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18 个结果
  • 简介:PROBABILITYCRITERIONININVENTORYSYSTEMWITHVARYINGSTOCHASTICDEMANDS¥LIUBaoding;GUJifa(InstituteofSystemsScience,AcademiaSinica,...

  • 标签: Inventoryl PROBABILITY CRITERION VARYING STOCHASTIC demands.
  • 简介:Optimalswitchingandimpulsecontrolsforadistributedparametersystemsareconsidered.Weprovethatthevaluefunctionsu_u(·)ofapproximatingproblemsapproachtothevaluefunctionu(·)oftheoriginalproblem,whileu_u(·)istheuniqueviscositysolutionofthecorrespondingHamilton-Jacobi-Bellmansystem.Wealsoconstructanoptimalcontrolfortheoriginalproblemviathevaluefunctionu(·).

  • 标签: SWITCHING CONTROL IMPULSE CONTROL DISTRIBUTED PARAMETER
  • 简介:1.IntroductionManyphysicalsystems,suchajsthemodynamics,electrodynamics,populationbiology,aregovernedbydifferentialequations,integrodifferentialequationsormoregenerallyfunctionaldifferentialevolutionequationsonBanachspace.Associatedoptimalcontrolprobl...

  • 标签: ANALYTIC SEMIGROUP FRACTIONAL power space time
  • 简介:Inthispaper,forzero-failuredata(ti,ni),atmomentti,ifthepriordistributionofthefailureprobabilitypi=P{T<ti}isincompleteFisher-Zdistribution:Fisher-Z(0,λi;a,b),theauthorgivespihierarchicalBiyesianestimationandtheestimationofreliabilityunderzero-failuredataconditionisobtainedalso.Theauthoralsogivesapracticalcalculatingexampleusingthetheory.

  • 标签: RELIABILITY zero-failure data FAILURE PROBABILITY HIERARCHICAL
  • 简介:Inthispaper,Usingthedailystockreturndata,weshowthatShanghaistockmarketpricesexhibitlongmemoryprocess,andestimatethelong-memoryparametersbywavelet.Usingthesparsewaveletrepresentationofamatrixoperator,weareabletoapproximateanARFIMAmodelslikelihoodfunctionwiththeseries'swaveletcoefficientsandtheirvariances.MaximizationofthisapproximatelikelihoodfunctionoverthelongmemoryparameterspaceresultsintheapproximatewaveletmaximumlikelihoodestimatesoftheARFIMAmodel.

  • 标签: LONG memory ARFIMA processes WAVELET STOCK
  • 简介:Thispaperpresentsanewapproachoftheboundaryparameteridentificationofadiffusionsystem.Thesystemmodelisgovernedbyatwo-dimensionalparabolicproblem,whichinvolvesanunknownboundaryparameter.Identifiabilityoftheboundaryparameterandthenewapproacharediscussedbriefly,whichshowthatthenewapproachcanovercomenotonlytheill-posednessofthenonlinearoutputleastsquaremethodbutalsothedifficultyofnumericalcomputationofthenonlinearoutputleastsquareestimateduetotheexistenceofthelocalminimaoftheperformancefunctional,Finally,somenumericalexamplesaregiven.

  • 标签: BOUNDARY PARAMETER IDENTIFICATION Local minimum Distributed
  • 简介:Thispaperdealswithon-linestateandparameterestimationofareasonablylargeclassofnonlinearcontinuous-timesystemsusingastep-by-stepslidingmodeobserverapproach.Themethodproposedcanalsobeusedforadaptationtoparametersthatvarywithtime.Theotherinterestingfeatureofthemethodisthatitiseasilyimplementableinreal-time.Theefficiencyofthistechniqueisdemonstratedviatheon-lineestimationoftheelectricalparametersandrotorfluxofaninductionmotor.Thisapplicationisbasedonthestandardmodeloftheinductionmotorexpressedinrotorcoordinateswiththestatorcurrentandvoltageaswellastherotorspeedassumedtobemeasurable.Real-timeimplementationresultsarethenreportedandtheabilityofthealgorithmtorapidlyestimatethemotorparametersisdemonstrated.Theseresultsshowtherobustnessofthisapproachwithrespecttomeasurementnoise,discretizationeffects,parameteruncertaintiesandmodelinginaccuracies.Comparisonsbetweentheresultsobtainedandthoseoftheclassicalrecursiveleastsquarealgorithmarealsopresented.Thereal-timeimplementationresultsshowthattheproposedalgorithmgivesbetterperformancethantherecursiveleastsquaremethodintermsoftheconvergencerateandtherobustnesswithrespecttomeasurementnoise.

  • 标签: 参数估计 方法论 非线性系统 感应电机
  • 简介:用一个孤立的不变的集合的概念,连接为取决于一个参数的平常的微分方程从一个单个批评的点区分的二个批评的点的轨道的一些存在标准被给。

  • 标签: 连接轨道 隔离块 隔离不变集 微分方程
  • 简介:与pointwise为连续时间的系统过滤的H的问题变化时间的延期在这份报纸被调查。由在Krein空间使用革新分析,为一个H过滤器的存在的一个必要、足够的条件在二个方法被导出:一个人是部分微分方程途径,其它是重新组织的革新分析途径。前者把一个答案给与边界条件以一个部分微分方程的答案过滤问题的建议H。以后把一个分析答案给以Riccati和矩阵的答案过滤问题的建议H微分方程。

  • 标签: 连续时间系统 时变时滞 过滤器 KREIN空间 RICCATI 偏微分方程
  • 简介:Inthispaper,theexponentialstabilityanalysisforODEswitchedsystemswithtimedelayisextendedtodistributedparameterswitchedsystems(DPSS)inHilbertspace.Foragivenfamilyofexponentialstablesubsystems,thispaperfocusesonfindingconditionstoguaranteetheoverallDPSS'exponentialstability.Basedonsemigrouptheory,byapplyingpiecewiseLyapunov-Krasovskiifunctionalsmethodincorporatedaveragedwelltimeapproach,sufficientconditionsforexponentialstabilityarederived.Theseconditionsaregivenintheformoflinearoperatorinequalities(LOIs)wherethedecisionvariablesareoperatorsinHilbertspace,andthestabilitypropertiesdependonswitchingrule.Beingappliedtoheatswitchedpropagationequations,theseLOIsarereducedtostandardLinearMatrixInequalities(LMIs).Finally,anumericalexampleisgiventoillustratetheeffectivenessoftheproposedresult.

  • 标签: 指数稳定性 切换系统 线性算子 分布参数 时滞系统 HILBERT空间
  • 简介:Thispaper,throughthediscountedcashflow(DCF)approach,considersinventoryreplenishmentproblemsfordeterioratingitemswithgeneraltime-varyingdemandoverafiniteplanninghorizonunderinflation.Theoptimalreplenishmentpoliciesforthetotalprofitofsystemtobemaximumarepresentedwithpartialbacklogging.Moreover,thefractionofdemandbackloggedisassumedtobeanon-increasingfunctionofwaitingtime.Firstly,themodelswithafixedfractionbackorderandcompletebackorderareprovided.Thenthemodelispresentedwithassumingthatthefractionofdemandbackloggedisanexponentiallydecreasingfunctionofwaitingtime.Thesolutionproceduresofmodelsareproposed.Theeffectofinflationontheoptimalpoliciesisshown.Themodelsareillustratedthroughnumericalexamplesandsensitivityanalysisofparametersisgiven.

  • 标签: EOQ 数据损坏 时变需求 DCF 现金贴现 订货
  • 简介:同样质量增加了的为系统的要求,对的需要高,系统可靠性也正在增加。软件系统是极其重要的,以提高的可靠性和稳定性,为提供高质量为顾客的服务。因为软件系统的复杂性,然而,软件开发能费时间、昂贵。许多统计模型在过去的年里被开发了估计软件可靠性。在这份报纸,我们与操作环境的无常建议一个新三参数的差错察觉软件可靠性模型。建议模型的明确的吝啬的值函数解决方案被介绍。例子被介绍给基于三说明建议模型和几个存在非同类的泊松进程(NHPP)模型的goodness-of-fit从软件应用程序收集的失败数据设定。建议模型适合的结果表演显著地好与其它存在NHPP基于三当模特儿比标准象均方差(MSE)那样,预兆的比率风险(PRR),和预兆的力量(PP)。

  • 标签: Nonhomogeneous 泊松过程 软件可靠性 均方差 预兆的比率风险 预兆的力量 差错察觉
  • 简介:Intheanalysisoneconomicgrowthfactors,researchersusuallyusetheproductionfunctionmodeltocalculateandmeasureinfluencingfactors’contributionratestoeconomicgrowth.CommonproductionfunctionsincludetheCD(Cobb-Douglas)productionfunction,theCES(ConstantElasticityofSubstitution)productionfunction,theVES(VariableElasticityofSubstitution)productionfunction,andsoon.Inconsiderationofthediversityandcomplementarityofmodels,thepapercombinestheCDproductionfunctionwiththeCESproductionfunctionandthenproposesamixedproductionfunction.Withregardtotheparameterestimationofmodel,thepapergivesanimprovedfireflyalgorithmwiththehighprecisionandafastrateofconvergence.Withregardtothecalculationoffactors’contributionrates,traditionalmethodsgenerallyhavebigerrorsandarenotapplicabletocomplicatedmodels,sothepaperoffersanewmethodwhichcancalculatecontributionratesscientifically.Finally,thepapercalculatesthecontributionratesoffactorsaffectingChineseeconomicgrowthandgetsagoodresult.

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  • 简介:不可思议地使不安的传送对流散开方程的Acoupled系统被考虑。每个方程的领先的条款被一个小积极参数乘,但是这些参数可以有不同大小。系统的答案有重叠并且交往的边界层。这些层的结构被分析,并且这导致是平常的Shishkin网孔的变体的一个piecewise制服网孔的构造。在一个迎风的差别计划被证明几乎一阶精确的这个网孔上,一致地在两个小参数。我们在场数字实验到的结果证实我们的理论结果。

  • 标签: 对流扩散方程 扰动理论 分析解 SHISHKIN网格 逆向有限微分