Correlation between detrended fluctuation analysis and the Lempel-Ziv complexity in nonlinear time series analysis

We study the correlation between detrended fluctuation analysis（DFA） and the Lempel-Ziv complexity（LZC） in nonlinear time series analysis in this paper.Typical dynamic systems including a logistic map and a Duffing model are investigated.Moreover,the influence of Gaussian random noise on both the DFA and LZC are analyzed.The results show a high correlation between the DFA and LZC,which can quantify the non-stationarity and the nonlinearity of the time series,respectively.With the enhancement of the random component,the exponent α and the normalized complexity index C show increasing trends.In addition,C is found to be more sensitive to the fluctuation in the nonlinear time series than α.Finally,the correlation between the DFA and LZC is applied to the extraction of vibration signals for a reciprocating compressor gas valve,and an effective fault diagnosis result is obtained.

TESTING OF CORRELATION AND HETEROSCEDASTICITY IN NONLINEAR REGRESSION MODELS WITH DBL(p,q,1) RANDOM ERRORS

Chaos theory has taught us that a system which has both nonlinearity and random input will most likely produce irregular data. If random errors are irregular data, then random error process will raise nonlinearity （Kantz and Schreiber （1997））. Tsai （1986） introduced a composite test for autocorrelation and heteroscedasticity in linear models with AR（1） errors. Liu （2003） introduced a composite test for correlation and heteroscedasticity in nonlinear models with DBL（p, 0, 1） errors. Therefore, the important problems in regression model axe detections of bilinearity, correlation and heteroscedasticity. In this article, the authors discuss more general case of nonlinear models with DBL（p, q, 1） random errors by score test. Several statistics for the test of bilinearity, correlation, and heteroscedasticity are obtained, and expressed in simple matrix formulas. The results of regression models with linear errors are extended to those with bilinear errors. The simulation study is carried out to investigate the powers of the test statistics. All results of this article extend and develop results of Tsai （1986）, Wei, et al （1995）, and Liu, et al （2003）.

Correlation failure analysis of an uncertain hysteretic vibration system

In this paper, a numerical method for correlation sensitivity analysis of a nonlinear random vibration system is presented. Based on the first passage failure model, the probability perturbation method is employed to determine the statistical characteristics of failure modes and the correlation between them. The sensitivity of correlation between failure modes with respect to random parameters characterizing the uncertainty of the hysteretic loop is discussed. In a numerical example, a two-DOF shear structure with uncertain hysteretic restoring force is considered. The statistical characteristics of response, failure modes and the sensitivity of random hysteretic loop parameters are provided, and also compared with a Monte Carlo simulation.

New sigma point filtering algorithms for nonlinear stochastic systems with correlated noises

New sigma point filtering algorithms, including the unscented Kalman filter （UKF） and the divided difference filter （DDF）, are designed to solve the nonlinear filtering problem under the condition of correlated noises. Based on the minimum mean square error estimation theory, the nonlinear optimal predictive and correction recursive formulas under the hypothesis that the input noise is correlated with the measurement noise are derived and can be described in a unified framework. Then, UKF and DDF with correlated noises are proposed on the basis of approximation of the posterior mean and covariance in the unified framework by using unscented transformation and second order Stirling＇s interpolation. The proposed UKF and DDF with correlated noises break through the limitation that input noise and measurement noise must be assumed to be uneorrelated in standard UKF and DDF. Two simulation examples show the effectiveness and feasibility of new algorithms for dealing with nonlinear filtering issue with correlated noises.

From Nothing to Something Ⅱ： Nonlinear Systems via Consistent Correlated Bang

The Chinese ancient sage Laozi said that everything comes from ＇nothing＇. In the work [Chin. Phys. Lett. 30？（2013）？080202], infinitely many discrete integrable systems have been obtained from nothing via simple principles （Dao）. In this study, a new idea, the consistent correlated bang, is introduced to obtain nonlinear dynamic systems including some integrable ones such as the continuous nonlinear Schr？dinger equation, the （potential） Korteweg de Vries equation, the （potential） Kadomtsev–Petviashvili equation and the sine-Gordon equation. These nonlinear systems are derived from nothing via suitable ＇Dao＇, the shifted parity, the charge conjugate, the delayed time reversal, the shifted exchange, the shifted-parity-rotation and so on.

Nonlinearly correlated failure analysis and autonomic prediction for distributed systems

In order to achieve failure prediction without manual intervention for distributed systems, a novel failure feature analysis and extraction approach to automate failure prediction is proposed. Compared with the traditional methods which focus on building heuristic rules or models, the autonomic prediction approach analyzes the nonlinear correlation of failure features by recognizing failure patterns. Failure data are sorted according to the nonlinear correlation and failure signature is proposed for autonomic prediction. In addition, the Manifold Learning algorithm named supervised locally linear embedding is applied to achieve feature extraction. Based on the runtime monitoring of failure metrics, the experimental results indicate that the proposed method has better performance in terms of both correlation recognition precision and feature extraction quality and thus it can be used to design efficient autonomic failure prediction for distributed systems.

Set-Membership Filtering Approach to Dynamic Event-Triggered Fault Estimation for a Class of Nonlinear Time-Varying Complex Networks

The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered mechanism(DETM).In order to optimize communication resource utilization,the DETM is employed to determine whether the current measurement data should be transmitted to the estimator or not.To guarantee a satisfactory estimation performance for the fault signal,an unknown-input-observer-based estimator is constructed to decouple the estimation error dynamics from the influence of fault signals.The aim of this paper is to find the suitable estimator parameters under the effects of DETM such that both the state estimates and fault estimates are confined within two sets of closed ellipsoid domains.The techniques of recursive matrix inequality are applied to derive sufficient conditions for the existence of the desired estimator,ensuring that the specified performance requirements are met under certain conditions.Then,the estimator gains are derived by minimizing the ellipsoid domain in the sense of trace and a recursive estimator parameter design algorithm is then provided.Finally,a numerical example is conducted to demonstrate the effectiveness of the designed estimator.

Constructions of correlation immnue S-boxes with high nonlinearity

S-boxes play a central role in the design of symmetric cipher schemes.For stream cipher appli-cations,an s-box should satisfy several criteria such as high nonlinearity,balanceness,correlation immunity,and so on.In this paper,by using disjoint linear codes,a class of s-boxes possessing high nonlinearity and 1st-order correlation immunity is given.It is shown that the constructed correlation immune S-boxes can possess currently best known nonlinearity,which is confirmed by the example 1st-order correlation immune(12,3)s-box with nonlinearity 2000.In addition,two other frameworks concerning the criteria of balanced and resiliency are obtained respectively.

Adaptive Neural Network-Based Control for a Class of Nonlinear Pure-Feedback Systems With Time-Varying Full State Constraints

Abstract--In this paper, an adaptive neural network （NN） control approach is proposed for nonlinear pure-feedback sys- tems with time-varying full state constraints. The pure-feedback systems of this paper are assumed to possess nonlinear function uncertainties. By using the mean value theorem, pure-feedback systems can be transformed into strict feedback forms. For the newly generated systems, NNs are employed to approximate unknown items. Based on the adaptive control scheme and backstepping algorithm, an intelligent controller is designed. At the same time, time-varying Barrier Lyapunov functions （BLFs） with error variables are adopted to avoid violating full state constraints in every step of the backstepping design. All closed- loop signals are uniformly ultimately bounded and the output tracking error converges to the neighborhood of zero, which can be verified by using the Lyapunov stability theorem. Two simulation examples reveal the performance of the adaptive NN control approach. Index TermsmAdaptive control, neural networks （NNs）, non- linear pure-feedback systems, time-varying constraints.

Adaptive Variable Structure Control of MIMO Nonlinear Systems with Time-varying Delays and Unknown Dead-zones

In this paper, adaptive variable structure neural control is presented for a class of uncertain multi-input multi-output （MIMO） nonlinear systems with state time-varying delays and unknown nonlinear dead-zones. The unknown time-varying delay uncer- tainties are compensated for using appropriate Lyapunov-Krasovskii functionals in the design. The approach removes the assumption of linear function outside the deadband without necessarily constructing a dead-zone inverse as an added contribution. By utilizing the integral-type Lyapunov function and introducing an adaptive compensation term for the upper bound of the residual and optimal approximation error as well as the dead-zone disturbance, the closed-loop control system is proved to be semi-globally uniformly ultimately bounded. In addition, a modified adaptive control algorithm is given in order to avoid the high-frequency chattering phenomenon. Simulation results demonstrate the effectiveness of the approach.

Robust Optimization-Based Iterative Learning Control for Nonlinear Systems With Nonrepetitive Uncertainties

This paper aims to solve the robust iterative learning control(ILC)problems for nonlinear time-varying systems in the presence of nonrepetitive uncertainties.A new optimization-based method is proposed to design and analyze adaptive ILC,for which robust convergence analysis via a contraction mapping approach is realized by leveraging properties of substochastic matrices.It is shown that robust tracking tasks can be realized for optimization-based adaptive ILC,where the boundedness of system trajectories and estimated parameters can be ensured,regardless of unknown time-varying nonlinearities and nonrepetitive uncertainties.Two simulation tests,especially implemented for an injection molding process,demonstrate the effectiveness of our robust optimization-based ILC results.

Stability of nonlinearly-perturbed systems with time varying delay using LMIs

This paper studies delay dependent robust stability and the stabilization problem of nonlinear perturbed systems with time varying delay. A new set of sufficient conditions for the stability of open as well as close loop systems are obtained in the sense of Lyapunov-Krasovskii. To reduce the conservatism, the work exploits the idea of splitting the delay interval into multiple equal regions so that less information on the time delay can be imposed to derive the results. The derived criterion not only improves the upper bounds of the time delay but also does not require the derivative of the delay to be known at prior. Easily testable sufficient criteria are presented in terms of linear matrix inequalities. It is shown that the derived conditions are very less conservative while comparing the maximum allowable upper bound of delay with the existing results in literature.

Translational - torsional coupled model based nonlinear dynamic analysis of an NGW planetary gear train

This paper aims to investigate the nonlinear dynamic behaviors of an NGW planetary gear train with multi-clearances and manufacturing/assembling errors. For this purpose, an analytical translational- torsional coupled dynamic model is developed considering the effects of time-varying stiffness, gear backlashes and component errors. Based on the proposed model, the nonlinear differential equations of motion are derived and solved iteratively by the Runge-Kutta method. An NGW planetary gear reducer with three planets is taken as an example to analyze the effects of nonlinear factors. The results indicate that the backlashes induce complicated nonlinear dynamic behaviors in the gear train. With the increment of the backlashes, the gear system has experienced periodic responses, quasi-periodic response and chaos responses in sequence. When the planetary gear system is in a chaotic motion state, the vibration amplitude increases sharply, causing severe vibration and noise. The present study provides a fundamental basis for design and parameter optimization of NGW planetary gear trains.

Improved Exponential Stability Criteria for Uncertain Neutral System with Nonlinear Parameter Perturbations

This paper investigates the problem of robust exponential stability for neutral systems with time-varying delays and nonlinear perturbations. Based on a novel Lyapunov functional approach and linear matrix inequality technique, a new delay-dependent stability condition is derived. Since the model transformation and bounding techniques for cross terms are avoided, the criteria proposed in this paper are less conservative than some previous approaches by using the free-weighting matrices. One numerical example is presented to illustrate the effectiveness of the proposed results.

The Velocity Measurement of Two-phase Flow Based on Particle Swarm Optimization Algorithm and Nonlinear Blind Source Separation

In order to overcome the disturbance of noise,this paper presented a method to measure two-phase flow velocity using particle swarm optimization algorithm,nonlinear blind source separation and cross correlation method.Because of the nonlinear relationship between the output signals of capacitance sensors and fluid in pipeline,nonlinear blind source separation is applied.In nonlinear blind source separation,the odd polynomials of higher order are used to fit the nonlinear transformation function,and the mutual information of separation signals is used as the evaluation function.Then the parameters of polynomial and linear separation matrix can be estimated by mutual information of separation signals and particle swarm optimization algorithm,thus the source signals can be separated from the mixed signals.The two-phase flow signals with noise which are obtained from upstream and downstream sensors are respectively processed by nonlinear blind source separation method so that the noise can be effectively removed.Therefore,based on these noise-suppressed signals,the distinct curves of cross correlation function and the transit times are obtained,and then the velocities of two-phase flow can be accurately calculated.Finally,the simulation experimental results are given.The results have proved that this method can meet the measurement requirements of two-phase flow velocity.

Nonlinear Deterministic Chaos in Benue River Flow Daily Time Sequence

The Various physical mechanisms governing river flow dynamics act on a wide range of temporal and spatial scales. This spatio-temporal variability has been believed to be influenced by a large number of variables. In the light of this, an attempt was made in this paper to examine whether the daily flow sequence of the Benue River exhibits low-dimensional chaos;that is, if or not its dynamics could be explained by a small number of effective degrees of freedom. To this end, nonlinear analysis of the flow sequence was done by evaluating the correlation dimension based on phase space reconstruction and maximal Lyapunov estimation as well as nonlinear prediction. Results obtained in all instances considered indicate that there is no discernible evidence to suggest that the daily flow sequence of the Benue River exhibit nonlinear deterministic chaotic signatures. Thus, it may be conjectured that the daily flow time series span a wide dynamical range between deterministic chaos and periodic signal contaminated with additive noise;that is, by either measurement or dynamical noise. However, contradictory results abound on the existence of low-dimensional chaos in daily streamflows. Hence, it is paramount to note that if the existence of low-dimension deterministic component is reliably verified, it is necessary to investigate its origin, dependence on the space-time behavior of precipitation and therefore on climate and role of the inflow-runoff mechanism.

ABSOLUTE STABILITY OF TIME-VARYING NONLINEAR CONTROL SYSTEM

In this paper the authors study two classes of time-varying nonlinear control systems. A few sufficient conditions of absolute stability of these systems were obtained by means of classical analysis and the analogue of the variation of constants formula of nonlinear systems. Moreover, they gave some sufficient conditions of absolute stability in Hurwitz angle for these systems.

Exponential stability for networked control systems based on the model of nonlinear discrete-time system with time-varying delay

An uncertain nonlinear discrete-time system model with time-varying input delays for networked control systems (NCSs) is presented. The problem of exponential stability for the system is considered and some new criteria of exponential stability are obtained based on norm inequality methods. A numerical example is given todemonstrate that those criteria are useful to analyzing the stability of nonlinear NCSs.

Time-varying nonlinear dynamics of a deploying piezoelectric laminated composite plate under aerodynamic force

Using Reddy’s high-order shear theory for laminated plates and Hamilton’s principle, a nonlinear partial differential equation for the dynamics of a deploying cantilevered piezoelectric laminated composite plate, under the combined action of aerodynamic load and piezoelectric excitation, is introduced. Two-degree of freedom(DOF)nonlinear dynamic models for the time-varying coefficients describing the transverse vibration of the deploying laminate under the combined actions of a first-order aerodynamic force and piezoelectric excitation were obtained by selecting a suitable time-dependent modal function satisfying the displacement boundary conditions and applying second-order discretization using the Galerkin method. Using a numerical method, the time history curves of the deploying laminate were obtained, and its nonlinear dynamic characteristics,including extension speed and different piezoelectric excitations, were studied. The results suggest that the piezoelectric excitation has a clear effect on the change of the nonlinear dynamic characteristics of such piezoelectric laminated composite plates. The nonlinear vibration of the deploying cantilevered laminate can be effectively suppressed by choosing a suitable voltage and polarity.

Nonlinear System Identification with Unknown Piecewise Time-Varying Delay

Identification of nonlinear systems with unknown piecewise time-varying delay is concerned in this paper.Multiple auto regressive exogenous(ARX) models are identified at different process operating points,and the complete dynamics of the nonlinear system is represented by using a combination of a normalized exponential function as the probability density function with each of the local models.The parameters of the local ARX models and the exponential functions as well as the unknown piecewise time-varying delays are estimated simultaneously under the framework of the expectation maximization(EM) algorithm.A simulation example is applied to demonstrating the proposed identification method.