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51.
STATIONARY AND NON-STATIONARY STATE SPACE MODELS 总被引:1,自引:0,他引:1
Abstract. The concepts of time invariance, stationarity, non-stationarity and immemorial time are considered for state space models (SSMs). Necessary and sufficient conditions for stationarity are given and connected with standard conditions. Expressions are given for the unconditional mean and covariance matrix of the state of a time-immemorial SSM. Application of the results is made to a variety of theoretical and empirical models and the initialization of the Kalman filter in the non-stationary case and for the ARIMA ( p, d, q ) model. 相似文献
52.
This paper derives the admissible decompositions for a time series dynamic linear model, assuming only that the model is observable. The decompositions depend on factorizations of the characteristic polynomial of the state evolution matrix G into relatively prime factors. This generalizes the method of West (1997 ) which considers one decomposition in the particular case where G is diagonalizable. Conditions are derived for a decomposition to be independent. These results show that no autoregressive process of order d has an independent decomposition for any integer d . Two illustrations of this procedure are discussed in detail. 相似文献
53.
Sarrazin Jean-Christophe; Giraudo Marie-Dominique; Pailhous Jean; Bootsma Reinoud J. 《Canadian Metallurgical Quarterly》2004,30(3):411
In 3 experiments, the authors studied the organization of spatiotemporal information in memory. Stimuli consisted of configurations of dots, presented sequentially. The stimuli were either proportional, with interdot distances corresponding to interdot durations, or not proportional, with interdol distances not corresponding to interdot durations. After a learning phase, participants reproduced the spatial (Experiment 1), temporal (Experiment 2), or spatial and temporal (Experiment 3) characteristics of the target 60 times in succession. In the nonproportional conditions, effects of variable interdot durations or distances on the reproduction of, respectively, constant distances (tau effect) or durations (kappa effect) were observed, whereas no such effects were observed when variable distances or durations were to be produced. Tau and kappa effects influenced the accuracy but not the variability of responses. The results are discussed in light of the distinction between properties of the stabilized mental image and the process of stabilization. (PsycINFO Database Record (c) 2010 APA, all rights reserved) 相似文献
54.
T. Bag 《Information Sciences》2006,176(19):2910-2931
In this paper, definitions of strongly fuzzy convergent sequence, l-fuzzy weakly convergent sequence and l-fuzzy weakly compact set are given in a fuzzy normed linear space. The concepts of fuzzy normal structure, fuzzy non-expansive mapping, uniformly convex fuzzy normed linear space are introduced and fixed point theorems for fuzzy non-expansive mappings are proved. 相似文献
55.
文章从对中国江南古典园林中重要的一支——徽派园林的现状分析出发,提出了对徽派园林保护和利用的方向和策略,阐述了对徽派园林加以继承和创新的意义和方法。 相似文献
56.
57.
Bullwhip reduction for ARMA demand: The proportional order-up-to policy versus the full-state-feedback policy 总被引:1,自引:0,他引:1
Gerard Gaalman Author Vitae 《Automatica》2006,42(8):1283-1290
A ‘proportional’ order-up-to policy reacting to ARMA demand is analyzed using stochastic optimal control theory. This policy is compared with a full-state-feedback order-up-to policy. Necessary conditions for an optimum of a weighted sum of the inventory and the ordering variances for both policies are formulated. Based on this a relatively simple expression for the ‘full-state’ policy is derived. The comparison between the two policies demonstrates that the ‘intuitively’ designed proportional policy does not fulfill the objective of controlling both the inventory and ordering variance for all parameter values of the demand model as well as the full-state-feedback policy. The full-state-feedback policy outperforms the proportional policy in several aspects. 相似文献
58.
G. N. Lilis A. Halder S. Telukunta S. Servetto 《International journal for numerical methods in engineering》2007,71(3):277-312
Many problems in geophysics, acoustics, elasticity theory, cancer treatment, food process control and electrodynamics involve study of wave field synthesis (WFS) in some form or another. In the present work, modelling of wave propagation phenomena is studied as a static problem, using finite element method and treating time as an additional spatial dimension. In particular, WFS problems are analysed using discrete methods. It is shown that a fully finite element-based scheme is very natural and effective method for the solution of such problems. Distributed WFS in the context of two-dimensional problems is outlined and incorporation of any geometric or material non-linearities is shown to be straightforward. This has significant implications for problems in geophysics or biological media, where material inhomogeneities are quite prevalent. Numerical results are presented for several problems referring to media with material inhomogeneities and predefined absorption profiles. The method can be extended to three-dimensional problems involving anisotropic media properties in a relatively straightforward manner. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
59.
Generalized null space uncorrelated Fisher discriminant analysis for linear dimensionality reduction
We propose a generalized null space uncorrelated Fisher discriminant analysis (GNUFDA) technique integrating the uncorrelated discriminant analysis and weighted pairwise Fisher criterion. The GNUFDA can effectively deal with the small sample-size problem and perform satisfactorily when the dimensionality of the null space decreases with increase in the number of training samples per class and/or classes, C. The proposed GNUFDA can extract at most C-1 optimal uncorrelated discriminative vectors without being influenced by the null-space dimensionality. 相似文献
60.
非线性地基上桩结构物空间分析 总被引:1,自引:0,他引:1
本文提出了桩结构物-非线性地基空间相互作用分析的迭代法和非线性有限元法。其中,桩基分析用p-y曲线法。结合实际结构物进行了大量的计算及比较分析,成果是令人满意的,可以付诸应用。 相似文献