查看更多>>摘要：In this paper,the problem of identifying autoregressive-moving-average systems under random threshold binary-valued output measurements is considered.With the help of stochastic ap-proximation algorithms with expanding truncations,the authors give the recursive estimates for the pa-rameters of both the linear system and the binary sensor.Under reasonable conditions,all constructed estimates are proved to be convergent to the true values with probability one,and the convergence rates are also established.A simulation example is provided to justify the theoretical results.
查看更多>>摘要：This work investigates the input-to-state stability(ISS)problem for impulsive switched singular systems(ISSSs)with mismatched disturbances.In this paper,'disturbance'is a general concept that includes model uncertainty,unknown system dynamic,external disturbance,etc.The modified uncertainty and disturbance estimator(UDE)-based control method is presented for singular systems and ISSSs,a virtual control is introduced to offset the effects of mismatched disturbances.On the basis of a discontinuous multiple Lyapunov functional and admissible edge-dependent average dwell time(AED-ADT)method,several sufficient conditions in terms of linear matrix inequalities(LMIs)are obtained to ensure that the closed-loop systems are regular,impulse-free and ISS.Finally,two examples are given to demonstrate the effectiveness of the proposed results.
查看更多>>摘要：This paper focuses on a Pareto cooperative differential game with a linear mean-field backward stochastic system and a quadratic form cost functional.Based on a weighted sum optimality method,the Pareto game is equivalently converted to an optimal control problem.In the first place,the feedback form of Pareto optimal strategy is derived by virtue of decoupling technology,which is represented by four Riccati equations,a mean-field forward stochastic differential equation(MF-FSDE),and a mean-field backward stochastic differential equation(MF-BSDE).In addition,the corresponding Pareto optimal solution is further obtained.Finally,the author solves a problem in mathematical finance to illustrate the application of the theoretical results.
查看更多>>摘要：In this paper,the authors propose an adaptive Barrier-Lyapunov-Functions(BLFs)based control scheme for nonlinear pure-feedback systems with full state constraints.Due to the coexist of the non-affine structure and full state constraints,it is very difficult to construct a desired controller for the considered system.According to the mean value theorem,the authors transform the pure-feedback system into a system with strict-feedback structure,so that the well-known backstepping method can be applied.Then,in the backstepping design process,the BLFs are employed to avoid the violation of the state constraints,and neural networks(NNs)are directly used to online approximate the unknown packaged nonlinear terms.The presented controller ensures that all the signals in the closed-loop system are bounded and the tracking error asymptotically converges to zero.Meanwhile,it is shown that the constraint requirement on the system will not be violated during the operation.Finally,two simulation examples are provided to show the effectiveness of the proposed control scheme.
查看更多>>摘要：In this paper,the authors tackle a fixed-time average-tracking problem for multi-agent systems which do not require velocity measurements and are affected by external mismatched and matched disturbances.The objective requires the considered agents with second-order dynamics to follow the average value of several time-varying reference signals,each of which is acquired by only one agent.First of all,the average value is estimated by using a novel distributed average estimator in a fixed time.Second,an original observer is created to provide estimated values in a fixed time for external mismatched and matched disturbances as well as unmeasured velocities of agents.Then,the authors propose a novel fixed-time anti-disturbance average-tracking protocol with the aid of the observer and a sliding mode surface.In the end,the feasibility of theoretical analysis is illustrated by some simulation experiments.
查看更多>>摘要：Different from the standard linear quadratic(LQ)problem for stochastic systems,the LQ problem considered in the paper has extra measurability restrictions.The problem also appears in the LQ control problem for stochastic systems with delays,rational expectations problems,asymmetric information control,and so on.The essential difficulty lies in that one has to optimize the input and its conditional expectations simultaneously.The stochastic maximum principle(SMP)and orthogo-nal decomposition technique are the key tools.Firstly,the authors establish the SMP and convert the original problem into forward and backward stochastic difference equations(FBSDEs)with extra measurability restrictions.Secondly,the authors resolve the FBSDEs by using the orthogonal decom-position technique and obtain the analytical solution to the underlying problem.Thirdly,the authors explore the essential distinction between the problem and the standard stochastic LQ control problem.Finally,numerical examples are given to illustrate the obtained results.
查看更多>>摘要：In this work,an H∞/passive-based secure synchronization control problem is investigated for continuous-time semi-Markov neural networks subject to hybrid attacks,in which hybrid attacks are the combinations of denial-of-service attacks and deception attacks,and they are described by two groups of independent Bernoulli distributions.On this foundation,via the Lyapunov stability theory and linear matrix inequality technology,the H∞/passive-based performance criteria for semi-Markov jump neural networks are obtained.Additionally,an activation function division approach for neural networks is adopted to further reduce the conservatism of the criteria.Finally,a simulation example is provided to verify the validity and feasibility of the proposed method.
查看更多>>摘要：This paper is addressed to a study of the stability of heat and wave equations with memory.The necessary and sufficient conditions of the exponential stability are investigated by the theory of Laplace transform.The results show that the stability depends on the decay rate and the coefficient of the kernel functions of the memory.Besides,the feedback stabilization of the heat equation is ob-tained by constructing finite dimensional controller according to unstable eigenvalues.This stabilizing procedure is easy to operate and can be applicable for other parabolic equations with memory.
查看更多>>摘要：In order to build a low-risk Fund of Funds(FOF),from the perspective of correlation,the principal component factor is used to improve the traditional risk parity model.Principal component analysis is used to decompose the underlying assets and generate unrelated principal component factors,and then the authors can construct a principal component risk parity portfolio.The proposed empirical results based on China's mutual fund market show that the performance of principal component risk parity portfolio(PCRPP)is better than that of equal weight portfolio(EWP)and traditional risk parity portfolio(RPP).That is to say,not only the PCRPP in this paper has much lower risk than EWP and RPP,but also slightly better than EWP and RPP in terms of average return.Moreover,the study of dividing the underlying assets shows that the PCRPP in this paper is not sensitive to the underlying assets.The PCRPP in this paper is better than EWP and RPP for both the better performing funds and the worse performing funds.In addition,the empirical results on dynamic portfolio adjustments show that it is not appropriate to adjust asset allocation too frequently when the expected rate of return is calculated using the arithmetic mean.
查看更多>>摘要：The main objective of this paper is to consider model averaging methods for kriging mod-els.This paper proposes a Mallows model averaging procedure for the orthogonal kriging model and demonstrate the asymptotic optimality of the model averaging estimators in terms of mean square error.Simulation studies are conducted to evaluate the performance of the proposed method and com-pare it with the competitors to demonstrate its superiority.The authors also analyse a real dataset for an illustration.
NETL
NSTL
万方数据