一种“KooN”结构的马尔可夫简并建模和简化计算的方法

IEC61508等标准提出了几种计算安全仪表系统需求时平均失效概率的方法,但是,对于具有冗余配置的复杂系统,随着组件数量的增加,系统的中间状态数量快速增长,用户难以构建马尔可夫模型,即便借助计算机来建模运算也较为耗时。提出了一种同型“K oo N”简并状态的马尔可夫建模的通用方法,首先是根据降级状态进行判断,将符合条件的状态进行简并,然后对标记为危险失效状态的概率进行计算。通过严格的理论推导,该简并状态方法可以在不损失精度的前提下简化马尔可夫建模。     

Construction and analysis of photovoltaic directly coupled conditions in PEM electrolyzer

The Markov model and the PEM electrolyzer system model for directly coupled photovoltaic are combined to construct an efficient and reliable working condition that fits the fluctuation characteristics of solar energy. The working condition is designed through genetic algorithm so that the average coupling efficiency of the system can reach 98.8%. Then, the durability and recovery test are conducted on the basis of the constructed conditions. It is found that the attenuation rate at the current density of 1A/cm² under the photovoltaic fluctuating condition reached 7.8mV/h, which is twice that under the constant current condition. The charge transfer impedance (R_ct) is the main factor leading to the degradation. It is proved by the recovery experiment that the increase of R_ct is related to the pollution of metal ions. After pickling to remove some metal ions, R_ct can be significantly reduced by 46.8% and 65.2%, respectively. After the durability test, the voltammetric charges under the photovoltaic fluctuating condition and the constant current condition are reduced by 48.3% and 19.1% It indicates that the photovoltaic fluctuation condition will accelerate the attenuation of the effective reaction area of MEA, which is irreversible even after pickling. It can be observed from the SEM images that the catalyst layer of MEA has more obvious peeling under the photovoltaic fluctuation condition, which is not conducive to material transmission and destroys the transmission channel of ions and electrons. This result can provide a reliable reference for the coupling design of PEM electrolyzer and renewable energy in the future.     

An iterative approach for the discrete‐time dynamic control of Markov jump linear systems with partial information

The , and mixed dynamic output feedback control of Markov jump linear systems in a partial observation context is studied through an iterative approach. By partial information, we mean that neither the state variable x(k) nor the Markov chain θ(k) are available to the controller. Instead, we assume that the controller relies only on an output y(k) and a measured variable coming from a detector that provides the only information of the Markov chain θ(k). To solve the problem, we resort to an iterative method that starts with a state‐feedback controller and solves at each iteration a linear matrix inequality optimization problem. It is shown that this iterative algorithm yields to a nonincreasing sequence of upper bound costs so that it converges to a minimum value. The effectiveness of the iterative procedure is illustrated by means of two examples in which the conservatism between the upper bounds and actual costs is significantly reduced.     

Stochastic stabilization and destabilization of nonlinear and time‐varying hybrid systems by noise

The aim of this article is to design a suitable strength function g(t,x,r(t)) such that the Wiener noise g(t,x(t),r(t))dw(t) either stabilizes or destabilizes a given nonlinear and time‐varying hybrid system . To this end, the basic properties, including the existence and uniqueness of the local and global solutions and the nonzero property of solutions of the nonlinear and time‐varying hybrid stochastic systems, are first investigated as the theoretical basis of the article. Second, two theorems and the corresponding corollaries on the stability and instability of the hybrid stochastic systems are established. Third, the design method for the noise strength g(t,x,r(t)) is then proposed based on the established theorems. We also point out that the Markov jump r(t) may have a stabilizing (respectively, destabilizing) effect when we design the noise strength g(t,x,r(t)) so that the introduced noise g(t,x(t),r(t))dw(t) stabilizes (respectively, destabilizes) the corresponding hybrid system. Finally, we illustrate our method using two examples. Compared with the existing literature, our method is suitable for a wider class of nonlinear and time‐varying systems with weaker conditions than quasi‐linear systems.     

A hidden Markov model to detect regime changes in cryptoasset markets

The objective of this work is to understand the dynamics of cryptocurrency prices. Specifically, how prices switch between different regimes, going from “bull” to “stable” and “bear” times. For this purpose, we propose a hidden Markov model that aims at explaining the evolution of Bitcoin prices through different, unobserved states. The implementation of the proposed model includes a likelihood ratio test that allows to compare models with different states and with different covariance structures. Our empirical findings show that the time movements of Bitcoin prices across different exchange markets are well-described by the proposed model. In particular, a parsimonious model with a diagonal covariance matrix leads to better predictions, compared with a model with a full covariance matrix.     

An EWMA signed ranks control chart with reliable run length performances

During the design phase of a control chart, the determination of its exact run length properties plays a vital role for its optimal operation. Markov chain or integral equation methods have been extensively applied in the design phase of conventional control charts. However, for distribution-free schemes, due to the discrete nature of the statistics being used (such as the sign or the Wilcoxon signed rank statistics, for instance), it is impossible to accurately compute their run length properties. In this work, a modified distribution-free phase II exponentially weighted moving average (EWMA)-type chart based on the Wilcoxon signed rank statistic is considered and its exact run length properties are discussed. A continuous transformation of the Wilcoxon signed rank statistic, combined with the classical Markov chain method, is used for the determination of the average run length in the in- and out-of control cases. Moreover, its exact performance is derived without any knowledge of the distribution of sample observations. Finally, an illustrative example is provided showing the practical implementation of our proposed chart.     

大规模生物网络马尔可夫聚类的并行化算法

马尔可夫聚类算法（MCL）是在大规模生物网络中寻找模块的一个有效方法，能够挖掘网络结构和功能影响力较大的模块。算法涉及到大规模矩阵计算，因此复杂度可达立方阶次。针对复杂度高的问题，提出了基于消息传递接口（MPI）的并行化马尔可夫聚类算法以提高算法的计算性能。首先，生物网络转化成邻接矩阵；然后，根据算法的特性，按照矩阵的规模判断并重新生成新矩阵以处理非平方倍数矩阵的计算；其次，并行计算通过按块分配的方式能够有效地实现任意规模矩阵的运算；最后，循环并行计算直至收敛，得到网络聚类结果。通过模拟网络和真实生物网络数据集的实验结果表明，与全块集体式通信（FCC）并行方法相比，平均并行效率提升了10个百分点以上，因此可以将该优化算法应用在不同类型的大规模生物网络中。     

Recognition of occupational therapy exercises and detection of compensation mistakes for Cerebral Palsy

Depth camera-based virtual rehabilitation systems are gaining attention in occupational therapy for cerebral palsy patients. When developing such a system, domain-specific exercise recognition is vital. To design such a gesture recognition method, some obstacles need to be overcome: detection of gestures not related to the defined exercise set and recognition of incorrect exercises performed by the patients to compensate for their lack of ability. We propose a framework based on hidden Markov models for the recognition of upper extremity functional exercises. We determine critical compensation mistakes together with restrictions for classifying these mistakes with the help of occupational therapists. We first eliminate undefined gestures by evaluating two models that produce adaptive threshold values. Then we utilize specific negative models based on feature thresholding and train them for each exercise to detect compensation mistakes. We perform various tests using our method in a laboratory environment under the supervision of occupational therapists.