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资产重组中金融风险的H∞控制理论应用研究 总被引:2,自引:1,他引:2
在随机资产模型的基础上,建立了资产重组问题的离散时间系统模型,运用降阶方法推导了在资产重组过程中使风险最小的奇异控制策略.最后,根据复变函数理论求解范数的方法求得了问题的解析解. 相似文献
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Manasa Sagaram Ranganathan Parthasarathy Sally L. Condon Charles F. Closson Maiying Kong Melanie L. Schwandt Loretta L. Jophlin Wenke Feng Ashutosh J. Barve Vatsalya Vatsalya 《International journal of molecular sciences》2022,23(10)
(1) Background: Fibrosis in early-stage alcohol-associated liver disease (ALD) is commonly under-diagnosed in routine clinical practice. This study characterized the liver-injury and cell death response in alcohol use disorder (AUD) patients with ALD who also exhibited fibrosis and assessed the efficacy of standard of care (SOC) treatment in the improvement in liver injury. (2) Methods: Forty-eight heavy-drinking AUD patients aged 21–65 yrs. without clinical manifestations of liver injury were grouped by Fibrosis-4 (FIB-4) score, as negative (Gr.1 < 1.45, n = 21) or positive (Gr.2 ≥ 1.45, n = 27). Patients received 2-weeks (2 w) inpatient SOC. Data on demographics, drinking patterns, liver-injury, immune markers, and liver cell death (K18s) markers were analyzed at baseline (BL) and after 2 w SOC. (3) Results: Lifetime drinking (LTDH, yrs.) and acute heavy drinking (Heavy Drinking Days Past 90 Days [HDD90]) markers were significantly higher in Gr.2 vs. Gr.1. BL ALT, AST, AST:ALT and K18M65 were considerably higher in Gr.2. Dysregulated gut dysfunction and elevated immune activity were evident in Gr.2 characterized by TNF-α, IL-8 and LPS levels. After SOC, Gr.2 showed improvement in AST, ALT, AST/ALT ratio; and in the K18M65, K18M30 and K18M65/M30 ratio vs. Gr.1. The true positivity of BL IL-8 response to predict the improvement in K18M65 to normal levels among Gr.2 patients against those who did not have improvement after 2 w SOC was very high (AUROC = 0.830, p = 0.042). (4) Conclusions: Gut dysfunction, elevated cytokine response and necrotic liver cell death were elevated in AUD patients with early-stage ALD. K18 showed promise as a predictive theragnostic factor to differentiate among the AUD patients with early-stage ALD and baseline fibrosis who had improvement in liver injury against those who did not, by the levels of baseline IL-8. 相似文献
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针对一类无人机飞行控制系统故障检测问题,提出基于强跟踪H-/H∞优化的故障检测方法。将无人机飞行控制系统的执行器与传感器故障描述为加性信号,在考虑风扰动的情况下,建立无人机纵向飞行控制系统的非线性故障模型。将残差产生器的设计归结为扩展H-/H∞最优问题。受强跟踪滤波器的快速收敛性的启发,在设计故障检测滤波器时将强跟踪滤波器与扩展H-/H∞最优问题相结合实现无人机飞行控制系统的快速故障检测。以无人机升降舵部分失效故障与空速管堵塞故障为例进行仿真试验。结果表明,提出的方法能够快速实现无人机飞行控制系统的故障检测。基于强跟踪H-/H∞优化的故障检测方法可用于无人机飞行控制系统的故障检测。 相似文献
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In this paper, the robust fault detection filter design problem for uncertain linear time-invariant (LTI) systems with both unknown inputs and modelling errors is studied. The basic idea of our study is to use an optimal residual generator (assuming no modelling errors) as the reference residual model of the robust fault detection filter design for uncertain LTI systems with modelling errors and, based on it, to formulate the robust fault detection filter design as an H∞ model-matching problem. By using some recent results of H∞ optimization, a solution of the optimization problem is then presented via a linear matrix inequality (LMI) formulation. The main results include the development of an optimal reference residual model, the formulation of robust fault detection filter design problem, the derivation of a sufficient condition for the existence of a robust fault detection filter and a construction of it based on the LMI solution parameters, the determination of adaptive threshold for fault detection. An illustrative design example is employed to demonstrate the effectiveness of the proposed approach. 相似文献
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Problems related to the design of observer-based parametric fault detection (PFD) systems are studied. The core of our study is to first describe the faults occurring in system actuators, sensors and components in the form of additive parameter deviations,then to transform the PFD problems into a similar additive fault setup, based on which an optimal observer-based optimization fault detection approach is proposed. A constructive solution optimal in the sense of mininfizing a certain peffomaance index is developed. The main results consist of defining parametric fauk detectability, formulating a PFD optimization problem and its solution.A numerical example to demonstrate the effectiveness of the proposed approach is provided. 相似文献
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Ziye Zhang Runan Guo Xiaoping Liu Maiying Zhong Chong Lin Bing Chen 《Asian journal of control》2021,23(1):298-314
In this paper, the fixed‐time synchronization for complex‐valued bidirectional associative memory (BAM) neural networks with time delays is studied. Based on the fixed‐time stability, the Lyapunov functional method and some inequality techniques, a new criterion is presented to guarantee that the addressed systems achieve synchronization in fixed time and a more accurate estimation independent of the initial conditions is given for the settling time. Meanwhile, a new nonlinear delayed controller different from the existing ones is designed. In the end, two numerical examples are provided to illustrate the effectiveness of the obtained result. 相似文献
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为了实现无人机飞行控制系统的快速在线故障检测,提出一种基于L2范数最小估计的无人机非线性飞行控制系统快速故障检测方法。 建立无人机飞行控制系统的非线性故障模型,并将未知输入的L2范数最小估计值作为残差评价函数,对系统故障进行检测。在针对线性离散时变系统故障检测方法研究的基础上,利用Krein空间投影实现残差评价函数的递推计算以减小故障检测计算量。 以无人机升降舵及速率陀螺故障检测为例,对算法进行仿真试验验证。试验结果表明:该方法可以快速有效的实现无人机飞行控制系统故障检测,为无人机的安全飞行提供可靠的保障。 相似文献
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Optimal fault detection for linear discrete time-varying systems 总被引:4,自引:0,他引:4
This paper deals with the problem of observer-based fault detection for linear discrete time-varying (LDTV) systems. A problem formulation is first proposed to address the optimization of the fault detection filter (FDF) design, which is expressed in terms of maximizing a finite horizon H∞/H∞ or H−/H∞ performance index. This formulation can be applied to FDF design of LDTV systems subject to l2-norm bounded unknown inputs or stochastic noise sequences. It is shown that a unified optimal solution to the FDF can be obtained by solving the discrete time Riccati equation and the optimal FDF is not unique. A numerical example is given to illustrate the proposed method. 相似文献