Convexification for data fitting

The main results reported in this paper are two theorems concerning the use of a newtype of risk-averting error criterion for data fitting. The first states that the convexity region of the risk-averting error criterion expands monotonically as its risk-sensitivity index increases. The risk-averting error criterion is easily seen to converge to the mean squared error criterion as its risk-sensitivity index goes to zero. Therefore, the risk-averting error criterion can be used to convexify the mean squared error criterion to avoid local minima. The second main theorem shows that as the risk-sensitivity index increases to infinity, the risk-averting error criterion approaches the minimax error criterion, which is widely used for robustifying system controllers and filters.     

New explicit critical criterion of Hopf–Hopf bifurcation in a general discrete time system

Hopf–Hopf bifurcation is one of typical codimension-two bifurcations, which requires some rigid bifurcation conditions and occurs only in high-dimension systems. In this paper, a new critical criterion of this bifurcation is presented for a general discrete time system. Unlike the corresponding classical critical criterion (or the bifurcation definition), the new criterion is composed of a series of algebraic conditions explicitly expressed by the coefficients of the characteristic polynomial, which does not depend on eigenvalue computations of Jacobian matrix. This characteristic gives the advantage of the proposed criterion which is more convenient and efficient for detecting the existence of this type of codimension-two bifurcation or exploring the parameter mechanism of the bifurcation than the corresponding classical criterion. The equivalence between the proposed criterion and the corresponding classical criterion is rigorously proved. The bifurcation design problem of a three-degree-of-freedom vibro-impact system is used as example to show the effectiveness of the proposed criterion.     

Choice of weights in FMA estimators under general parametric models

The choice of weights in frequentist model average estimators is an important but difficult problem. Liang et al. (2011) suggested a criterion for the choice of weight under a general parametric framework which is termed as the generalized OPT (GOPT) criterion in the present paper. However, no properties and applications of the criterion have been studied. This paper is devoted to the further investigation of the GOPT criterion. We show that how to use this criterion for comparison of some existing weights such as the smoothed AIC-based and BIC-based weights and for the choice between model averaging and model selection. Its connection to the Mallows and ordinary OPT criteria is built. The asymptotic optimality on the criterion in the case of non-random weights is also obtained. Finite sample performance of the GOPT criterion is assessed by simulations. Application to the analysis of two real data sets is presented as well.     

2-D digital filter realization without overflow oscillations

A novel criterion for the elimination of overflow oscillations in 2-D state-space digital filters described by the Roesser model employing two’s complement overflow arithmetic is presented. The criterion takes the form of linear matrix inequality (LMI) and, hence, is computationally tractable. The criterion is a generalization and improvement over an earlier criterion. An example shows the effectiveness of the new criterion.     

识别准则及其应用

针对模糊综合评判中使用最大属性准则可能得到不合理的结论 ,提出置信度准则作为新的识别准则 ,实例说明其更加合理 .并引入评分准则作为推广 .     

Comparison of criteria on the direction of crack extension

There are three famous criteria for the prediction on the direction of crack extension: maximum energy release rate criterion, local symmetric criterion and maximum stress criterion. It has already been proved that these criteria are different. In this paper, we show how to measure the difference between maximum energy release rate criterion and maximum stress criterion. The results in this paper and special solutions in Amestoy and Leblond (Internat. J. Solids Struct. 29 (1992) 465) indicate that it is enough to use the maximum stress criterion for the numerical prediction of crack path, if the stress intensity factor of the shearing mode is not too big.     

预测复合材料开裂方向的比应变能密度准则

本文提出预测复合材料中裂纹方向的比应变能密度准则,并将Tsai-Hill与Norris准则扩展来预测复合材料中的开裂方向.用这三个准则预测了具有各种不同纤维方向的单向纤维复合材料的裂纹扩展方向,预测结果与现有的比正应力准则和应变能密度准则进行了对比.     

Nonstationary denumerable state Markov decision processes – with average variance criterion

In this paper, we consider the nonstationary Markov decision processes (MDP, for short) with average variance criterion on a countable state space, finite action spaces and bounded one-step rewards. From the optimality equations which are provided in this paper, we translate the average variance criterion into a new average expected cost criterion. Then we prove that there exists a Markov policy, which is optimal in an original average expected reward criterion, that minimizies the average variance in the class of optimal policies for the original average expected reward criterion.     

Novel criterion for stability of discrete-time systems in a state-space realization utilizing saturation nonlinearities

A new criterion for the global asymptotic stability of discrete-time systems in a state-space realization utilizing saturation nonlinearities is presented. The form of the criterion is unconventional in that it offers the flexibility of using even an unsymmetric Lyapunov matrix P. A recently reported criterion is shown to be a special case of the present criterion. An example shows the effectiveness of the new criterion.     

Elimination of limit cycles in a class of digital filters using single saturation nonlinearity

Using Lyapunov's direct method, a novel frequency-domain criterion for the elimination of limit cycles in a class of digital filters using single saturation nonlinearity is derived. The criterion turns out to be a generalization and improvement over an earlier criterion due to Kar and Singh. An example showing the effectiveness of the criterion is given. A graphical interpretation of a simplified version (involving one free parameter) of the criterion is discussed.     

An information criterion for model selection with missing data via complete-data divergence

We derive an information criterion to select a parametric model of complete-data distribution when only incomplete or partially observed data are available. Compared with AIC, our new criterion has an additional penalty term for missing data, which is expressed by the Fisher information matrices of complete data and incomplete data. We prove that our criterion is an asymptotically unbiased estimator of complete-data divergence, namely the expected Kullback–Leibler divergence between the true distribution and the estimated distribution for complete data, whereas AIC is that for the incomplete data. The additional penalty term of our criterion for missing data turns out to be only half the value of that in previously proposed information criteria PDIO and AICcd. The difference in the penalty term is attributed to the fact that our criterion is derived under a weaker assumption. A simulation study with the weaker assumption shows that our criterion is unbiased while the other two criteria are biased. In addition, we review the geometrical view of alternating minimizations of the EM algorithm. This geometrical view plays an important role in deriving our new criterion.     

可压缩液晶系统强解的破裂准则

研究可压缩液晶方程组强解的破裂准则,建立了一种仅依据于速度梯度的破裂准则,此种准则类似于理想可压缩流情形的Beale-Kato-Majda准则和由Huang和Xin得到的可压缩Navier-Stokes方程组情形的准则.证明用到能量不等式和高阶能量不等式.主要困难是初始密度含有真空.     

On a criterion of rationality for a series in orthogonal polynomials

We present a criterion of rationality for a function determined by its expansion in a series in orthogonal polynomials. This criterion can be regarded as an analog of the well-known Kronecker criterion of rationality for functions given by power series.     

Optimality conditions in set optimization employing higher-order radial derivatives

There are two approaches of defining the solutions of a set-valued optimization problem:vector criterion and set criterion.This note is devoted to higher-order optimality conditions using both criteria of solutions for a constrained set-valued optimization problem in terms of higher-order radial derivatives.In the case of vector criterion,some optimality conditions are derived for isolated (weak) minimizers.With set criterion,necessary and sufficient optimality conditions are established for minimal solutions relative to lower set-order relation.     

Analysis of crack formation in bonded lap joints using finite fracture mechanics on the basis of linear elasticity solutions.

In this work, crack formation and the corresponding failure load of bonded lap joints is analyzed. The analysis is based on linear elasticity solutions for bonded lap joints and makes use of the finite fracture mechanics. A hybrid criterion is applied that states the spontaneous formation of a crack of finite size if a stress and an energy criterion are fulfilled simultaneously. The stress distribution of a linear elasticity solution is used for the stress criterion and for the calculation of the incremental energy release rate which is necessary for definition of the energy criterion. The resulting fracture criterion is compared to literature results and shows a good agreement. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On semirings satisfying the Baer criterion

It is well-known that for modules over rings the Baer injectivity criterion takes place. In this paper we prove that under one additional condition this criterion is also valid for modules over semirings. We prove that a semiring S satisfies the Baer criterion if and only if all injective (with respect to one-sided ideals of S) semimodules satisfy the above condition. We propose a newmethod for constructing semirings satisfying the Baer criterion.     

Generalized criterion of the long-term strength of viscoelastic materials

A long-term strength condition of the same type as the Il'yushin [2] or Moskvitin [1] nonlinear criterion is proposed. A method is suggested for determining the stress and time functions forming part of the proposed criterion from the long-term strength diagrams and from the data of pulsed or stepped loading tests. It is shown, on the basis of the experimental data, that the proposed criterion, which in a particular case is identical with the Moskovitin criterion, describes the experimental results better than the Bailey criterion.     

正项级数敛散性的一个判别法

基于正项级数的比较判别法和p-级数的敛散性,给出一个与D’Alembert判别法和Cauchy判别法平行的判别正项级数敛散性的方法.并通过实例对所给判别法的可行性进行检验,发现它是已有方法的一个有效补充.     

Improved global robust stability criterion for delayed neural networks

A criterion for the uniqueness and global robust stability of the equilibrium point of interval Hopfield-type delayed neural networks is presented. The criterion is a marked improvement over a recent criterion due to Cao, Huang and Qu.     

Testing hypotheses by using optimal statistical criteria. I

We propose a method for constructing statistical criteria. It can be used for testing an arbitrary finite set of simple alternative hypotheses. A concept of an optimal statistical criterion is introduced, special cases of which are the Bayesian criterion and the minimax criterion. It is proved that any optimal statistical criterion can be constructed on the basis of the likelihood ratio.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 378–388, April, 1994.