Assume that L is a non-negative self-adjoint operator on L^(2)(ℝ^(n))with its heat kernels satisfying the so-called Gaussian upper bound estimate and that X is a ball quasi-Banach function space onℝ^(n) satisfying som...Assume that L is a non-negative self-adjoint operator on L^(2)(ℝ^(n))with its heat kernels satisfying the so-called Gaussian upper bound estimate and that X is a ball quasi-Banach function space onℝ^(n) satisfying some mild assumptions.Let HX,L(ℝ^(n))be the Hardy space associated with both X and L,which is defined by the Lusin area function related to the semigroup generated by L.In this article,the authors establish various maximal function characterizations of the Hardy space HX,L(ℝ^(n))and then apply these characterizations to obtain the solvability of the related Cauchy problem.These results have a wide range of generality and,in particular,the specific spaces X to which these results can be applied include the weighted space,the variable space,the mixed-norm space,the Orlicz space,the Orlicz-slice space,and the Morrey space.Moreover,the obtained maximal function characterizations of the mixed-norm Hardy space,the Orlicz-slice Hardy space,and the Morrey-Hardy space associated with L are completely new.展开更多
Quantum phase estimation based on Gaussian states plays a crucial role in many application fields.In this paper,we study the precision bound for the scheme using two-mode squeezed Gaussian states.The quantum Fisher in...Quantum phase estimation based on Gaussian states plays a crucial role in many application fields.In this paper,we study the precision bound for the scheme using two-mode squeezed Gaussian states.The quantum Fisher information is calculated and its maximization is used to determine the optimal parameters.We find that two single-mode squeezed vacuum states are the optimal Gaussian inputs for a fixed two-mode squeezing process.The corresponding precision bound is sub-Heisenberg-limited and scales as N^(-1)/2.For practical purposes,we consider the effects originating from photon loss.The precision bound can still outperform the shot-noise limit when the lossy rate is below 0.4.Our work may demonstrate a significant and promising step towards practical quantum metrology.展开更多
A new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density (GSPHD) filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of ...A new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density (GSPHD) filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of the states is Gaussian or can be identified as a Gaussian sum, the analytical results of the algorithm show that the posterior intensity at any subsequent time step remains a Gaussian sum under the assumption that the state noise, the measurement noise, target spawn intensity, new target birth intensity, target survival probability, and detection probability are all Gaussian sums. The analysis also shows that the existing Gaussian mixture probability hypothesis density (GMPHD) filter, which is unsuitable for handling the non-Gaussian noise cases, is no more than a special case of the proposed algorithm, which fills the shortage of incapability of treating non-Gaussian noise. The multi-target tracking simulation results verify the effectiveness of the proposed GSPHD.展开更多
To discuss further the dependence of stochastic resonance on signals, nonlinear systems and noise, especially on noise, the binary input signal buried in Gaussian mixture noise through a nonlinear threshold array is s...To discuss further the dependence of stochastic resonance on signals, nonlinear systems and noise, especially on noise, the binary input signal buried in Gaussian mixture noise through a nonlinear threshold array is studied based on mutual information. It is obtained that Gaussian mixture noise can improve the information transmission through the array. Both stochastic resonance (SR) and suprathreshold stochastic resonance (SSR) can be observed in the single threshold system and in the threshold array. The parameters in noise distribution affect the occurrence of SR and SSR. The efficacy of information transmission can be significantly enhanced as the number of threshold devices in the array increases. These results show further the dependence of SR and SSR on the noise distribution, and also extend the applicability of SR and SSR in information transmission.展开更多
The problem of blind separation of signals in post nonlinear mixture is addressed in this paper. The post nonlinear mixture is formed by a component wise nonlinear distortion after the linear mixture. Hence a nonlin...The problem of blind separation of signals in post nonlinear mixture is addressed in this paper. The post nonlinear mixture is formed by a component wise nonlinear distortion after the linear mixture. Hence a nonlinear adjusting part placed in front of the linear separation structure is needed to compensate for the distortion in separating such signals. The learning rules for the post nonlinear separation structure are derived by a maximum likelihood approach. An algorithm for blind separation of post nonlinearly mixed sub and super Gaussian signals is proposed based on some previous work. Multilayer perceptrons are used in this algorithm to model the nonlinear part of the separation structure. The algorithm switches between sub and super Gaussian probability models during learning according to a stability condition and operates in a block adaptive manner. The effectiveness of the algorithm is verified by experiments on simulated and real world signals.展开更多
During environment testing, the time histories of some dynamic environments follow non-Gaussian distribution. It is always assumed that the random vibration simulated follows Gaussian distribution, because the traditi...During environment testing, the time histories of some dynamic environments follow non-Gaussian distribution. It is always assumed that the random vibration simulated follows Gaussian distribution, because the traditional digital random vibration control system can only supply the random vibration excitation signal of Gaussian. Yo simulate the real environment of product, a method is developed in this paper that can generate non-Gaussian random signal with specified power spectrum density (PSD), skewness and kurtosis by shot noise. In this way, non-Gaussian random vibration can be produced on traditional electrodynamic shaker. It solves the problems of spectral valley and energy shortage in low frequency on omni-axis shaker. At last, the wavelet is used to analyze the non-Gaussian signal展开更多
Based on the target scatterer density, the range-spread target detection of high-resolution radar is addressed in additive non-Gaussian clutter, which is modeled as a spherically invariant random vector. Firstly, for ...Based on the target scatterer density, the range-spread target detection of high-resolution radar is addressed in additive non-Gaussian clutter, which is modeled as a spherically invariant random vector. Firstly, for sparse scatterer density, the detection of target scatterer in each range cell is derived, and then an M/K detector is proposed to detect the whole range-spread target. Se- condly, an integrating detector is devised to detect a range-spread target with dense scatterer density. Finally, to make the best of the advantages of M/K detector and integrating detector, a robust detector based on scatterer density (DBSD) is designed, which can reduce the probable collapsing loss or quantization error ef- fectively. Moreover, the density decision factor of DBSD is also determined. The formula of the false alarm probability is derived for DBSD. It is proved that the DBSD ensures a constant false alarm rate property. Furthermore, the computational results indi- cate that the DBSD is robust to different clutter one-lag correlations and target scatterer densities. It is also shown that the DBSD out- performs the existing scatterer-density-dependent detector.展开更多
To validate the potential space-time adaptive processing (STAP) algorithms for airborne bistatic radar clutter suppression under nonstationary and non-Gaussian clutter environments, a statistically non-Gaussian, spa...To validate the potential space-time adaptive processing (STAP) algorithms for airborne bistatic radar clutter suppression under nonstationary and non-Gaussian clutter environments, a statistically non-Gaussian, space-time clutter model in varying bistatic geometrical scenarios is presented. The inclusive effects of the model contain the range dependency of bistatic clutter spectrum and clutter power variation in range-angle cells. To capture them, a new approach to coordinate system conversion is initiated into formulating bistatic geometrical model, and the bistatic non-Gaussian amplitude clutter representation method based on a compound model is introduced. The veracity of the geometrical model is validated by using the bistatic configuration parameters of multi-channel airborne radar measurement (MCARM) experiment. And simulation results manifest that the proposed model can accurately shape the space-time clutter spectrum tied up with specific airborne bistatic radar scenario and can characterize the heterogeneity of clutter amplitude distribution in practical clutter environments.展开更多
Dynamical behavior of a tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the a...Dynamical behavior of a tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the active state, induce the minimum of the average tumor-cell population to move toward a smaller non-Gaussian noise, but also decrease the mean first-passage time. The increase of white-noise intensity can increase the tumor-cell population and shorten the mean first-passage time, while the coupling strength between noise terms has opposite effects, and the noise correlation time has a very small effect.展开更多
The propagation properties of partially coherent Hermite-Gaussian beams through non-Kolmogorov atmospheric turbulence are studied. The effects of non-Kolmogorov turbulence and beam nonparaxiality on the average intens...The propagation properties of partially coherent Hermite-Gaussian beams through non-Kolmogorov atmospheric turbulence are studied. The effects of non-Kolmogorov turbulence and beam nonparaxiality on the average intensity evolution and the beam-width spreading are stressed. It is found that the evolution of the average intensity distribution and the beam-width spreading depends on the generalized exponent factor, namely, on the non-Kolmogorov turbulence strength for the paraxial case. For the non-paraxial case the effect of the turbulence is negiigibl% while the beam-width spreading becomes very large. The analytical results are illustrated numerically and interpreted physically.展开更多
A new robust proportional-integral-derivative (PID) tracking control framework is considered for stochastic systems with non-Gaussian variable based on B-spline neural network approximation and T-S fuzzy model ident...A new robust proportional-integral-derivative (PID) tracking control framework is considered for stochastic systems with non-Gaussian variable based on B-spline neural network approximation and T-S fuzzy model identification. The tracked object is the statistical information of a given target probability density function (PDF), rather than a deterministic signal. Following B-spline approximation to the integrated performance function, the concerned problem is transferred into the tracking of given weights. Different from the previous related works, the time delay T-S fuzzy models with the exogenous disturbances are applied to identify the nonlinear weighting dynamics. Meanwhile, the generalized PID controller structure and the improved convex linear matrix inequalities (LMI) algorithms are proposed to fulfil the tracking problem. Furthermore, in order to enhance the robust performance, the peak-to-peak measure index is applied to optimize the tracking performance. Simulations are given to demonstrate the efficiency of the proposed approach.展开更多
A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker Plank equation of the system is obtained through the path-integral approach and the method of transforma...A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker Plank equation of the system is obtained through the path-integral approach and the method of transformation. Based on the definition of Shannon's information entropy and the Schwartz inequality principle, the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculations can be used to interpret the effects of the system dissipative parameter, the system singularity strength parameter, the noise correlation time and the noise deviation parameter on the upper bound.展开更多
In this article, we consider the drift parameter estimation problem for the nonergodic Ornstein-Uhlenbeck process defined as dXt = OXtdt + dGt, i > 0 with an unknown parameter θ> 0, where G is a Gaussian proces...In this article, we consider the drift parameter estimation problem for the nonergodic Ornstein-Uhlenbeck process defined as dXt = OXtdt + dGt, i > 0 with an unknown parameter θ> 0, where G is a Gaussian process. We assume that the process {xt,t≥ 0} is observed at discrete time instants t1=△n,…, tn = n△n, and we construct two least squares type estimators θn and θn for θ on the basis of the discrete observations ,{xti,i= 1,…, n} as →∞. Then, we provide sufficient conditions, based on properties of G, which ensure that θn and θn are strongly consistent and the sequences √n△n(θn-θ) and √n△n(θn-θ) are tight. Our approach offers an elementary proof of [11], which studied the case when G is a fractional Brownian motion with Hurst parameter H∈(1/2, 1). As such, our results extend the recent findings by [11] to the case of general Hurst parameter H∈(0,1). We also apply our approach to study subfractional Ornstein-Uhlenbeck and bifractional Ornstein-Uhlenbeck processes.展开更多
In this paper, we have introduced a shell-model of Kraichnan's passive scalar problem. Different from the original problem, the prescribed random velocity field is non-Gaussian and σ correlated in time, and its intr...In this paper, we have introduced a shell-model of Kraichnan's passive scalar problem. Different from the original problem, the prescribed random velocity field is non-Gaussian and σ correlated in time, and its introduction is inspired by She and Levveque (Phys. Rev. Lett. 72, 336 (1994)). For comparison, we also give the passive scalar advected by the Gaussian random velocity field. The anomalous scaling exponents H(p) of passive scalar advected by these two kinds of random velocities above are determined for structure function with values of p up to 15 by Monte Carlo simulations of the random shell model, with Gear methods used to solve the stochastic differential equations. We find that the H(p) advected by the non-Gaussian random velocity is not more anomalous than that advected by the Gaussian random velocity. Whether the advecting velocity is non-Gaussian or Gaussian, similar scaling exponents of passive scalar are obtained with the same molecular diffusivity.展开更多
We provide a measure to characterize the non-Gaussianity of phase-space function of bosonic quantum states based on the cumulant theory. We study the non-Gaussianity dynamics of two-mode squeezed number states by anal...We provide a measure to characterize the non-Gaussianity of phase-space function of bosonic quantum states based on the cumulant theory. We study the non-Gaussianity dynamics of two-mode squeezed number states by analyzing the phase-averaged kurtosis for two different models of decoherence: amplitude damping model and phase damping model.For the amplitude damping model, the non-Gaussianity is very fragile and completely vanishes at a finite time. For the phase damping model, such states exhibit rich non-Gaussian characters. In particular, we obtain a transition time that such states can transform from sub-Gaussianity into super-Gaussianity during the evolution. Finally, we compare our measure with the existing measures of non-Gaussianity under the independent dephasing environment.展开更多
Generalized photon-added coherent state (GPACS) is creation and annihilation operations on the coherent state. obtained by repeatedly acting the combination of Bose It is found that GPACS can be regarded as a Hermit...Generalized photon-added coherent state (GPACS) is creation and annihilation operations on the coherent state. obtained by repeatedly acting the combination of Bose It is found that GPACS can be regarded as a Hermiteexcited coherent state due to its normalization factor related to a Hermite polynomial. In addition, we adopt the Hilbert-Schmidt distance to quantify the non-Gaussian character of GPACS and discuss the decoherence of GPACS in dissipative channel by studying the loss of nonclassicality in reference of the negativity of Wigner function.展开更多
Wind field simulation in the surface layer is often used to manage natural resources in terms of air quality,gene flow(through pollen drift),and plant disease transmission(spore dispersion).Although Lagrangian stochas...Wind field simulation in the surface layer is often used to manage natural resources in terms of air quality,gene flow(through pollen drift),and plant disease transmission(spore dispersion).Although Lagrangian stochastic(LS)models describe stochastic wind behaviors,such models assume that wind velocities follow Gaussian distributions.However,measured surface-layer wind velocities show a strong skewness and kurtosis.This paper presents an improved model,a non-Gaussian LS model,which incorporates controllable non-Gaussian random variables to simulate the targeted non-Gaussian velocity distribution with more accurate skewness and kurtosis.Wind velocity statistics generated by the non-Gaussian model are evaluated by using the field data from the Cooperative Atmospheric Surface Exchange Study,October 1999 experimental dataset and comparing the data with statistics from the original Gaussian model.Results show that the non-Gaussian model improves the wind trajectory simulation by stably producing precise skewness and kurtosis in simulated wind velocities without sacrificing other features of the traditional Gaussian LS model,such as the accuracy in the mean and variance of simulated velocities.This improvement also leads to better accuracy in friction velocity(i.e.,a coupling of three-dimensional velocities).The model can also accommodate various non-Gaussian wind fields and a wide range of skewness–kurtosis combinations.Moreover,improved skewness and kurtosis in the simulated velocity will result in a significantly different dispersion for wind/particle simulations.Thus,the non-Gaussian model is worth applying to wind field simulation in the surface layer.展开更多
An analytical moment-based method for calculating structuralfirst failure times under non-Gaussian stochastic behavior is proposed. In the method, a power series that constants can be obtained from response moments (...An analytical moment-based method for calculating structuralfirst failure times under non-Gaussian stochastic behavior is proposed. In the method, a power series that constants can be obtained from response moments (skewness, kurtosis, etc.) is used firstly to map a non-Gaussian structural response into a standard Gaussian process, then mean up-crossing rates, mean clump size and the initial passage probability of a critical barrier level by the original structural response are estimated, and finally, the formula for calculating first failure times is established on the assur^ption that corrected up-crossing rates are independent. An analysis of a nonlinear single-degree-of-freedom dynamical system excited by a Gaussian model of load not only demonstrates the usage of the proposed method but also shows the accuracy and efficiency of the proposed method by comparisons between the present method and other methods such as Monte Carlo simulation and the traditional Gaussian model.展开更多
基金supported by the National Key Research and Development Program of China(2020YFA0712900)the National Natural Science Foundation of China(12371093,12071197,12122102 and 12071431)+2 种基金the Key Project of Gansu Provincial National Science Foundation(23JRRA1022)the Fundamental Research Funds for the Central Universities(2233300008 and lzujbky-2021-ey18)the Innovative Groups of Basic Research in Gansu Province(22JR5RA391).
文摘Assume that L is a non-negative self-adjoint operator on L^(2)(ℝ^(n))with its heat kernels satisfying the so-called Gaussian upper bound estimate and that X is a ball quasi-Banach function space onℝ^(n) satisfying some mild assumptions.Let HX,L(ℝ^(n))be the Hardy space associated with both X and L,which is defined by the Lusin area function related to the semigroup generated by L.In this article,the authors establish various maximal function characterizations of the Hardy space HX,L(ℝ^(n))and then apply these characterizations to obtain the solvability of the related Cauchy problem.These results have a wide range of generality and,in particular,the specific spaces X to which these results can be applied include the weighted space,the variable space,the mixed-norm space,the Orlicz space,the Orlicz-slice space,and the Morrey space.Moreover,the obtained maximal function characterizations of the mixed-norm Hardy space,the Orlicz-slice Hardy space,and the Morrey-Hardy space associated with L are completely new.
基金Project supported by the National Natural Science Foundation of China(Grant No.12104193)the Program of Zhongwu Young Innovative Talents of Jiangsu University of Technology(Grant No.20230013)。
文摘Quantum phase estimation based on Gaussian states plays a crucial role in many application fields.In this paper,we study the precision bound for the scheme using two-mode squeezed Gaussian states.The quantum Fisher information is calculated and its maximization is used to determine the optimal parameters.We find that two single-mode squeezed vacuum states are the optimal Gaussian inputs for a fixed two-mode squeezing process.The corresponding precision bound is sub-Heisenberg-limited and scales as N^(-1)/2.For practical purposes,we consider the effects originating from photon loss.The precision bound can still outperform the shot-noise limit when the lossy rate is below 0.4.Our work may demonstrate a significant and promising step towards practical quantum metrology.
基金National Natural Science Foundation of China (60572023)
文摘A new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density (GSPHD) filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of the states is Gaussian or can be identified as a Gaussian sum, the analytical results of the algorithm show that the posterior intensity at any subsequent time step remains a Gaussian sum under the assumption that the state noise, the measurement noise, target spawn intensity, new target birth intensity, target survival probability, and detection probability are all Gaussian sums. The analysis also shows that the existing Gaussian mixture probability hypothesis density (GMPHD) filter, which is unsuitable for handling the non-Gaussian noise cases, is no more than a special case of the proposed algorithm, which fills the shortage of incapability of treating non-Gaussian noise. The multi-target tracking simulation results verify the effectiveness of the proposed GSPHD.
文摘To discuss further the dependence of stochastic resonance on signals, nonlinear systems and noise, especially on noise, the binary input signal buried in Gaussian mixture noise through a nonlinear threshold array is studied based on mutual information. It is obtained that Gaussian mixture noise can improve the information transmission through the array. Both stochastic resonance (SR) and suprathreshold stochastic resonance (SSR) can be observed in the single threshold system and in the threshold array. The parameters in noise distribution affect the occurrence of SR and SSR. The efficacy of information transmission can be significantly enhanced as the number of threshold devices in the array increases. These results show further the dependence of SR and SSR on the noise distribution, and also extend the applicability of SR and SSR in information transmission.
文摘The problem of blind separation of signals in post nonlinear mixture is addressed in this paper. The post nonlinear mixture is formed by a component wise nonlinear distortion after the linear mixture. Hence a nonlinear adjusting part placed in front of the linear separation structure is needed to compensate for the distortion in separating such signals. The learning rules for the post nonlinear separation structure are derived by a maximum likelihood approach. An algorithm for blind separation of post nonlinearly mixed sub and super Gaussian signals is proposed based on some previous work. Multilayer perceptrons are used in this algorithm to model the nonlinear part of the separation structure. The algorithm switches between sub and super Gaussian probability models during learning according to a stability condition and operates in a block adaptive manner. The effectiveness of the algorithm is verified by experiments on simulated and real world signals.
文摘During environment testing, the time histories of some dynamic environments follow non-Gaussian distribution. It is always assumed that the random vibration simulated follows Gaussian distribution, because the traditional digital random vibration control system can only supply the random vibration excitation signal of Gaussian. Yo simulate the real environment of product, a method is developed in this paper that can generate non-Gaussian random signal with specified power spectrum density (PSD), skewness and kurtosis by shot noise. In this way, non-Gaussian random vibration can be produced on traditional electrodynamic shaker. It solves the problems of spectral valley and energy shortage in low frequency on omni-axis shaker. At last, the wavelet is used to analyze the non-Gaussian signal
基金supported by the National Natural Science Foundation of China (61102166)the Scientific Research Foundation of Naval Aeronautical and Astronautical University for Young Scholars (HY2012)
文摘Based on the target scatterer density, the range-spread target detection of high-resolution radar is addressed in additive non-Gaussian clutter, which is modeled as a spherically invariant random vector. Firstly, for sparse scatterer density, the detection of target scatterer in each range cell is derived, and then an M/K detector is proposed to detect the whole range-spread target. Se- condly, an integrating detector is devised to detect a range-spread target with dense scatterer density. Finally, to make the best of the advantages of M/K detector and integrating detector, a robust detector based on scatterer density (DBSD) is designed, which can reduce the probable collapsing loss or quantization error ef- fectively. Moreover, the density decision factor of DBSD is also determined. The formula of the false alarm probability is derived for DBSD. It is proved that the DBSD ensures a constant false alarm rate property. Furthermore, the computational results indi- cate that the DBSD is robust to different clutter one-lag correlations and target scatterer densities. It is also shown that the DBSD out- performs the existing scatterer-density-dependent detector.
基金supported by the National Defense Advanced Research Foundation of China (51407020304DZ0223).
文摘To validate the potential space-time adaptive processing (STAP) algorithms for airborne bistatic radar clutter suppression under nonstationary and non-Gaussian clutter environments, a statistically non-Gaussian, space-time clutter model in varying bistatic geometrical scenarios is presented. The inclusive effects of the model contain the range dependency of bistatic clutter spectrum and clutter power variation in range-angle cells. To capture them, a new approach to coordinate system conversion is initiated into formulating bistatic geometrical model, and the bistatic non-Gaussian amplitude clutter representation method based on a compound model is introduced. The veracity of the geometrical model is validated by using the bistatic configuration parameters of multi-channel airborne radar measurement (MCARM) experiment. And simulation results manifest that the proposed model can accurately shape the space-time clutter spectrum tied up with specific airborne bistatic radar scenario and can characterize the heterogeneity of clutter amplitude distribution in practical clutter environments.
基金Project supported by the National Natural Science Foundation of China (Grant Nos. 11005077, 11105095, and 11074184)the Natural Science Foundation of the Higher Education Institutions of Jiangsu Province, China (Grant No. 10KJD140003)
文摘Dynamical behavior of a tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the active state, induce the minimum of the average tumor-cell population to move toward a smaller non-Gaussian noise, but also decrease the mean first-passage time. The increase of white-noise intensity can increase the tumor-cell population and shorten the mean first-passage time, while the coupling strength between noise terms has opposite effects, and the noise correlation time has a very small effect.
基金Project supported by the National Natural Science Foundation of China (Grant No.10874125)
文摘The propagation properties of partially coherent Hermite-Gaussian beams through non-Kolmogorov atmospheric turbulence are studied. The effects of non-Kolmogorov turbulence and beam nonparaxiality on the average intensity evolution and the beam-width spreading are stressed. It is found that the evolution of the average intensity distribution and the beam-width spreading depends on the generalized exponent factor, namely, on the non-Kolmogorov turbulence strength for the paraxial case. For the non-paraxial case the effect of the turbulence is negiigibl% while the beam-width spreading becomes very large. The analytical results are illustrated numerically and interpreted physically.
基金supported by National Natural Science Foundationof China (No. 60472065, No. 60774013).
文摘A new robust proportional-integral-derivative (PID) tracking control framework is considered for stochastic systems with non-Gaussian variable based on B-spline neural network approximation and T-S fuzzy model identification. The tracked object is the statistical information of a given target probability density function (PDF), rather than a deterministic signal. Following B-spline approximation to the integrated performance function, the concerned problem is transferred into the tracking of given weights. Different from the previous related works, the time delay T-S fuzzy models with the exogenous disturbances are applied to identify the nonlinear weighting dynamics. Meanwhile, the generalized PID controller structure and the improved convex linear matrix inequalities (LMI) algorithms are proposed to fulfil the tracking problem. Furthermore, in order to enhance the robust performance, the peak-to-peak measure index is applied to optimize the tracking performance. Simulations are given to demonstrate the efficiency of the proposed approach.
基金Project supported by the National Natural Science Foundation of China (Grant No. 10872165)
文摘A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker Plank equation of the system is obtained through the path-integral approach and the method of transformation. Based on the definition of Shannon's information entropy and the Schwartz inequality principle, the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculations can be used to interpret the effects of the system dissipative parameter, the system singularity strength parameter, the noise correlation time and the noise deviation parameter on the upper bound.
基金supported and funded by Kuwait University,Research Project No.SM01/16
文摘In this article, we consider the drift parameter estimation problem for the nonergodic Ornstein-Uhlenbeck process defined as dXt = OXtdt + dGt, i > 0 with an unknown parameter θ> 0, where G is a Gaussian process. We assume that the process {xt,t≥ 0} is observed at discrete time instants t1=△n,…, tn = n△n, and we construct two least squares type estimators θn and θn for θ on the basis of the discrete observations ,{xti,i= 1,…, n} as →∞. Then, we provide sufficient conditions, based on properties of G, which ensure that θn and θn are strongly consistent and the sequences √n△n(θn-θ) and √n△n(θn-θ) are tight. Our approach offers an elementary proof of [11], which studied the case when G is a fractional Brownian motion with Hurst parameter H∈(1/2, 1). As such, our results extend the recent findings by [11] to the case of general Hurst parameter H∈(0,1). We also apply our approach to study subfractional Ornstein-Uhlenbeck and bifractional Ornstein-Uhlenbeck processes.
基金Project supported by the Major Program of the National Natural Science Foundation (Grant No 10335010) and the National Natural Science Foundation-the Science Foundation of China Academy of Engineering Physics NSAF (Grant No 10576005).Acknowledgement We are grateful to Professor She Zhen-Su for useful suggestions and Dr Sun Peng and Dr Zhang Xiao- Qiang for extensive discussion.
文摘In this paper, we have introduced a shell-model of Kraichnan's passive scalar problem. Different from the original problem, the prescribed random velocity field is non-Gaussian and σ correlated in time, and its introduction is inspired by She and Levveque (Phys. Rev. Lett. 72, 336 (1994)). For comparison, we also give the passive scalar advected by the Gaussian random velocity field. The anomalous scaling exponents H(p) of passive scalar advected by these two kinds of random velocities above are determined for structure function with values of p up to 15 by Monte Carlo simulations of the random shell model, with Gear methods used to solve the stochastic differential equations. We find that the H(p) advected by the non-Gaussian random velocity is not more anomalous than that advected by the Gaussian random velocity. Whether the advecting velocity is non-Gaussian or Gaussian, similar scaling exponents of passive scalar are obtained with the same molecular diffusivity.
基金Project supported by the Natural Science Foundation of Hunan Province,China(Grant No.2017JJ2214)the Key Project Foundation of the Education Department of Hunan Province,China(Grant No.14A114
文摘We provide a measure to characterize the non-Gaussianity of phase-space function of bosonic quantum states based on the cumulant theory. We study the non-Gaussianity dynamics of two-mode squeezed number states by analyzing the phase-averaged kurtosis for two different models of decoherence: amplitude damping model and phase damping model.For the amplitude damping model, the non-Gaussianity is very fragile and completely vanishes at a finite time. For the phase damping model, such states exhibit rich non-Gaussian characters. In particular, we obtain a transition time that such states can transform from sub-Gaussianity into super-Gaussianity during the evolution. Finally, we compare our measure with the existing measures of non-Gaussianity under the independent dephasing environment.
基金supported by the National Natural Science Foundation of China (Grant No.11174114)the Research Foundation of Changzhou Institute of Technology,China (Grant No.YN1007)
文摘Generalized photon-added coherent state (GPACS) is creation and annihilation operations on the coherent state. obtained by repeatedly acting the combination of Bose It is found that GPACS can be regarded as a Hermiteexcited coherent state due to its normalization factor related to a Hermite polynomial. In addition, we adopt the Hilbert-Schmidt distance to quantify the non-Gaussian character of GPACS and discuss the decoherence of GPACS in dissipative channel by studying the loss of nonclassicality in reference of the negativity of Wigner function.
基金financial support for this research from a USDA-AFRI Foundational Grant (Grant No. 2012-67013-19687)from the Illinois State Water Survey at the University of Illinois at Urbana—Champaign
文摘Wind field simulation in the surface layer is often used to manage natural resources in terms of air quality,gene flow(through pollen drift),and plant disease transmission(spore dispersion).Although Lagrangian stochastic(LS)models describe stochastic wind behaviors,such models assume that wind velocities follow Gaussian distributions.However,measured surface-layer wind velocities show a strong skewness and kurtosis.This paper presents an improved model,a non-Gaussian LS model,which incorporates controllable non-Gaussian random variables to simulate the targeted non-Gaussian velocity distribution with more accurate skewness and kurtosis.Wind velocity statistics generated by the non-Gaussian model are evaluated by using the field data from the Cooperative Atmospheric Surface Exchange Study,October 1999 experimental dataset and comparing the data with statistics from the original Gaussian model.Results show that the non-Gaussian model improves the wind trajectory simulation by stably producing precise skewness and kurtosis in simulated wind velocities without sacrificing other features of the traditional Gaussian LS model,such as the accuracy in the mean and variance of simulated velocities.This improvement also leads to better accuracy in friction velocity(i.e.,a coupling of three-dimensional velocities).The model can also accommodate various non-Gaussian wind fields and a wide range of skewness–kurtosis combinations.Moreover,improved skewness and kurtosis in the simulated velocity will result in a significantly different dispersion for wind/particle simulations.Thus,the non-Gaussian model is worth applying to wind field simulation in the surface layer.
基金Project supported by the National Natural Science Foundation Of China (No.50478017)
文摘An analytical moment-based method for calculating structuralfirst failure times under non-Gaussian stochastic behavior is proposed. In the method, a power series that constants can be obtained from response moments (skewness, kurtosis, etc.) is used firstly to map a non-Gaussian structural response into a standard Gaussian process, then mean up-crossing rates, mean clump size and the initial passage probability of a critical barrier level by the original structural response are estimated, and finally, the formula for calculating first failure times is established on the assur^ption that corrected up-crossing rates are independent. An analysis of a nonlinear single-degree-of-freedom dynamical system excited by a Gaussian model of load not only demonstrates the usage of the proposed method but also shows the accuracy and efficiency of the proposed method by comparisons between the present method and other methods such as Monte Carlo simulation and the traditional Gaussian model.