Stochastic stability of positive Markov jump linear systems with fixed dwell time

This paper studies the stochastic stability of positive Markov jump linear systems with a fixed dwell time. By constructing an auxiliary system that originated from the initial system with state jumps, sufficient and necessary conditions of stochastic stability for positive Markov jump linear systems are obtained with both exactly known and partially known transition rates. The main idea in the latter case is applying a convex combination to convert bilinear programming into linear programming problems. On this basis, multiple piecewise linear co-positive Lyapunov functions are provided to achieve less conservative results. Then state feedback controller is designed to stabilize the positive Markov jump linear systems by solving linear programming problems. Numerical examples are presented to illustrate the viability of our conclusions.     

Photophysics of a series of efficient fluorescent pH probes for dual-emission-wavelength measurements in aqueous solutions

This paper evaluates the 5-aryl-2-pyridyloxazole backbone to engineer donor-acceptor fluorescent pH probes after one- or two-photon absorption. Parent fluorophores, as well as derivatives that can be used to label biomolecules, can be easily obtained in good yields. These molecules exhibit a large one-photon absorption in the near-UV range, and a strong fluorescence emission that covers the whole visible domain. The 5-aryl-2-pyridyloxazole derivatives also possess significant cross sections for two-photon absorption. Upon pyridine protonation, large shifts were observed in the absorption spectra after one- and two-photon excitation, as well as in the emission spectra. This feature was used to measure the pK(a) of the investigated compounds that range between 2 and 8. In most of the investigated derivatives, the pK(a) increased upon light excitation and protonation exchanges took place during the lifetime of the excited state, as shown by phase-modulation fluorometry analysis. Several 5-aryl-2-pyridyloxazole derivatives are suggested as efficient probes to reliably measure the pH of aqueous solutions by means of ratiometric methods that are dependent on fluorescence emission.     

低煤级煤热解H2生成动力学及其与第一次煤化作用跃变的关系

用开放体系的热重-质谱联用仪(TG/MS)研究了7种低煤级煤的热解特征、H2的生成动力学特征以及它们与第一次煤化作用跃变的关系. 结果显示, 煤热解失重率在碳含量(Cdaf)为80%(质量分数)和镜质组最大反射率(R0max)为0.60%附近发生转折; 氢气生成的特征温度参数以及动力学参数均在Cdaf为80%(R0max为0.60%)左右表现为最低; 氢气的总产率在此处最大. 这些特征参数的极值点刚好与第一次煤化作用跃变点一致, 说明这些参数可以反映第一次煤化作用跃变的发生. 结合傅立叶变换红外(FTIR)光谱法获得的煤结构特征, 对影响机制进行了分析解释, 认为是由以下3个方面的原因导致的: (1)煤中脂肪类含氧官能团的演化特征; (2)可溶有机质的低温热缩聚作用; (3)有机质的“两极分化”作用.     

Gain-scheduled fault detection on stochastic nonlinear systems with partially known transition jump rates

In this paper, the problem of continuous gain-scheduled fault detection (FD) is studied for a class of stochastic nonlinear systems which possesses partially known jump rates. Initially, by using gradient linearization approach, the nonlinear stochastic system is described by a series of linear jump models at some selected working points. Subsequently, observer-based residual generator is constructed for each jump linear system. Then, a new observer-design method is proposed for each re-constructed system to design H_∞ observers that minimize the influences of the disturbances, and to formulate a new performance index that increase the sensitivity to faults. Finally, continuous gain-scheduled approach is employed to design continuous FD observers on the whole nonlinear stochastic system. Simulation example is given to show the effectiveness and potential of the developed techniques.     

考虑微观结构噪声与跳跃影响的波动建模

现有的金融高频数据研究,并未充分考虑微观结构噪声对波动建模和预测的影响.以非参数化方法为理论框架,基于高频数据,采用适当方法分离出波动中的微观结构噪声成份,构建了新的跳跃方差和连续样本路径方差,将已实现波动分解为连续样本路径方差、跳跃方差和微观结构噪声方差.同时考虑微观结构噪声和跳跃对波动的影响,对HAR-RV-CJ模型进行改进,提出了HAR-RV-N-CJ模型和LHAR-RV-N-CJ模型.通过上证综指高频数据进行实证,结果表明新模型在模型拟合和预测方面均优于HAR-RV-CJ模型.     

一种新的集中因子

介绍一种新的用于计算函数跳跃值的集中因子.文中得到的结果与经典的Lukács定理以及A.Gelb和E.Tadmor所得的一些结果有关.     

Dissipative constraint-based control design for singular semi-Markovian jump systems using state decomposition approach

This paper proposes a unified control design for a class of singular semi-Markovian jump systems with a time-varying delay in the state vector by employing the state decomposition approach and dissipative theory. To begin, the addressed system is decomposed into differential–algebraic form with new state vectors, from which a mode-dependent augmented Lyapunov–Krasovskii functional is constructed. The desired stochastic admissibility and dissipative conditions are then obtained, where the auxiliary function-based integral inequality, the generalized free-weighting-matrix approach and the augmented zero equality approach are used in the derivation to achieve less conservative results. In accordance with these conditions, a relationship for determining the mode-dependent gain parameters of the proposed state feedback control is given. As a result, the theoretical findings of this paper lead to better results than some previously published ones, as demonstrated by four numerical examples.     

Dynamic compensator design and H∞ admissibilization for delayed singular jump systems via Moore–Penrose generalized inversion technique

This paper is intended to study output feedback-based $H_{\infty }$ admissibilization for singular Markovian jump time-varying delays systems via Moore–Penrose generalized inversion technique. The main aim is to design singular dynamic compensator based on output feedback control idea and Moore–Penrose generalized inversion technique, such that the time-varying delays singular Markovian jump system realizes not only stochastic stability, but also regularity, impulse-freeness (which are collectively known as stochastic admissibility) and achieves $H_{\infty }$ interference level. Time delay-dependent and mode-dependent L–K candidate functional is constructed, Moore–Penrose generalized inversion technique is utilized, then the improved $H_{\infty }$ admissibilization conditions for singular Markovian jump time-varying delays systems are provided by virtue of linear matrix inequalities. Simulation examples including a direct current motor-controlled inverted pendulum system are employed to confirm the effectiveness and practicability of the addressed singular dynamic compensation technique.     

Dynamic event-triggered control for discrete-time nonlinear Markov jump systems using policy iteration-based adaptive dynamic programming

This paper investigates a dynamic event-triggered optimal control problem of discrete-time (DT) nonlinear Markov jump systems (MJSs) via exploring policy iteration (PI) adaptive dynamic programming (ADP) algorithms. The performance index function (PIF) defined in each subsystem is updated by utilizing an online PI algorithm, and the corresponding control policy is derived via solving the optimal PIF. Then, we adopt neural network (NN) techniques, including an actor network and a critic network, to estimate the iterative PIF and control policy. Moreover, the designed dynamic event-triggered mechanism (DETM) is employed to avoid wasting additional resources when the estimated iterative control policy is updated. Finally, based on the Lyapunov difference method, it is proved that the system stability and the convergence of all signals can be guaranteed under the developed control scheme. A simulation example for DT nonlinear MJSs with two system modes is presented to demonstrate the feasibility of the control design scheme.