Finite Difference Scheme for Solving Parabolic Partial Differential Equations with Random Variable Input under Mean Square Sense

This study deal with seven points finite difference method to find the approximation solutions in the area of mean square calculus solutions for linear random parabolic partial differential equations. Several numerical examples are presented to show the ability and efficiency of this method.

Theoretical convergence analysis of complex Gaussian kernel LMS algorithm

With the vigorous expansion of nonlinear adaptive filtering with real-valued kernel functions,its counterpart complex kernel adaptive filtering algorithms were also sequentially proposed to solve the complex-valued nonlinear problems arising in almost all real-world applications.This paper firstly presents two schemes of the complex Gaussian kernel-based adaptive filtering algorithms to illustrate their respective characteristics.Then the theoretical convergence behavior of the complex Gaussian kernel least mean square（LMS） algorithm is studied by using the fixed dictionary strategy.The simulation results demonstrate that the theoretical curves predicted by the derived analytical models consistently coincide with the Monte Carlo simulation results in both transient and steady-state stages for two introduced complex Gaussian kernel LMS algonthms using non-circular complex data.The analytical models are able to be regard as a theoretical tool evaluating ability and allow to compare with mean square error（MSE） performance among of complex kernel LMS（KLMS） methods according to the specified kernel bandwidth and the length of dictionary.

Identification of Neuro-Fuzzy Hammerstein Model Based on Probability Density Function

A new identification method of neuro-uzzy Hammerstein model based on probability density function(PDF) is presented,which is different from the idea that mean squared error(MSE) is employed as the index function in traditional identification methods.Firstly,a neuro-fuzzy based Hammerstein model is constructed to describe the nonlinearity of Hammerstein process without any prior process knowledge.Secondly,a kind of special test signal is used to separate the link parts of the Hammerstein model.More specifically,the conception of PDF is introduced to solve the identification problem of the neuro-fuzzy Hammerstein model.The antecedent parameters are estimated by a clustering algorithm,while the consequent parameters of the model are identified by designing a virtual PDF control system in which the PDF of the modeling error is estimated and controlled to converge to the target.The proposed method not only guarantees the accuracy of the model but also dominates the spatial distribution of PDF of the model error to improve the generalization ability of the model.Simulated results show the effectiveness of the proposed method.

Reaching a stochastic consensus in the noisy networks of linear MIMO agents:Dynamic output-feedback and convergence rate

This paper addresses the leader-following consensus problem of linear multi-agent systems(MASs) with communication noise. Each agent's dynamical behavior is described by a linear multi-input and multi-output(MIMO) system, and the agent's full state is assumed to be unavailable. To deal with this challenge, a state observer is constructed to estimate the agent's full state. A dynamic output-feedback based protocol that is based on the estimated state is proposed. To mitigate the effect of communication noise, noise-attenuation gains are also introduced into the proposed protocol. In this study, each agent is allowed to have its own noise-attenuation gain. It is shown that the proposed protocol can solve the mean square leader-following consensus problem of a linear MIMO MAS. Moreover, if all noise-attenuation gains are of Q(t-β), where b∈(0,1), the convergence rate of the MAS can be quantitatively analyzed. It turns out that all followers' states converge to the leader's state in the mean square sense at a rate of O(t-β).