ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS

Abstract. Some simple preliminary estimators for the coefficients of mixed autoregressive moving average time series models are considered. As the first step the estimators require the fitting of a long autoregression to the data. The first two methods of the paper are non-iterative and generally inefficient. The estimators are Yule-Walker type modifications of the least squares estimators of the coefficients in auxiliary linear regression models derived, respectively, for the coefficients of the long autoregression and for the coefficients of the corresponding long moving average approximation of the model. Both of these estimators are shown to be strongly consistent and their asymptotic distributions are derived. The asymptotic distributions are used in studying the loss in efficiency and in constructing the third estimator of the paper which is an asymptotically efficient two-step estimator. A numerical illustration of the third estimator with real data is given.     

Perception of own and robot engagement in human–robot interactions and their dependence on robotics knowledge

Communication between socially assistive robots and humans might be facilitated by intuitively understandable mechanisms. To investigate the effects of some key nonverbal gestures on a human’s own engagement and robot engagement experienced by humans, participants read a series of instructions to a robot that responded with nods, blinks, changes in gaze direction, or a combination of these. Unbeknown to the participants, the robot had no form of speech processing or gesture recognition, but simply measured speech volume levels, responding with gestures whenever a lull in sound was detected. As measured by visual analogue scales, engagement of participants was not differentially affected by the different responses of the robot. However, their perception of the robot’s engagement in the task, its likability and its understanding of the instructions depended on the gesture presented, with nodding being the most effective response. Participants who self-reported greater robotics knowledge reported higher overall engagement and greater success at developing a relationship with the robot. However, self-reported robotics knowledge did not differentially affect the impact of robot gestures. This suggests that greater familiarity with robotics may help to maximise positive experiences for humans involved in human–robot interactions without affecting the impact of the type of signal sent by the robot.     

Chemical properties of femoral gland secretions in the desert iguana,Dipsosaurus dorsalis

This study investigates the chemistry of femoral gland secretions in the desert iguana,Dipsosaurus dorsalis (Lacertilia: Iguanidae), and discusses their possible functional significance. Electrophoretic and proton NMR studies indicated that the secretions are composed of approximately 80 % protein and 20% lipid material. Individual differences in polyacrylamide gel banding patterns of femoral gland proteins were found. Reflectance spectroscopy revealed that the secretions strongly absorb longwave ultraviolet light, a feature that may be important in the localization of secretion deposits in the environment.     

Classification of cardiac sound signals using constrained tunable-Q wavelet transform

The features extracted from the cardiac sound signals are commonly used for detection and identification of heart valve disorders. In this paper, we present a new method for classification of cardiac sound signals using constrained tunable-Q wavelet transform (TQWT). The proposed method begins with a constrained TQWT based segmentation of cardiac sound signals into heart beat cycles. The features obtained from heart beat cycles of separately reconstructed heart sounds and murmur can better represent the various types of cardiac sound signals than that from containing both. Therefore, heart sounds and murmur have been separated using constrained TQWT. Then the proposed novel raw feature set has been created by the parameters that have been optimized while constraining the output of TQWT together with that of extracted by using time-domain representation and Fourier–Bessel (FB) expansion of separated heart sounds and murmur. However, the adaptively selected features have been used to obtain the final feature set for subsequent classification of cardiac sound signals using least squares support vector machine (LS-SVM) with various kernel functions. The performance of the proposed method has been validated with publicly available datasets and the results have been compared with the existing short-time Fourier transform (STFT) based method. The proposed method shows higher percentage classification accuracy of 94.01 as compared to 93.53 of STFT based method. In comparison with STFT based method, it is noteworthy that the proposed method uses well defined and lower dimensionality of feature vector that can reduce the computational complexity.     

L2 disturbance attenuation for highly dissipative nonlinear spatially distributed processes via HJI approach

For many practical industrial spatially distributed processes (SDPs), their dynamics are usually described by highly dissipative nonlinear partial differential equations (PDEs). In this paper, we address the L₂ disturbance attenuation problem of nonlinear SDPs using the Hamilton–Jacobi–Isaacs (HJI) approach. Firstly, by collecting an ensemble of PDE states, Karhunen–Loève decomposition (KLD) is employed to compute empirical eigenfunctions (EEFs) of the SDP based on the method of snapshots. Subsequently, these EEFs together with singular perturbation (SP) technique are used to obtain a finite-dimensional slow subsystem of ordinary differential equation (ODE) that accurately describes the dominant dynamics of the PDE system. Secondly, based on the slow subsystem, the L₂ disturbance attenuation problem is reformulated and a finite-dimensional H_∞ controller is synthesized in terms of the HJI equation. Moreover, the stability and L₂-gain performance of the closed-loop PDE system are analyzed. Thirdly, since the HJI equation is a nonlinear PDE that has proven to be impossible to solve analytically, we combine the method of weighted residuals (MWR) and simultaneous policy update algorithm (SPUA) to obtain its approximate solution. Finally, the simulation studies are conducted on a nonlinear diffusion-reaction process and a temperature cooling fin of high-speed aerospace vehicle, and the achieved results demonstrate the effectiveness of the developed control method.     

A Dantzig–Wolfe decomposition algorithm for linear economic model predictive control of dynamically decoupled subsystems

This paper presents a warm-started Dantzig–Wolfe decomposition algorithm tailored to economic model predictive control of dynamically decoupled subsystems. We formulate the constrained optimal control problem solved at each sampling instant as a linear program with state space constraints, input limits, input rate limits, and soft output limits. The objective function of the linear program is related directly to the cost of operating the subsystems, and the cost of violating the soft output constraints. Simulations for large-scale economic power dispatch problems show that the proposed algorithm is significantly faster than both state-of-the-art linear programming solvers, and a structure exploiting implementation of the alternating direction method of multipliers. It is also demonstrated that the control strategy presented in this paper can be tuned using a weighted ℓ₁-regularization term. In the presence of process and measurement noise, such a regularization term is critical for achieving a well-behaved closed-loop performance.     

原子磁强计检测光闭环稳定系统设计

SERF态原子磁强计已实现人类历史上最高的0.16fT/Hz1/2的灵敏度。其检测方法主要是法拉第调制法。但法拉第调制法中光电流摄动或环境温度变化等干扰导致的检测光强的起伏会造成检测结果的不准确。为抑制检测光强起伏,设计了闭环原子磁强计检测光稳定系统。在法拉第调制法的基础上,增加了光路子系统和控制子系统对检测光强进行闭环稳定控制。通过对随机干扰进行闭环控制仿真与实验,验证本系统可以有效抑制各种干扰引起的光强起伏,使系统抗干扰能力提高1.2%,从而提高原子磁强计的检测精度。     

基于STM32的多相LED穹形光源控制系统设计

针对工业视觉检测中对光源的照射角度、光源亮度、颜色等调节要求,设计了一种基于STM32的多相LED穹形光源控制系统,给出了系统实现方案及各模块具体实现,实现了光源参数的连续可调控制。     

Scaling laws and polystyrene networks: a quasi-elastic light scattering study

Randomly crosslinked networks with a range of crosslink densities were prepared by γ-irradiation. Quasielastic light scattering measurements were made on the gels swollen to equilibrium in cyclohexane at 308, 318 and 333 K. The longitudinal osmotic modulus M_os was obtained from the intensity of the dynamically scattered light, and the cooperative diffusion coefficient D_c calculated from the relaxation rate of the autocorrelation function. The concentration dependence of these parameters at the theta temperature was found to be consistent with the scaling predictions, but at higher temperatures where excluded volume conditions prevail, deviations from scaling behaviour were observed. These discrepancies are probably caused by defects in the network structure.     

Optimal control of the production–inventory system with deteriorating items and tradable emission permits

Using the well-known Arrow and Karlin (1958) Arrow, K.J., and Karlin, S. (1958), ‘Production over Time with Increasing Marginal Costs’, in Studies in the Mathematical Theory of Inventory and Production, eds. K.J. Arrow and S. Karlin, Stanford: Stanford University Press, pp. 61–69. [Google Scholar] dynamic production–inventory model and the model with tradable emission permits which was presented by Dobos (2005 Dobos, I. (2005), ‘The Effects of Emission Trading on Production and Inventories in the Arrow–Karlin Model’, International Journal of Production Economics, 93–94, 301–308.[Crossref], [Web of Science ®] , [Google Scholar], 2007) Dobos I. (2007), ‘Tradable Emission Permits and Production-inventory Strategies of the Firm’, International Journal of Production Economics, 108, 329–333.[Crossref], [Web of Science ®] , [Google Scholar], we develop a model of the production–inventory system with deteriorating items and tradable emission permits. The objective of this paper is to apply the optimal control theory to solve the production–inventory problem with deteriorating items and tradable emission permits, and derive the optimal inventory level and the optimal production rate that minimise the total cost. The results are discussed with a numerical example and a sensitivity analysis of the optimal solution with respect to the parameters of the production–inventory system is carried out.