For a class of aeroengine nonlinear systems,a novel nonlinear sliding mode controller(SMC)design method based on artificial bee colony(ABC)algorithm is proposed.In view of the strong nonlinearity and uncertainty of ae...For a class of aeroengine nonlinear systems,a novel nonlinear sliding mode controller(SMC)design method based on artificial bee colony(ABC)algorithm is proposed.In view of the strong nonlinearity and uncertainty of aeroengines,sliding mode control strategy is adopted to design controller for the aeroengine.On basis of exact linearization approach,the nonlinear sliding mode controller is obtained conveniently.By using ABC algorithm,the parameters in the designed controller can be tuned to achieve optimal performance,resulting in a closedloop system with satisfactory dynamic performance and high steady accuracy.Simulation on an aeroengine verifies the effectiveness of the presented method.展开更多
基金supported by the Fundamental Research Funds for the Central Universities(NS2016027)
文摘For a class of aeroengine nonlinear systems,a novel nonlinear sliding mode controller(SMC)design method based on artificial bee colony(ABC)algorithm is proposed.In view of the strong nonlinearity and uncertainty of aeroengines,sliding mode control strategy is adopted to design controller for the aeroengine.On basis of exact linearization approach,the nonlinear sliding mode controller is obtained conveniently.By using ABC algorithm,the parameters in the designed controller can be tuned to achieve optimal performance,resulting in a closedloop system with satisfactory dynamic performance and high steady accuracy.Simulation on an aeroengine verifies the effectiveness of the presented method.
文摘考虑金融时间序列发生的跳跃、随机波动率和"杠杆效应",建立由不同Lévy过程驱动的非高斯OU随机波动模型.通过结构保持等价鞅测度变换和FFT技术,对不同Lévy过程驱动下的非高斯OU(non-Gaussian Ornstein-Uhlenbeck process)期权定价问题进行研究.同时,在结构保持等价鞅测度下,推导出不同Lévy过程驱动下BNS模型离散化表达形式,并构建了基于SMC(sequential Monte Carlo)的极大似然估计、联合样本估计、梯度-SMC估计的非高斯OU期权定价模型参数估计方法.实证研究中,采用近470万个S&P500期权价格数据,从样本内拟合效果、样本外预测、模型稳定性、综合矫正风险几个方面,对不同Lévy过程驱动的非高斯OU期权定价模型、参数估计方法以及期权定价效果进行全面系统研究.实证研究表明,所有模型对实值期权的定价效果要优于虚值期权.本文基于联合样本估计和梯度-SMC估计的非高斯OU期权定价模型具有明显的优势.
