On Exploring the Domain of Attraction for Bilateral Teleoperator

Author(s):  
Changchun Hua ◽  
Yana Yang ◽  
Xian Yang ◽  
Xinping Guan
Keyword(s):  

2019 ◽  
Vol 35 (6) ◽  
pp. 1234-1270 ◽  
Author(s):  
Sébastien Fries ◽  
Jean-Michel Zakoian

Noncausal autoregressive models with heavy-tailed errors generate locally explosive processes and, therefore, provide a convenient framework for modelling bubbles in economic and financial time series. We investigate the probability properties of mixed causal-noncausal autoregressive processes, assuming the errors follow a stable non-Gaussian distribution. Extending the study of the noncausal AR(1) model by Gouriéroux and Zakoian (2017), we show that the conditional distribution in direct time is lighter-tailed than the errors distribution, and we emphasize the presence of ARCH effects in a causal representation of the process. Under the assumption that the errors belong to the domain of attraction of a stable distribution, we show that a causal AR representation with non-i.i.d. errors can be consistently estimated by classical least-squares. We derive a portmanteau test to check the validity of the estimated AR representation and propose a method based on extreme residuals clustering to determine whether the AR generating process is causal, noncausal, or mixed. An empirical study on simulated and real data illustrates the potential usefulness of the results.



2021 ◽  
Vol 42 ◽  
pp. 101062
Author(s):  
Zhongming Yu ◽  
Yue Sun ◽  
Xin Dai


Author(s):  
Sadek Belamfedel Alaoui ◽  
El Houssaine Tissir ◽  
Noreddine Chaibi ◽  
Fatima El Haoussi

Designing robust active queue management subjected to network imperfections is a challenging problem. Motivated by this topic, we addressed the problem of controller design for linear systems with variable delay and unsymmetrical constraints by the scaled small gain theorem. We designed two mechanisms: robust enhanced proportional derivative; and robust enhanced proportional derivative subjected to input saturation. Discussion of their practical implementations along with extensive comparisons by MATLAB and NS3 illustrate the improved performance and the enlargement of the domain of attraction regarding some literature results.



2020 ◽  
Vol 57 (4) ◽  
pp. 1298-1312
Author(s):  
Martin Dirrler ◽  
Christopher Dörr ◽  
Martin Schlather

AbstractMatérn hard-core processes are classical examples for point processes obtained by dependent thinning of (marked) Poisson point processes. We present a generalization of the Matérn models which encompasses recent extensions of the original Matérn hard-core processes. It generalizes the underlying point process, the thinning rule, and the marks attached to the original process. Based on our model, we introduce processes with a clear interpretation in the context of max-stable processes. In particular, we prove that one of these processes lies in the max-domain of attraction of a mixed moving maxima process.



2021 ◽  
Vol 410 ◽  
pp. 126482
Author(s):  
Kaouther Moussa ◽  
Mirko Fiacchini ◽  
Mazen Alamir


Geophysics ◽  
2001 ◽  
Vol 66 (3) ◽  
pp. 845-860 ◽  
Author(s):  
François Clément ◽  
Guy Chavent ◽  
Susana Gómez

Migration‐based traveltime (MBTT) formulation provides algorithms for automatically determining background velocities from full‐waveform surface seismic reflection data using local optimization methods. In particular, it addresses the difficulty of the nonconvexity of the least‐squares data misfit function. The method consists of parameterizing the reflectivity in the time domain through a migration step and providing a multiscale representation for the smooth background velocity. We present an implementation of the MBTT approach for a 2-D finite‐difference (FD) full‐wave acoustic model. Numerical analysis on a 2-D synthetic example shows the ability of the method to find much more reliable estimates of both long and short wavelengths of the velocity than the classical least‐squares approach, even when starting from very poor initial guesses. This enlargement of the domain of attraction for the global minima of the least‐squares misfit has a price: each evaluation of the new objective function requires, besides the usual FD full‐wave forward modeling, an additional full‐wave prestack migration. Hence, the FD implementation of the MBTT approach presented in this paper is expected to provide a useful tool for the inversion of data sets of moderate size.



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