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2-D奇异系统Roesser模型的鲁棒H_∞控制 被引量:1
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作者 徐慧玲 盛梅 +1 位作者 邹云 郭雷 《控制理论与应用》 EI CAS CSCD 北大核心 2006年第5期703-705,共3页
考虑具有参数不确定性的2-D奇异系统Roesser模型(简称2-D SRM)鲁棒H∞控制问题.在给出界实引理的另一等价形式的基础上,通过求解矩阵不等式,给出了不确定2-D奇异系统鲁棒H∞控制问题可解的充分条件及静态状态反馈控制律设计的代数表达... 考虑具有参数不确定性的2-D奇异系统Roesser模型(简称2-D SRM)鲁棒H∞控制问题.在给出界实引理的另一等价形式的基础上,通过求解矩阵不等式,给出了不确定2-D奇异系统鲁棒H∞控制问题可解的充分条件及静态状态反馈控制律设计的代数表达式.最后通过一个仿真算例验证了方法的有效性. 展开更多
关键词 2-D奇异系统 跳跃模 鲁棒H∞控制 矩阵不等式
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不确定2-D奇异系统Roesser模型鲁棒能稳的矩阵不等式方法 被引量:1
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作者 徐慧玲 邹云 《控制与决策》 EI CSCD 北大核心 2004年第11期1318-1320,共3页
考虑具有参数不确定性的2-D奇异系统Roesser模型(简称2-DSRM)鲁棒能稳问题.通过静态状态反馈控制律,使得对所有容许的不确定参数,闭环系统容许、稳定、无跳跃模.通过求解矩阵不等式,给出了不确定2-D奇异系统鲁棒能稳问题可解的充分条件... 考虑具有参数不确定性的2-D奇异系统Roesser模型(简称2-DSRM)鲁棒能稳问题.通过静态状态反馈控制律,使得对所有容许的不确定参数,闭环系统容许、稳定、无跳跃模.通过求解矩阵不等式,给出了不确定2-D奇异系统鲁棒能稳问题可解的充分条件及静态状态反馈控制律设计的代数表达式.最后通过算例验证了方法的有效性. 展开更多
关键词 2-D奇异系统 跳跃模 鲁棒能稳 矩阵不等式
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一类2-D奇异系统的鲁棒稳定性分析
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作者 蔡希彪 杨艳 +2 位作者 赵悦 唐毅谦 石琳 《现代电子技术》 2007年第6期86-88,91,共4页
针对一类不确定2-D奇异系统第二类Fornasini-Marchesini(SFM-Ⅱ)模型,在闭环系统边界相容,且无跳跃模的条件下,基于Lyapunov稳定性分析方法,利用线性矩阵不等式(LMI)得到具有不确定参数的二维SFM-Ⅱ系统鲁棒稳定性充分条件,并给出了不... 针对一类不确定2-D奇异系统第二类Fornasini-Marchesini(SFM-Ⅱ)模型,在闭环系统边界相容,且无跳跃模的条件下,基于Lyapunov稳定性分析方法,利用线性矩阵不等式(LMI)得到具有不确定参数的二维SFM-Ⅱ系统鲁棒稳定性充分条件,并给出了不确定系统的静态状态反馈控制律,为2-D奇异系统的分析与设计提供了一条有效途径。 展开更多
关键词 2-D奇异系统 跳跃模 线性矩阵不等式 鲁棒稳定性
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2-D奇异系统的鲁棒稳定性分析
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作者 徐慧玲 《常州信息职业技术学院学报》 2004年第3期15-16,共2页
考虑具有结构不确定性的 2 D奇异系统Roesser模型 (简称 2 DSRM)鲁棒稳定性问题 ,提出了一种新的鲁棒稳定性分析方法 ,得到了 2 D奇异系统在结构摄动下仍保持容许、稳定、无跳跃模的充分条件。
关键词 2-D奇异系统 跳跃模 矩阵不等式 鲁棒稳定性
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Limit Properties of One Dimensional Periodic Hopping Model 被引量:1
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作者 张云新 《Chinese Journal of Chemical Physics》 SCIE CAS CSCD 2010年第1期65-68,I0001,I0002,共6页
One dimensional periodic hopping model is useful to understand the motion of microscopic particles in thermal noise environment. In this research, by formal calculation and based on detailed balance, the explicit expr... One dimensional periodic hopping model is useful to understand the motion of microscopic particles in thermal noise environment. In this research, by formal calculation and based on detailed balance, the explicit expressions of the limits of mean velocity and diffusion constant of this model as the number of internal mechanochemical sates tend to infinity are obtained.These results will be helpful to understand the limit of the one dimensional hopping model.At the same time, the work can be used to get more useful results in continuous form from the corresponding ones obtained by discrete models. 展开更多
关键词 Diffusion constant Mean velocity Hopping model
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Charge transport in conducting polyaniline co-doped with sulfosalicylic acid and dodecylbenzoyl sulfonic acid
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作者 马利 《Journal of Chongqing University》 CAS 2009年第3期170-174,共5页
We prepared conducting polyaniline (PAn) co-doped with sulfosalicylic acid (SSA) and dodecylbenzoyl sultonic acid (DBSA) in micro-emulsive polymerization, and studied its charge transport behaviors based on the ... We prepared conducting polyaniline (PAn) co-doped with sulfosalicylic acid (SSA) and dodecylbenzoyl sultonic acid (DBSA) in micro-emulsive polymerization, and studied its charge transport behaviors based on the measurement of its electrical conductivity in the temperature range between 203 K and 298 K. The conductivity was found to increase with temperature, similar to the case in semiconductors. Analyzing the experimental data with three models, namely the charge-energy-limitedtunneling model, Kivelson model and the three-dimensional variable range hopping (3D-VRH) model demonstrated that these models all describe well the charge transport behaviors of PAn co-doped with SSA and DBSA within the mentioned temperature range. From calculation with the 3D-VRH model, the hopping distance of the conducting PAn is obviously larger than its localization length. The PAn doped with SSA and DBSA enjoys desirable crystallinity due to the co-doping of two functional sulfonic acids. The macroscopic conductivity may correspond to three-dimensional transport in the network of the bundles, and the metallic islands may be attributed to quasi-one-dimensional bundles. 展开更多
关键词 conducting polymer conductive materials DOPING POLYANILINE charge transport variable range hopping
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On Superconductivity State in Pure Graphene
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作者 Hamze Mousavi 《Communications in Theoretical Physics》 SCIE CAS CSCD 2010年第10期753-755,共3页
We study theoretically the possibility of superconductivity state in pure graphene within the extended attractive Hubbard model. In the absence of disorder, when we use the local attractive interaction potential, U ≌... We study theoretically the possibility of superconductivity state in pure graphene within the extended attractive Hubbard model. In the absence of disorder, when we use the local attractive interaction potential, U ≌ 5t, where t is hopping term, pure graphene can be in superconductivity state. 展开更多
关键词 GRAPHENE SUPERCONDUCTIVITY Green's function Hubbard model
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Reweighted Nadaraya-Watson estimation of jump-diffusion models 被引量:4
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作者 HANIF Muhammad WANG HanChao LIN ZhengYan 《Science China Mathematics》 SCIE 2012年第5期1005-1016,共12页
In this paper,we study the nonparametric estimation of the second infinitesimal moment by using the reweighted Nadaraya-Watson (RNW) approach of the underlying jump diffusion model.We establish strong consistency and ... In this paper,we study the nonparametric estimation of the second infinitesimal moment by using the reweighted Nadaraya-Watson (RNW) approach of the underlying jump diffusion model.We establish strong consistency and asymptotic normality for the estimate of the second infinitesimal moment of continuous time models using the reweighted Nadaraya-Watson estimator to the true function. 展开更多
关键词 continuous time model Harris recurrence jump-diffusion model local time nonparametric estimation RNW estimator
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Electronic Casimir–Polder Force in a One-dimensional Tight-Binding Nanowire at Finite Temperature
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作者 杨慧 杨立平 郑泰玉 《Communications in Theoretical Physics》 SCIE CAS CSCD 2016年第11期541-546,共6页
We study the effect of two non-interacting impurity atoms near by a one-dimensional nanowire, which is modeled as a tight-binding hopping model. The virtual single-electron hopping between two impurities will induce a... We study the effect of two non-interacting impurity atoms near by a one-dimensional nanowire, which is modeled as a tight-binding hopping model. The virtual single-electron hopping between two impurities will induce an additional energy depending on the distance of two impurities, which gives a electronic Casimir–Polder effect. We find that the Casimir–Polder force between the two impurities decreases with the impurity-impurity distance exponentially.And the effects of nanowire and finite temperature on the Casimir–Polder force are also discussed in detail, respectively. 展开更多
关键词 electronic Casimir-Polder force tight-binding nanowire finite temperature
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DYNAMIC PORTFOLIO CHOICE UNDER THE TIME-VARYING,JUMPS,AND KNIGHT UNCERTAINTY OF ASSET RETURN PROCESS 被引量:4
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作者 Chaolin HE Weidong MENG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第5期896-908,共13页
By introducing a stochastic element to the double-jump diffusion framework to measure the Knight uncertainty of asset return process, this paper builds the model of dynamic portfolio choice, which maximizes the expect... By introducing a stochastic element to the double-jump diffusion framework to measure the Knight uncertainty of asset return process, this paper builds the model of dynamic portfolio choice, which maximizes the expected utility of terminal portfolio wealth. Through specifying the state function of uncertainty-aversion, it utilizes the max-min method to derive the analytical solution of the model to study the effect of the time-varying, jumps, and Knight uncertainty of asset return process on dynamic portfolio choice and their interactions. Results of comparative analysis show: The time-varying results in positive or negative intertemporal hedging demand of portfolio, which depends on the coefficient of investor's risk aversion and the correlation coefficient between return shift and volatility shift; the jumps in asset return overall reduce investor's demand for the risky asset, which can be enhanced or weakened by the jumps in volatility; due to the existing of the Knight uncertainty, the investor avoids taking large position on risky asset, and the resulting is the improving of portfolio's steady and immunity. At last, an empirical study is done based on the samples of Shanghai Exchange Composite Index monthly return data from January 1997 to December 2009, which not only tests the theoretical analysis but also demonstrates that the proposed method in the paper is useful from the aspect of portfotio's equivalent utility. 展开更多
关键词 Conditional characteristic function dynamic portfolio JUMPS Knight uncertainty spec-tral generalized method of moments time-varying.
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Option Pricing for Coffee Price Using Jump Diffusion Models
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作者 Tesfahun BERHANE Molalign ADAM +1 位作者 Guriju AWGICHEW Eshetu HAILE 《Journal of Resources and Ecology》 CSCD 2020年第1期111-120,共10页
In this study,we aim at developing a model for option pricing to reduce the risks associated with Ethiopian coffee price fluctuations.We used daily closed Washed Sidama class A Grade3(WSDA3)coffee price recorded in th... In this study,we aim at developing a model for option pricing to reduce the risks associated with Ethiopian coffee price fluctuations.We used daily closed Washed Sidama class A Grade3(WSDA3)coffee price recorded in the period 31 May 2011 to 30 March 2018 obtained from Ethiopia commodity exchange(ECX)market to analyse the price fluctuation.The nature of log-returns of the price is asymmetric(negatively skewed)and exhibits high kurtosis.We used jump diffusion models for modeling and option pricing the coffee price.The method of maximum likelihood is applied to estimate the parameters of the models.We used the root mean square error(RMSE)to test the validation of the models.The values of RMSE for Merton’s and double exponential jump diffusion models are 0.1093 and 0.0783,respectively.These results indicate that the models fit the data very well.We used analytical and Monte Carlo technique to find the call option pricing of WSDA3 price.Based on the empirical results,we concluded that double exponential jump diffusion model is more efficient than Merton’s model for modeling and option pricing of this coffee price. 展开更多
关键词 jump diffusion model option pricing asymmetric leptokurtic feature risk-neutral measure WSDA3 coffee price
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An effective description of a periodic one-dimensional hopping model
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作者 ZHANG YunXin 《Science China(Physics,Mechanics & Astronomy)》 SCIE EI CAS 2011年第3期401-405,共5页
The periodic one-dimensional hopping model is useful for studying the motion of microscopic particles in the thermal noise environment. Based on the explicit formulations of mean velocity, mean first passage time and ... The periodic one-dimensional hopping model is useful for studying the motion of microscopic particles in the thermal noise environment. Based on the explicit formulations of mean velocity, mean first passage time and effective diffusion constant, a general N internal states or even infinite internal states model can be approximated by a one state model that retains the basic properties of the original process. This effective description aids the analysis of biochemical and biophysical problems. This effective description also implies that, to some extent, many processes can be well described by simple two-state models, or even one-state models. 展开更多
关键词 hopping model mean velocity mean first passage time effective diffusion constant
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Quantum Trajectory Approach to Molecular Dynamics Simulation with Surface Hopping 被引量:1
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作者 冯伟 徐露婷 +1 位作者 李新奇 方维海 《Communications in Theoretical Physics》 SCIE CAS CSCD 2013年第9期303-307,共5页
In this work we propose a quantum trajectory approach to the powerful molecular dynamics simulation with surface hopping, from an insight that an effective "observation" is actually implied in the simulation through... In this work we propose a quantum trajectory approach to the powerful molecular dynamics simulation with surface hopping, from an insight that an effective "observation" is actually implied in the simulation through tracking the forces experienced, just like checking the meter's result in quantum measurement process. This treatment can build the nonadiabatic surface hopping on a physical foundation, instead of the usual fictitious and conceptually inconsistent hopping algorithms. The effects and advantages of the proposed scheme are preliminarily illustrated by a two-surface model system. 展开更多
关键词 molecular dynamics surface hopping quantum trajectory
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