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1.
This paper introduces two novel nonlinear stochastic attitude estimators developed on the Special Orthogonal Group with the tracking error of the normalized Euclidean distance meeting predefined transient and steady‐state characteristics. The tracking error is confined to initially start within a predetermined large set such that the transient performance is guaranteed to obey dynamically reducing boundaries and decrease smoothly and asymptotically to the origin in probability from almost any initial condition. The proposed estimators produce accurate attitude estimates with remarkable convergence properties using measurements obtained from low‐cost inertial measurement units. The estimators proposed in continuous form are complemented by their discrete versions for the implementation purposes. The simulation results illustrate the effectiveness and robustness of the proposed estimators against uncertain measurements and large initialization error, whether in continuous or discrete form.  相似文献   
2.
讨论了在VMI管理思想下对具有随机需求特性的多客户库存分配问题 ,重点论述了有效近似算法的设计过程 ,最后基于一组模拟数据给出了一个算例。  相似文献   
3.
论文提出利用用户提供的个性化信息来随机产生关联大素数,保证了素数选取的随机化、个性化,提高了RSA算法的安全性。  相似文献   
4.
The effects of parameter uncertainty on optimal policy have been a matter of interest for academics, and even for some policymakers, for a long time. Two lines of literature have developed analytical results on this matter. The first line uses static models and the second dynamic models. In this dynamic line most of the results are confined to models with a single state and a single control variable. In this paper we want to encourage the analysis of more general dynamic cases. To do so, the results in the dynamic line are extended from one-state and one-control finite horizon models to models with a pair of control variables. We then discuss some of the hurdles which must be surmounted for the results to be made more general and suggests some lines for further research. JEL classification: C61; E61  相似文献   
5.
This paper proposes an original method for obtaining analytical approximations of the invariant probability density function of multi-dimensional Hamiltonian dissipative dynamic systems under Gaussian white noise excitations, with linear non-conservative parts and nonlinear conservative parts. The method is based on an exact result and a heuristic argument. Its pertinence is attested by numerical tests.  相似文献   
6.
This paper considers the adaptive pole‐placement control problem for system (1) with unmodelled dynamics ηn dominated by a small constant ε multiplied by a quantity independent of ε but tending to infinity as the past input, output, and noise grow. Using bounded external excitation and randomly varying truncation techniques, we give a design method of adaptive pole‐placement controller. It is shown that the closed‐loop system is globally stable, the estimation error for the parameter contained in the modelled part is of order ε, and the closed‐loop system under the adaptive pole‐placement control law is suboptimal in the sense of $$\mathop{\lim\sup}\limits_{{n\to\infty }}{1\over n}\mathop{\sum}\limits_{i=0}^n{\left({A^{*}(z)y_{n}‐L(z)C(z)w_{n}‐B(z)R(z)y_{n}^{*}}\right)^{2}{\leq}O({\varepsilon}^{2})+\gamma^{2}\mathop{\sum}\limits_{j=1}^q{b_{j}^{2}}}$$\nopagenumbers\end while the SPR condition used usually in other papers is replaced by a stability condition. Copyright © 2001 John Wiley & Sons, Ltd.  相似文献   
7.
Based on the optimal fusion estimation algorithm weighted by scalars in the linear minimum variance sense, a distributed optimal fusion Kalman filter weighted by scalars is presented for discrete‐time stochastic singular systems with multiple sensors and correlated noises. A cross‐covariance matrix of filtering errors between any two sensors is derived. When the noise statistical information is unknown, a distributed identification approach is presented based on correlation functions and the weighted average method. Further, a distributed self‐tuning fusion filter is given, which includes two stage fusions where the first‐stage fusion is used to identify the noise covariance and the second‐stage fusion is used to obtain the fusion state filter. A simulation verifies the effectiveness of the proposed algorithm. Copyright © 2008 John Wiley & Sons, Ltd.  相似文献   
8.
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.  相似文献   
9.
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。  相似文献   
10.
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.  相似文献   
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