Stability Analysis and Related Control Research of Nonlinear and Uncertain Stochastic Systems with Time-Delay

2014 ◽  
Vol 631-632 ◽  
pp. 688-691
Author(s):  
Cheng Wang
Keyword(s):  
Stability Analysis ◽  
Stochastic System ◽  
Social System ◽  
Stochastic Systems ◽  
Important Research ◽  
Research Topics ◽  
New Methods ◽  
Control Research ◽  
New Research ◽  
Control Study

Stochastic system widely exists in natural science, engineering and social system, and the study of stochastic system has become one of important research contents for engineering researchers. Aiming at a kind of stochastic system, i.e., nonlinear and uncertain stochastic systems, we present many widespread theoretical and applied problems in this paper, and summarize and review the main conclusions and ideas of literature related to nonlinear and uncertain stochastic systems. Further, we give some new research topics and directions. We try to provide new methods for the control study of nonlinear and uncertain stochastic systems.

Robust Control and Stability Analysis for Stochastic Systems with Markov Jump

2014 ◽  
Vol 631-632 ◽  
pp. 684-687
Author(s):  
Cheng Wang
Keyword(s):  
Stability Analysis ◽  
Robust Control ◽  
Markov Process ◽  
Stochastic Systems ◽  
Research Trends ◽  
Information Control ◽  
Research Topics ◽  
Markov Jump ◽  
New Type ◽  
New Research

Stochastic systems with Markov jump is a new type of stochastic system in recent years, which is a new field integrated by information, control and Markov process. This paper introduces the research history and the newest research trends of stochastic systems with Markov jump, and presents many widespread theoretical and application problems. Moreover, some new research topics and directions related to stochastic systems with Markov jump are proposed.

scholarly journals A Type of Time-Symmetric Stochastic System and Related Games

Symmetry ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 118
Author(s):  
Qingfeng Zhu ◽  
Yufeng Shi ◽  
Jiaqiang Wen ◽  
Hui Zhang
Keyword(s):  
Nash Equilibrium ◽  
Time Delay ◽  
Differential Equations ◽  
Equilibrium Point ◽  
Stochastic Differential Equations ◽  
Stochastic System ◽  
Stochastic Systems ◽  
Necessary Condition ◽  
Nash Equilibrium Point ◽  
Doubly Stochastic

This paper is concerned with a type of time-symmetric stochastic system, namely the so-called forward–backward doubly stochastic differential equations (FBDSDEs), in which the forward equations are delayed doubly stochastic differential equations (SDEs) and the backward equations are anticipated backward doubly SDEs. Under some monotonicity assumptions, the existence and uniqueness of measurable solutions to FBDSDEs are obtained. The future development of many processes depends on both their current state and historical state, and these processes can usually be represented by stochastic differential systems with time delay. Therefore, a class of nonzero sum differential game for doubly stochastic systems with time delay is studied in this paper. A necessary condition for the open-loop Nash equilibrium point of the Pontriagin-type maximum principle are established, and a sufficient condition for the Nash equilibrium point is obtained. Furthermore, the above results are applied to the study of nonzero sum differential games for linear quadratic backward doubly stochastic systems with delay. Based on the solution of FBDSDEs, an explicit expression of Nash equilibrium points for such game problems is established.

Application of the auxiliary performance index for automatic optimality control of discrete Kalman filter

2020 ◽  
pp. 77-87
Author(s):  
Иннокентий Васильевич Семушин ◽  
Юлия Владимировна Цыганова ◽  
Андрей Владимирович Цыганов
Keyword(s):  
Kalman Filter ◽  
Adaptive Filter ◽  
Stochastic System ◽  
Performance Index ◽  
Stochastic Systems ◽  
Joint Control ◽  
Vector Parameter ◽  
Optimal Value ◽  
Roundoff Errors ◽  
Dynamic Stochastic

Предложен новый метод автоматического контроля оптимальности дискретного фильтра Калмана, основанный на равенстве нулю градиента вспомогательного функционала качества (ВФК) по параметрам адаптивного дискретного фильтра. Для вычисления градиента ВФК применяется численно устойчивый к ошибкам машинного округления алгоритм модифицированной взвешенной ортогонализации Грама-Шмидта (MWGS-ортогонализации). Алгоритм реализован на языке Matlab. Результаты проведенных численных экспериментов подтверждают эффективность предложенного метода The paper proposes a new method for automatic control of the nominal operating mode of a dynamic stochastic system, based on a combination of two previously developed methods: the auxiliary performance index (API) method and the LD modification of an adaptive filter numerically robust to roundoff errors. The API method was previously developed to solve the problems of identification, adaptation, and control of stochastic systems with control and filtering. We suggest using the API not only as a tool for identifying the parameters of the stochastic system model from the measurement data but also for automatically monitoring the optimality of the adaptive filter, namely, the condition that the API gradient is close to zero should be satisfied (with the necessity and sufficiency) at the point corresponding to the optimal value of the vector parameter in the adaptive Kalman filter. The main result is the new eLD-KF-AC algorithm (extended LD Kalman-like adaptive filtering algorithm with automatic optimality control). The advantages of the obtained solution are as follows: 1) the choice of the adaptive filter structure in the form of an extended LD algorithm can significantly reduce the effect of machine roundoff errors on the calculation results when supplemented by the ability to calculate the sensitivity functions by the system vector parameter of the adaptive filter; 2) the application of the API method allows controlling the optimality of the adaptive filter by the condition that the API gradient is zero at the minimum point, which corresponds to the optimal value of the parameter in the adaptive filter; 3) the calculation of the API gradient in the adaptive extended LD filter does not require significant computational costs and such a control method can be carried out in real-time. The results of the work will be applied to solving problems of joint control and identification of parameters in the class of discrete-time linear stochastic systems represented by equations in the state-space form.

Comparing stochastic systems using regenerative simulation with common random numbers

1979 ◽  
Vol 11 (04) ◽  
pp. 804-819 ◽  
Author(s):  
Philip Heidelberger ◽  
Donald L. Iglehart
Keyword(s):  
Stochastic Models ◽  
Stochastic System ◽  
Variance Reduction ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Random Numbers ◽  
Numerical Examples ◽  
Common Random Numbers ◽  
Regenerative Simulation ◽  
Alternative Designs

Suppose two alternative designs for a stochastic system are to be compared. These two systems can be simulated independently or dependently. This paper presents a method for comparing two regenerative stochastic processes in a dependent fashion using common random numbers. A set of sufficient conditions is given that guarantees that the dependent simulations will produce a variance reduction over independent simulations. Numerical examples for a variety of simple stochastic models are included which illustrate the variance reduction achieved.

Interaction with geospatial data

2015 ◽  
Vol 57 (1) ◽  
Author(s):  
Johannes Schöning
Keyword(s):  
Human Computer Interaction ◽  
Computer Science ◽  
User Interfaces ◽  
Spatial Information ◽  
Social Computing ◽  
Geospatial Data ◽  
Research Interest ◽  
Research Topics ◽  
Natural User Interfaces ◽  
New Methods

AbstractMy research interest lies at the interaction between human-computer interaction (HCI) and geoinformatics. I am interested in developing new methods and novel user interfaces to navigate through spatial information. This article will give a brief overview on my past and current research topics and streams. Generally speaking, geography is playing an increasingly important role in computer science and also in the field of HCI ranging from social computing to natural user interfaces (NUIs). At the same time, research in geography has focused more and more on technology-mediated interaction with spatiotemporal phenomena. By bridging the two fields, my aim is to exploit this fruitful intersection between those two and develop, design and evaluate user interfaces that help people to solve their daily tasks more enjoyable and effectively.

scholarly journals STUDY OF THE RELIEF AND COASTLINE DYNAMICS OF LARGE COASTAL ACCUMULATIVE FORMS ACCORDING TO REMOTE SENSING DATA

2021 ◽  
Vol 26 (3) ◽  
pp. 58-70
Author(s):  
Viacheslav V. Krylenko ◽  
◽  
Marina V. Krylenko ◽  
Alexander A. Aleynikov ◽  
◽  
...  
Keyword(s):  
Aerial Photography ◽  
Satellite Images ◽  
Remote Sensing Data ◽  
New Methods ◽  
New Information ◽  
Relief Structure ◽  
Shoreline Dynamics ◽  
New Research ◽  
Modern Technologies ◽  
Sentinel 2

The study of the relief of large coastal accumulative forms, based on modern technologies, is rele-vant for solving many applied problems. Coastal and underwater bars, shoals, banks are characteristic elements of large coastal accumulative forms’ geosystems. Previously existing methods of relief re-searches, especially underwater, were labor-intensive and expensive. Accordingly, the development and implementation of new methods of geographical research are necessary. The Dolgaya Spit, includ-ing its underwater shoal and the Elenin Bank, is one of the largest accumulative forms of the Sea of Azov. The purpose of our work was to obtain new information on the relief structure and the shoreline dynamics of the Dolgaya Spit based on the use of new research methods. Digital models of surface and underwater relief were built on the basis of processing Sentinel-2 satellite images and data from unmanned aerial photography. The subsequent analysis allowed identify regularities that reflect the current and previous hydro-lithodynamic conditions that determined the transformation of the Dolgaya Spit during its evolution. The fulfilled studies confirmed the possibility of successful use of modern remote methods for studying the relief of coastal accumulative forms.

scholarly journals A Scientometric Analysis of Publications Related to Predictive Medicine

2020 ◽  
pp. paper81-1-paper81-12
Author(s):  
Aida Khakimova ◽  
Dongxiao Gu ◽  
Oleg Zolotarev ◽  
Maria Berberova ◽  
Michael Charnine
Keyword(s):  
Noun Phrases ◽  
Subject Area ◽  
Research Trends ◽  
Free Software ◽  
Scientometric Analysis ◽  
Research Topics ◽  
Pubmed Database ◽  
Preventive And Personalized Medicine ◽  
New Research ◽  
And Personalized Medicine

Due to the increasing popularity of new research in medicine thisstudy was conducted to determine recent research trends of predictive, preventive and personalized medicine (PPM). We identified the terms relevant to PPM using own search engine based on neural network processing in PubMed database. We extracted initially about 15000 articles. Then we carried out the statistical analysis for identifying research trends. The article presents the results of solving the problem of evaluating research topics at the level of thematic clusters in a separate subject area. An approach based on the analysis of article titles has been implemented. Identification of terms, connections between them and thematic clustering were carried out using the free software VOSViewer, which allows to extract terms in the form of noun phrases, as well as to cluster them.

A Note on Optimal Function for Similarity Measure in Ontology Application

2013 ◽  
Vol 748 ◽  
pp. 967-971
Author(s):  
Wei Gao ◽  
Tian Wei Xu ◽  
Li Liang ◽  
Jian Hou Gan
Keyword(s):  
Information Retrieval ◽  
Likelihood Ratio ◽  
Similarity Measure ◽  
Equivalence Classes ◽  
Ontology Mapping ◽  
Important Research ◽  
Research Topics ◽  
Similarity Calculation ◽  
Optimal Function ◽  
Ontology Application

Ontology similarity calculation and ontology mapping are important research topics in information retrieval. One method for ontology similarity measure is using multi-dividing approach. Assume that the notation and terminology used but undefined in this paper can be found in [4] and [5]. We show that the assumption of strict ordering of xi*can be relaxed to allow some ties in the likelihood ratio. The same proof remains true if we consider equivalence classes defined by the likelihood ratio and relabel xi* as its equivalence class denoted by [xi*].

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