复值型数据Improper线性回归模型的估计(英文)

复随机变量称为"improper"随机变量,若它的"伪"协方差阵不为0,否则称为"proper"随机变量.研究了误差服从独立同分布的improper复高斯分布的线性回归模型.利用极大似然方法和2阶段最小二乘方法来估计回归系数.模拟表明,这2种方法与经典复版本的最小二乘法有不同之处,并将该方法用于实际风信号数据的处理.     

Fractional-order partial pole assignment for time-delay systems based on resonance and time response criteria analysis

In this paper, a novel fractional-order partial pole assignment (FPPA) control algorithm is proposed for systems with time-delay. The FPPA control algorithm is essentially an extension of the original pole assignment, which could change undesired pole locations into desired pole locations. The presented control scheme can be used on open loop poorly damped or unstable systems, which is superior to most other time-delay compensation schemes. The discussion on choosing desirable pole locations is presented based on stability and resonance conditions in the frequency domain. The controlled system is also studied in the time domain based on different transient performance indicators, namely overshoot, settling time, and rising time. In addition, the parameters of the proposed FPPA control algorithm are tunable, thus the control scheme can be used to satisfy different control requirements. Simulation results of stable and unstable fractional-order plants with time-delay are shown to verify the effectiveness and practicability of the FPPA control algorithm.     

Output feedback gain scheduled control of actuator saturated linear systems with applications to the spacecraft rendezvous

The problem of stabilization of a linear system that is asymptotic null controllable with bounded control is studied in this paper. By combining the parametric Lyapunov equation approach and the gain scheduling technique, a new observer-based output feedback gain scheduling controller is proposed to solve the semi-global stabilization problem for a linear system subject to actuator saturation. By scheduling the design parameters online the convergence rate of the state can be improved. Numerical simulations for a spacecraft rendezvous system show the effectiveness of the proposed approaches.     

Chebyshev polynomial solutions of systems of higher-order linear Fredholm-Volterra integro-differential equations

A Chebyshev collocation method, an expansion method, has been proposed in order to solve the systems of higher-order linear integro-differential equations. This method transforms the IDE system and the given conditions into the matrix equations via Chebyshev collocation points. By merging these results, a new system which corresponds to a system of linear algebraic equations is obtained. The solution of this system yields the Chebyshev coefficients of the solution function. Some numerical results are also given to illustrate the efficiency of the method. Moreover, this method is valid for the systems of differential and integral equations.     

Robust periodic stability implies uniform exponential stability of Markovian jump linear systems and random linear ordinary differential equations

In this paper, we mainly show the following two statements.

(1)

A discrete-time topological Markovian jump linear system is uniformly exponentially stable if and only if it is robustly periodically stable, by using a Gel?fand–Berger–Wang formula proved here.     

Finite Memory Observers for linear time-varying systems: Theory and diagnosis applications

Fault detection and diagnosis are important issues in process engineering. Hence, a considerable interest exists in this field now from industrial practitioners as well as academic researchers, as opposed to 30 years ago. The literature on process fault diagnosis, ranging from analytical methods to artificial intelligence and statistical approaches, is largely widespread. In this paper, the modeling of the real process is known, and the state-space representation is used. The properties of the Finite Memory Observer (FMO) are studied from a global point of view for the class of linear time-varying (LTV) systems with stochastic noises. The FMO performances are framed by the study of their properties, and that of their influences on diagnosis results. Fundamentally, the generation of residuals is an essential procedure in diagnosis. So, the determination of the optimal window length of the observer is resolved, and the generation of residuals for diagnosis completed. In the first part, the design of the observer and the residual generation are shown. The second part is devoted to the study of the sensitivity and robustness of the observer and of residuals generated from the observer.     

Periodic solutions to systems of reaction-diffusion equations

In this paper, necessary and sufficient conditions are derived for the existence of temporally periodic “dissipative structure” solutions in cases of weak diffusion with the reaction rate terms dominant in a generic system of reaction-diffusion equations ?c_i/?t = D_i?²c_i+Q_i(c), where the enumerator index i runs 1 to n, c_i = c_i(x, t) denotes the concentration or density of the ith participating molecular or biological species, D_i is the diffusivity constant for the ith species and Q_i(c), an algebraic function of the n-tuple c = (c₁,\3., c_n), expresses the local rate of production of the ith species due to chemical reactions or biological interactions.     

Solutions to certain classes of linearized reaction–diffusion equations

A systematic study is presented for the linear manifold of solutions to a generic system of reaction–diffusion equations in the neighborhood of a constant uniform (equilibrium) solution. The theory pertains directly to an arbitrary number of reacting and diffusing molecular or biological species in an arbitrary bounded spatial (1-, 2- or 3-dimensional) region with an impermeable boundary, so that the normal gradient of any species concentration function is zero at all boundary points. The stability analysis developed by previous authors is streamlined here for the case of two reacting and diffusing species, worked out completely for the case of three species, and made more amenable to specialized treatment for cases with four or more species. With the use of modern algebraic computational methods, explicit analytical general solutions to the linearized reaction–diffusion equations are derived for certain classes of model theories. These results either apply directly or admit extension to a wide range of practical reaction–diffusion problems in physical chemistry and biology.     

Solutions of some partial differential equations (with tables)

A simple method has been demonstrated for obtaining some solutions of the principal equations of mathematical physics. Tables of solutions have been included in the Appendix so that problems in field theory can be solved with a minimum of labor.     

Solution of linear state-space equations and parameter estimation in feedback systems using laguerre polynomial expansion

This paper analyzes the application of Laguerre polynomial expansion to linear systems. It can be applied to the solution of linear state equations by using an algebraic matrix to determine the coefficients of the Laguerre expansion. It also can be applied to system identification by using the expansion to determine the coefficients in the transfer function. Examples are given to demonstrate the accuracy of finite order expansion by Laguerre polynomials.     

Applications of the stability-equation method to linear systems

This paper presents the applications of the stability-equation method to the analysis and design of linear systems. Control systems with multiple inputs and outputs are considered; the absolute stability and relative stability characteristics are analyzed. Stability conditions for control systems with a transport lag or a distributive lag are presented. Finally, the stability characteristics of a system with a distributive parameter are analyzed.     

Dynamics of linear delayed systems with decaying disturbances

Dynamical systems in the real world are always subject to various disturbances. This paper studies the dynamics of linear delayed systems with decaying disturbances, both discrete- and continuous-time cases are considered. It is first shown that if an unforced linear system is exponentially stable, then the disturbed system has a dynamical property like exponential stability provided that the disturbance decays at an exponential rate, and has a dynamical property like asymptotic stability provided that the disturbance asymptotically approaches zero. These results are then applied to block triangular systems in the presence of time-varying delays, leading to criteria for checking the stability properties of this class of systems by considering diagonal blocks of system matrices. Particularly, a block triangular system is exponentially stable if and only if each system described by the diagonal blocks of system matrices is exponentially stable. Finally, a numerical example is presented to illustrate the theoretical results.     

Block-balancing of linear systems

A generalization of balanced realizations called “block-balanced” realizations is introduced. A sufficient condition to obtain a block-balanced realization is given and computational advantages over the balanced realizations are pointed out. It is shown that all the properties of balanced realizations are preserved in block-balanced realizations. Finally, a new norm condition to obtain a reduced model is provided.     

Polynomial solution of high-order linear Fredholm integro-differential equations with constant coefficients

In this study, a practical matrix method is presented to find an approximate solution of high-order linear Fredholm integro-differential equations with constant coefficients under the initial-boundary conditions in terms of Taylor polynomials. The method converts the integro-differential equation to a matrix equation, which corresponds to a system of linear algebraic equations. Error analysis and illustrative examples are included to demonstrate the validity and applicability of the technique.     

Orthogonal-polynomials-based integral inequality and its applications to systems with additive time-varying delays

Recently, a polynomials-based integral inequality was proposed by extending the Moon’s inequality into a generic formulation. By imposing certain structures on the slack matrices of this integral inequality, this paper proposes an orthogonal-polynomials-based integral inequality which has lower computational burden than the polynomials-based integral inequality while maintaining the same conservatism. Further, this paper provides notes on relations among recent general integral inequalities constructed with arbitrary degree polynomials. In these notes, it is shown that the proposed integral inequality is superior to the Bessel–Legendre (B–L) inequality and the polynomials-based integral inequality in terms of the conservatism and computational burden, respectively. Moreover, the effectiveness of the proposed method is demonstrated by an illustrative example of stability analysis for systems with additive time-varying delays.     

On the time-varying Halanay inequality with applications to stability analysis of time-delay systems

The main results of the paper are improvements on the stability analysis of Halanay inequalities with time-varying coefficients in both continuous-time and discrete-time setting. Three classes of improved conditions are established to ensure that the solution to the Halanay inequality is uniformly exponentially stable. The merit of the proposed new conditions is that the coefficients of the Halanay inequality can be unbounded and sign indefinite. This is achieved by using the notion and properties of uniformly asymptotic stable (UAS) functions. Based on the improved stability conditions for the Halanay inequality and the Lyapunov Razumikhin approach, three classes of sufficient conditions are established for testing the stability of time-varying time-delay systems. Finally, the advantages of the proposed methods are illustrated by some numerical examples with some of them borrowed from the literature.