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This article proposes new bootstrap procedures for detecting multiple persistence shifts in a time series driven by non-stationary volatility. The assumed volatility process can accommodate discrete breaks, smooth transition variation as well as trending volatility. We develop wild bootstrap sup-Wald tests of the null hypothesis that the process is either stationary [I(0)] or has a unit root [I(1)] throughout the sample. We also propose a sequential procedure to estimate the number of persistence breaks based on ordering the regime-specific bootstrap p-values. The asymptotic validity of the advocated procedures is established both under the null of stability and a variety of persistence change alternatives. A comparison with existing tests that assume homoskedasticity illustrates the finite sample improvements offered by our methods. An application to OECD inflation rates highlights the empirical relevance of the proposed approach and weakens the case for persistence change relative to existing procedures. 相似文献
3.
Adaptive backstepping repetitive learning control design for nonlinear discrete‐time systems with periodic uncertainties 下载免费PDF全文
Qiao Zhu Jian‐Xin Xu Shiping Yang Guang‐Da Hu 《International Journal of Adaptive Control and Signal Processing》2015,29(4):524-535
This paper addresses a tracking problem for uncertain nonlinear discrete‐time systems in which the uncertainties, including parametric uncertainty and external disturbance, are periodic with known periodicity. Repetitive learning control (RLC) is an effective tool to deal with periodic unknown components. By using the backstepping procedures, an adaptive RLC law with periodic parameter estimation is designed. The overparameterization problem is overcome by postponing the parameter estimation to the last backstepping step, which could not be easily solved in robust adaptive control. It is shown that the proposed adaptive RLC law without overparameterization can guarantee the perfect tracking and boundedness of the states of the whole closed‐loop systems in presence of periodic uncertainties. In addition, the effectiveness of the developed controller is demonstrated by an implementation example on a single‐link flexible‐joint robot. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
4.
Vida Janbazi Mahnaz Hashemi 《International Journal of Adaptive Control and Signal Processing》2021,35(2):285-309
This article presents an adaptive neural compensation scheme for a class of large-scale time delay nonlinear systems in the presence of unknown dead zone, external disturbances, and actuator faults. In this article, the quadratic Lyapunov–Krasovskii functionals are introduced to tackle the system delays. The unknown functions of the system are estimated by using radial basis function neural networks. Furthermore, a disturbance observer is developed to approximate the external disturbances. The proposed adaptive neural compensation control method is constructed by utilizing a backstepping technique. The boundedness of all the closed-loop signals is guaranteed via Lyapunov analysis and the tracking errors are proved to converge to a small neighborhood of the origin. Simulation results are provided to illustrate the effectiveness of the proposed control approach. 相似文献
5.
This paper presents a control design for the one‐phase Stefan problem under actuator delay via a backstepping method. The Stefan problem represents a liquid‐solid phase change phenomenon which describes the time evolution of a material's temperature profile and the interface position. The actuator delay is modeled by a first‐order hyperbolic partial differential equation (PDE), resulting in a cascaded transport‐diffusion PDE system defined on a time‐varying spatial domain described by an ordinary differential equation (ODE). Two nonlinear backstepping transformations are utilized for the control design. The setpoint restriction is given to guarantee a physical constraint on the proposed controller for the melting process. This constraint ensures the exponential convergence of the moving interface to a setpoint and the exponential stability of the temperature equilibrium profile and the delayed controller in the norm. Furthermore, robustness analysis with respect to the delay mismatch between the plant and the controller is studied, which provides analogous results to the exact compensation by restricting the control gain. 相似文献
6.
This paper summarizes the basics of pulsed thermal nondestructive testing (TNDT) including theoretical solutions, data processing algorithms and practical implementation. Typical defects are discussed along with 1D analytical and multi-dimensional numerical solutions. Special emphasis is focused on defect characterization by the use of inverse solutions. A list of TNDT terms is provided. Applications of active TNDT, mainly in the aerospace industry, are discussed briefly, and some trends in the further development of this technique are described. 相似文献
7.
This paper presents an adaptive backstepping-based multilevel approach for the first time to control nonlinear interconnected systems with unknown parameters. The system consists of a nonlinear controller at the first level to neutralize the interaction terms, and some adaptive controllers at the second level, in which the gains are optimally tuned using genetic algorithm. The presented scheme can be used in systems with strong couplings where completely ignoring the interactions leads to problems in performance or stability. In order to test the suitability of the method, two case studies are provided: the uncertain double and triple coupled inverted pendulums connected by springs with unknown parameters. The simulation results show that the method is capable of controlling the system effectively, in both regulation and tracking tasks. 相似文献
8.
地理空间信息网格调度技术,要比传统的高性能计算中的调度技术复杂,原因是如果将全部网格资源作为一个应用程序的调度和执行目标,必将导致通信延迟、成本昂贵、执行低效等。为此,综合考虑应用程序特性、机器特性等,研究设计了地理空间信息网格高性能调度技术中的应用程序调度模型,包括地理空间信息网格应用程序分析;资源特性分析;应用程序分解;性能预测;资源调度;机器选择;任务映射;任务调度;任务调度器和调度器管理模块。以实现为不同的应用程序匹配不同的计算资源,提高计算资源的利用率和应用程序的执行效率。 相似文献
9.
三峡船闸深槽开挖与锚固工程量大,工期紧,施工强度高,施工难度大。因此,合理的施工程序有利于边坡稳定和施工,是快速和高质量施工的关键。分析了永久船闸直立墙基坑开挖与锚固施工程序的复杂性和进行研究的必要性。介绍了设计阶段研究船闸开挖与锚固的施工程序。对施工过程中研究施工程序时考虑的因素,研究的主要内容以及实际采用的施工程序作了简要的分析,归纳和总结。 相似文献
10.
Vatroslav Bubalo Vjekoslav Jerolimov Ivo Bau
i Mladen Andreis Zorica Veksli 《Polymer International》2005,54(5):848-853
The electron‐spin‐resonance (ESR) spin‐probe method, was used to study the heterogeneity of denture resins based on poly(methyl methacrylate). Results for three resins processed by microwave energy, conventional curing and cold curing (depending on the curing procedure and exposed to ageing in various environmental conditions) were compared. All three cured resins were stored over the same time (1200 h) in distilled water at ambient temperature and in artificial saliva at 348 K. The temperature‐dependent ESR spectra of a spin probe dispersed in the denture resins are analyzed in terms of line‐shapes and line‐widths. The appearance of two spectral components was taken as an indication of resin heterogeneity. The results reveal that the cold‐cured resin has a lower local density in comparison with microwave and conventionally cured resin. The amount of residual monomer also contributes to the local motion of polymer segments. The change of denture resins exposed to ageing is influenced both by the structure of the original resin and the ageing conditions. Restricted motion of a spin probe incorporated into the acrylic resins exposed to accelerated ageing suggests additional crosslinking of polymer chains. The differences are observed for all the investigated resins, but the highest change is observed with the cold‐cured resin. The ESR results are accompanied by Tg and Tm measurements. Copyright © 2005 Society of Chemical Industry 相似文献