Robust H ∞ Filtering for a Class of Nonlinear Discrete-Time Markovian Jump Systems

This paper considers the problem of the robust H filtering for a class of nonlinear discrete-time Markovian jump systems with real time-varying norm-bounded parameter uncertainty. For each mode, the nonlinearity is assumed to satisfy the global Lipschitz conditions and appears in both the state and measured output equations. The problem that we address is the design of a nonlinear filter which ensures robust stochastic stability and a prescribed H performance level of the filtering error system for all admissible uncertainties. A sufficient condition for the solvability of this problem is obtained in terms of a set of linear matrix inequalities; an explicit expression of a desired nonlinear H filter is also given. Finally, an example is provided to demonstrate the effectiveness of the proposed approach.     

Stabilization and H{infty} control of two-dimensional Markovian jump systems

This paper extends the results obtained for one-dimensionalMarkovian jump systems, to investigate the problems of stochasticstabilization and H control of two-dimensional (2D) systemswith Markovian jump parameters. The mathematical model of 2Djump systems is established upon the well-known Roesser model,and sufficient conditions are obtained for the existence ofdesired controllers in terms of linear matrix inequalities,which can be readily solved by available numerical software.These obtained results are further extended to more generalcases whose system matrices also contain parameter uncertaintiesrepresented by either polytopic or norm-bounded approaches.A numerical example is provided to show the applicability ofthe proposed theories.     

具有跳扩散的美式期权二叉树计算格式的收敛速率

American put option with jump-diffusion can be modelled as a vari- ational inequality problem with an integral term.Under the stability condition (σ~2Δt)/(Δx~2)≤1,whereΔx=ln(S_n 1)/(S_n),the convergence rate O((Δx)~(2/3) (Δt)~(1/3))of the explicit finite scheme for this problem is obtained by using penalization technique. The binomial tree scheme of this model,which is equivalent to the explicit scheme, is convergent by the same rate.     

Control-oriented modeling of servo-pump driven injection molding machines in the filling and packing phase

Servo-valves or variable displacement pumps are typically used to control conventional hydraulic injection molding machines (IMMs). Recent developments in electrical drive technology allow to utilize servo-motor driven pumps instead, which is beneficial due to their higher energy efficiency. Their dynamic behavior, however, is significantly different compared to the conventional setup. Thus, currently used mathematical models and control concepts cannot be directly applied. This paper presents a computationally efficient and scalable mathematical model of the injection process for these servo-pump driven IMMs. A first-principles model of the injection machine is combined with a phenomenological model describing the injection process, i.e. the compression of the melt and the polymer flow into the mold. The proposed model is tailored to real-time applications and serves as an ideal basis for the design of model-based control strategies. The feasibility of the proposed model is demonstrated by a number of different experiments. They confirm a high model accuracy over the whole operating range for different mold geometries.     

‐solution of the Neumann,Robin and transmission problem for the scalar Oseen equation

We find necessary and sufficient conditions for the existence of an ‐solution of the Neumann problem, the Robin problem and the transmission problem for the scalar Oseen equation in three‐dimensional open sets. As a consequence we study solutions of the generalized jump problem.     

水工混凝土S-N和P-S-N曲线特性研究

在已知混凝土静压强度分布的基础上使用S-N曲线模型推导出一种疲劳寿命满足的分布,并对水工混凝土做了大量的等幅抗压疲劳试验.通过分析发现,实验数据能较好地符合该分布,同时得出了该种混凝土的S-N曲线和P-S-N曲线.     

三维裂纹问题的高精度数值解法

提出了一种求解三维均质弹性体中任意形状平片裂纹问题超奇异积分方程组的Chebyshev多项式数值解法.数值计算结果表明:文中方法不仅收敛快,而且精度高.     

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In this paper, we extend the previous Markov-modulated reflected Brownian motion model discussed in [1] to a Markov-modulated reflected jump diffusion process, where the jump component is described as a Markov-modulated compound Poisson process. We compute the joint stationary distribution of the bivariate Markov jump process. An abstract example with two states is given to illustrate how the stationary equation described as a system of ordinary integro-differential equations is solved by choosing appropriate boundary conditions. As a special case, we also give the sationary distribution for this Markov jump process but without Markovian regime-switching.     

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In this paper, the asymptotic behavior of the weak solution (u_t)_{t\ge0} to the non-local Cauchy problems as stated in (1) is considered. Only using lower bounds of jumping kernel J(x,y) for large |x-y|, it is obtained that \|u_t\|_p\le c(t)\|u_0\|_q with any 1\le q相似文献