In this paper,the structure of systematic and random errors in marine survey net are discussed in detail and the adjustment method for observations of marine survey net is studied,in which the rank_defect characterist...In this paper,the structure of systematic and random errors in marine survey net are discussed in detail and the adjustment method for observations of marine survey net is studied,in which the rank_defect characteristic is discovered first up to now.On the basis of the survey_line systematic error model,the formulae of the rank_defect adjustment model are deduced according to modern adjustment theory.An example of calculations with really observed data is carried out to demonstrate the efficiency of this adjustment model.Moreover,it is proved that the semi_systematic error correction method used at present in marine gravimetry in China is a special case of the adjustment model presented in this paper.展开更多
This paper presents a new method based on a second-order stochastic model for computer intrusion detection.The results show that the performance of the second-order stochastic model is better than that of a first-orde...This paper presents a new method based on a second-order stochastic model for computer intrusion detection.The results show that the performance of the second-order stochastic model is better than that of a first-order stochastic model.In this study,different window sizes are also used to test the performance of the model.The detection results show that the second-order stochastic model is not so sensitive to the window size,comparing with the first-order stochastic model and other previous researches.The detection result of window sizes 6 and 10 is the same.展开更多
The longitudinal-random-fieM mixed Ising model consisting of arbitrary spin values has been studied by the use of an effective field theory with correlations (EFT). The phase diagrams of systems with mixed spins: ...The longitudinal-random-fieM mixed Ising model consisting of arbitrary spin values has been studied by the use of an effective field theory with correlations (EFT). The phase diagrams of systems with mixed spins: σ = 1/2, S = 1; σ = 1/2, S = 3/2 are plotted. Not only the discontinuity at T = 0 K, is found when both longitudinal fields are trimodal distributed, but also the trieritical behavior is observed in these phase diagrams between the bimodal and trimodal distributions of longitudinal fields, which is different from the single-spin one. The appearance of tricritical point is independent of the coordination number and spin values.展开更多
A novel approach was proposed to allocate spinning reserve for dynamic economic dispatch.The proposed approach set up a two-stage stochastic programming model to allocate reserve.The model was solved using a decompose...A novel approach was proposed to allocate spinning reserve for dynamic economic dispatch.The proposed approach set up a two-stage stochastic programming model to allocate reserve.The model was solved using a decomposed algorithm based on Benders' decomposition.The model and the algorithm were applied to a simple 3-node system and an actual 445-node system for verification,respectively.Test results show that the model can save 84.5 US $ cost for the testing three-node system,and the algorithm can solve the model for 445-node system within 5 min.The test results also illustrate that the proposed approach is efficient and suitable for large system calculation.展开更多
This paper describes relatively simple stochastic model of the total ground irradiance of horizontal surface. For this purpose clearness index is modeled as a stochastic signal. The parameters of clearness index stoch...This paper describes relatively simple stochastic model of the total ground irradiance of horizontal surface. For this purpose clearness index is modeled as a stochastic signal. The parameters of clearness index stochastic signal are chosen to fit values of daily mean insolation for each month for the location of Zagreb, Croatia. Complete model has been done in MATLAB. This model can be used for Monte Carlo simulations of technical solar systems such as photovoltaic systems or solar thermal energy systems.展开更多
This paper investigates the problem of robust L1 model reduction for continuous-time uncertain stochastic time-delay systems. For a given mean-square stable system, our purpose is to construct reduced-order systems, s...This paper investigates the problem of robust L1 model reduction for continuous-time uncertain stochastic time-delay systems. For a given mean-square stable system, our purpose is to construct reduced-order systems, such that the error system between these two models is mean-square asymptotically stable and has a guaranteed L1 (also called peak-to-peak) performance. The peak-to-peak gain criterion is first established for stochastic time-delay systems, and the corresponding model reduction problem is solved by using projection lemma. Sufficient conditions are obtained for the existence of admissible reduced-order models in terms of linear matrix inequalities (LMIs) plus matrix inverse constraints. Since these obtained conditions are not expressed as strict LMIs, the cone complementarity linearization (CCL) method is exploited to cast them into nonlinear minimization problems subject to LMI constraints, which can be readily solved by standard numerical software. In addition, the development of reduced-order models with special structures, such as the delay-free model, is also presented. The efficiency of the proposed methods is demonstrated via a numerical example.展开更多
This paper studies a maintenance model for an one-unit degenerative system with multiple failure states based on the proportional hazards and proportional reversed hazards models. The authors investigate how the varia...This paper studies a maintenance model for an one-unit degenerative system with multiple failure states based on the proportional hazards and proportional reversed hazards models. The authors investigate how the variation of system configuration parameters have an impact on both operating and repair times and hence the system performance. Furthermore, the authors also derive the explicit expression for the long-run average cost per unit time. An algorithm to locate the optimal number of repairs in a renewal cycle is discussed as well.展开更多
A new point of view of robust statistics based on a geometrical approach is tackled in this paper. Estimation procedures are carried out from a new robust cost function based on a chaining of elementary convex norms. ...A new point of view of robust statistics based on a geometrical approach is tackled in this paper. Estimation procedures are carried out from a new robust cost function based on a chaining of elementary convex norms. This chain is randomly articulated in order to treat more efficiently natural outliers in data-set. Estimated parameters are considered as random fields and each of them, named articulated estimator random field (AERF) is a manifold or stratum of a stratified space with Riemannian geometry properties, From a high level excursion set, a probability distribution model Mata is presented and a system model validation geometric criterion (SYMOVAGEC) for system model structures Msys based on Rieeian scalar curvatures is proposed. Numerical results are drawn in a context of system identification.展开更多
This paper provides a mathematically rigorous foundation for self-consistent mean field theory of the polymeric physics. We study a new model for dynamics of mono-polymer systems. Every polymer is regarded as a string...This paper provides a mathematically rigorous foundation for self-consistent mean field theory of the polymeric physics. We study a new model for dynamics of mono-polymer systems. Every polymer is regarded as a string of points which are moving randomly as Brownian motions and under elastic forces. Every two points on the same string or on two different strings also interact under a pairwise potential V. The dynamics of the system is described by a system of N coupled stochastic partial differential equations (SPDEs). We show that the mean field limit as N -+ c~ of the system is a self-consistent McKean-Vlasov type equation, under suitable assumptions on the initial and boundary conditions and regularity of V. We also prove that both the SPDE system of the polymers and the mean field limit equation are well-posed.展开更多
We investigate the identification problems of a class of linear stochastic time-delay systems with unknown delayed states in this study. A time-delay system is expressed as a delay differential equation with a single ...We investigate the identification problems of a class of linear stochastic time-delay systems with unknown delayed states in this study. A time-delay system is expressed as a delay differential equation with a single delay in the state vector. We first derive an equivalent linear time-invariant(LTI) system for the time-delay system using a state augmentation technique. Then a conventional subspace identification method is used to estimate augmented system matrices and Kalman state sequences up to a similarity transformation. To obtain a state-space model for the time-delay system, an alternate convex search(ACS) algorithm is presented to find a similarity transformation that takes the identified augmented system back to a form so that the time-delay system can be recovered. Finally, we reconstruct the Kalman state sequences based on the similarity transformation. The time-delay system matrices under the same state-space basis can be recovered from the Kalman state sequences and input-output data by solving two least squares problems. Numerical examples are to show the effectiveness of the proposed method.展开更多
文摘In this paper,the structure of systematic and random errors in marine survey net are discussed in detail and the adjustment method for observations of marine survey net is studied,in which the rank_defect characteristic is discovered first up to now.On the basis of the survey_line systematic error model,the formulae of the rank_defect adjustment model are deduced according to modern adjustment theory.An example of calculations with really observed data is carried out to demonstrate the efficiency of this adjustment model.Moreover,it is proved that the semi_systematic error correction method used at present in marine gravimetry in China is a special case of the adjustment model presented in this paper.
基金Supported by the National Natural Science Foundation of China (No.60473030).
文摘This paper presents a new method based on a second-order stochastic model for computer intrusion detection.The results show that the performance of the second-order stochastic model is better than that of a first-order stochastic model.In this study,different window sizes are also used to test the performance of the model.The detection results show that the second-order stochastic model is not so sensitive to the window size,comparing with the first-order stochastic model and other previous researches.The detection result of window sizes 6 and 10 is the same.
基金Supported by the Research Fund of Education Department under Grant No. 2009A305Science and Technology Department under Grant No. 20061023 in Liaoning Province of China+2 种基金National Natural Science Foundation of China under Grant No. 10874062National 211 Development Fund for Key Engineering Program of Liaoning UniversityYouth Foundation of Liaoning University under Grant No. 2007LDQN03
文摘The longitudinal-random-fieM mixed Ising model consisting of arbitrary spin values has been studied by the use of an effective field theory with correlations (EFT). The phase diagrams of systems with mixed spins: σ = 1/2, S = 1; σ = 1/2, S = 3/2 are plotted. Not only the discontinuity at T = 0 K, is found when both longitudinal fields are trimodal distributed, but also the trieritical behavior is observed in these phase diagrams between the bimodal and trimodal distributions of longitudinal fields, which is different from the single-spin one. The appearance of tricritical point is independent of the coordination number and spin values.
基金Projects(51007047,51077087)supported by the National Natural Science Foundation of ChinaProject(2013CB228205)supported by the National Key Basic Research Program of China+1 种基金Project(20100131120039)supported by Higher Learning Doctor Discipline End Scientific Research Fund of the Ministry of Education Institution,ChinaProject(ZR2010EQ035)supported by the Natural Science Foundation of Shandong Province,China
文摘A novel approach was proposed to allocate spinning reserve for dynamic economic dispatch.The proposed approach set up a two-stage stochastic programming model to allocate reserve.The model was solved using a decomposed algorithm based on Benders' decomposition.The model and the algorithm were applied to a simple 3-node system and an actual 445-node system for verification,respectively.Test results show that the model can save 84.5 US $ cost for the testing three-node system,and the algorithm can solve the model for 445-node system within 5 min.The test results also illustrate that the proposed approach is efficient and suitable for large system calculation.
文摘This paper describes relatively simple stochastic model of the total ground irradiance of horizontal surface. For this purpose clearness index is modeled as a stochastic signal. The parameters of clearness index stochastic signal are chosen to fit values of daily mean insolation for each month for the location of Zagreb, Croatia. Complete model has been done in MATLAB. This model can be used for Monte Carlo simulations of technical solar systems such as photovoltaic systems or solar thermal energy systems.
基金Sponsored by the Scientific and Technical Research Project Foundation of Education Department of Heilongjiang Province(Grant No. 10551013).
文摘This paper investigates the problem of robust L1 model reduction for continuous-time uncertain stochastic time-delay systems. For a given mean-square stable system, our purpose is to construct reduced-order systems, such that the error system between these two models is mean-square asymptotically stable and has a guaranteed L1 (also called peak-to-peak) performance. The peak-to-peak gain criterion is first established for stochastic time-delay systems, and the corresponding model reduction problem is solved by using projection lemma. Sufficient conditions are obtained for the existence of admissible reduced-order models in terms of linear matrix inequalities (LMIs) plus matrix inverse constraints. Since these obtained conditions are not expressed as strict LMIs, the cone complementarity linearization (CCL) method is exploited to cast them into nonlinear minimization problems subject to LMI constraints, which can be readily solved by standard numerical software. In addition, the development of reduced-order models with special structures, such as the delay-free model, is also presented. The efficiency of the proposed methods is demonstrated via a numerical example.
基金supported by the National Natural Science Foundation of China under Grant No.11422109
文摘This paper studies a maintenance model for an one-unit degenerative system with multiple failure states based on the proportional hazards and proportional reversed hazards models. The authors investigate how the variation of system configuration parameters have an impact on both operating and repair times and hence the system performance. Furthermore, the authors also derive the explicit expression for the long-run average cost per unit time. An algorithm to locate the optimal number of repairs in a renewal cycle is discussed as well.
文摘A new point of view of robust statistics based on a geometrical approach is tackled in this paper. Estimation procedures are carried out from a new robust cost function based on a chaining of elementary convex norms. This chain is randomly articulated in order to treat more efficiently natural outliers in data-set. Estimated parameters are considered as random fields and each of them, named articulated estimator random field (AERF) is a manifold or stratum of a stratified space with Riemannian geometry properties, From a high level excursion set, a probability distribution model Mata is presented and a system model validation geometric criterion (SYMOVAGEC) for system model structures Msys based on Rieeian scalar curvatures is proposed. Numerical results are drawn in a context of system identification.
基金supported by National Natural Science Foundation of China(Grant No.91130005)the US Army Research Office(Grant No.W911NF-11-1-0101)
文摘This paper provides a mathematically rigorous foundation for self-consistent mean field theory of the polymeric physics. We study a new model for dynamics of mono-polymer systems. Every polymer is regarded as a string of points which are moving randomly as Brownian motions and under elastic forces. Every two points on the same string or on two different strings also interact under a pairwise potential V. The dynamics of the system is described by a system of N coupled stochastic partial differential equations (SPDEs). We show that the mean field limit as N -+ c~ of the system is a self-consistent McKean-Vlasov type equation, under suitable assumptions on the initial and boundary conditions and regularity of V. We also prove that both the SPDE system of the polymers and the mean field limit equation are well-posed.
文摘We investigate the identification problems of a class of linear stochastic time-delay systems with unknown delayed states in this study. A time-delay system is expressed as a delay differential equation with a single delay in the state vector. We first derive an equivalent linear time-invariant(LTI) system for the time-delay system using a state augmentation technique. Then a conventional subspace identification method is used to estimate augmented system matrices and Kalman state sequences up to a similarity transformation. To obtain a state-space model for the time-delay system, an alternate convex search(ACS) algorithm is presented to find a similarity transformation that takes the identified augmented system back to a form so that the time-delay system can be recovered. Finally, we reconstruct the Kalman state sequences based on the similarity transformation. The time-delay system matrices under the same state-space basis can be recovered from the Kalman state sequences and input-output data by solving two least squares problems. Numerical examples are to show the effectiveness of the proposed method.