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The structure of the nonlinear H∞-filter in the neighborhood of the estimated trajectory is investigated and a bound on the size of the neighborhood that allows this structure is determined, both for finite and infinite horizons. Riccati inequalities that depend on the estimated trajectory are derived for finding the filter gain matrix and an algorithm for calculating the bound on the size of the above neighborhood is presented. Explicit formulas are obtained in the infinite horizon case for the minimum achievable disturbance attenuation level, the size of the neighborhood, and the corresponding filter gain. 相似文献
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A data stream is a potentially uninterrupted flow of data. Mining this flow makes it necessary to cope with uncertainty, as only a part of the stream can be stored. In this paper, we evaluate a statistical technique which biases the estimation of the support of patterns, so as to maximize either the precision or the recall, as chosen by the user, and limit the degradation of the other criterion. Theoretical results show that the technique is not far from the optimum, from the statistical standpoint. Experiments performed tend to demonstrate its potential, as it remains robust even under significant distribution drifts. 相似文献
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L. S. Stoikova 《Cybernetics and Systems Analysis》2003,39(2):284-290
The optimization problem for a linear functional on the set of distribution functions with two fixed power moments is considered. New criteria are proposed for the existence of the extreme distributions, on which a linear functional may take on the extremum value. 相似文献
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在假设交通很拥挤同时交通的转换率与路径费用成正比的前提下,构建了一个动态的转换率模型.为了获取转换率系统的全局渐近稳定,提出了一个普遍适用的Lyapunov函数方法,与此同时通过线性矩阵不等式方法,得到了保证转换率系统全局渐近稳定的充分条件. 相似文献
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In this paper we show that finding solutions of a system of multivariate polynomial equalities and inequalities in the max algebra is equivalent to solving an Extended Linear Complementarity Problem. This allows us to find all solutions of such a system of multivariate polynomial equalities and inequalities and provides a geometrical insight in the structure of the solution set. We also demonstrate that this enables us to solve many important problems in the max algebra and the max-min-plus algebra such as matrix decompositions, construction of matrices with a given characteristic polynomial, state space transformations and the (minimal) state space realization problem.Research assistant with the N.F.W.O. (Belgian National Fund for Scientific Research).Senior research associate with the N.F.W.O. 相似文献
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This paper studies the exponential stabilization problem of uncertain time‐delay linear systems with Markovian jumping parameters. A novel delay decomposition approach is developed to derive delay‐dependent conditions under which the closed‐loop control system is mean square exponentially stable for all admissible uncertainties. It is shown that the feedback gain matrices and the decay rate can be obtained by solving coupled linear matrix inequalities. Moreover, the difficulties arising from searching for tuning parameters in the existing methods are overcome. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society 相似文献
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研究具有随机丢包的网络化多自主体系统的均方一致性问题,其中不同自主体间的通信通道具有相同的丢包情况并且均服从马尔可夫(Markov)分布。首先,利用系统变换和迭代方法,得到了系统达到均方一致的一个初等充要条件。然后,利用矩阵理论和图论知识,如果拓扑图含有有向生成树,则可以将系统的均方一致性转化成一个线性Markov跳变系统的均方稳定性,并且可以建立线性矩阵不等式形式的均方可镇定准则。最后,通过相应的仿真实例说明了所得结论的可行性。 相似文献