Minimax Regression with Bounded Noise

Author(s):  
Yonina C. Eldar ◽  
Amir Beck
Keyword(s):  
Author(s):  
Jie Li ◽  
Shengbo Eben Li ◽  
Kaiming Tang ◽  
Yao Lv ◽  
Wenhan Cao
Keyword(s):  

2002 ◽  
Vol 69 (3) ◽  
pp. 346-357 ◽  
Author(s):  
W.-C. Xie

The moment Lyapunov exponents of a two-dimensional viscoelastic system under bounded noise excitation are studied in this paper. An example of this system is the transverse vibration of a viscoelastic column under the excitation of stochastic axial compressive load. The stochastic parametric excitation is modeled as a bounded noise process, which is a realistic model of stochastic fluctuation in engineering applications. The moment Lyapunov exponent of the system is given by the eigenvalue of an eigenvalue problem. The method of regular perturbation is applied to obtain weak noise expansions of the moment Lyapunov exponent, Lyapunov exponent, and stability index in terms of the small fluctuation parameter. The results obtained are compared with those for which the effect of viscoelasticity is not considered.


2018 ◽  
Vol 58 ◽  
pp. 33-46
Author(s):  
Xi Zhu ◽  
Meixia Li ◽  
Chongyang Liu ◽  
Jinlong Yuan ◽  
Chunfa Li

2009 ◽  
Vol 76 (4) ◽  
Author(s):  
Jinyu Zhu ◽  
W.-C. Xie ◽  
Ronald M. C. So ◽  
X. Q. Wang

The dynamic stability of a two degrees-of-freedom system under bounded noise excitation with a narrowband characteristic is studied through the determination of moment Lyapunov exponents. The partial differential eigenvalue problem governing the moment Lyapunov exponent is established. For weak noise excitations, a singular perturbation method is employed to obtain second-order expansions of the moment Lyapunov exponents and Lyapunov exponents, which are shown to be in good agreement with those obtained using Monte Carlo simulation. The different cases when the system is in subharmonic resonance, combination additive resonance, and combined resonance in the absence of noise, respectively, are considered. The effects of noise and frequency detuning on the parametric resonance are investigated.


Machines ◽  
2022 ◽  
Vol 10 (1) ◽  
pp. 39
Author(s):  
Xin Xiong ◽  
Yanfei Zhou ◽  
Yiqun Wang

Many randomly uncertain factors inevitably arise when gas flows through a labyrinth seal, and the orbit of the rotor center will not rotate along a steady trajectory, as previously studied. Here, random uncertainty is considered in an interlocking labyrinth seal-rotor system to investigate the fluctuations of dynamic coefficients. The bounded noise excitation is introduced into the momentum equation of the gas flow, and as a result, the orbit of the rotor center is expressed as the combination of an elliptic trajectory with the bounded noise perturbation. Simulation results of the coefficients under randomly uncertain perturbations with various strengths are comparatively investigated with the traditional predictions under ideal conditions, from which the influences of random uncertain factors on dynamic coefficients are analyzed in terms of the rotor speed, pressure difference, and inlet whirl velocity. It is shown that the deviation levels of the dynamic coefficients are directly related to the random perturbations and routinely increase with such perturbation strengths, and the coefficients themselves may exhibit distinct variation patterns against the rotor speed, pressure difference, and inlet whirl velocity.


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