Abstract. We consider semiparametric estimation in time‐series regression in the presence of long‐range dependence in both the errors and the stochastic regressors. A central limit theorem is established for a class of semiparametric frequency domain‐weighted least squares estimates, which includes both narrow‐band ordinary least squares and narrow‐band generalized least squares as special cases. The estimates are semiparametric in the sense that focus is on the neighbourhood of the origin, and only periodogram ordinates in a degenerating band around the origin are used. This setting differs from earlier studies on time‐series regression with long‐range dependence, where a fully parametric approach has been employed. The generalized least squares estimate is infeasible when the degree of long‐range dependence is unknown and must be estimated in an initial step. In that case, we show that a feasible estimate which has the same asymptotic properties as the infeasible estimate, exists. By Monte Carlo simulation, we evaluate the finite‐sample performance of the generalized least squares estimate and the feasible estimate. 相似文献
This article considers adaptive control architectures that integrate active sensory-motor systems with decision systems based on reinforcement learning. One unavoidable consequence of active perception is that the agent's internal representation often confounds external world states. We call this phoenomenon perceptual aliasingand show that it destabilizes existing reinforcement learning algorithms with respect to the optimal decision policy. We then describe a new decision system that overcomes these difficulties for a restricted class of decision problems. The system incorporates a perceptual subcycle within the overall decision cycle and uses a modified learning algorithm to suppress the effects of perceptual aliasing. The result is a control architecture that learns not only how to solve a task but also where to focus its visual attention in order to collect necessary sensory information. 相似文献
In this article, we describe a new approach to applying distributed artificial intelligence techniques to manufacturing processes. The construction of intelligent systems is one of the most important techniques among artificial intelligence research. Our goal is to develop an integrated intelligent system for real time manufacturing processes. An integrated intelligent system is a large knowledge integration environment that consists of several symbolic reasoning systems (expert systems) and numerical computation packages. These software programs are controlled by a meta-system which manages the selection, operation and communication of these programs. A meta-system can be implemented in different language environments and applied to many disciplines. This new architecture can serve as a universal configuration to develop high performance intelligent systems for many complicated industrial applications in real world domains.To whom all correspondence should be addressed. 相似文献
In this paper, we present a control methodology for a class of discrete time nonlinear systems that depend on a possibly exogenous scheduling variable. This class of systems consists of an interpolation of nonlinear dynamic equations in strict feedback form, and it may represent systems with a time-varying nonlinear structure. Moreover, this class of systems is able to represent some cases of gain scheduling control, Takagi-Sugeno fuzzy systems, as well as input-output realizations of nonlinear systems which are approximated via localized linearizations. We present two control theorems, one using what we call a “global” approach (akin to traditional backstepping), and a “local” approach, our main result, where backstepping is again used but the control law is an interpolation of local control terms. An aircraft wing rock regulation problem with varying angle of attack is used to illustrate and compare the two approaches. 相似文献
In this study the production of extracellular polysaccharides by the non-pathogenic soil bacteria Arthrobacter viscosus has been investigated. Different variables affecting extracellular polysaccharide production such as the carbon source (glucose or xylose), the agitation speed and the pH have been analysed.
In a first stage, experiments in shaken conical flasks (250 ml), containing 50 ml of culture medium, were carried out. Using xylose (25 g/l) as the carbon source at an initial pH 8 improved the extracellular polysaccharides levels obtained.
In a second stage, the experiments were scaling in bioreactors. Cultivation was carried out in discontinuous mode and with/without pH control. Polysaccharide production reached a maximum of 10 g of crude product per litre of growth medium after 14 days and the relationship between product formation and cell growth of A. viscosus is 2.7 g polysaccharide per gram biomass. This production was obtained at the optimal conditions determined with pH control at pH 7, xylose as carbon source (25 g/l) and an agitation rate of 800 rpm. 相似文献