerical examples are solved to illustrate the proposed algorithm converges faster and yields a better cost function value than existing bi-level algorithms.     

Characterization of acceptance sets for co-monotone risk measures

We present a geometric characterization of acceptance sets for monotone, co-monotone and convex risk measures on finite state spaces. Geometrically, such acceptance sets can be represented by convex polygons with edges only on certain hyperplanes. We also provide some lower dimensional examples, and study acceptance sets for value at risk and expected shortfall.