Issues in nonlinear stochastic grey box identification

Grey box identification refers to the practice of identifying dynamical systems in model structures exploiting partial prior information. This contribution reviews a method for stochastic grey box identification and surveys experiences and lessons of applying it to a number of industrial processes. Issues to be addressed include advantages and costs of introducing stochastics into the model, the question of what contribution must be expected from the model designer as opposed to what can be formalized in computer algorithms, and an outlook on future plans to resolve present shortcomings.     

弹托前端结构对脱壳性能的影响

该文用四种弹托前端结构的25 mm APFSDS弹,在中间弹道靶道中进行了射击试验,利用正交多站火花阴影照相系统,得到了不同弹托脱壳过程的时序阴影照片.对照片的定量分析表明,弹托前端结构对弹托脱壳性能及弹体扰动有重要影响.     

Reliability models for computer systems: An overview including dataflow graphs

The reliability of a system is the probability that the system will perform its intended mission under given conditions. This paper provides an overview of the approaches to reliability modelling and identifies their strengths and weaknesses. The models discussed include structure models, simple stochastic models and decomposable stochastic models. Ignoring time-dependence, structure models give reliability as a function of the topological structure of the system. Simple stochastic models make direct use of the properties of underlying stochastic processes, while decomposable models consider more complex systems and analyse them through subsystems. Petri nets and dataflow graphs facilitate the analysis of complex systems by providing a convenient framework for reliability analysis.     

局域网服务器缓冲区容量的Petri网设计方法

本文在分析局域网服务器信息缓冲区、数据包接受和发送缓冲区的相互关系基础上提出一种新的局域网服务器缓冲区设计方法─—广义随机Ｐｅｔｒｉ网方法，并给出了局域网服务器信息缓冲区的广义随机Ｐｅｔｒｉ网模型。该设计方法理论完备、严谨实用，且不再局限于追求某一边界值（上限或下限），并且避免了排队理论处理多级服务的繁琐公式。最后本文用一例题说明了这种方法的应用。     

Longitudinal elastic waves in columns due to earthquake motion

An analysis is presented of longitudinal waves in a thin elastic column. Velocity is specified at one end, and the boundary condition at the other end is expressed in terms of a range of effective impedances of an attached structure. Propagation, reflection and interference of the waves are followed by the method of characteristics. Integration of differential equations along characteristics yields the wave-induced stress, which is then applied to problems of earthquake excitation. Numerical examples are given for recorded updown ground motion of the Kobe Earthquake.     

三维结构可靠度对随机变量的敏感性研究

本文基于三维随机有限元提出了结构点可靠度、失效模式的可靠度及整个结构体系的可靠度分别对随机变量的＂分布参数＂和＂极限状态方程参数＂的敏感性计算方法，并以一典型重力坝为例进行了计算，得出了若干有益的结论。     

基于小波熵的电容器扰动识别和定位

对投电容器扰动识别和定位的方法进行了改进。针对其他此类方法的不足，比如在电压幅值低时投电容器扰动的识别、定位“可信度不高”等，文中通过提取小波变换的特定层的系数，对需要识别的电容器扰动的分解信号相对增强，而其他扰动的分解信号相对减弱，然后再提取熵特征值，结果表明它可以作为识别低电压时投电容器扰动的依据。在对电容器扰动进行定位时，参考了功率和能量定位法，并对其进行了改进。仿真分析证明，在电压幅值较低时，可以准确和可靠地对电容器扰动进行识别和定位。     

Optimal predictor for a singular random process

An optimal predictor is developed for a singular random process generated by a known system driven by a white noise sequence. The properties of the predictor are compared with those of the optimal predictor for a nonsingular random process.     

Construction of a control system for disturbance rejection using a dual observer

A well‐known control system which can reduce the adverse effects of disturbances is a disturbance observer. However, in many cases of mechanical systems, system disturbances which do not satisfy the matching condition may be imposed. Therefore, it may be difficult to reduce the adverse effects of the disturbances by the traditional disturbance observer. In this paper, a method of control system synthesis for disturbance rejection using a dual observer is proposed. This method is based on the zeroing induced by the disturbance localization problem. This problem may be solved by dividing the state space into observable subspace and unobservable subspace. As compared with an H_∞ controller based on perfect observation, the usefulness of the proposed control system for disturbance rejection is demonstrated by numerical simulations for a two‐mass spring system. © 2002 Scripta Technica, Electr Eng Jpn, 138(4): 50–60, 2002; DOI 10.1002/eej.1138     

A stochastic maximum principle for systems with jumps, with applications to finance

We consider a stochastic control problem with linear dynamics with jumps, convex cost criterion, and convex state constraint, in which the control enters the drift, the diffusion, and the jump coefficients. We allow these coefficients to be random, and do not impose any L^p-bounds on the control.

We obtain a stochastic maximum principle for this model that provides both necessary and sufficient conditions of optimality. This is the first version of the stochastic maximum principle that covers the consumption–investment problem in which there are jumps in the price system.