Robust iterative learning control for nonlinear systems with measurement disturbances

The iterative learning control （ILC） has been demon-strated to be capable of considerably improving the tracking perfor-mance of systems which are affected by the iteration-independent disturbance. However, the achievable performance is greatly degraded when iteration-dependent, stochastic disturbances are pre-sented. This paper considers the robustness of the ILC algorithm for the nonlinear system in presence of stochastic measurement disturbances. The robust convergence of the P-type ILC algorithm is firstly addressed, and then an improved ILC algorithm with a decreasing gain is proposed. Theoretical analyses show that the proposed algorithm can guarantee that the tracking error of the nonlinear system tends to zero in presence of measurement dis-turbances. The analysis is also supported by a numerical example.

CLUSTERING PROPERTIES OF FUZZY KOHONEN'S SELF-ORGANIZING FEATURE MAPS

A new clustering algorithm called fuzzy self-organizing feature maps is introduced. It can process not only the exact digital inputs, but also the inexact or fuzzy non-digital inputs, such as natural language inputs. Simulation results show that the new algorithm is superior to original Kohonen’s algorithm in clustering performance and learning rate.

WEIGHTED COMPOSITION OPERATORS ON WEIGHTED DIRICHLET SPACES

We characterize the boundedness and compactness of weighted composition operators on weighted Dirichlet spaces in terms of Nevanlinna counting functions and Caxleson measure.

ELEMENTARY BIFURCATIONS FOR A SIMPLE DYNAMICAL SYSTEM UNDER NON-GAUSSIAN LVY NOISES

Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies.A computational analysis is conducted to investigate bifurcations of a simple dynamical system under non-Gaussian a-stable Levy motions, by examining the changes in stationary probability density functions for the solution orbits of this stochastic system. The stationary probability density functions are obtained by solving a nonlocal Fokker-Planck equation numerically. This allows numerically investigating phenomenological bifurcation, or P-bifurcation, for stochastic differential equations with non-Gaussian Levy noises.

Simulative technology for auxiliary fuel tank separation in a wind tunnel

In this paper, we propose a simulative experimental system in wind tunnel conditions lbr the separation of auxiliary fuel tanks from an aircraft. The experimental system consists of a simulative release mechanism, a scaled model and a pose measuring system. A new release mechanism was designed to ensure stability of the separation. Scaled models of the auxiliary fuel tank were designed and their moment of inertia was adjusted by installing counterweights inside the model. Pose param- eters of the scaled model were measured and calculated by a binocular vision system. Additionally, in order to achieve high brightness and high signal-to-noise ratio of the images in the dark enclosed wind tunnel, a new high-speed image acquisition method based on miniature self-emitting units was pre- sented. Accuracy of the pose measurement system and repeatability of the separation mechanism were verified in the laboratory. Results show that the position precision of the pose measurement system can reach 0.1 mm, the precision of the pitch and yaw angles is less than 0.1° and that of the roll angle can be up to 0.3°. Besides, repeatability errors of models＂ velocity and angular velocity controlled by the release mechanism remain small, satisfying the measurement requirements. Finally, experiments for the separation of auxiliary fuel tanks were conducted in the laboratory.

Junction temperature measurement of alternating current light-emitting-diode by threshold voltage method

Junction temperature of alternating current light-emitting-diode （AC-LED） has a significant effect on its stable light output and lifetime. The threshold voltage measurement is employed to characterize the junction temperature of AC-LED, due to its excellent merits in high efficiency and accuracy. The threshold voltage is measured when the driving current of an AC-LED rises to a reference on-set value from the zero-crossing node. Based on multiple measurements of threshold voltage at different temperatures, a linear relationship was uncovered between the threshold voltage and the junction temperature of AC- LED with the correlating factor of temperature sensitive parameter （TSP）. Thereby, we can calculate the junction temperature with the TSP and threshold voltage once the AC-LED stays at thermal equilibrium state. The accuracy of the proposed junction temperature measurement technique was found to be ＋3.2℃ for the reference current of 1 mA. It is concluded that the method of threshold voltage is accurate and simple to implement, making it highly suitable for measuring the junction temperature of AC-LED in industry.

Valuation and Hedging Strategy of Currency Options under Regime-Switching Jump-Diffusion Model

The main purpose of this thesis is in analyzing and empirically simulating risk minimizing European foreign exchange option pricing and hedging strategy when the spot foreign exchange rate is governed by a Markov-modulated jump-diffusion model. The domestic and foreign money market interest rates, the drift and the volatility of the exchange rate dynamics all depend on a continuous-time hidden Markov chain which can be interpreted as the states of a macro-economy. In this paper, we will provide a practical lognormal diffusion dynamic of the spot foreign exchange rate for market practitioners. We employing the minimal martingale measure to demonstrate a system of coupled partial-differential-integral equations satisfied by the currency option price and attain the corresponding hedging schemes and the residual risk. Numerical simulations of the double exponential jump diffusion regime-switching model are used to illustrate the different effects of the various parameters on currency option prices.