Mode Dependent H∞ Filtering for Discrete-Time Networked Systems with Random Measurement Missing and Delays

The article investigates the H_∞ filtering problem for a class of discrete-time networked systems with random measurement losses and delays. Markov chain is used here to model measurement losses and delays in a unified framework. Based on the mode-dependent Lyapunov function approach, the necessary and sufficient conditions are derived to guarantee the exponential stability with a prescribed H_∞ disturbance attenuation performance for the filtering error system. By using a novel design scheme, the explicit expressions of mode dependent filter parameters are given in the form of linear matrix inequalities (LMIs) which can be readily solved by using the LMI TOOLBOX in MATLAB. At last, a numerical example is given to illustrate the feasibility and effectiveness of the proposed method.     

小样本下两阶段MCMC参数估计方法——基于信用风险强度模型的研究

应用我国金融市场数据估计信用风险强度模型参数时,常遇到由小样本而导致的偏差问题,对此本文提出了两阶段MCMC参数估计方法:第一阶段用Lee和Mykland的跳辨识方法估计跳跃项参数;第二阶段用MC-MC方法估计扩散和漂移项参数。误差分析的结果表明两阶段MCMC方法小样本下信用风险模型参数估计的效果要明显好于单纯的MCMC方法。作为应用,采用我国第一支个人住房抵押贷款支持证券"建元2005-1"的违约和提前还款数据,估计了信用风险强度模型的参数。     

Oscillation inequalities for rectangles

In this paper we extend previously obtained results on norm inequalities for square functions, oscillation and variation operators, with actions, to the case of actions. The technique involves the use of a result about vector valued maximal functions, due to Fefferman and Stein, to reduce the problem to a situation where we can apply our previous results.     

Steady rotation of a composite sphere in a concentric spherical cavity

The problem of steady rotation of a compositesphere located at the centre of a spherical container has beeninvestigated.A composite particle referred to in this paperis a spherical solid core covered with a permeable sphericalshell.The Brinkman’s model for the flow inside the composite sphere and the Stokes equation for the flow in the spherical container were used to study the motion.The torque experienced by the porous spherical particle in the presence ofcavity is obtained.The wall correction factor is calculated.In the limiting cases,the analytical solution describing thetorque for a porous sphere and for a solid sphere in an unbounded medium are obtained from the present analysis.     

用滴定突跃的绝对值推导四大滴定分析的直接准确滴定条件

建立了四大滴定分析"滴定突跃绝对值"的概念;用滴定突跃绝对值推导出四大滴定分析直接准确滴定的条件。     

Absolute continuity of the invariant measure in piecewise deterministic Markov Processes having degenerate jumps

We consider piecewise deterministic Markov processes with degenerate transition kernels of the house-of-cards- type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the invariant measure of the process. Finally, we obtain finer results on the regularity of the one-dimensional marginals of the invariant measure, using integration by parts with respect to the jump times.     

基于FFT的区域变换对数均匀跳扩散模型期权定价

本文考虑具有区域变换跳跃幅度服从对数均匀分布的跳扩散模型的期权定价问题.本文给出了这样模型的期权定价方法和计算过程,当中采用了FFT(快速傅里叶变换法),最后给出了数值计算结果.     

Markov跳变系统滚动时域有限记忆控制

针对离散时间Markov跳变系统,提出滚动时域有限记忆控制的方法.在一段有限滤波时域上,利用系统输入与输出变量的线性组合构造一段有限控制时域上的输出反馈控制器.首先,不考虑跳变系统均方可镇定,基于最优控制的方法,获得以迭代计算形式给出的控制器,并使其在无偏条件下能优化二次型性能指标.其次,进一步考虑在成本衰减条件下确定终端加权矩阵,并以它作为边界条件计算得到最优控制律,调节系统均方稳定.为便于求解,成本衰减条件以线性矩阵不等式的形式给出.仿真实例验证了所提方法的可行性和有效性.     

Stochastic stability for Markovian jump linear systems associated with a finite number of jump times

This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model studied, a fixed number of failures or repairs is allowed, after which, the system is brought to a halt for maintenance or for replacement. The usual concepts of stochastic stability are related to pure infinite horizon problems, and are not appropriate in this scenario. A new stability concept is introduced, named stochastic τ-stability that is tailored to the present setting. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided, and the almost sure stability concept associated with this class of processes is also addressed. The paper also develops equivalences among second order concepts that parallels the results for infinite horizon problems.     

Semi-active hydropneumatic spring and damper system

This paper is concerned with the development of a semi-active hydropneumatic spring and damper system, comprising of a two state hydropneumatic spring and a two state hydraulic damper. The system was specifically developed to improve the ride comfort and handling of large off-road vehicles. The suspension requirements for good ride comfort and handling for heavy off-road vehicles are discussed with special reference to the advantages of semi-active hydropneumatic springs and semi-active dampers. The layout and functioning of an experimental spring and damper unit used for laboratory tests are discussed. Spring and damper characteristics, as well as valve response times for both the semi-active spring and semi-active damper were determined. A single degree of freedom test rig with a sprung mass of 3 tons was used to perform first order ride comfort tests. Tests include step response and random input response. The test rig was also used to evaluate semi-active control strategies for both spring and damper as well as a control strategy for implementing ride height adjustment without using an external hydraulic pump.