An iterative method for suboptimal control of linear time-delayed systems

This article presents a new approach for solving the Optimal Control Problem (OCP) of linear time-delay systems with a quadratic cost functional. The proposed method can also be used for designing optimal control time-delay systems with disturbance. In this study, the Variational Iteration Method (VIM) is employed to convert the original Time-Delay Optimal Control Problem (TDOCP) into a sequence of nonhomogeneous linear two-point boundary value problems (TPBVPs). The optimal control law obtained consists of an accurate linear feedback term and a nonlinear compensation term which is the limit of an adjoint vector sequence. The feedback term is determined by solving Riccati matrix differential equation. By using the finite-step iteration of a nonlinear compensation sequence, we can obtain a suboptimal control law. Finally, Illustrative examples are included to demonstrate the validity and applicability of the technique.     

小波变换在光谱特征提取方面的应用

人们在处理高光谱图像时一般要对一些典型地物进行光谱分析、特征波段的提取,以便提取出最大量的有效信息,剔除无用或冗余的信息,然后再进行分类识别.采用小波变换的分析方法,选用合适的小波进行分解,根据分解后的高频分量中包含的重要信息,利用局部相邻的正负极值点找出对应于原始光谱曲线上每个吸收带的左右边界;利用局部过零点,即可比较精确的提取出各个吸收带的中心波长.该方法比传统的光谱特征提取方法更简洁、有效,实验证明为一种比较理想的光谱特征提取方法.     

连续波雷达测距中的解模糊技术

研究连续波雷达测距中的距离模糊问题，分析几种常用解模糊方法的性能，并讨论参差比的选取对测距范围的影响。     

大朝山水电站地下洞室安全监测资料分析

大朝山水电站引水发电系统为地下工程，根据各项安全监测物理量的主要观测成果，对最大观测值分析其对工程的安全影响，为保证其安全运行具有重要意义。为此，分别对大朝山水电站的主要地下建筑物，包括压力引水隧洞、地下厂房、尾水调压室的最大观测值进行了分析研究，并提出了一些建议，有较大的参考价值。     

最值求解技巧:巧变四数

在用基本不等式求最值时,大家都熟悉一个口诀:"一正二定三相等",但是有许多学生在怎样保证定值和相等时不知道该如何变形.为了解决学生的困难和困惑,我根据自己的经验,概括为两句口诀:"一正二定三相等,巧变四数定乾坤".     

Singular Trajectories in Multi-Input Time-Optimal Problems: Application to Controlled Mechanical Systems

This paper deals with the time-optimal control problem for a class of control systems which includes controlled mechanical systems with possible dissipation terms. The Lie algebras associated with such mechanical systems have certain special properties. These properties are explored and used in conjunction with the Pontryagin maximum principle to determine the structure of singular extremals and, in particular, time-optimal trajectories. The theory is illustrated by an application to a time-optimal problem for a class of underwater vehicles.     

多信道光纤环形网络结构分析

本文对多信道光纤环形网络结构进行了详细分析，推导出环网内平均路经长度和最大直径计算公式，并分析了最佳多信道光纤环网结构。     

保序回归的大样本性质

利用保序回归与极大似然估计之间的关系,从极大似然估计解的大样本性质出发,得到了保序回归解的两个大样本性质。     

一种新的基于极大似然估计的系统辨识方法

进化计算是一种基于自然选择和自然变异机制的并行随机优化算法。由于递推极大似然估计法难以实现性能指标函数的全局寻优，所以本文提出了将改进的进化计算用于系统参数辨识的方法。计算机仿真结果表明，该算法能够实现似然函数的全局寻优。     

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.