一种改进的基于最小二乘法的自适应谐波检测方法

提出了一种基于最小二乘法的自适应谐波检测方法,并利用动力系统的均值理论证明了该方法的稳定性。此法克服了传统自适应谐波检测方法的局限性,不仅能够检测电流谐波,而且能够有效地提取电流的畸变量,通过学习率因子的选择,提高了该方法的瞬态响应速度,具有较好的跟踪性能,可用于时变谐波的跟踪检测。仿真结果表明该方法比以往的自适应谐波检测法能更迅速地进行谐波的同步检测和基波的同步提取。实验结果也表明了文中所述方法的有效性,可满足电力系统对电压或者电流畸变量检测的要求。

A Reliability Analysis of Calculated Results for Odd-Even and Odd-Odd Nuclei in Relativistic Mean-Field Theory

We calculate the binding energies of Ni, Cu, Xe, Cs, Pt, Au, Np, Pu isotope chains using two interaction parameter sets NL-3 and NL-Z, and compared the relative errors of the even-even nuclei with those of odd-even nuclei and odd-odd nuclei. We find that the errors of binding energy of odd-even and odd-odd nuclei are not bigger than the one of even-even nuclei. The result shows that comparing with even-even nuclei, there is no systematic error and approximation in the calculations of the binding energy of odd-even and odd-odd nuclei with relativistic mean-field theory. In addition, the result is explained theoretically.

AN UNSUPERVISED CLASSIFICATION FOR FULLY POLARIMETRIC SAR DATA USING SPAN/H/α IHSL TRANSFORM AND THE FCM ALGORITHM

In this paper, the IHSL transform and the Fuzzy C-Means (FCM) segmentation algorithm are combined together to perform the unsupervised classification for fully polarimetric Synthetic Ap-erture Rader (SAR) data. We apply the IHSL colour transform to H/α/SPANspace to obtain a new space (RGB colour space) which has a uniform distinguishability among inner parameters and contains the whole polarimetric information in H/α/SPAN.Then the FCM algorithm is applied to this RGB space to finish the classification procedure. The main advantages of this method are that the parameters in the color space have similar interclass distinguishability, thus it can achieve a high performance in the pixel based segmentation algorithm, and since we can treat the parameters in the same way, the segmentation procedure can be simplified. The experiments show that it can provide an improved classification result compared with the method which uses the H/α/SPANspace di-rectly during the segmentation procedure.

The possible effects on the future management of local Italian authorities following the use of financial derivative instruments

The appeal from municipalities, provinces and regions to financial derivative instruments is tied to the need of overcoming the situations in a state of urgency inherent in a balance. On average, one local Italian authority in twenty has decided to underwrite a derivative product, giving life to a number of contracts that had a value of over 35 billion euro with an average value of 6.5 million for each contract until 2007. The boom of swaps has, since 2000 on, experienced a peak period from 2003 to the end of 2005, in which the Euribor rate touched a very low level, maintained itself for long periods at around 2% and fallen in some cases even under this value. Many of the contracts completed before 2006, which link the debt of local authorities to variable rates, but also many of those completed from 2006 onwards that moved debt onto fixed rate, which are now a source of loss for the balance of local authorities that have underwritten them. In the 2002-2008 period, the number of the stipulation of contracts local authorities reported to the Ministry of Economy and Finance is about 900, corresponding to more or less 150 per year, which affected 18 regions, 44 provinces, 532 municipalities and 4 mountain commtmities, for a total of 594 authorities. Therefore, the local authorities have approached the derivative instruments in an often approximate way without a real awareness, both for the conditions that were being negotiated and the effects that they would have produced in perspective. The purpose of this work is to highlight the consequences of the use of derivative instruments on the future management of local authorities.

Numerical Calculation of Channel Dredging Volume Using 3D Digital Stratum Model

Prediction of channel dredging volume is critical for project cost estimation. However, many proposed approximate methods are not accurate. This paper presents a novel numerical method to accurately calculate the dredg- ing volume using a 3D stratum model (DSM) and a channel surface model. First, the 3D DSM is constructed rapidly yet accurately from non-uniform rational B-splines (NURBS) surfaces through Boolean operation between a physical terrain model and a stratum surfaces model. Then, a parametric channel surface model is built from cross-section data and a channel center line using code implemented in the VC++ programming language. Finally, the volumes of different types of physical stratums can be calculated automatically and hierarchically to determine the dredging volume. Practical application shows that the DSM method is more precise and faster compared to the section method, and that the implementation of the developed software provides an interactive graphical user interface and visual presentation.

A model to determining the remaining useful life of rotating equipment,based on a new approach to determining state of degradation

Condition assessment is one of the most significant techniques of the equipment’s health management.Also,in PHM methodology cycle,which is a developed form of CBM,condition assessment is the most important step of this cycle.In this paper,the remaining useful life of the equipment is calculated using the combination of sensor information,determination of degradation state and forecasting the proposed health index.The combination of sensor information has been carried out using a new approach to determining the probabilities in the Dempster-Shafer combination rules and fuzzy c-means clustering method.Using the simulation and forecasting of extracted vibration-based health index by autoregressive Markov regime switching(ARMRS)method,final health state is determined and the remaining useful life(RUL)is estimated.In order to evaluate the model,sensor data provided by FEMTO-ST Institute have been used.

Phase Diagram of Transverse Spin-2 Ising Model with Longitudinal Crystal Field

The transverse spin-2 Ising ferromagnetic model with a longitudinal crystal field is studied within themean-field theory.The phase diagrams and magnetization curves are obtained by diagonalizing the Hamiltonian H_i ofthe Ising system numerically,and the first order-order phase transitions,the first order-disorder phase transitions,andthe second-order phase transitions are discussed in details.Reentrant phenomena occur when the value of the transversefield is not zero and the reentrant diagram is given.

ASSET-LIABILITY MANAGEMENT UNDER BENCHMARK AND MEAN-VARIANCE CRITERIA IN A JUMP DIFFUSION MARKET

This paper investigates continuous-time asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Specifically, the authors consider one risk-free asset, one risky asset and one liability, where the risky asset＇s price is governed by an exponential Levy process, the liability evolves according to a Levy process, and there exists a correlation between the risky asset and the liability. Two models are established. One is the benchmark model and the other is the mean-variance model. The benchmark model is solved by employing the stochastic dynamic programming and its results are extended to the mean-variance model by adopting the duality theory. Closed-form solutions of the two models are derived.

A Remark on Chen’s Theorem (Ⅱ)

Let p denote a prime and P2 denote an almost prime with at most two prime factors. The author proves that for sufficiently large x,∑p≤x p＋2=P2 1〉1.13Cx/log^2x,where the constant 1.13 constitutes an improvement of the previous result 1.104 due to J. Wu.

A Geometric Problem and the Hopf Lemma. II

A classical result of A. D. Alexandrov states that a connected compact smooth n-dimensional manifold without boundary, embedded in R^n＋1, and such that its mean curvature is constant, is a sphere. Here we study the problem of symmetry of M in a hyperplane Xn＋1 =constant in case M satisfies： for any two points （X^1, ^↑Xn＋1）, （X^1, Xn＋1） on M, with Xn＋1 〉^↑Xn＋1, the mean curvature at the first is not greater than that at the second. Symmetry need not always hold, but in this paper, we establish it under some additional conditions. Some variations of the Hopf Lemma are also presented. Several open problems are described. Part I dealt with corresponding one dimensional problems.

A priori estimates and blow-up behavior for solutions of-QNu- Veu in bounded domain in R^N

Let Q_N be an N-anisotropic Laplacian operator, which contains the ordinary Laplacian operator,N-Laplacian operator and the anisotropic Laplacian operator. We firstly obtain the properties of Q_N, which contain the weak maximal principle, the comparison principle and the mean value property. Then a priori estimates and blow-up analysis for solutions of-Q_(N^u) = Ve^u in bounded domain in R^N, N≥2 are established.Finally, the blow-up behavior of the only singular point is also considered.

THE GOLDBACH-VINOGRDOV THEOREM WITH THREE PRIMES IN A THIN SUBSET

It is proved constructively that there exists a thin subset S of primes, satisfying for some absolute constant c＞0, such that every sufficiently large odd integer N can beLet r be prime, and hi positive integers with (bj, r) = 1,j = 1, 2, 3. It is also proved that, for almost all prime moduli r＜ log- N, every sufficiently large odd integer N = b1 + b2 +ba(modr) can be represented as where c ＞ 0 is an absolute constant.

Regional Soil Mapping Using Multi-Grade Representative Sampling and a Fuzzy Membership-Based Mapping Approach

High-resolution and detailed regional soil spatial distribution information is increasingly needed for ecological modeling and land resource management. For areas with no point data, regional soil mapping includes two steps： soil sampling and soil mapping. Because sampling over a large area is costly, efficient sampling strategies are required. A multi-grade representative sampling strategy, which designs a small number of representative samples with different representative grades to depict soil spatial variations at different scales, could be a potentially efficient sampling strategy for regional soil mapping. Additionally, a suitable soil mapping approach is needed to map regional soil variations based on a small number of samples. In this study, the multi-grade representative sampling strategy was applied and a fuzzy membership-weighted soil mapping approach was developed to map soil sand percentage and soil organic carbon （SOC） at 0-20 and 20-40 cm depths in a study area of 5 900 km2 in Anhui Province of China. First, geographical sub-areas were delineated using a parent lithology data layer. Next, fuzzy c-means clustering was applied to two climate and four terrain variables in each stratum. The clustering results （environmental cluster chains） were used to locate representative samples. Evaluations based on an independent validation sample set showed that the addition of samples with lower representativeness generally led to a decrease of root mean square error （RMSE）. The declining rates of RMSE with the addition of samples slowed down for 20-40 cm depth, but fluctuated for 0-20 cm depth. The predicted SOC maps based on the representative samples exhibited higher accuracy, especially for soil depth 20-40 cm, as compared to those based on legacy soil data. Multi-grade representative sampling could be an effective sampling strategy at a regional scale. This sampling strategy, combined with the fuzzy membership-based mapping approach, could be an optional effective framework for regional soil property mapping. A more detailed and accurate soft parent material map and the addition of environmental variables representing human activities would improve mapping accuracy.

Construction of Coarse-Grained Models by Reproducing Equilibrium Probability Density Function

The present work proposes a novel methodology for constructing coarse-grained （CG） models, which aims at minimizing the difference between CG model and the corresponding original system. The difference is defined as a functional of their equilibrium conformationaJ probability densities, then is estimated from equilibrium averages of many independent physical quantities denoted as basis functions. An orthonormalization strategy is adopted to get the independent basis functions from su^ciently preselected interesting physical quantities of the system. Thus the current method is named as probability density matching coarse-graining （PMCG） scheme, which effectively takes into account the overall cha,~acteristics of the original systems to construct CG model, and it is a rtatural improvement of the usual CG scheme wherein some physical quantities are intuitively chosen without considering their correlations. We verify the general PMCG framework in constructing a one-site CG water model from TIP3P model. Both structure of liquids and pressure of the TIP3P water system are found to be well reproduced at the same time in the constructed CG model.

Contribution to sample failure probability plot and its solution by Kriging method

To analyze the effect of the region of the model inputs on the model output,a novel concept about contribution to the sample failure probability plot(CSFP) is proposed based on the contribution to the sample mean plot(CSM) and the contribution to the sample variance plot(CSV).The CSFP can be used to analyze the effect of the region of the model inputs on the failure probability.After the definition of CSFP,its property and the differences between CSFP and CSV/CSM are discussed.The proposed CSFP can not only provide the information about which input affects the failure probability mostly,but also identify the contribution of the regions of the input to the failure probability mostly.By employing the Kriging model method on optimized sample points,a solution for CSFP is obtained.The computational cost for solving CSFP is greatly decreased because of the efficiency of Kriging surrogate model.Some examples are used to illustrate the validity of the proposed CSFP and the applicability and feasibility of the Kriging surrogate method based solution for CSFP.

Robust low-rank data matrix approximations

We review some recent approaches to robust approximations of low-rank data matrices.We consider the problem of estimating a low-rank mean matrix when the data matrix is subject to measurement errors as well as gross outliers in some of its entries.The purpose of the paper is to make various algorithms accessible with an understanding of their abilities and limitations to perform robust low-rank matrix approximations in both low and high dimensional problems.

On Stabilization of It Stochastic Time-Varying Systems

The stabilization with receding horizon control （RHC） of It5 stochastic time-varying systems is studied in this paper. Based on monotonically non-increasing of optimal cost and stochastic Lyapunov stability theory, a necessary and sufficient stabilization condition on the terminal weighting matrix is proposed, which guarantees the mean-square stability of the closed-loop system. The explicit receding horizon controller is obtained by employing stochastic maximum principle. Simulations demonstrate the effectiveness of the proposed method.

Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints

In this paper,we consider an optimal control problem with state constraints,where the control system is described by a mean-field forward-backward stochastic differential equation(MFFBSDE,for short)and the admissible control is mean-field type.Making full use of the backward stochastic differential equation theory,we transform the original control system into an equivalent backward form,i.e.,the equations in the control system are all backward.In addition,Ekeland's variational principle helps us deal with the state constraints so that we get a stochastic maximum principle which characterizes the necessary condition of the optimal control.We also study a stochastic linear quadratic control problem with state constraints.