MULTIVARIATE WALSH-FOURIER ANALYSIS

Abstract. In this paper we establish a statistical methodology for the spectral analysis of stationary multivariate time series via the Walsh-Fourier transform. Theoretical results pertaining to the definition and estimation of the Walsh-Fourier spectral matrix and functions of that matrix including cross-spectra, coherency and phase are given. An example of the statistical techniques developed in this paper is given; in particular, the methodologies are applied to neonatal sleep data collected from a study of the effect of maternal substance use during pregnancy.     

多粒度时序特征在离网预测中的应用

电信运营商为了发现可能离网的客户,针对不同的场景研究开发了多种离网预测模型。目前的离网预测模型首先选择一种时间粒度抽取特征,之后使用机器学习算法对抽取的数据建模。这类方法只考虑了模型对分类性能的影响,没有充分考虑数据的作用。针对上述问题,提出一种使用多种时间粒度抽取特征的方法,并尝试在模型训练的不同阶段对不同粒度的特征进行融合。实验结果表明,使用多种粒度抽取特征训练出来的模型性能会明显优于使用单一粒度抽取特征的模型。     

基于引力搜索算法的分数阶变异时序回归GSA-TSGM(1,1)模型

为了利用分数阶累加算子在灰色短期预测中的高效性能,首次将分数阶累加算子引入变异时序回归模型以期取得更高的预测精度。主要方法如下：首先取湖北省链子崖某监测点1978—1987年的十年数据作为训练集并使用引力搜索算法确定最佳分数阶累加阶数,而1988—1993年的六年数据作为验证集验证提出的模型;其次对比了经典灰色模型GM(1,1)、分数阶累加灰色模型、变异时序回归模型TSGM(1,1)三种灰色模型。结果如下：首先修正了陈西江等人变异时序回归模型仿真时出现的错误,其次表明了相比于其他的模型,基于引力搜索算法的分数阶累加时序回归模型在进行灰色长期预测中具有较高的预测精度。因此,通过分数阶累加算子提高了灰色理论中长期预测模型的精度,为灰色长期预测提供了指导。     

Stochastically resilient extended Kalman filtering for discrete-time nonlinear systems with sensor failures

Missing sensor data is a common problem, which severely influences the overall performance of modern data-intensive control and computing applications. In order to address this important issue, a novel resilient extended Kalman filter is proposed for discrete-time nonlinear stochastic systems with sensor failures and random observer gain perturbations. The failure mechanisms of multiple sensors are assumed to be independent of each other with different failure rates. The locally unbiased robust minimum mean square filter is designed for state estimation under these conditions. The performance of the proposed estimation method is verified by means of numerical Monte Carlo simulation of two different nonlinear stochastic systems, involving a sinusoidal system and a Lorenz oscillator system.     

Controlling aliased dynamics in motion systems? An identification for sampled-data control approach

Sampled-data control systems occasionally exhibit aliased resonance phenomena within the control bandwidth. The aim of this paper is to investigate the aspect of these aliased dynamics with application to a high performance industrial nano-positioning machine. This necessitates a full sampled-data control design approach, since these aliased dynamics endanger both the at-sample performance and the intersample behaviour. The proposed framework comprises both system identification and sampled-data control. In particular, the sampled-data control objective necessitates models that encompass the intersample behaviour, i.e., ideally continuous time models. Application of the proposed approach on an industrial wafer stage system provides a thorough insight and new control design guidelines for controlling aliased dynamics.     

Preconditioning the solution of the time-dependent neutron diffusion equation by recycling Krylov subspaces

Spectral preconditioners are based on the fact that the convergence rate of the Krylov subspace methods is improved if the eigenvalues of the smallest magnitude of the system matrix are ‘removed’. In this paper, two preconditioning strategies are studied to solve a set of linear systems associated with the numerical integration of the time-dependent neutron diffusion equation. Both strategies can be implemented using the matrix–vector product as the main operation and succeed at reducing the total number of iterations needed to solve the set of systems.     

Stability analysis and controller design of interval type-2 fuzzy systems with time delay

The type-2 fuzzy models can handle the system uncertainties directly based on the type-2 fuzzy sets. In this paper, the Takagi–Sugeno fuzzy model approach is extended to the stability analysis and controller design for interval type-2 (IT2) fuzzy systems with time-varying delay. Delay-dependent robust stability criteria are developed in terms of linear matrix inequalities by using the improvement technique of free-weighting matrices. Less conservative results are obtained by considering the information contained in the footprint of uncertainty. Finally, two simulation examples are presented to illustrate the effectiveness of the theoretical results. One is provided to show the merits of the proposed method, the other based on the continuous stirred tank reactor model is given to illustrate the design processes of IT2 fuzzy controller for a nonlinear system with parameter uncertainties.     

Unified reliability estimation and management of NoC based chip multiprocessors

We present a new architecture level unified reliability evaluation methodology for chip multiprocessors (CMPs). The proposed reliability estimation (REST) is based on a Monte Carlo algorithm. What distinguishes REST from the previous work is that both the computational and communication components are considered in a unified manner to compute the reliability of the CMP. We utilize REST tool to develop a new dynamic reliability management (DRM) scheme to address time-dependent dielectric breakdown and negative-bias temperature instability aging mechanisms in network-on-chip (NoC) based CMPs. Designed as a control loop, the proposed DRM scheme uses an effective neural network based reliability estimation module. The neural-network predictor is trained using the REST tool. We investigate how system’s lifetime changes when the NoC as the communication unit of the CMP is considered or not during the reliability evaluation process and find that differences can be as high as 60%. Full-system based simulations using a customized GEM5 simulator show that reliability can be improved by up to 52% using the proposed DRM scheme in a best-effort scenario with 2–9% performance penalty (using a user set target lifetime of 7 years) over the case when no DRM is employed.     

采用高性能搅拌设施生产适应市场的水泥

在欧洲和世界其它地区，CEMⅠ水泥(渡特兰水泥)日益为CEMⅡ水泥(有几个主要组份的渡特兰水泥)和CEMⅢ水泥(高炉矿渣水泥)所替代。为了满足生产具有特定粒径分布的高质量水泥的要求，现广为采用的不同水泥组分的混合粉磨工艺已经被单独粉磨然后再在高性能均化设施中进行均化的工艺所代替。依据情况不同，可以采用连续或间歇式搅拌机。文章描述了不同工艺技术．并介绍了最近的几个实例：     

Positive state controllability of positive linear systems

Controllability of positive systems by positive inputs arises naturally in applications where both external and internal variables must remain positive for all time. In many applications, particularly in population biology, the need for positive inputs is often overly restrictive. Relaxing this requirement, the notion of positive state controllability of positive systems is introduced. A connection between positive state controllability and positive input controllability of a related system is established and used to obtain Kalman-like controllability criteria. In doing so we aim to encourage further study in this underdeveloped area.