Continuous time stochastic adaptive control: non-explosion, ε-consistency and stability

For completely observed continuous time constant parameter stochastic linear systems, an indirect adaptive control law is presented which, subject principally to a weak location hypothesis concerning the true parameter, and a persistent excitation hypothesis, generates ε-consistent recursive least squares parameter estimates and ensures the system is mean square sample path stable. The adaptive control algorith mentails (i) recursively calculating the least squares estimate of the system parameter, and (ii) recursively generating the LQR feedback gain matrix lying in a set of matrix gains γ known to contain a stabilizing gain. The a.s. non-explosion of the system is a direct consequence of this construction.     

Efficient simulation of hierarchical stochastic activity network models

Stochastic extensions to Petri nets have gained widespread acceptance as a method for describing the dynamic behavior of discrete-event systems. Both simulation and analytic methods have been proposed to solve such models. This paper describes a set of efficient procedures for simulating models that are represented as stochastic activity networks (SANs, a variant of stochastic Petri nets) and composed SAN-based reward models (SBRMs). Composed SBRMs are a hierarchical representation for SANs, in which individual SAN models can be replicated and joined together with other models, in an iterative fashion. The procedures exploit the hierarchical structure and symmetries introduced by the replicate operation in a composed SBRM to reduce the cost of future event list management. The procedures have been implemented as part of a larger performance-dependability modeling package known asUltraSAN, and have been applied to real, large-scale applications. This work was supported in part by the Digital Equipment Corporation Faculty Program: Incentives for Excellence.     

A robust adaptive pole‐placement controller without strictly positive real condition

This paper considers the adaptive pole‐placement control problem for system (1) with unmodelled dynamics η_n dominated by a small constant ε multiplied by a quantity independent of ε but tending to infinity as the past input, output, and noise grow. Using bounded external excitation and randomly varying truncation techniques, we give a design method of adaptive pole‐placement controller. It is shown that the closed‐loop system is globally stable, the estimation error for the parameter contained in the modelled part is of order ε, and the closed‐loop system under the adaptive pole‐placement control law is suboptimal in the sense of $$\mathop{\lim\sup}\limits_{{n\to\infty }}{1\over n}\mathop{\sum}\limits_{i=0}^n{\left({A^{*}(z)y_{n}‐L(z)C(z)w_{n}‐B(z)R(z)y_{n}^{*}}\right)^{2}{\leq}O({\varepsilon}^{2})+\gamma^{2}\mathop{\sum}\limits_{j=1}^q{b_{j}^{2}}}$$\nopagenumbers\end while the SPR condition used usually in other papers is replaced by a stability condition. Copyright © 2001 John Wiley & Sons, Ltd.     

基于随机分析和概率预测的固定式海洋平台结构风险评估研究

对极端海况进行了环境荷载的联合概率分析。引入了整体不确定性和敏感性分析理论,利用非正态过程、具有不同相关性的多变量随机模拟技术,求解结构的失效概率。提出结构失效分析的新方法,并利用DNV提供的历史数据,对结构失效的后果做了适当分析。以埕北12-C井组平台为实例,对平台甲板高程(Air Gap)失效分析进行了实例计算。结果表明,使用多维联合极值分布理论及相应的求解方法,是离岸工程结构物风险评估的重要手段。     

Optimal and self‐tuning fusion Kalman filters for discrete‐time stochastic singular systems

Based on the optimal fusion estimation algorithm weighted by scalars in the linear minimum variance sense, a distributed optimal fusion Kalman filter weighted by scalars is presented for discrete‐time stochastic singular systems with multiple sensors and correlated noises. A cross‐covariance matrix of filtering errors between any two sensors is derived. When the noise statistical information is unknown, a distributed identification approach is presented based on correlation functions and the weighted average method. Further, a distributed self‐tuning fusion filter is given, which includes two stage fusions where the first‐stage fusion is used to identify the noise covariance and the second‐stage fusion is used to obtain the fusion state filter. A simulation verifies the effectiveness of the proposed algorithm. Copyright © 2008 John Wiley & Sons, Ltd.     

一种外置式视频同步信号发生器的设计

对随机视频信号的特点进行了研究，提出了采用谱分析提取随机视频信号的同步频率的方法，根据数据传输的要求设计了基于USB接口的外置式视频同步信号发生器并给出了系统的硬件框图和软件流程。系统具有自动分析随机视频信息隐含的同步信号频率，精确产生同步脉冲信号的特点，满足随机视频信号采集和稳定显示的同步要求。同步精度达到300帧内图像漂移小于1个像素。利用该视频同步信号发生器控制非标准图像采集卡实现了计算机辐射的随机视频信号的采集和稳定显示。     

Social dominance mediates the association of testosterone and neurobehavioral disinhibition with risk for substance use disorder.

This investigation determined the influence of testosterone and neurobehavioral disinhibition (ND) on risk for substance use disorder (SUD). Testosterone level during puberty was hypothesized to promote social dominance associated with norm-violating behavior that, in turn, predisposes individuals to use of illicit drugs and, subsequently, SUD. Using a prospective paradigm, the authors recruited 179 boys (mean age=11.62 years, SD=0.88) and followed up when participants were ages 12-14, 16, 19, and 22. Results indicated that social dominance/norm-violating behavior (SD/NVB) at age 16 mediated the association between testosterone level (ages 12-14) and SUD (age 22). In addition, SD/NVB mediated the association between ND and SUD. These findings suggest that development of SUD is influenced by androgen-dependent and neurobehavioral processes via a social motivational style characterized by SD/NVB. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

具有随机输入的混合复合动态系统的稳定性判据

本文给出了如图1所示的具有随机输入的混合复合动态系统的稳定性分析,所讨论的系统由一个算子L和一个随机微分方程描述的方块组成。对于这样的系统,我们建立了随机吸引性、随机渐近稳定性、随机有界性、大范围随机渐近稳定性、p吸引性、渐近p稳定性、一致p有界性和大范围渐近p稳定性的判据。这些判据包含了一些假设,这些假设描述了算子L和整个系统的定性I/O性质和表示了由随机微分方程描述的子系统的性质。     

暴雨洪水流域系统随机模拟(研究之三)

本文提出的移置特大暴雨的不连序序列的随机插补方法,以及利用W—H逆变换法将偏态暴雨序列转为正态序列和随机扣除模拟的暴雨过程损失量等方法,基本是可行的,对提高模型的代表性、稳定性和实用性有重要作用。     

随机徐变应力影响下重力坝时变可靠度初探

由于重力坝的随机温度场以及随机徐变应力场均为非平稳随机过程，由此所涉及的结构可靠度是非平稳向量随机过程非线性组合的时变可靠度．本文计入重力坝徐变应力场和混凝土强度随机性的影响，将时变可靠度的数值解法与随机有限元法相结合，模拟施工过程，对一典型重力坝的时变可靠度进行了计算，得出了一些有益的结论．