SOME NEW ASPECT OF LYAPUNOV TYPE THEOREMS FOR STOCHASTIC DIFFERENCE EQUATIONS WITH CONTINUOUS TIME

Some new Lyapunov type theorems for stochastic difference equations with continuous time are proven. It is shown that these theorems simplify an application of Lyapunov functionals construction method.     

随机过程的一个小波表示定理

得到一类随机过程 xt( E|xt|2 <+∞ )的一个小波表示定理     

Nonlinear filtering structure for image smoothing in mixed-noise environments

This paper introduces a new nonlinear filtering structure for filtering image data that have been corrupted by both impulsive and nonimpulsive additive noise. Like other nonlinear filters, the proposed filtering structure uses order-statistic operations to remove the effects of the impulsive noise. Unlike other filters, however, nonimpulsive noise is smoothed by using a maximum a posteriori estimation criterion. The prior model for the image is a novel Markov random-field model that models image edges so that they are accurately estimated while additive Gaussian noise is smoothed. The Markov random-field-based prior is chosen such that the filter has desirable analytical and computational properties. The estimate of the signal value is obtained at the unique minimum of the a posteriori log likelihood function. This function is convex so that the output of the filter can be easily computed by using either digital or analog computational methods. The effects of the various parameters of the model will be discussed, and the choice of the predetection order statistic filter will also be examined. Example outputs under various noise conditions will be given.     

容错磁盘阵列的性能模型

本文以排队论为工具，建立了容错磁盘阵列的Ｍ／Ｇ／１排队模型，并在此基础上分析了ＲＡＩＤ的平均响应时间，稳定数据传输率等重要性能指标；比较了同步和异步ＲＡＩＤ的性能差异，最后提出了以吞吐率作为衡量ＲＡＩＤ性能的综合指标，并给出了确定最大吞吐率的定量。     

A sensing strategy for the reverse engineering of machined parts

The reverse engineering of machined parts requires sensing an existing part and producing a design (and perhaps a manufacturing process) for it. We have developed a reverse engineering system that has proven effective with a set of machined parts. This paper describes the system, presents some results, and discusses strategy for a new system.This work was supported by ARPA under ARO grant number DAAH04-93-G-0420, DARPA grant N00014-91-J-4123, NSF grant CDA 9024721, and a University of Utah Research Committee grant. All opinions, findings, conclusions or recommendations expressed in this document are those of the authors and do not necessarily reflect the views of the sponsoring agencies.     

关于约束方差控制器的评估问题的研究

本文研究当系统的性能指标表现为系统输入及输出的方差约束时一类随机控制器的评价问题，给出了系统反馈输入及输出的辨识算法，该算法可用来评价反馈控制器能否使反馈系统满足既定的方差约束，以便在对实际系统实施控制之前及时调整控制器，从而达到设计目的。     

Metaheuristic downhill simplex method in combinatorial optimization

The concept of combinatorial objects is formalized. It allows strict definition of a combinatorial optimization problem (COP). An efficient metaheuristic method to solve COPs (H-method) is considered. It includes stochastic local search algorithms as a built-in procedure. A parallel implementation of the H-method is set forth and analyzed. The results from a numerical experiment and solution of some well-known COPs on personal computers and on the SKIT cluster supercomputer are presented. The study was supported by INTAS (Project 06-1000017-8909). __________ Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 70–79, November–December 2007.     

Author's reply to “Comments on ‘Performance evaluation of UKF-based nonlinear filtering”’

It is stated in the above-mentioned comment that the main result of the paper Xiong, Zhang, et al. [(2006). Performance evaluation of UKF-based nonlinear filtering. Automatica 42(2), 261-270] can be extended to a class of filters, such as the extended Kalman filter (EKF). As we show here, this belief can be justified in a rigorous way, even for the nonlinear stochastic system with a nonlinear measurement equation.     

Nonlinear parametric identification based on the criterion of minimum probability of estimation error

The importance of studies of alternative (as compared to traditional) methods of nonlinear stochastic parametric identification is demonstrated. Synthesis of a procedure of identification of the parameter, “discrete observer,” with the use of the criterion, “minimum probability of estimation error,” is proposed for the first time. A model example that demonstrates the efficiency of the proposed approach is considered.     

Huffman algebras for independent random variables

Based on a rearrangement inequality by Hardy, Littlewood, and Polya, we define two-operator algebras for independent random variables. These algebras are called Huffman algebras since the Huffman algorithm on these algebras produces an optimal binary tree that minimizes the weighted lengths of leaves. Many examples of such algebras are given. For the case with random weights of the leaves, we prove the optimality of the tree constructed by the power-of-2 rule, i.e., the Huffman algorithm assuming identical weights, when the weights of the leaves are independent and identically distributed.