Dynamics of stochastic partly dissipative systems on time-varying domain

This article is devoted to stochastic partly dissipative systems (SPDS) defined on time-varying domain expending in time. The definition of a space–time trace class Wiener process on time-varying domain is presented by combining a time trace class Wiener process with a spatial intensity defined on time-varying domain. Some nice properties for Wiener process on time-varying domain are also presented. We develop a new penalty method to establish the existence and uniqueness of variational solution of SPDS with additive noise on time-varying domain. The existence of global attractor for the process generated by variational solution is also obtained.     

基于小波包分解的非线性时变系统辩识

在实际应用中,经常会碰到非线性时变系统,它们的辨识和建模比较困难．本文采用时变Hammerstein模型描述时变非线性系统．该模型可以以较简单的方式刻划系统的时变特性和非线性特性．然后用小波包对时变系数进行展开,把时变系统的辨识转化为对时不变系数的辨识．     

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.     

中国股市周内效应研究——来自时变贝塔、时变特雷诺比率和交易量的新结果

本文首次关注时变市场风险度量指标——时变贝塔和单位市场风险收益率度量指标——时变特雷诺比率的周内效应,重点对中国股市行业指数的收益率、时变贝塔、时变特雷诺比率和交易量进行了周效应和周内各交易日效应研究,并比较研究了个股时变贝塔的周内效应。研究发现行业指数的收益率、时变特雷诺比率、交易量有明显的周效应;收益率和时变特雷诺比率有明显的周二和周四效应,但周一和周五效应并不明显,比如行业收益率基本上没有周一效应;上证指数收益率有明显的周四效应;行业指数交易量的各周内交易日效应比较显著;但行业指数的时变贝塔周效应并不显著;此外,个股的时变贝塔表现出不同于行业指数的特点,其周内效应相对比较明显.     

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。     

时变t-copula蒙特卡罗模拟的亚洲股指组合风险研究

应用时变条件t-copula函数描述沪市与亚洲主要股票市场指数收益序列之间的时变相依结构.时变条件t-copula模型的难点在于如何设定时变相依参数的演化方程,建立了用于描述包含时变自由度在内的所有时变相依模型参数的演化方程.进而采用蒙特卡洛仿真方法计算了各种指数组合的VaR,分析了沪综指与亚洲主要股指组合风险的演化趋势,并对结果进行后验测试,结果表明,时变条件t-copula函数仿真估计VaR可以覆盖最大损失风险.     

Stochastic Comparison Algorithm for Discrete Optimization with Estimation of Time-Varying Objective Functions

In this paper, the optimization of time-varying objective functions, known only through estimates, is considered. Recent research defined algorithms for static optimization problems. Based on one of these algorithms, we derive an optimization scheme for the time-varying case. In stochastic optimization problems, convergence of an algorithm to the optimum prevents the algorithm from being efficiently adaptive to changes of the objective function if it is time-varying. So, convergence cannot be required in a time-varying scenario. Rather, we require convergence to the optimum with high probability together with a satisfactory dynamical behavior. Analytical and simulative results illustrate the performance of the proposed algorithm compared with other optimization techniques.     

基于时变Marshall-Olkin Copula模型的系统寿命的度量及模拟

利用Kendall的tau与总体参数一一对应的关系,构造了时变的Marshall-OlkinCopula的模型;并基于蒙特卡罗模拟(MC)技术获得的样本数据建立了时变Marshall-Olkin Copula的模型.通过下尾相依机制的分析,说明了时变Marshall-OlkinCopula的模型,不仅能有效描述了系统寿命变化的波动性,还能捕捉了下尾相依机制的时变性.     

具有时变区间参数的不确定随机线性系统的均方鲁棒稳定性

研究了一类具有时变区间参数的不确定随机线性系统的均方鲁棒稳定性.利用时变区间矩阵的分解技术、矩阵的Kronecker积的性质和Lyapunov函数法,得到了该系统均方鲁棒稳定的几个充分性条件.通过一个数值例子说明了所得的这些充分性条件的有效性和实用性.     

时变离散大系统的稳定性

本文首先给出了线性时变离散系统稳定性的一个充分条件.然后研究当孤立子系统满足上述条件时的线性及非线性时变离散大系统的稳定性.利用向量李雅普诺夫函数法结合时变离散系统的比较原理,得到了时变离散大系统在稳定性中的集结模型.直接由集结系统的稳定性得到大系统稳定性的条件.     

Continuous and discrete time Zhang dynamics for time-varying <Emphasis Type="Italic">4</Emphasis>th root finding

Recently, a special class of neural dynamics has been proposed by Zhang et al. for online solution of time-varying and/or static nonlinear equations. Different from eliminating a square-based positive error-function associated with gradient-based dynamics (GD), the design method of Zhang dynamics (ZD) is based on the elimination of an indefinite (unbounded) error-function. In this paper, for the purpose of online solution of time-varying 4th root, both continuous-time ZD (CTZD) and discrete-time ZD (DTZD) models are developed and investigated. In addition, power-sigmoid activation function is exploited in Zhang dynamics, which makes ZD models possess the property of superior convergence and better accuracy. To summarize generalization for possible widespread application, such approach is further extended to general time-varying nonlinear equations solving. Computer-simulation results demonstrate the efficacy of the ZD models for finding online time-varying 4th root and solving general time-varying equations.     

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.     

Stability radii for linear time-varying differential-algebraic equations with respect to dynamic perturbations

This paper is concerned with the robust stability for linear time-varying differential-algebraic equations. We consider the systems under the effect of uncertain dynamic perturbations. A formula of the structured stability radius is obtained. The result is an extension of a previous result for time-varying ordinary differential equations proven by Birgit Jacob [B. Jacob, A formula for the stability radius of time-varying systems, J. Differential Equations 142 (1998) 167-187].     

一类时滞系统的稳定性分析及控制器设计

研究一类具有状态时滞和输入时滞的时变时滞线性系统.首先,通过选取合适的Lyapunov-Krasovskii泛函,应用LMI方法和Lyapunov-Krasovskill稳定性定理对时滞相关的系统进行稳定性分析,并设计了相应的控制器.改进了时变时滞线性系统方面的一些结果.最后用实例验证所得到结果.     

Multi-pulse chaotic motions of a rotor-active magnetic bearing system with time-varying stiffness

In this paper, we investigate the Shilnikov type multi-pulse chaotic dynamics for a rotor-active magnetic bearings (AMB) system with 8-pole legs and the time-varying stiffness. The stiffness in the AMB is considered as the time-varying in a periodic form. The dimensionless equation of motion for the rotor-AMB system with the time-varying stiffness in the horizontal and vertical directions is a two-degree-of-freedom nonlinear system with quadratic and cubic nonlinearities and parametric excitation. The asymptotic perturbation method is used to obtain the averaged equations in the case of primary parametric resonance and 1/2 subharmonic resonance. It is found from the numerical results that there are the phenomena of the Shilnikov type multi-pulse chaotic motions for the rotor-AMB system. A new jumping phenomenon is discovered in the rotor-AMB system with the time-varying stiffness.     

时变滞后系统的一种自校正混合模糊PID控制

普通模糊控制不能对时变滞后系统进行有效控制 ,甚至使系统失去稳定 .在 W.L.Bialkowski 1 983年提出的混合模糊 PID控制器的基础上 ,提出了一种自补偿混合模糊 PID控制器 ,并在此基础上提出了一种对积分系数 KI进行自校正的算法 .经 MATLAB仿真验证 ,该算法具有良好的控制品质 ,适应对象参数大范围变化的时滞系统 ,且易于工程实现 .     

RELIABILITY ANALYSIS FOR A REPAIRABLE PARALLEL SYSTEM WITH TIME-VARYING FAILURE RATES

To solve a real problem :how to calculate the reliability of a system with time-varying failure rates in industry systems,this paper studies a model for the load-sharing parallel system with time-varying failure rates,and obtains calculating formulas of reliability and availability of the system by solving differential equations. In this paper, the failure rates are expressed in polynomial configuration. The constant,linear and Weibull failure rate are in their special form. The polynomial failure rates provide flexibility in modeling the practical time-varying failure rates.     

Linear dynamics hidden by input-output linearization for nonlinear time-varying systems

The input-output linearizations is a useful method in analysisand design for the non-linear time-varying systems. However,this technique often hides some linearizable dynamics in thenonlinear time-varying subsystem. Sufficient conditions forthe non-linear time-varying systems to contain a -dimensionallinear systems are derived. This method has dimension greaterthan the usual input-output linearization.     

基于MCMC算法的时变Copula-GARCH-M-t模型及组合风险预测

为了准确地量化资产之间的时变相依结构和预测组合风险,本文考虑到投资者对资产风险偏好的差异,假设资产收益率序列的新息服从标准t分布,提出时变Copula-GARCH-M-t模型,推导了模型参数的两步MCMC估计方法,还得到了组合风险(VaR和CVaR)的一步预测方法。最后选取上证综合指数和标准普尔500指数,验证了所提模型及方法的可行性和优越性,同时该模型较为准确地量化了两指数在次贷危机后的时变相依结构特征。     

New robust stability criteria for uncertain neural networks with interval time-varying delays

In this paper, problem of robust stability of uncertain neural networks with interval time-varying delays has been investigated. The delay factor is assumed to be time-varying and belongs to a given interval, which means that the lower and upper bounds of the interval time-varying delays are available. Based on the Lyapunov–Krasovskii functional approach, a new delay-dependent stability criteria is presented in terms of linear matrix inequalities (LMIs). Two numerical examples are given to illustrate the effectiveness of the proposed method.