思维进化算法的转移概率分析及几乎处处收敛性证明

思维进化算法已有的收敛性分析均是在依概率收敛意义下考虑的,而几乎处处收敛强于依概率收敛。在详细分析思维进化算法趋同算子和异化算子转移概率的基础上,利用种群最大适应度值函数描述思维进化算法的演化过程,将最大适应度值函数的进化过程转化为下鞅数列,并根据数学期望的性质和最大适应度值函数的特点,利用下鞅收敛定理严格证明了思维进化算法的几乎处处收敛性。     

Feedback Network Synthesis†

Using a procedure based on network partitioning, design equations are obtained for evaluating the elements of the two-port, feedback network so as to realize specified low frequency open-loop gain and stability margins. The network is suitable for a shunt-shunt type of feedback amplifier.     

A constructive approach to minimal realization problem of 2D systems

Unlike in the 1D case, it is not always possible to find a minimal state-space realization for a 2D system except for some particular categories. The purpose of this paper is to explore a constructive approach to the minimal Roesser model realization problem for a class of 2D systems which does not belong to the clarified categories. As one of the main results, a constructive realization procedure is first proposed. Based on the proposed procedure, sufficient conditions and explicit construction for minimal realizations of the considered 2D systems are shown. In addition, possible variations and applications of the obtained results are discussed and illustrative examples are presented.     

Adaptive Stabilization for a Class of Stochastic Nonlinear Systems with Prandtl‐Ishlinskii Hysteresis

This paper deals with a class of stochastic nonlinear systems with unknown hysteresis. A stochastic Lyapunov method is applied for systems in strict‐feedback form driven by unknown Prandtl‐Ishlinskii hysteresis and Wiener noises of unknown covariance. An adaptive controller is obtained which guarantees the global asymptotic stabilization in probability. Simulation results are provided to illustrate the effectiveness of the proposed approach.     

离散时间两层切换系统的鲁棒指数几乎处处稳定性

提出了一种新类型的切换系统——两层切换系统(Two-level switched systems, TSSs),其顶层切换是确定的,底层切换为随机的且由多个Markov链支配.基于持续驻留时间(Persistent dwell-time, PDT)方法,研究了TSS存在参数不确定性情况下的鲁棒指数几乎处处(Exponential almost sure, EAS)稳定性,以线性矩阵不等式(Linear matrix inequality, LMI)形式给出了一个充分条件.最后通过数值仿真例子验证了本文方法的有效性.     

Small-gain control method for stochastic nonlinear systems with stochastic iISS inverse dynamics

This paper investigates the small-gain type conditions on stochastic iISS (SiISS) systems and makes full use of these conditions in the design and analysis of the controller. The contributions are as follows: (1) A new proof of the stochastic LaSalle theorem is provided; (2) The small-gain type conditions on SiISS are developed and their relationship is discussed; (3) Based on the stochastic LaSalle theorem and SiISS small-gain type conditions, the adaptive controllers are designed to guarantee that all of the closed-loop signals are bounded almost surely and the stochastic closed-loop systems are globally (asymptotically) stable in probability.     

Stability and positive observer design for positive 2D discrete-time system with multiple delays

This paper addresses the problems of stability and positive observation for positive two-dimensional (2D) discrete-time systems in Roesser model with multiple delays. A novel proof is provided for the necessary and sufficient conditions of asymptotic stability for the positive 2D systems. Based on the obtained results, necessary and sufficient conditions are proposed for the existence of a 2D positive observer. All the proposed conditions are in terms of linear matrix inequalities.     

An analysis of the exponential stability of linear stochastic neutral delay systems

This paper is concerned with the analysis of the mean square exponential stability and the almost sure exponential stability of linear stochastic neutral delay systems. A general stability result on the mean square and almost sure exponential stability of such systems is established. Based on this stability result, the delay partitioning technique is adopted to obtain a delay‐dependent stability condition in terms of linear matrix inequalities (LMIs). In obtaining these LMIs, some basic rules of the Ito calculus are also utilized to introduce slack matrices so as to further reduce conservatism. Some numerical examples borrowed from the literature are used to show that, as the number of the partitioning intervals increases, the allowable delay determined by the proposed LMI condition approaches h_max, the maximal allowable delay for the stability of the considered system, indicating the effectiveness of the proposed stability analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

Stabilisation of discrete 2D time switching systems by state feedback control

This article deals with sufficient conditions of asymptotic stability for discrete two-dimensional (2D) time switching systems represented by a model of Roesser type with state feedback control. This class of systems can correspond to 2D state space or 2D time space switching systems. This work is based on common and multiple Lyapunov functions. The results are presented in LMI form. Two examples are given to illustrate the results.     

遗传算法的几乎必然强收敛性--鞅方法

遗传算法已有的收敛性的分析大都是在概率收敛意义下考虑的且基于算法的遍历性分析,这种敛性分析不确保算法在有限步内收敛到问题的全局最优解且所获得结果不仅对带“杰出者记录策略”的算法有效。该文首次尝试运用鞅论研究遗传算法的几乎必然强收敛性,证明一大类不带“杰出者记录策略”的遗传算法能以概率1确保在有限步内达到全局最优解,所获结果为遗传算法的实际应用奠定了理论基础,且所使用的鞅论分析方法为遗传算法研究提供了全新的分析工具。     

Linear estimation of ARMA processes

The method of estimating ARMA parameters first discussed by Mayne and Firoozan is investigated. It is shown that if, at the first stage, the order of the fitted autoregression is allowed to depend on the number of time points, in a reasonable manner, then it will still be true that the final estimate of the parameter vector will converge, almost surely, to the true value. This is to be compared to the result in the original paper where the order is fixed and it is shown that, as the sample size increases, the estimate converges to a value which, if the order of the autoregression is high enough, will be arbitrarily near to the true value. Some comments are made on other extensions, on the law of the iterated logarithm, on the central limit theorem and on the choice of the order of the fitted autoregression. The innovation sequence need not be Gaussian and for the convergence result only a natural condition relating to prediction needs be imposed.     

Subspace algorithms for identifying separable-in-denominator 2D systems with deterministic–stochastic inputs

In this paper, we present an algorithm for identifying two-dimensional (2D) causal, recursive and separable-in-denominator (CRSD) state-space models in the Roesser form with deterministic–stochastic inputs. The algorithm implements the N4SID, PO-MOESP and CCA methods, which are well known in the literature on 1D system identification, but here we do so for the 2D CRSD Roesser model. The algorithm solves the 2D system identification problem by maintaining the constraint structure imposed by the problem (i.e. Toeplitz and Hankel) and computes the horizontal and vertical system orders, system parameter matrices and covariance matrices of a 2D CRSD Roesser model. From a computational point of view, the algorithm has been presented in a unified framework, where the user can select which of the three methods to use. Furthermore, the identification task is divided into three main parts: (1) computing the deterministic horizontal model parameters, (2) computing the deterministic vertical model parameters and (3) computing the stochastic components. Specific attention has been paid to the computation of a stabilised Kalman gain matrix and a positive real solution when required. The efficiency and robustness of the unified algorithm have been demonstrated via a thorough simulation example.     

多变量输出误差系统的辅助模型随机梯度辨识算法

考虑了多变量输出误差系统的辨识问题. 使用系统可得到的输入输出数据构造一个辅助模型, 用辅助模型的输出代替信息向量中的未知变量, 提出了一个基于辅助模型的随机梯度辨识算法. 使用鞅收敛定理的收敛性分析表明: 提出的算法给出的参数估计收敛于它们的真值. 给出了带遗忘因子的辅助模型随机梯度算法来改进参数估计精度, 仿真结果证实了提出的结论.     

Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations

The second author's work [F. Wu, X. Mao, and L. Szpruch, Almost sure exponential stability of numerical solutions for stochastic delay differential equations, Numer. Math. 115 (2010), pp. 681–697] and Mao's papers [D.J. Higham, X. Mao, and C. Yuan, Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations, SIAM J. Numer. Anal. 45 (2007), pp. 592–607; X. Mao, Y. Shen, and G. Alison, Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations, J. Comput. Appl. Math. 235 (2011), pp. 1213–1226] showed that the backward Euler–Maruyama (BEM) method may reproduce the almost sure stability of stochastic differential equations (SDEs) without the linear growth condition of the drift coefficient and the counterexample shows that the Euler–Maruyama (EM) method cannot. Since the stochastic θ-method is more general than the BEM and EM methods, it is very interesting to examine the interval in which the stochastic θ-method can capture the stability of exact solutions of SDEs. Without the linear growth condition of the drift term, this paper concludes that the stochastic θ-method can capture the stability for θ∈(1/2, 1]. For θ∈[0, 1/2), a counterexample shows that the stochastic θ-method cannot reproduce the stability of the exact solution. Finally, two examples are given to illustrate our conclusions.