The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the po...The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations （jumps） resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.展开更多
A simple method for disturbance decoupling for matrix second-order linear systems is proposed directly in matrix second-order framework via Luenberger function observers based on complete parametric eigenstructure ass...A simple method for disturbance decoupling for matrix second-order linear systems is proposed directly in matrix second-order framework via Luenberger function observers based on complete parametric eigenstructure assignment. By introducing the H2 norm of the transfer function from disturbance to estimation error, sufficient and necessary conditions for disturbance decoupling in matrix second-order linear systems are established and are arranged into constraints on the design parameters via Luenberger function observers in terms of the closed-loop eigenvalues and the group of design parameters provided by the eigenstructure assignment approach. Therefore, the disturbance decoupling problem is converted into an eigenstructure assignment problem with extra parameter constraints. A simple example is investigated to show the effect and simplicity of the approach.展开更多
A discrete differential evolution algorithm combined with the branch and bound method is developed to solve the integer linear bilevel programming problems, in which both upper level and lower level variables are forc...A discrete differential evolution algorithm combined with the branch and bound method is developed to solve the integer linear bilevel programming problems, in which both upper level and lower level variables are forced to be integer. An integer coding for upper level variables is adopted, and then a discrete differential evolution algorithm with an improved feasibility-based comparison is developed to directly explore the integer solution at the upper level. For a given upper level integer variable, the lower level integer programming problem is solved by the existing branch and bound algorithm to obtain the optimal integer solution at the lower level. In the same framework of the algorithm, two other constraint handling methods, i.e. the penalty function method and the feasibility-based comparison method are also tested. The experimental results demonstrate that the discrete differential evolution algorithm with different constraint handling methods is effective in finding the global optimal integer solutions, but the improved constraint handling method performs better than two compared constraint handling methods.展开更多
针对X-Y平台中模型误差和扰动未知等问题,本文以夹胶玻璃自动切膜为应用背景,设计自动切膜恒力控制系统,并对系统中的交互力进行分析与建模。提出了一种改进线性自抗扰(linear active disturbance rejection controller,LADRC)力控制器...针对X-Y平台中模型误差和扰动未知等问题,本文以夹胶玻璃自动切膜为应用背景,设计自动切膜恒力控制系统,并对系统中的交互力进行分析与建模。提出了一种改进线性自抗扰(linear active disturbance rejection controller,LADRC)力控制器,将滑模控制嵌入到基于预报的线性跟踪微分器(tracking differentiator,TD)中,平衡滤波与相位滞后间的矛盾,利用分数阶比例微分(fractional order proportion differentiation,FOPD)快速响应跟踪力误差,并通过Lyapunov函数对改进线性跟踪微分器进行稳定性证明。通过与线性自抗扰进行比较,对所设计的控制器进行了仿真分析与实验验证。实验结果表明,当玻璃位置等参数发生变化时,基于改进跟踪微分器的线性自抗扰控制系统仍能较好地实现对切刀的交互力控制,有效保证切膜效果,证明了提出方法的有效性与实用性。展开更多
低能耗轻量级分组密码(low energy lightweight block cipher,LELBC)算法是一种基于置换-替换-置换(permutation-substitution-permutation,PSP)结构的轻量级分组密码算法,主要适用于计算能力、存储空间及功耗受限的物联网终端设备,通...低能耗轻量级分组密码(low energy lightweight block cipher,LELBC)算法是一种基于置换-替换-置换(permutation-substitution-permutation,PSP)结构的轻量级分组密码算法,主要适用于计算能力、存储空间及功耗受限的物联网终端设备,通过对数据加密实现数据安全保障,因此对该算法安全性的准确评估尤为关键。为了深入研究该算法的安全性,首先建立S盒的差分-线性连通表,然后基于约束规划(constraint programming,CP)方法对S盒组件、中间层和整体结构进行数学建模,搜索得到概率为2-25.96的9轮差分-线性区分器,并进一步在这个区分器的基础上分别向前添加1轮,向后添加2轮,实现了对LELBC算法的12轮密钥恢复攻击,其中数据复杂度为228个明文,时间复杂度为2114.42次12轮加密。研究结果表明,相较于整体16轮,LELBC算法仍然具有足够轮数的安全冗余。展开更多
基金supported by the National Board for Higher Mathematics,Mumbai,India under Grant No.2/48(5)/2013/NBHM(R.P.)/RD-II/688 dt 16.01.2014
文摘The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations （jumps） resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.
文摘A simple method for disturbance decoupling for matrix second-order linear systems is proposed directly in matrix second-order framework via Luenberger function observers based on complete parametric eigenstructure assignment. By introducing the H2 norm of the transfer function from disturbance to estimation error, sufficient and necessary conditions for disturbance decoupling in matrix second-order linear systems are established and are arranged into constraints on the design parameters via Luenberger function observers in terms of the closed-loop eigenvalues and the group of design parameters provided by the eigenstructure assignment approach. Therefore, the disturbance decoupling problem is converted into an eigenstructure assignment problem with extra parameter constraints. A simple example is investigated to show the effect and simplicity of the approach.
基金supported by the Natural Science Basic Research Plan in Shaanxi Province of China(2013JM1022)the Fundamental Research Funds for the Central Universities(K50511700004)
文摘A discrete differential evolution algorithm combined with the branch and bound method is developed to solve the integer linear bilevel programming problems, in which both upper level and lower level variables are forced to be integer. An integer coding for upper level variables is adopted, and then a discrete differential evolution algorithm with an improved feasibility-based comparison is developed to directly explore the integer solution at the upper level. For a given upper level integer variable, the lower level integer programming problem is solved by the existing branch and bound algorithm to obtain the optimal integer solution at the lower level. In the same framework of the algorithm, two other constraint handling methods, i.e. the penalty function method and the feasibility-based comparison method are also tested. The experimental results demonstrate that the discrete differential evolution algorithm with different constraint handling methods is effective in finding the global optimal integer solutions, but the improved constraint handling method performs better than two compared constraint handling methods.
基金Supported by National Basic Research Program of China （973 Program） （2007CB814904）, National Natural Science Foundation of China （10671112, 10701050）, and Natural Science Foundation of Shandong Province （Z2006A01）
文摘针对X-Y平台中模型误差和扰动未知等问题,本文以夹胶玻璃自动切膜为应用背景,设计自动切膜恒力控制系统,并对系统中的交互力进行分析与建模。提出了一种改进线性自抗扰(linear active disturbance rejection controller,LADRC)力控制器,将滑模控制嵌入到基于预报的线性跟踪微分器(tracking differentiator,TD)中,平衡滤波与相位滞后间的矛盾,利用分数阶比例微分(fractional order proportion differentiation,FOPD)快速响应跟踪力误差,并通过Lyapunov函数对改进线性跟踪微分器进行稳定性证明。通过与线性自抗扰进行比较,对所设计的控制器进行了仿真分析与实验验证。实验结果表明,当玻璃位置等参数发生变化时,基于改进跟踪微分器的线性自抗扰控制系统仍能较好地实现对切刀的交互力控制,有效保证切膜效果,证明了提出方法的有效性与实用性。
