A framework for dynamic modelling of railway track switches considering the switch blades,actuators and control systems

The main contribution of this paper is the development and demonstration of a novel methodology that can be followed to develop a simulation twin of a railway track switch system to test the functionality in a digital environment.This is important because,globally,railway track switches are used to allow trains to change routes;they are a key part of all railway networks.However,because track switches are single points of failure and safety-critical,their inability to operate correctly can cause significant delays and concomitant costs.In order to better understand the dynamic behaviour of switches during operation,this paper has developed a full simulation twin of a complete track switch system.The approach fuses finite element for the rail bending and motion,with physics-based models of the electromechanical actuator system and the control system.Hence,it provides researchers and engineers the opportunity to explore and understand the design space around the dynamic operation of new switches and switch machines before they are built.This is useful for looking at the modification or monitoring of existing switches,and it becomes even more important when new switch concepts are being considered and evaluated.The simulation is capable of running in real time or faster meaning designs can be iterated and checked interactively.The paper describes the modelling approach,demonstrates the methodology by developing the system model for a novel“REPOINT”switch system,and evaluates the system level performance against the dynamic performance requirements for the switch.In the context of that case study,it is found that the proposed new actuation system as designed can meet(and exceed)the system performance requirements,and that the fault tolerance built into the actuation ensures continued operation after a single actuator failure.

Switching mechanism for TiO_2 memristor and quantitative analysis of exponential model parameters

The memristor, as the fourth basic circuit element, has drawn worldwide attention since its physical implementation was released by HP Labs in 2008. However, at the nano-scale, there are many difficulties for memristor physical realization. So a better understanding and analysis of a good model will help us to study the characteristics of a memristor. In this paper, we analyze a possible mechanism for the switching behavior of a memristor with a Pt/TiO2/Pt structure, and explain the changes of electronic barrier at the interface of Pt/TiO2. Then, a quantitative analysis about each parameter in the exponential model of memristor is conducted based on the calculation results. The analysis results are validated by simulation results. The efforts made in this paper will provide researchers with theoretical guidance on choosing appropriate values for(α, β, χ, γ) in this exponential model.

Adaptive switching control of discrete time nonlinear systems based on multiple models

We use the approach of “optimal” switching to design the adaptive control because the design among multiple models is intuitively more practically feasible than the traditional adaptive control in improving the performances. We prove that for a typical class of nonlinear systems disturbed by random noise, the multiple model adaptive switching control based on WLS (Weighted Least Squares) or projected-LS (Least Squares) is stable and convergent.

Multi-objective nonlinear model predictive control through switching cost functions and its applications to chemical processes

This paper proposes a switching multi-objective model predictive control(MOMPC) algorithm for constrained nonlinear continuous-time process systems.Different cost functions to be minimized in MPC are switched to satisfy different performance criteria imposed at different sampling times.In order to ensure recursive feasibility of the switching MOMPC and stability of the resulted closed-loop system,the dual-mode control method is used to design the switching MOMPC controller.In this method,a local control law with some free-parameters is constructed using the control Lyapunov function technique to enlarge the terminal state set of MOMPC.The correction term is computed if the states are out of the terminal set and the free-parameters of the local control law are computed if the states are in the terminal set.The recursive feasibility of the MOMPC and stability of the resulted closed-loop system are established in the presence of constraints and arbitrary switches between cost functions.Finally,implementation of the switching MOMPC controller is demonstrated with a chemical process example for the continuous stirred tank reactor.

Hierarchical Switching Control of Multiple Models Based on Robust Control Theory

A new hierarchical switching control system of multiple models based on robust control theory is designed for some plant with large uncertainties. The model set and controller set are designed by robust control theory and the characteristics of robust control system are taken into account. A new kind of switching index function by estimating uncertainty is designed. Furthermore, stability of the closed system is analyzed by the small gain theorem in the sense of exponentially weighted L2 norm. And simulation is done on a plant with both parameter uncertainty and un-modeled dynamics. Both theoretical analysis and simulation results show that this new hierarchical switching control system can control the plant with large uncertainties effectively and has good performance of tracking and stability.

Model Reference Adaptive Control for Switched Systems with Closed-loop Reference Model Under Arbitrary Switching

This paper explores the model reference adaptive control problem for a class of switched linear systems under arbitrary switching with no need for the measurability of the system state.Based on the state of reference model and the measurable output error, adaptive laws and controllers are designed for switched systems.Each subsystem may have its individual reference model and controller, which increases the design flexibility.The introduction of the closed-loop reference model is to get a better transient performance of the whole switched systems.A numerical example is provided to verify the effectiveness of the main results.

Adaptive switching control of a class of nonlinear systems based on mixed multiple models

The transient behaviors of traditional adaptive control may be very poor in general. A practically feasible approach to improve the transient performances is the adoption of adaptive switc- hing control. For a typical class of nonlinear systems disturbed by random noises, mixed multiple models consisting of adaptive model and fixed models were considered to design the switching con- trol law. Under certain assumptions, the nonlinear system with the switching control law was proved rigorously to be stable and optimal A simulation example was provided to compare the performance of the switching control and the traditional adaptive control.

Effects of two types of noise and switching on the asymptotic dynamics of an epidemic model

This paper mainly investigates dynamics behavior of HIV （human immunodeficiency virus） infectious disease model with switching parameters, and combined bounded noise and Gaussian white noise. This model is different from existing HIV models. Based on stochastic Ito lemma and Razumikhin-type approach, some threshold conditions are established to guarantee the disease eradication or persistence. Results show that the smaller amplitude of bounded noise and R0 〈 1 can cause the disease to die out; the disease becomes persistent if R0 〉 1. Moreover, it is found that larger noise intensity suppresses the prevalence of the disease even if R0 〉 1. Some numerical examples are given to verify the obtained results.

A Switching Method for a Model Reference Robust Control with Unknown High Frequency Gain Sign

The problem of controlling a single-input-single-output plant without prior knowledge of high frequency gain sign is addressed by using the model reference robust control approach.A switching method is proposed based on a monitoring function so that after a finite number of swi- tchings the tracking error converges to zero exponentially.Furthermore,it is shown that if some initial states of the closed-loop system are zero,only one switching is needed.

Analysis and modeling of resistive switching mechanism oriented to fault tolerance of resistive memory based on memristor

With the progress of the semiconductor industry, resistive memories, especially the memristor, have drawn increasing attention. The resistive memory based on memrsitor has not been commercialized mainly because of data error. Currently, there are more studies focused on fault tolerance of resistive memory. This paper studies the resistive switching mechanism which may have time-varying characteristics. Resistive switching mechanism is analyzed and its respective circuit model is established based on the memristor Spice model.

Analysis and modeling of resistive switching mechanisms oriented to resistive random-access memory

With the progress of the semiconductor industry,the resistive random-access memory（RAM） has drawn increasing attention.The discovery of the memristor has brought much attention to this study.Research has focused on the resistive switching characteristics of different materials and the analysis of resistive switching mechanisms.We discuss the resistive switching mechanisms of different materials in this paper and analyze the differences of those mechanisms from the view point of circuitry to establish their respective circuit models.Finally,simulations are presented.We give the prospect of using different materials in resistive RAM on account of their resistive switching mechanisms,which are applied to explain their resistive switchings.

Modeling of Canonical Switching Cell Converter Using Genetic Algorithm

The working of Canonical switching cell(CSC)converter was studied and its equivalent circuit during ON and OFF states were obtained.State space model of CSC converter in ON and OFF states were developed using the Kirchhoff laws.The state space matrices were used to construct the transfer functions of ON&OFF states.The step response of the converter was simulated using MATLAB.The step response curve was obtained using different values of circuit components(L,C1,C2 and RL)and optimized.The characteristic parameters such as rise time,overshoot,settling time,steady state error and stability were determined using the step response curve.The response curve shows that there is no overshoot;the rise time and settling time are very low as expected for a converter and its stability is very high but the amplitude is very.The circuit was tuned to attain the expected amplitude using PID controller with the help of Genetic algorithm.The excellent results of circuits’characteristic parameters are very useful guideline for constructing such CSC converters for DC-DC conversions.The circuit characteristic parameters are useful in constructing such CSC converters for DCDC conversions in driving solar energy using solar panel.

基于Markov-switching GARCH模型的上证50ETF期权定价分析

上证50ETF由于其组合资产的对冲,其资产面临的主要是系统风险,通过马尔可夫结构转换GARCH模型(MS-GARCH模型)准确预判上证50ETF波动状态后对其实施风险管理。首先,根据MS-GARCH模型稳态分类方法对上证50ETF波动率划分3个波动区间;其次,将波动率以滚动窗口形式带入Black-Scholes期权定价模型;最后,运用均方误差、对称平均绝对百分比误差等确定最优模型。实证结果表明:拟合和预测期权价格得到MS-GARCH模型优于GARCH模型。通过准确预判上证50ETF波动状态,在高波动状态情行下可以对上证50ETF提前做好风险管理措施,为金融组合资产系统风险管理提供一个很好的参考依据。

The Modified Multiple Model Switching Tuning Control Application in AVC

In the complex mechanical vibration environment, the dominant frequency of the system varies remarkably and swiftly under various running conditions, which also characterizes uncertainty and time-variation. It is very impending and important to suppress or isolate the detrimental vibrations related to the above memtoned system with active vibration control (AVC) technology. This paper presented the improved linear quadratic gaussian (LQG) control scheme with a specified filter to realize broadband disturbance/noise attenuation and assure intensive suppression of vibration at the key vibration frequency, then applies and modifies the multiple model switching tuning (MMST) control method by disturbance observation to track the variation of dominant vibration component timely. The effectiveness and superiority of the presented control method were demonstrated by numerical simulation and AVC experiment on a flexible cantilever beam under sweeping excitation.

Markov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets

This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The marginal distributions are assumed to follow a long-memory model while the copula parameters are supposed to evolve according to the Markov-switching process. Furthermore, we estimate the Value-at-Risk (VaR) based on the proposed approach. The empirical results provide evidence of three regime changes, representing precrisis, financial crisis and post-crisis, in the dependence structure between energy and GCC stock markets. In particular, in the pre- and post-crisis regimes, there is no dependence, while in the crisis regime, there is significant tail dependence. For OPEC countries, we find lower tail dependence whereas in non-OPEC countries, we see upper tail dependence. VaR experiments show that the Markov-switching time- varying copula model performs better than the time-varying copula model.

Dynamic Hedging Based on Markov Regime-Switching Dynamic Correlation Multivariate Stochastic Volatility Model

It is important to consider the changing states in hedging.The Markov regime-switching dynamic correlation multivariate stochastic volatility( MRS-DC-MSV) model was proposed to solve this issue. DC-MSV model and MRS-DC-MSV model were used to calculate the time-varying hedging ratios and compare the hedging performance. The Markov chain Monte Carlo( MCMC) method was used to estimate the parameters. The results showed that,there were obviously two economic states in Chinese financial market. Two models all did well in hedging,but the performance of MRS-DCMSV model was better. It could reduce risk by nearly 90%. Thus,in the hedging period,changing states is a factor that cannot be neglected.

我国股指期货的推出对股票现货市场波动的影响研究--基于Markov-Switching-GARCH模型

为研究我国沪深300股指期货推出对股票现货市场波动性的影响,本文采用Markov-switching-GARCH模型进行了实证分析。之前的文章主要通过引入虚拟变量的方法研究股指期货推出对股票现货市场波动性的影响,由于它是采用外生变量刻画波动变化的,因此不能反映波动的结构变化,而Markov-sw itching-GARCH模型采用Markov状态转换的GARCH模型,通过内生的方式识别不同的波动状态,这克服了现有研究中的不足。研究结果表明:Markov-switching-GARCH模型能够较好地刻画收益波动的结构变化;沪深300股指期货的引入并没有加剧现货市场波动,相反减缓了现货市场的波动,提高了股票现货市场的稳定性。

Nonlinear Auto-Companding Method for Behavioral Modeling of Switched-Current Circuits

A wavelet collocation method with nonlinear auto companding is proposed for behavioral modeling of switched current circuits.The companding function is automatically constructed according to the initial error distribution obtained through approximating the input output function of the SI circuit by conventional wavelet collocation method.In practical applications,the proposed method is a general purpose approach,by which both the small signal effect and the large signal effect are modeled in a unified formulation to ease the process of modeling and simulation.Compared with the published modeling approaches,the proposed nonlinear auto companding method works more efficiently not only in controlling the error distribution but also in reducing the modeling errors.To demonstrate the promising features of the proposed method,several SI circuits are employed as examples to be modeled and simulated.

基于Markov-switching-GARCH模型的股指期货与现货市场的相关性影响分析

通过能识别和捕捉内生性波动状态的Markov-switching-GARCH模型来改进含有虚拟变量的GARCH模型中不能很好地刻画外生性结构变化的不足,选取沪深300股指期货作为参照对现货市场的波动性影响进行分析。实证研究显示:该模型能够较好地刻画现货市场收益率的结构变化,反映了股指期货的推出不仅没有加剧现货市场的波动,反而减弱了现货市场的波动程度,使得市场流入的有效信息得到增强,市场运行效率整体得到明显提升。