基于TS201的高速数据记录仪的设计与实现

本文提出了一种基于TS201的高速数据记录仪,能将雷达模拟信号转换成的数字信号经过处理后实时的按FAT32文件系统存储到固态盘中去。采用DSP+FPGA的硬件架构,FPGA作为接口处理单元,DSP承担整个系统的协调控制,可以通过RS232和RS422接口与外部实现实时通信。     

LED PWM dimming linearity investigation

LED PWM dimming application for large scale LED video displays is analyzed. The need for short light pulse duration is outlined. PWM dimming with short driving pulses is investigated experimentally. The LED response time skew introduces the nonlinearity for PWM dimming. For LED response time skew estimation, a method is suggested that has been successfully applied to measure some of today’s market representative LEDs. PWM dimming nonlinearity can be forecasted using the estimated skew. For a particular driving configuration, it is indicated that LED PWM dimming fails to satisfy the required 14 bit output coding together with the image refresh frequency of 400 Hz. A rough investigation demonstrates that the skew is quite stable. Therefore, the nonlinearity correction for the PWM pulse durations shorter than the skew value should be possible.     

An efficient algorithm for positive realizations

We observe that successive applications of known results from the theory of positive systems lead to an efficient general algorithm for positive realizations of transfer functions. We give two examples to illustrate the algorithm, one of which complements an earlier result of [L. Benvenuti, L. Farina, An example of how positivity may force realizations of ‘large’ dimensions, Systems Control Lett. 36 (1999) 261–266]. Finally, we improve a lower-bound of [B. Nagy, M. Matolcsi, A lower-bound on the dimension of positive realizations, IEEE Trans. Circuits Syst. I 50 (2003) 782–784] to indicate that the algorithm is indeed efficient in general.     

Performance bounds in linear control of unstable MIMO systems with pole location constraint

This paper proposes a methodology to compute quadratic performance bounds when the closed loop poles of a discrete-time multivariable control loop are confined to a disk, centred at the origin, and with radius less than one. The underlying philosophy in this constraint is to avoid certain undesirable dynamic features which arise in quadratic optimal designs. An expression for the performance loss due to the pole location constraint is also provided. Using numerical examples, we show that the performance loss is compensated by an improved transient performance, specially visible in the control signals.     

Faster ARMA maximum likelihood estimation

A new likelihood based AR approximation is given for ARMA models. The usual algorithms for the computation of the likelihood of an ARMA model require O(n) flops per function evaluation. Using our new approximation, an algorithm is developed which requires only O(1) flops in repeated likelihood evaluations. In most cases, the new algorithm gives results identical to or very close to the exact maximum likelihood estimate (MLE). This algorithm is easily implemented in high level quantitative programming environments (QPEs) such as Mathematica, MatLab and R. In order to obtain reasonable speed, previous ARMA maximum likelihood algorithms are usually implemented in C or some other machine efficient language. With our algorithm it is easy to do maximum likelihood estimation for long time series directly in the QPE of your choice. The new algorithm is extended to obtain the MLE for the mean parameter. Simulation experiments which illustrate the effectiveness of the new algorithm are discussed. Mathematica and R packages which implement the algorithm discussed in this paper are available [McLeod, A.I., Zhang, Y., 2007. Online supplements to “Faster ARMA Maximum Likelihood Estimation”, 〈http://www.stats.uwo.ca/faculty/aim/2007/faster/〉]. Based on these package implementations, it is expected that the interested researcher would be able to implement this algorithm in other QPEs.     

A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models

A minimum disparity estimator minimizes a φ-divergence between the marginal density of a parametric model and its non-parametric estimate. This principle is applied to the estimation of stochastic differential equation models, choosing the Hellinger distance as particular φ-divergence. Under an hypothesis of stationarity, the parametric marginal density is provided by solving the Kolmogorov forward equation. A particular emphasis is put on the non-parametric estimation of the sample marginal density which has to take into account sample dependence and kurtosis. A new window size determination is provided. The classical estimator is presented alternatively as a distance minimizer and as a pseudo-likelihood maximizer. The latter presentation opens the way to Bayesian inference. The method is applied to continuous time models of the interest rate. In particular, various models are tested using alternatively tests and their results are discussed.     

Optimal Time-Critical Scheduling via Resource Augmentation

Abstract. We consider two fundamental problems in dynamic scheduling: scheduling to meet deadlines in a preemptive multiprocessor setting, and scheduling to provide good response time in a number of scheduling environments. When viewed from the perspective of traditional worst-case analysis, no good on-line algorithms exist for these problems, and for some variants no good off-line algorithms exist unless P = NP . We study these problems using a relaxed notion of competitive analysis, introduced by Kalyanasundaram and Pruhs, in which the on-line algorithm is allowed more resources than the optimal off-line algorithm to which it is compared. Using this approach, we establish that several well-known on-line algorithms, that have poor performance from an absolute worst-case perspective, are optimal for the problems in question when allowed moderately more resources. For optimization of average flow time, these are the first results of any sort, for any NP -hard version of the problem, that indicate that it might be possible to design good approximation algorithms.     

Adaptive learning of dynamic Bayesian networks with changing structures by detecting geometric structures of time series

A dynamic Bayesian network (DBN) is one of popular approaches for relational knowledge discovery such as modeling relations or dependencies, which change over time, between variables of a dynamic system. In this paper, we propose an adaptive learning method (autoDBN) to learn DBNs with changing structures from multivariate time series. In autoDBN, segmentation of time series is achieved first through detecting geometric structures transformed from time series, and then model regions are found from the segmentation by designed finding strategies; in each found model region, a DBN model is established by existing structure learning methods; finally, model revisiting is developed to refine model regions and improve DBN models. These techniques provide a special mechanism to find accurate model regions and discover a sequence of DBNs with changing structures, which are adaptive to changing relations between multivariate time series. Experimental results on simulated and real time series show that autoDBN is very effective in finding accurate/reasonable model regions and gives lower error rates, outperforming the switching linear dynamic system method and moving window method.

一种检测TAL-freeness的代数方法

时间动作锁(Ti me-Action-Lock,TAL)指的是实时系统处于一种时间无法继续同时又没有任何动作能够发生的状态.Behzad和Kozo在时间自动机的几何学基础上提出了一种针对TAL-freeness的检测方法.但该方法要求必须将需要检测的模型转化为一种逻辑语言Rational Presburger Sentences后才能进行检测,因此使得验证过程比较繁琐.文中提出了一种检测TAL-freeness的代数方法,能够直接对系统模型进行直接验证,并且能够定位死锁原因.针对该方法,文中还给出了相应算法并提供了正确性证明与性能分析.     

Expected runtimes of evolutionary algorithms for the Eulerian cycle problem

Evolutionary algorithms are randomized search heuristics, which are applied to problems whose structure is not well understood, as well as to problems in combinatorial optimization. They have successfully been applied to different kinds of arc routing problems. To start the analysis of evolutionary algorithms with respect to the expected optimization time on these problems, we consider the Eulerian cycle problem. We show that a variant of the well-known (1+1)$(1+1)$ EA working on the important encoding of permutations is able to find an Eulerian tour of an Eulerian graph in expected polynomial time. Altering the operator used for mutation in the considered algorithm, the expected optimization time changes from polynomial to exponential.