Let {Xt,t ≥ 1} be a moving average process defined by Xt = ∑^∞ k=0 αkξt-k, where {αk,k ≥ 0} is a sequence of real numbers and {ξt,-∞ 〈 t 〈 ∞} is a doubly infinite sequence of strictly stationary dependen...Let {Xt,t ≥ 1} be a moving average process defined by Xt = ∑^∞ k=0 αkξt-k, where {αk,k ≥ 0} is a sequence of real numbers and {ξt,-∞ 〈 t 〈 ∞} is a doubly infinite sequence of strictly stationary dependent random variables. Under the conditions of {αk, k ≥ 0} which entail that {Xt, t ≥ 1} is either a long memory process or a linear process, the strong approximation of {Xt, t ≥ 1} to a Gaussian process is studied. Finally, the results are applied to obtain the strong approximation of a long memory process to a fractional Brownian motion and the laws of the iterated logarithm for moving average processes.展开更多
采用假设模态法对旋转运动柔性梁的动力特性进行研究,给出简化的控制模型.首先采用 Hamilton 原理和假设模态离散化方法,在计入柔性梁由于横向变形而引起的轴向变形的二阶耦合量的条件下,推导出基于柔性梁变形位移场一阶完备的一次...采用假设模态法对旋转运动柔性梁的动力特性进行研究,给出简化的控制模型.首先采用 Hamilton 原理和假设模态离散化方法,在计入柔性梁由于横向变形而引起的轴向变形的二阶耦合量的条件下,推导出基于柔性梁变形位移场一阶完备的一次近似耦合模型,然后对该模型进行简化,忽略柔性梁纵向变形的影响,给出一次近似简化模型,最后将采用假设模态离散化方法的结果与采用有限元离散化方法的结果进行了对比研究.研究中考虑了两种情况:非惯性系下的动力特性研究和系统大范围运动为未知豹动力特性研究.研究结果显示,当系统大范运动为高速时,在假设模态离散化方法中应增加模态数目,较少的模态数目将导致较大误差.一次近似简化模型能够较好地反映出系统的动力学行为,可用于主动控制设计的研究.展开更多
文摘Let {Xt,t ≥ 1} be a moving average process defined by Xt = ∑^∞ k=0 αkξt-k, where {αk,k ≥ 0} is a sequence of real numbers and {ξt,-∞ 〈 t 〈 ∞} is a doubly infinite sequence of strictly stationary dependent random variables. Under the conditions of {αk, k ≥ 0} which entail that {Xt, t ≥ 1} is either a long memory process or a linear process, the strong approximation of {Xt, t ≥ 1} to a Gaussian process is studied. Finally, the results are applied to obtain the strong approximation of a long memory process to a fractional Brownian motion and the laws of the iterated logarithm for moving average processes.
文摘采用假设模态法对旋转运动柔性梁的动力特性进行研究,给出简化的控制模型.首先采用 Hamilton 原理和假设模态离散化方法,在计入柔性梁由于横向变形而引起的轴向变形的二阶耦合量的条件下,推导出基于柔性梁变形位移场一阶完备的一次近似耦合模型,然后对该模型进行简化,忽略柔性梁纵向变形的影响,给出一次近似简化模型,最后将采用假设模态离散化方法的结果与采用有限元离散化方法的结果进行了对比研究.研究中考虑了两种情况:非惯性系下的动力特性研究和系统大范围运动为未知豹动力特性研究.研究结果显示,当系统大范运动为高速时,在假设模态离散化方法中应增加模态数目,较少的模态数目将导致较大误差.一次近似简化模型能够较好地反映出系统的动力学行为,可用于主动控制设计的研究.
基金The National Natural Science Foundation of China(11126311)the Science Foundation for Youths of Shanxi Province(2010JQ1016)the Science Research Foundation of Department of Education of Shaanxi Province(2010JK560)