An approach to identification of linear continuous-time system is studied with modulating functions. Based on wavelet analysis theory, the multi-resolution modulating functions are designed, and the corresponding filt...An approach to identification of linear continuous-time system is studied with modulating functions. Based on wavelet analysis theory, the multi-resolution modulating functions are designed, and the corresponding filters have been analyzed. Using linear modulating filters, we can obtain an identification model that is parameterized directly in continuous-time model parameters. By applying the results from discrete-time model identification to the obtained identification model, a continuous-time estimation method is developed. Considering the accuracy of parameter estimates, an instrumental variable (Ⅳ) method is proposed, and the design of modulating integral filter is discussed. The relationship between the accuracy of identification and the parameter of modulating filter is investigated, and some points about designing Gaussian wavelet modulating function are outlined. Finally, a simulation study is also included to verify the theoretical results.展开更多
This article is concerned with the problem of robust dissipative filtering for continuous-time polytopic uncertain neutral systems. The main purpose is to obtain a stable and proper linear filter such that the filteri...This article is concerned with the problem of robust dissipative filtering for continuous-time polytopic uncertain neutral systems. The main purpose is to obtain a stable and proper linear filter such that the filtering error system is strictly dissipative. A new criterion for the dissipativity of neutral systems is first provided in terms of linear matrix inequalities （LMI）. Then, an LMI sufficient condition for the existence of a robust filter is established and a design procedure is proposed for this type of systems. Two numerical examples are given. One illustrates the less conservativeness of the proposed criterion; the other demonstrates the validity of the filtering design procedure.展开更多
A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establ...A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.展开更多
An efficient unbiased estimation method is proposed for the direct identification of linear continuous-time system with noisy input and output measurements.Using the Gaussian modulating filters,by numerical integratio...An efficient unbiased estimation method is proposed for the direct identification of linear continuous-time system with noisy input and output measurements.Using the Gaussian modulating filters,by numerical integration,an equivalent discrete identification model which is parameterized with continuous-time model parameters is developed,and the parameters can be estimated by the least-squares (LS) algorithm.Even with white noises in input and output measurement data,the LS estimate is biased,and the bias is determined by the variances of noises.According to the asymptotic analysis,the relationship between bias and noise variances is derived.One equation relating to the measurement noise variances is derived through the analysis of the LS errors.Increasing the degree of denominator of the system transfer function by one,an extended model is constructed.By comparing the true value and LS estimates of the parameters between original and extended model,another equation with input and output noise variances is formulated.So,the noise variances are resolved by the set of equations,the LS bias is eliminated and the unbiased estimates of system parameters are obtained.A simulation example by comparing the standard LS with bias eliminating LS algorithm indicates that the proposed algorithm is an efficient method with noisy input and output measurements.展开更多
In this paper,a linear optimization method(LOM)for the design of terahertz circuits is presented,aimed at enhancing the simulation efficacy and reducing the time of the circuit design workflow.This method enables the ...In this paper,a linear optimization method(LOM)for the design of terahertz circuits is presented,aimed at enhancing the simulation efficacy and reducing the time of the circuit design workflow.This method enables the rapid determination of optimal embedding impedance for diodes across a specific bandwidth to achieve maximum efficiency through harmonic balance simulations.By optimizing the linear matching circuit with the optimal embedding impedance,the method effectively segregates the simulation of the linear segments from the nonlinear segments in the frequency multiplier circuit,substantially improving the speed of simulations.The design of on-chip linear matching circuits adopts a modular circuit design strategy,incorporating fixed load resistors to simplify the matching challenge.Utilizing this approach,a 340 GHz frequency doubler was developed and measured.The results demonstrate that,across a bandwidth of 330 GHz to 342 GHz,the efficiency of the doubler remains above 10%,with an input power ranging from 98 mW to 141mW and an output power exceeding 13 mW.Notably,at an input power of 141 mW,a peak output power of 21.8 mW was achieved at 334 GHz,corresponding to an efficiency of 15.8%.展开更多
A high-speed train travelling from the open air into a narrow tunnel will cause the“sonic boom”at tunnel exit.When the maglev train’s speed reaches 600 km/h,the train-tunnel aerodynamic effect is intensified,so a n...A high-speed train travelling from the open air into a narrow tunnel will cause the“sonic boom”at tunnel exit.When the maglev train’s speed reaches 600 km/h,the train-tunnel aerodynamic effect is intensified,so a new mitigation method is urgently expected to be explored.This study proposed a novel asymptotic linear method(ALM)for micro pressure wave(MPW)mitigation to achieve a constant gradient of initial c ompression waves(ICWs),via a study with various open ratios on hoods.The properties of ICWs and MPWs under various open ratios of hoods were analyzed.The results show that as the open ratio increases,the MPW amplitude at the tunnel exit initially decreases before rising.At the open ratio of 2.28%,the slope of the ICW curve is linearly coincident with a supposed straight line in the ALM,which further reduces the MPW amplitude by 26.9%at 20 m and 20.0%at 50 m from the exit,as compared to the unvented hood.Therefore,the proposed method effectively mitigates MPW and quickly determines the upper limit of alleviation for the MPW amplitude at a fixed train-tunnel operation condition.All achievements provide a ne w potential measure for the adaptive design of tunnel hoods.展开更多
This paper is focused on developing a tracking controller for a hypersonic cruise vehicle using tangent linearization approach.The design of flight control systems for air-breathing hypersonic vehicles is a highly cha...This paper is focused on developing a tracking controller for a hypersonic cruise vehicle using tangent linearization approach.The design of flight control systems for air-breathing hypersonic vehicles is a highly challenging task due to the unique characteristics of the vehicle dynamics.Motivated by recent results on tangent linearization control,the tracking control problem for the hypersonic cruise vehicle is reduced to that of a feedback stabilizing controller design for a linear time-varying system which can be accomplished by a standard design method of frozen-time control.Through a proper model transformation,it can be proven that the tracking error of the designed closed-loop system decays exponentially.Simulation studies are conducted for trimmed cruise conditions of 110000 ft and Mach 15 where the responses of the vehicle to step changes in altitude and velocity are evaluated.The effectiveness of the controller is demonstrated by simulation results.展开更多
A parametric method for the gain-scheduled controller design of a linear time-varying system is given. According to the proposed scheduling method, the performance between adjacent characteristic points is preserved b...A parametric method for the gain-scheduled controller design of a linear time-varying system is given. According to the proposed scheduling method, the performance between adjacent characteristic points is preserved by the invariant eigenvalues and the gradually varying eigenvectors. A sufficient stability criterion is given by constructing a series of Lyapunov functions based on the selected discrete characteristic points. An important contribution is that it provides a simple and feasible approach for the design of gain-scheduled controllers for linear time-varying systems, which can guarantee both the global stability and the desired closed-loop performance of the resulted system. The method is applied to the design of a BTT missile autopilot and the simulation results show that the method is superior to the traditional one in sense of either global stability or system performance.展开更多
The impact angle control over guidance(IACG) law against stationary targets is proposed by using feedback linearization control(FLC) and finite time control(FTC). First, this paper transforms the kinematics equation o...The impact angle control over guidance(IACG) law against stationary targets is proposed by using feedback linearization control(FLC) and finite time control(FTC). First, this paper transforms the kinematics equation of guidance systems into the feedbackable linearization model, in which the guidance law is obtained without considering the impact angle via FLC. For the purpose of the line of sight(LOS) angle and its rate converging to the desired values, the second-order LOS angle is considered as a double-integral system. Then, this paper utilizes FTC to design a controller which can guarantee the states of the double-integral system converging to the desired values. Numerical simulation illustrates the performance of the IACG, in contrast to the existing guidance law.展开更多
This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be sol...This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be solved on the basis of stochastic Lyapunov approach and linear matrix inequality (LMI) technique. Sufficient conditions for the existence of stochastic stabilization and robust H∞ state feedback controller are presented in terms of a set of solutions of coupled LMIs. Finally, a numerical example is included to demonstrate the practicability of the proposed methods.展开更多
An integer linear bilevel programming problem is firstly transformed into a binary linear bilevel programming problem, and then converted into a single-level binary implicit programming. An orthogonal genetic algorith...An integer linear bilevel programming problem is firstly transformed into a binary linear bilevel programming problem, and then converted into a single-level binary implicit programming. An orthogonal genetic algorithm is developed for solving the binary linear implicit programming problem based on the orthogonal design. The orthogonal design with the factor analysis, an experimental design method is applied to the genetic algorithm to make the algorithm more robust, statistical y sound and quickly convergent. A crossover operator formed by the orthogonal array and the factor analysis is presented. First, this crossover operator can generate a smal but representative sample of points as offspring. After al of the better genes of these offspring are selected, a best combination among these offspring is then generated. The simulation results show the effectiveness of the proposed algorithm.展开更多
An algorithm based on eigenanalysis technique and Walsh-Hadamard transform （WriT） is proposed. The algorithm contains two steps. Firstly, the received sequence is divided into temporal windows, and a covariance matr...An algorithm based on eigenanalysis technique and Walsh-Hadamard transform （WriT） is proposed. The algorithm contains two steps. Firstly, the received sequence is divided into temporal windows, and a covariance matrix is computed. The linear feedback shift register （LFSR） sequence is reconstructed from the first eigenvector of this matrix. Secondly, equations according to the recovered LFSR sequence are constructed, and the Walsh spectrum corresponding to the equations is computed. The feedback polynomial of LFSR is estimated from the Walsh spectrum. The validity of the algorithm is verified by the simulation result. Finally, case studies are presented to illustrate the performance of the blind reconstruction method.展开更多
The construction method of background value is improved in the original multi-variable grey model （MGM（1,m）） from its source of construction errors. The MGM（1,m） with optimized background value is used to elimin...The construction method of background value is improved in the original multi-variable grey model （MGM（1,m）） from its source of construction errors. The MGM（1,m） with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM（1,2） with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.展开更多
基金This project was supported by China Postdoctoral Science Foundation (2003034466)Scientific Research Fund of Hunan Provincial Education Department (02B032).
文摘An approach to identification of linear continuous-time system is studied with modulating functions. Based on wavelet analysis theory, the multi-resolution modulating functions are designed, and the corresponding filters have been analyzed. Using linear modulating filters, we can obtain an identification model that is parameterized directly in continuous-time model parameters. By applying the results from discrete-time model identification to the obtained identification model, a continuous-time estimation method is developed. Considering the accuracy of parameter estimates, an instrumental variable (Ⅳ) method is proposed, and the design of modulating integral filter is discussed. The relationship between the accuracy of identification and the parameter of modulating filter is investigated, and some points about designing Gaussian wavelet modulating function are outlined. Finally, a simulation study is also included to verify the theoretical results.
基金Supported by National Basic Research Program of China （973 Program） （2009CB320604） the State Key Program of National Natural Science Foundation of China （60534010）+3 种基金 National Natural Science Foundation of China （60975065 60974043） 2009 Doctoral Scientific Research Foundation Beijing University of Technology （X0002999200905） the Funds for Creative Research Groups of China （60821063） the 111 Project （B08015）
基金supported by the Major Program of National Natural Science Foundation of China(60710002)the Program for Changjiang Scholars and Innovative Research Team in University.
文摘This article is concerned with the problem of robust dissipative filtering for continuous-time polytopic uncertain neutral systems. The main purpose is to obtain a stable and proper linear filter such that the filtering error system is strictly dissipative. A new criterion for the dissipativity of neutral systems is first provided in terms of linear matrix inequalities （LMI）. Then, an LMI sufficient condition for the existence of a robust filter is established and a design procedure is proposed for this type of systems. Two numerical examples are given. One illustrates the less conservativeness of the proposed criterion; the other demonstrates the validity of the filtering design procedure.
文摘A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.
基金Project(50875028) supported by the National Natural Science Foundation of China
文摘An efficient unbiased estimation method is proposed for the direct identification of linear continuous-time system with noisy input and output measurements.Using the Gaussian modulating filters,by numerical integration,an equivalent discrete identification model which is parameterized with continuous-time model parameters is developed,and the parameters can be estimated by the least-squares (LS) algorithm.Even with white noises in input and output measurement data,the LS estimate is biased,and the bias is determined by the variances of noises.According to the asymptotic analysis,the relationship between bias and noise variances is derived.One equation relating to the measurement noise variances is derived through the analysis of the LS errors.Increasing the degree of denominator of the system transfer function by one,an extended model is constructed.By comparing the true value and LS estimates of the parameters between original and extended model,another equation with input and output noise variances is formulated.So,the noise variances are resolved by the set of equations,the LS bias is eliminated and the unbiased estimates of system parameters are obtained.A simulation example by comparing the standard LS with bias eliminating LS algorithm indicates that the proposed algorithm is an efficient method with noisy input and output measurements.
基金Supported by National Basic Research Program of China （973 Program） （2005CB321902） National Natural Science Foundation of China （60727002 60774003 60921001 90916024）+2 种基金 the Commission on Science Technology and Industry for National Defense （A2120061303） the Doctoral Program Foundation of Ministry of Education of China （20030006003） the Innovation Foundation of BUAA for Ph.D. Graduates
基金Supported by the Beijing Municipal Science&Technology Commission(Z211100004421012),the Key Reaserch and Development Pro⁃gram of China(2022YFF0605902)。
文摘In this paper,a linear optimization method(LOM)for the design of terahertz circuits is presented,aimed at enhancing the simulation efficacy and reducing the time of the circuit design workflow.This method enables the rapid determination of optimal embedding impedance for diodes across a specific bandwidth to achieve maximum efficiency through harmonic balance simulations.By optimizing the linear matching circuit with the optimal embedding impedance,the method effectively segregates the simulation of the linear segments from the nonlinear segments in the frequency multiplier circuit,substantially improving the speed of simulations.The design of on-chip linear matching circuits adopts a modular circuit design strategy,incorporating fixed load resistors to simplify the matching challenge.Utilizing this approach,a 340 GHz frequency doubler was developed and measured.The results demonstrate that,across a bandwidth of 330 GHz to 342 GHz,the efficiency of the doubler remains above 10%,with an input power ranging from 98 mW to 141mW and an output power exceeding 13 mW.Notably,at an input power of 141 mW,a peak output power of 21.8 mW was achieved at 334 GHz,corresponding to an efficiency of 15.8%.
基金Project(24A0006)supported by the Key Project of Scientific Research Fund of Hunan Provincial Department of Education,ChinaProject(2024JJ5430)supported by the Natural Science Foundation of Hunan Province,ChinaProjects(2024JK2045,2023RC3061)supported by the Science and Technology Innovation Program of Hunan Province,China。
文摘A high-speed train travelling from the open air into a narrow tunnel will cause the“sonic boom”at tunnel exit.When the maglev train’s speed reaches 600 km/h,the train-tunnel aerodynamic effect is intensified,so a new mitigation method is urgently expected to be explored.This study proposed a novel asymptotic linear method(ALM)for micro pressure wave(MPW)mitigation to achieve a constant gradient of initial c ompression waves(ICWs),via a study with various open ratios on hoods.The properties of ICWs and MPWs under various open ratios of hoods were analyzed.The results show that as the open ratio increases,the MPW amplitude at the tunnel exit initially decreases before rising.At the open ratio of 2.28%,the slope of the ICW curve is linearly coincident with a supposed straight line in the ALM,which further reduces the MPW amplitude by 26.9%at 20 m and 20.0%at 50 m from the exit,as compared to the unvented hood.Therefore,the proposed method effectively mitigates MPW and quickly determines the upper limit of alleviation for the MPW amplitude at a fixed train-tunnel operation condition.All achievements provide a ne w potential measure for the adaptive design of tunnel hoods.
基金Supported by the State Key Program of National Natural Science of China （60534010）, National Basic Research Program of China （973 Program）（2009CB320604）, National Natural Science Foundation of China （60674021）, the Funds for Creative Research Groups of China （60521003）, the 111 Project（B08015）, and the Funds of Ph.D. Program of Ministry of Eduction, China （20060145019）.
基金supported by the National Natural Science Foundation of China (6071000260904007)+1 种基金the Program for Changjiang Scholars and Innovative Research Team in Universitythe State Key Laboratory of Robotics and System (SKLRS200801AO3)
文摘This paper is focused on developing a tracking controller for a hypersonic cruise vehicle using tangent linearization approach.The design of flight control systems for air-breathing hypersonic vehicles is a highly challenging task due to the unique characteristics of the vehicle dynamics.Motivated by recent results on tangent linearization control,the tracking control problem for the hypersonic cruise vehicle is reduced to that of a feedback stabilizing controller design for a linear time-varying system which can be accomplished by a standard design method of frozen-time control.Through a proper model transformation,it can be proven that the tracking error of the designed closed-loop system decays exponentially.Simulation studies are conducted for trimmed cruise conditions of 110000 ft and Mach 15 where the responses of the vehicle to step changes in altitude and velocity are evaluated.The effectiveness of the controller is demonstrated by simulation results.
基金supported by the National Natural Science Foundation of China (60474015)Program for Changjiang Scholars and Innovative Research Team in University
文摘A parametric method for the gain-scheduled controller design of a linear time-varying system is given. According to the proposed scheduling method, the performance between adjacent characteristic points is preserved by the invariant eigenvalues and the gradually varying eigenvectors. A sufficient stability criterion is given by constructing a series of Lyapunov functions based on the selected discrete characteristic points. An important contribution is that it provides a simple and feasible approach for the design of gain-scheduled controllers for linear time-varying systems, which can guarantee both the global stability and the desired closed-loop performance of the resulted system. The method is applied to the design of a BTT missile autopilot and the simulation results show that the method is superior to the traditional one in sense of either global stability or system performance.
基金supported by the National Natural Science Foundation of China(51679201)
文摘The impact angle control over guidance(IACG) law against stationary targets is proposed by using feedback linearization control(FLC) and finite time control(FTC). First, this paper transforms the kinematics equation of guidance systems into the feedbackable linearization model, in which the guidance law is obtained without considering the impact angle via FLC. For the purpose of the line of sight(LOS) angle and its rate converging to the desired values, the second-order LOS angle is considered as a double-integral system. Then, this paper utilizes FTC to design a controller which can guarantee the states of the double-integral system converging to the desired values. Numerical simulation illustrates the performance of the IACG, in contrast to the existing guidance law.
文摘This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be solved on the basis of stochastic Lyapunov approach and linear matrix inequality (LMI) technique. Sufficient conditions for the existence of stochastic stabilization and robust H∞ state feedback controller are presented in terms of a set of solutions of coupled LMIs. Finally, a numerical example is included to demonstrate the practicability of the proposed methods.
基金supported by the Fundamental Research Funds for the Central Universities(K50511700004)the Natural Science Basic Research Plan in Shaanxi Province of China(2013JM1022)
文摘An integer linear bilevel programming problem is firstly transformed into a binary linear bilevel programming problem, and then converted into a single-level binary implicit programming. An orthogonal genetic algorithm is developed for solving the binary linear implicit programming problem based on the orthogonal design. The orthogonal design with the factor analysis, an experimental design method is applied to the genetic algorithm to make the algorithm more robust, statistical y sound and quickly convergent. A crossover operator formed by the orthogonal array and the factor analysis is presented. First, this crossover operator can generate a smal but representative sample of points as offspring. After al of the better genes of these offspring are selected, a best combination among these offspring is then generated. The simulation results show the effectiveness of the proposed algorithm.
基金supported by the National Natural Science Foundation of China(61072120)
文摘An algorithm based on eigenanalysis technique and Walsh-Hadamard transform （WriT） is proposed. The algorithm contains two steps. Firstly, the received sequence is divided into temporal windows, and a covariance matrix is computed. The linear feedback shift register （LFSR） sequence is reconstructed from the first eigenvector of this matrix. Secondly, equations according to the recovered LFSR sequence are constructed, and the Walsh spectrum corresponding to the equations is computed. The feedback polynomial of LFSR is estimated from the Walsh spectrum. The validity of the algorithm is verified by the simulation result. Finally, case studies are presented to illustrate the performance of the blind reconstruction method.
基金supported by the National Natural Science Foundation of China(71071077)the Ministry of Education Key Project of National Educational Science Planning(DFA090215)+1 种基金China Postdoctoral Science Foundation(20100481137)Funding of Jiangsu Innovation Program for Graduate Education(CXZZ11-0226)
文摘The construction method of background value is improved in the original multi-variable grey model （MGM（1,m）） from its source of construction errors. The MGM（1,m） with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM（1,2） with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.
