Time Discretization Techniques
Gottlieb, S.; Ketcheson, David I.
2016-01-01
The time discretization of hyperbolic partial differential equations is typically the evolution of a system of ordinary differential equations obtained by spatial discretization of the original problem. Methods for this time evolution include
Indian Academy of Sciences (India)
We also describe discrete-time systems in terms of difference ... A more modern alternative, especially for larger systems, is to convert ... In other words, ..... picture?) State-variable equations are also called state-space equations because the ...
Time Discretization Techniques
Gottlieb, S.
2016-10-12
The time discretization of hyperbolic partial differential equations is typically the evolution of a system of ordinary differential equations obtained by spatial discretization of the original problem. Methods for this time evolution include multistep, multistage, or multiderivative methods, as well as a combination of these approaches. The time step constraint is mainly a result of the absolute stability requirement, as well as additional conditions that mimic physical properties of the solution, such as positivity or total variation stability. These conditions may be required for stability when the solution develops shocks or sharp gradients. This chapter contains a review of some of the methods historically used for the evolution of hyperbolic PDEs, as well as cutting edge methods that are now commonly used.
Principles of discrete time mechanics
Jaroszkiewicz, George
2014-01-01
Could time be discrete on some unimaginably small scale? Exploring the idea in depth, this unique introduction to discrete time mechanics systematically builds the theory up from scratch, beginning with the historical, physical and mathematical background to the chronon hypothesis. Covering classical and quantum discrete time mechanics, this book presents all the tools needed to formulate and develop applications of discrete time mechanics in a number of areas, including spreadsheet mechanics, classical and quantum register mechanics, and classical and quantum mechanics and field theories. A consistent emphasis on contextuality and the observer-system relationship is maintained throughout.
DEFF Research Database (Denmark)
Friis, Ib; Wind, Peter; Pedersen, Henrik Ærenlund
2008-01-01
Nekrolog over botanikeren Alfred Hansen, leder af Dansk Herbarium på Botanisk Museum, Københavns Universitet, med gennemgang af hans videnskabelige og formidlende publikationer og indsats som samler af videnskabeligt materiale.......Nekrolog over botanikeren Alfred Hansen, leder af Dansk Herbarium på Botanisk Museum, Københavns Universitet, med gennemgang af hans videnskabelige og formidlende publikationer og indsats som samler af videnskabeligt materiale....
Alfa, Attahiru S
2016-01-01
This book introduces the theoretical fundamentals for modeling queues in discrete-time, and the basic procedures for developing queuing models in discrete-time. There is a focus on applications in modern telecommunication systems. It presents how most queueing models in discrete-time can be set up as discrete-time Markov chains. Techniques such as matrix-analytic methods (MAM) that can used to analyze the resulting Markov chains are included. This book covers single node systems, tandem system and queueing networks. It shows how queues with time-varying parameters can be analyzed, and illustrates numerical issues associated with computations for the discrete-time queueing systems. Optimal control of queues is also covered. Applied Discrete-Time Queues targets researchers, advanced-level students and analysts in the field of telecommunication networks. It is suitable as a reference book and can also be used as a secondary text book in computer engineering and computer science. Examples and exercises are includ...
Process algebra with timing : real time and discrete time
Baeten, J.C.M.; Middelburg, C.A.; Bergstra, J.A.; Ponse, A.J.; Smolka, S.A.
2001-01-01
We present real time and discrete time versions of ACP with absolute timing and relative timing. The starting-point is a new real time version with absolute timing, called ACPsat, featuring urgent actions and a delay operator. The discrete time versions are conservative extensions of the discrete
Process algebra with timing: Real time and discrete time
Baeten, J.C.M.; Middelburg, C.A.
1999-01-01
We present real time and discrete time versions of ACP with absolute timing and relative timing. The startingpoint is a new real time version with absolute timing, called ACPsat , featuring urgent actions and a delay operator. The discrete time versions are conservative extensions of the discrete
Space-Time Discrete KPZ Equation
Cannizzaro, G.; Matetski, K.
2018-03-01
We study a general family of space-time discretizations of the KPZ equation and show that they converge to its solution. The approach we follow makes use of basic elements of the theory of regularity structures (Hairer in Invent Math 198(2):269-504, 2014) as well as its discrete counterpart (Hairer and Matetski in Discretizations of rough stochastic PDEs, 2015. arXiv:1511.06937). Since the discretization is in both space and time and we allow non-standard discretization for the product, the methods mentioned above have to be suitably modified in order to accommodate the structure of the models under study.
Fermion systems in discrete space-time
International Nuclear Information System (INIS)
Finster, Felix
2007-01-01
Fermion systems in discrete space-time are introduced as a model for physics on the Planck scale. We set up a variational principle which describes a non-local interaction of all fermions. This variational principle is symmetric under permutations of the discrete space-time points. We explain how for minimizers of the variational principle, the fermions spontaneously break this permutation symmetry and induce on space-time a discrete causal structure
Fermion systems in discrete space-time
Energy Technology Data Exchange (ETDEWEB)
Finster, Felix [NWF I - Mathematik, Universitaet Regensburg, 93040 Regensburg (Germany)
2007-05-15
Fermion systems in discrete space-time are introduced as a model for physics on the Planck scale. We set up a variational principle which describes a non-local interaction of all fermions. This variational principle is symmetric under permutations of the discrete space-time points. We explain how for minimizers of the variational principle, the fermions spontaneously break this permutation symmetry and induce on space-time a discrete causal structure.
Fermion Systems in Discrete Space-Time
Finster, Felix
2006-01-01
Fermion systems in discrete space-time are introduced as a model for physics on the Planck scale. We set up a variational principle which describes a non-local interaction of all fermions. This variational principle is symmetric under permutations of the discrete space-time points. We explain how for minimizers of the variational principle, the fermions spontaneously break this permutation symmetry and induce on space-time a discrete causal structure.
Fermion systems in discrete space-time
Finster, Felix
2007-05-01
Fermion systems in discrete space-time are introduced as a model for physics on the Planck scale. We set up a variational principle which describes a non-local interaction of all fermions. This variational principle is symmetric under permutations of the discrete space-time points. We explain how for minimizers of the variational principle, the fermions spontaneously break this permutation symmetry and induce on space-time a discrete causal structure.
... with facebook share with twitter share with linkedin Leprosy (Hansen's Disease) Credit: NIAID Some classic histopathologic changes ... as Mycobacterium leprae . Why Is the Study of Leprosy (Hansen's Disease) a Priority for NIAID? At the ...
Quadratic Term Structure Models in Discrete Time
Marco Realdon
2006-01-01
This paper extends the results on quadratic term structure models in continuos time to the discrete time setting. The continuos time setting can be seen as a special case of the discrete time one. Recursive closed form solutions for zero coupon bonds are provided even in the presence of multiple correlated underlying factors. Pricing bond options requires simple integration. Model parameters may well be time dependent without scuppering such tractability. Model estimation does not require a r...
Memorized discrete systems and time-delay
Luo, Albert C J
2017-01-01
This book examines discrete dynamical systems with memory—nonlinear systems that exist extensively in biological organisms and financial and economic organizations, and time-delay systems that can be discretized into the memorized, discrete dynamical systems. It book further discusses stability and bifurcations of time-delay dynamical systems that can be investigated through memorized dynamical systems as well as bifurcations of memorized nonlinear dynamical systems, discretization methods of time-delay systems, and periodic motions to chaos in nonlinear time-delay systems. The book helps readers find analytical solutions of MDS, change traditional perturbation analysis in time-delay systems, detect motion complexity and singularity in MDS; and determine stability, bifurcation, and chaos in any time-delay system.
Can time be a discrete dynamical variable
International Nuclear Information System (INIS)
Lee, T.D.
1983-01-01
The possibility that time can be regarded as a discrete dynamical variable is examined through all phases of mechanics: from classical mechanics to nonrelativistic quantum mechanics, and to relativistic quantum field theories. (orig.)
Discrete-time nonlinear sliding mode controller
African Journals Online (AJOL)
user
Keywords: Discrete-time delay system, Sliding mode control, nonlinear sliding ... of engineering systems such as chemical process control, delay in the actuator ...... instrumentation from Motilal Nehru National Institute of Technology (MNNIT),.
Symmetries in discrete-time mechanics
International Nuclear Information System (INIS)
Khorrami, M.
1996-01-01
Based on a general formulation for discrete-time quantum mechanics, introduced by M. Khorrami (Annals Phys. 224 (1995), 101), symmetries in discrete-time quantum mechanics are investigated. It is shown that any classical continuous symmetry leads to a conserved quantity in classical mechanics, as well as quantum mechanics. The transformed wave function, however, has the correct evolution if and only if the symmetry is nonanomalous. Copyright copyright 1996 Academic Press, Inc
On discrete models of space-time
International Nuclear Information System (INIS)
Horzela, A.; Kempczynski, J.; Kapuscik, E.; Georgia Univ., Athens, GA; Uzes, Ch.
1992-02-01
Analyzing the Einstein radiolocation method we come to the conclusion that results of any measurement of space-time coordinates should be expressed in terms of rational numbers. We show that this property is Lorentz invariant and may be used in the construction of discrete models of space-time different from the models of the lattice type constructed in the process of discretization of continuous models. (author)
Discrete-Time Biomedical Signal Encryption
Directory of Open Access Journals (Sweden)
Victor Grigoraş
2017-12-01
Full Text Available Chaotic modulation is a strong method of improving communication security. Analog and discrete chaotic systems are presented in actual literature. Due to the expansion of digital communication, discrete-time systems become more efficient and closer to actual technology. The present contribution offers an in-depth analysis of the effects chaos encryption produce on 1D and 2D biomedical signals. The performed simulations show that modulating signals are precisely recovered by the synchronizing receiver if discrete systems are digitally implemented and the coefficients precisely correspond. Channel noise is also applied and its effects on biomedical signal demodulation are highlighted.
Modeling discrete time-to-event data
Tutz, Gerhard
2016-01-01
This book focuses on statistical methods for the analysis of discrete failure times. Failure time analysis is one of the most important fields in statistical research, with applications affecting a wide range of disciplines, in particular, demography, econometrics, epidemiology and clinical research. Although there are a large variety of statistical methods for failure time analysis, many techniques are designed for failure times that are measured on a continuous scale. In empirical studies, however, failure times are often discrete, either because they have been measured in intervals (e.g., quarterly or yearly) or because they have been rounded or grouped. The book covers well-established methods like life-table analysis and discrete hazard regression models, but also introduces state-of-the art techniques for model evaluation, nonparametric estimation and variable selection. Throughout, the methods are illustrated by real life applications, and relationships to survival analysis in continuous time are expla...
National Hansen's Disease (Leprosy) Program
... Caring and Curing Since 1894 National Hansen's Disease (Leprosy) Program Caring and Curing Since 1894 A genetic ... Louisiana New York Texas The National Hansen's Disease (Leprosy) Program The National Hansen's Disease Program is the ...
Discrete time analysis of a repairable machine
Alfa, Attahiru Sule; Castro, I. T.
2002-01-01
We consider, in discrete time, a single machine system that operates for a period of time represented by a general distribution. This machine is subject to failures during operations and the occurrence of these failures depends on how many times the machine has previously failed. Some failures are repairable and the repair times may or may not depend on the number of times the machine was previously repaired. Repair times also have a general distribution. The operating times...
Semiclassical expanding discrete space-times
International Nuclear Information System (INIS)
Cobb, W.K.; Smalley, L.L.
1981-01-01
Given the close ties between general relativity and geometry one might reasonably expect that quantum effects associated with gravitation might also be tied to the geometry of space-time, namely, to some sort of discreteness in space-time itself. In particular it is supposed that space-time consists of a discrete lattice of points rather than the usual continuum. Since astronomical evidence seems to suggest that the universe is expanding, the lattice must also expand. Some of the implications of such a model are that the proton should presently be stable, and the universe should be closed although the mechanism for closure is quantum mechanical. (author)
Discrete Events as Units of Perceived Time
Liverence, Brandon M.; Scholl, Brian J.
2012-01-01
In visual images, we perceive both space (as a continuous visual medium) and objects (that inhabit space). Similarly, in dynamic visual experience, we perceive both continuous time and discrete events. What is the relationship between these units of experience? The most intuitive answer may be similar to the spatial case: time is perceived as an…
Speeding Up Network Simulations Using Discrete Time
Lucas, Aaron; Armbruster, Benjamin
2013-01-01
We develop a way of simulating disease spread in networks faster at the cost of some accuracy. Instead of a discrete event simulation (DES) we use a discrete time simulation. This aggregates events into time periods. We prove a bound on the accuracy attained. We also discuss the choice of step size and do an analytical comparison of the computational costs. Our error bound concept comes from the theory of numerical methods for SDEs and the basic proof structure comes from the theory of numeri...
Discrete-time rewards model-checked
Larsen, K.G.; Andova, S.; Niebert, Peter; Hermanns, H.; Katoen, Joost P.
2003-01-01
This paper presents a model-checking approach for analyzing discrete-time Markov reward models. For this purpose, the temporal logic probabilistic CTL is extended with reward constraints. This allows to formulate complex measures – involving expected as well as accumulated rewards – in a precise and
Hybrid discrete-time neural networks.
Cao, Hongjun; Ibarz, Borja
2010-11-13
Hybrid dynamical systems combine evolution equations with state transitions. When the evolution equations are discrete-time (also called map-based), the result is a hybrid discrete-time system. A class of biological neural network models that has recently received some attention falls within this category: map-based neuron models connected by means of fast threshold modulation (FTM). FTM is a connection scheme that aims to mimic the switching dynamics of a neuron subject to synaptic inputs. The dynamic equations of the neuron adopt different forms according to the state (either firing or not firing) and type (excitatory or inhibitory) of their presynaptic neighbours. Therefore, the mathematical model of one such network is a combination of discrete-time evolution equations with transitions between states, constituting a hybrid discrete-time (map-based) neural network. In this paper, we review previous work within the context of these models, exemplifying useful techniques to analyse them. Typical map-based neuron models are low-dimensional and amenable to phase-plane analysis. In bursting models, fast-slow decomposition can be used to reduce dimensionality further, so that the dynamics of a pair of connected neurons can be easily understood. We also discuss a model that includes electrical synapses in addition to chemical synapses with FTM. Furthermore, we describe how master stability functions can predict the stability of synchronized states in these networks. The main results are extended to larger map-based neural networks.
Physical models on discrete space and time
International Nuclear Information System (INIS)
Lorente, M.
1986-01-01
The idea of space and time quantum operators with a discrete spectrum has been proposed frequently since the discovery that some physical quantities exhibit measured values that are multiples of fundamental units. This paper first reviews a number of these physical models. They are: the method of finite elements proposed by Bender et al; the quantum field theory model on discrete space-time proposed by Yamamoto; the finite dimensional quantum mechanics approach proposed by Santhanam et al; the idea of space-time as lattices of n-simplices proposed by Kaplunovsky et al; and the theory of elementary processes proposed by Weizsaecker and his colleagues. The paper then presents a model proposed by the authors and based on the (n+1)-dimensional space-time lattice where fundamental entities interact among themselves 1 to 2n in order to build up a n-dimensional cubic lattice as a ground field where the physical interactions take place. The space-time coordinates are nothing more than the labelling of the ground field and take only discrete values. 11 references
Single-crossover recombination in discrete time.
von Wangenheim, Ute; Baake, Ellen; Baake, Michael
2010-05-01
Modelling the process of recombination leads to a large coupled nonlinear dynamical system. Here, we consider a particular case of recombination in discrete time, allowing only for single crossovers. While the analogous dynamics in continuous time admits a closed solution (Baake and Baake in Can J Math 55:3-41, 2003), this no longer works for discrete time. A more general model (i.e. without the restriction to single crossovers) has been studied before (Bennett in Ann Hum Genet 18:311-317, 1954; Dawson in Theor Popul Biol 58:1-20, 2000; Linear Algebra Appl 348:115-137, 2002) and was solved algorithmically by means of Haldane linearisation. Using the special formalism introduced by Baake and Baake (Can J Math 55:3-41, 2003), we obtain further insight into the single-crossover dynamics and the particular difficulties that arise in discrete time. We then transform the equations to a solvable system in a two-step procedure: linearisation followed by diagonalisation. Still, the coefficients of the second step must be determined in a recursive manner, but once this is done for a given system, they allow for an explicit solution valid for all times.
Dense time discretization technique for verification of real time systems
International Nuclear Information System (INIS)
Makackas, Dalius; Miseviciene, Regina
2016-01-01
Verifying the real-time system there are two different models to control the time: discrete and dense time based models. This paper argues a novel verification technique, which calculates discrete time intervals from dense time in order to create all the system states that can be reached from the initial system state. The technique is designed for real-time systems specified by a piece-linear aggregate approach. Key words: real-time system, dense time, verification, model checking, piece-linear aggregate
Integrals of Motion for Discrete-Time Optimal Control Problems
Torres, Delfim F. M.
2003-01-01
We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the discrete time Lagrangian and discrete time control system. As corollaries, results for first-order and higher-order discrete problems of the calculus of variations are obtained.
Time-delay analyzer with continuous discretization
International Nuclear Information System (INIS)
Bayatyan, G.L.; Darbinyan, K.T.; Mkrtchyan, K.K.; Stepanyan, S.S.
1988-01-01
A time-delay analyzer is described which when triggered by a start pulse of adjustable duration performs continuous discretization of the analyzed signal within nearly 22 ns time intervals, the recording in a memory unit with following slow read-out of the information to the computer and its processing. The time-delay analyzer consists of four CAMAC-VECTOR systems of unit width. With its help one can separate comparatively short, small-amplitude rare signals against the background of quasistationary noise processes. 4 refs.; 3 figs
Construction of Discrete Time Shadow Price
International Nuclear Information System (INIS)
Rogala, Tomasz; Stettner, Lukasz
2015-01-01
In the paper expected utility from consumption over finite time horizon for discrete time markets with bid and ask prices and strictly concave utility function is considered. The notion of weak shadow price, i.e. an illiquid price, depending on the portfolio, under which the model without bid and ask price is equivalent to the model with bid and ask price is introduced. Existence and the form of weak shadow price is shown. Using weak shadow price usual (called in the paper strong) shadow price is then constructed
Discrete time modelization of human pilot behavior
Cavalli, D.; Soulatges, D.
1975-01-01
This modelization starts from the following hypotheses: pilot's behavior is a time discrete process, he can perform only one task at a time and his operating mode depends on the considered flight subphase. Pilot's behavior was observed using an electro oculometer and a simulator cockpit. A FORTRAN program has been elaborated using two strategies. The first one is a Markovian process in which the successive instrument readings are governed by a matrix of conditional probabilities. In the second one, strategy is an heuristic process and the concepts of mental load and performance are described. The results of the two aspects have been compared with simulation data.
Time-Discrete Higher-Order ALE Formulations: Stability
Bonito, Andrea; Kyza, Irene; Nochetto, Ricardo H.
2013-01-01
on the stability of the PDE but may influence that of a discrete scheme. We examine this critical issue for higher-order time stepping without space discretization. We propose time-discrete discontinuous Galerkin (dG) numerical schemes of any order for a time
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Discrete-time modelling of musical instruments
International Nuclear Information System (INIS)
Vaelimaeki, Vesa; Pakarinen, Jyri; Erkut, Cumhur; Karjalainen, Matti
2006-01-01
This article describes physical modelling techniques that can be used for simulating musical instruments. The methods are closely related to digital signal processing. They discretize the system with respect to time, because the aim is to run the simulation using a computer. The physics-based modelling methods can be classified as mass-spring, modal, wave digital, finite difference, digital waveguide and source-filter models. We present the basic theory and a discussion on possible extensions for each modelling technique. For some methods, a simple model example is chosen from the existing literature demonstrating a typical use of the method. For instance, in the case of the digital waveguide modelling technique a vibrating string model is discussed, and in the case of the wave digital filter technique we present a classical piano hammer model. We tackle some nonlinear and time-varying models and include new results on the digital waveguide modelling of a nonlinear string. Current trends and future directions in physical modelling of musical instruments are discussed
Mapping of uncertainty relations between continuous and discrete time.
Chiuchiù, Davide; Pigolotti, Simone
2018-03-01
Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.
Discrete-Time Nonlinear Control of VSC-HVDC System
Directory of Open Access Journals (Sweden)
TianTian Qian
2015-01-01
Full Text Available Because VSC-HVDC is a kind of strong nonlinear, coupling, and multi-input multioutput (MIMO system, its control problem is always attracting much attention from scholars. And a lot of papers have done research on its control strategy in the continuous-time domain. But the control system is implemented through the computer discrete sampling in practical engineering. It is necessary to study the mathematical model and control algorithm in the discrete-time domain. The discrete mathematical model based on output feedback linearization and discrete sliding mode control algorithm is proposed in this paper. And to ensure the effectiveness of the control system in the quasi sliding mode state, the fast output sampling method is used in the output feedback. The results from simulation experiment in MATLAB/SIMULINK prove that the proposed discrete control algorithm can make the VSC-HVDC system have good static, dynamic, and robust characteristics in discrete-time domain.
On the application of Discrete Time Optimal Control Concepts to ...
African Journals Online (AJOL)
On the application of Discrete Time Optimal Control Concepts to Economic Problems. ... Journal of the Nigerian Association of Mathematical Physics ... Abstract. An extension of the use of the maximum principle to solve Discrete-time Optimal Control Problems (DTOCP), in which the state equations are in the form of general ...
Discrete-time optimal control and games on large intervals
Zaslavski, Alexander J
2017-01-01
Devoted to the structure of approximate solutions of discrete-time optimal control problems and approximate solutions of dynamic discrete-time two-player zero-sum games, this book presents results on properties of approximate solutions in an interval that is independent lengthwise, for all sufficiently large intervals. Results concerning the so-called turnpike property of optimal control problems and zero-sum games in the regions close to the endpoints of the time intervals are the main focus of this book. The description of the structure of approximate solutions on sufficiently large intervals and its stability will interest graduate students and mathematicians in optimal control and game theory, engineering, and economics. This book begins with a brief overview and moves on to analyze the structure of approximate solutions of autonomous nonconcave discrete-time optimal control Lagrange problems.Next the structures of approximate solutions of autonomous discrete-time optimal control problems that are discret...
Mathematical aspects of the discrete space-time hypothesis
International Nuclear Information System (INIS)
Sardanashvili, G.A.
1979-01-01
A hypothesis of a microcosm space discreteness is considered from the theoretical-mathematical point of view. The type of topological spaces, which formalizes representations on the discrete space-time, is determined. It is explained, how these spaces arise in physical models. The physical task, in which the discrete space could arise as a version of its solution, is considered. It is shown that the discrete structure of space can arise with a certain interaction type in the system, for example, with its considerable self-shielding, which can take place, in particular, in the particles or in the cosmological and astrophysical singularities
On synchronized regions of discrete-time complex dynamical networks
International Nuclear Information System (INIS)
Duan Zhisheng; Chen Guanrong
2011-01-01
In this paper, the local synchronization of discrete-time complex networks is studied. First, it is shown that for any natural number n, there exists a discrete-time network which has at least left floor n/2 right floor +1 disconnected synchronized regions for local synchronization, which implies the possibility of intermittent synchronization behaviors. Different from the continuous-time networks, the existence of an unbounded synchronized region is impossible for discrete-time networks. The convexity of the synchronized regions is also characterized based on the stability of a class of matrix pencils, which is useful for enlarging the stability region so as to improve the network synchronizability.
Discrete-time inverse optimal control for nonlinear systems
Sanchez, Edgar N
2013-01-01
Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabilization and trajectory tracking of discrete-time nonlinear systems. This avoids the need to solve the associated Hamilton-Jacobi-Bellman equation and minimizes a cost functional, resulting in a more efficient controller. Design More Efficient Controllers for Stabilization and Trajectory Tracking of Discrete-Time Nonlinear Systems The book presents two approaches for controller synthesis: the first based on passivity theory and the second on a control Lyapunov function (CLF). Th
Discrete-Time Filter Synthesis using Product of Gegenbauer Polynomials
N. Stojanovic; N. Stamenkovic; I. Krstic
2016-01-01
A new approximation to design continuoustime and discrete-time low-pass filters, presented in this paper, based on the product of Gegenbauer polynomials, provides the ability of more flexible adjustment of passband and stopband responses. The design is achieved taking into account a prescribed specification, leading to a better trade-off among the magnitude and group delay responses. Many well-known continuous-time and discrete-time transitional filter based on the classical polynomial approx...
Mixed Discretization of the Time Domain MFIE at Low Frequencies
Ulku, Huseyin Arda; Bogaert, Ignace; Cools, Kristof; Andriulli, Francesco Paolo; Bagci, Hakan
2017-01-01
stems from the classical MOT scheme’s failure to predict the correct scaling of the current’s Helmholtz components for large time steps. A recently proposed mixed discretization strategy is used to alleviate the inaccuracy problem by restoring
Cryptanalysis of a discrete-time synchronous chaotic encryption system
International Nuclear Information System (INIS)
Arroyo, David; Alvarez, Gonzalo; Li Shujun; Li Chengqing; Nunez, Juana
2008-01-01
Recently a chaotic cryptosystem based on discrete-time synchronization has been proposed. Some weaknesses of that new encryption system are addressed and exploited in order to successfully cryptanalyze the system
On periodic orbits in discrete-time cascade systems
Directory of Open Access Journals (Sweden)
Huimin Li
2006-01-01
Full Text Available We present some results on existence, minimum period, number of periodic orbits, and stability of periodic orbits in discrete-time cascade systems. Some examples are presented to illustrate these results.
Strong Stability Preserving Property of the Deferred Correction Time Discretization
National Research Council Canada - National Science Library
Liu, Yuan; Shu, Chi-Wang; Zhang, Mengping
2007-01-01
In this paper, we study the strong stability preserving "SSP" property of a class of deferred correction time discretization methods, for solving the method-of-lines schemes approximating hyperbolic...
Stabilization of discrete-time LTI positive systems
Directory of Open Access Journals (Sweden)
Krokavec Dušan
2017-12-01
Full Text Available The paper mitigates the existing conditions reported in the previous literature for control design of discrete-time linear positive systems. Incorporating an associated structure of linear matrix inequalities, combined with the Lyapunov inequality guaranteing asymptotic stability of discrete-time positive system structures, new conditions are presented with which the state-feedback controllers and the system state observers can be designed. Associated solutions of the proposed design conditions are illustrated by numerical illustrative examples.
Averaged multivalued solutions and time discretization for conservation laws
International Nuclear Information System (INIS)
Brenier, Y.
1985-01-01
It is noted that the correct shock solutions can be approximated by averaging in some sense the multivalued solution given by the method of characteristics for the nonlinear scalar conservation law (NSCL). A time discretization for the NSCL equation based on this principle is considered. An equivalent analytical formulation is shown to lead quite easily to a convergence result, and a third formulation is introduced which can be generalized for the systems of conservation laws. Various numerical schemes are constructed from the proposed time discretization. The first family of schemes is obtained by using a spatial grid and projecting the results of the time discretization. Many known schemes are then recognized (mainly schemes by Osher, Roe, and LeVeque). A second way to discretize leads to a particle scheme without space grid, which is very efficient (at least in the scalar case). Finally, a close relationship between the proposed method and the Boltzmann type schemes is established. 14 references
Rational solutions of the discrete time Toda lattice and the alternate discrete Painleve II equation
International Nuclear Information System (INIS)
Common, Alan K; Hone, Andrew N W
2008-01-01
The Yablonskii-Vorob'ev polynomials y n (t), which are defined by a second-order bilinear differential-difference equation, provide rational solutions of the Toda lattice. They are also polynomial tau-functions for the rational solutions of the second Painleve equation (P II ). Here we define two-variable polynomials Y n (t, h) on a lattice with spacing h, by considering rational solutions of the discrete time Toda lattice as introduced by Suris. These polynomials are shown to have many properties that are analogous to those of the Yablonskii-Vorob'ev polynomials, to which they reduce when h = 0. They also provide rational solutions for a particular discretization of P II , namely the so-called alternate discrete P II , and this connection leads to an expression in terms of the Umemura polynomials for the third Painleve equation (P III ). It is shown that the Baecklund transformation for the alternate discrete Painleve equation is a symplectic map, and the shift in time is also symplectic. Finally we present a Lax pair for the alternate discrete P II , which recovers Jimbo and Miwa's Lax pair for P II in the continuum limit h → 0
Engineering applications of discrete-time optimal control
DEFF Research Database (Denmark)
Vidal, Rene Victor Valqui; Ravn, Hans V.
1990-01-01
Many problems of design and operation of engineering systems can be formulated as optimal control problems where time has been discretisized. This is also true even if 'time' is not involved in the formulation of the problem, but rather another one-dimensional parameter. This paper gives a review...... of some well-known and new results in discrete time optimal control methods applicable to practical problem solving within engineering. Emphasis is placed on dynamic programming, the classical maximum principle and generalized versions of the maximum principle for optimal control of discrete time systems...
Discrete-Time Filter Synthesis using Product of Gegenbauer Polynomials
Directory of Open Access Journals (Sweden)
N. Stojanovic
2016-09-01
Full Text Available A new approximation to design continuoustime and discrete-time low-pass filters, presented in this paper, based on the product of Gegenbauer polynomials, provides the ability of more flexible adjustment of passband and stopband responses. The design is achieved taking into account a prescribed specification, leading to a better trade-off among the magnitude and group delay responses. Many well-known continuous-time and discrete-time transitional filter based on the classical polynomial approximations(Chebyshev, Legendre, Butterworth are shown to be a special cases of proposed approximation method.
Partition-based discrete-time quantum walks
Konno, Norio; Portugal, Renato; Sato, Iwao; Segawa, Etsuo
2018-04-01
We introduce a family of discrete-time quantum walks, called two-partition model, based on two equivalence-class partitions of the computational basis, which establish the notion of local dynamics. This family encompasses most versions of unitary discrete-time quantum walks driven by two local operators studied in literature, such as the coined model, Szegedy's model, and the 2-tessellable staggered model. We also analyze the connection of those models with the two-step coined model, which is driven by the square of the evolution operator of the standard discrete-time coined walk. We prove formally that the two-step coined model, an extension of Szegedy model for multigraphs, and the two-tessellable staggered model are unitarily equivalent. Then, selecting one specific model among those families is a matter of taste not generality.
Discrete time process algebra and the semantics of SDL
J.A. Bergstra; C.A. Middelburg; Y.S. Usenko (Yaroslav)
1998-01-01
htmlabstractWe present an extension of discrete time process algebra with relative timing where recursion, propositional signals and conditions, a counting process creation operator, and the state operator are combined. Except the counting process creation operator, which subsumes the original
Cycles of a discrete time bipolar artificial neural network
International Nuclear Information System (INIS)
Cheng Suisun; Chen, J.-S.; Yueh, W.-C.
2009-01-01
A discrete time bipolar neural network depending on two parameters is studied. It is observed that its dynamical behaviors can be classified into six cases. For each case, the long time behaviors can be summarized in terms of fixed points, periodic points, basin of attractions, and related initial distributions. Mathematical reasons are supplied for these observations and applications in cellular automata are illustrated.
Analysis of Time Discretization and its Effect on Simulation Processes
Directory of Open Access Journals (Sweden)
Gilbert-Rainer Gillich
2006-10-01
Full Text Available The paper presents the influence of time discretization on the results of simulations of technical systems. In this sense the systems are mod-eled using the SciLab/SCICOS environment, using different time inter-vals. Ulterior the processes are simulated and the results are com-pared.
Nonparametric volatility density estimation for discrete time models
Es, van Bert; Spreij, P.J.C.; Zanten, van J.H.
2005-01-01
We consider discrete time models for asset prices with a stationary volatility process. We aim at estimating the multivariate density of this process at a set of consecutive time instants. A Fourier-type deconvolution kernel density estimator based on the logarithm of the squared process is proposed
Distinct timing mechanisms produce discrete and continuous movements.
Directory of Open Access Journals (Sweden)
Raoul Huys
2008-04-01
Full Text Available The differentiation of discrete and continuous movement is one of the pillars of motor behavior classification. Discrete movements have a definite beginning and end, whereas continuous movements do not have such discriminable end points. In the past decade there has been vigorous debate whether this classification implies different control processes. This debate up until the present has been empirically based. Here, we present an unambiguous non-empirical classification based on theorems in dynamical system theory that sets discrete and continuous movements apart. Through computational simulations of representative modes of each class and topological analysis of the flow in state space, we show that distinct control mechanisms underwrite discrete and fast rhythmic movements. In particular, we demonstrate that discrete movements require a time keeper while fast rhythmic movements do not. We validate our computational findings experimentally using a behavioral paradigm in which human participants performed finger flexion-extension movements at various movement paces and under different instructions. Our results demonstrate that the human motor system employs different timing control mechanisms (presumably via differential recruitment of neural subsystems to accomplish varying behavioral functions such as speed constraints.
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Invariant set computation for constrained uncertain discrete-time systems
Athanasopoulos, N.; Bitsoris, G.
2010-01-01
In this article a novel approach to the determination of polytopic invariant sets for constrained discrete-time linear uncertain systems is presented. First, the problem of stabilizing a prespecified initial condition set in the presence of input and state constraints is addressed. Second, the
Cryptanalyzing a discrete-time chaos synchronization secure communication system
International Nuclear Information System (INIS)
Alvarez, G.; Montoya, F.; Romera, M.; Pastor, G.
2004-01-01
This paper describes the security weakness of a recently proposed secure communication method based on discrete-time chaos synchronization. We show that the security is compromised even without precise knowledge of the chaotic system used. We also make many suggestions to improve its security in future versions
Recursive smoothers for hidden discrete-time Markov chains
Directory of Open Access Journals (Sweden)
Lakhdar Aggoun
2005-01-01
Full Text Available We consider a discrete-time Markov chain observed through another Markov chain. The proposed model extends models discussed by Elliott et al. (1995. We propose improved recursive formulae to update smoothed estimates of processes related to the model. These recursive estimates are used to update the parameter of the model via the expectation maximization (EM algorithm.
Discretization of space and time: consequences of modified gravitational law
Roatta , Luca
2017-01-01
Assuming that space and time can only have discrete values, it is shown that the modified law of gravitational attraction implies that the third principle of dynamics is not fully respected and that only bodies with sufficient mass can exert gravitational attraction.
Stable cycling in discrete-time genetic models.
Hastings, A
1981-01-01
Examples of stable cycling are discussed for two-locus, two-allele, deterministic, discrete-time models with constant fitnesses. The cases that cycle were found by using numerical techniques to search for stable Hopf bifurcations. One consequence of the results is that apparent cases of directional selection may be due to stable cycling.
Stable cycling in discrete-time genetic models.
Hastings, A
1981-11-01
Examples of stable cycling are discussed for two-locus, two-allele, deterministic, discrete-time models with constant fitnesses. The cases that cycle were found by using numerical techniques to search for stable Hopf bifurcations. One consequence of the results is that apparent cases of directional selection may be due to stable cycling.
Asymptotical Behaviors of Nonautonomous Discrete Kolmogorov System with Time Lags
Directory of Open Access Journals (Sweden)
Liu Shengqiang
2010-01-01
Full Text Available We discuss a general -species discrete Kolmogorov system with time lags. We build some new results about the sufficient conditions for permanence, extinction, and balancing survival. When applying these results to some Lotka-Volterra systems, we obtain the criteria on harmless delay for the permanence as well as profitless delay for balancing survival.
Asymptotical Behaviors of Nonautonomous Discrete Kolmogorov System with Time Lags
Directory of Open Access Journals (Sweden)
Shengqiang Liu
2010-01-01
Full Text Available We discuss a general n-species discrete Kolmogorov system with time lags. We build some new results about the sufficient conditions for permanence, extinction, and balancing survival. When applying these results to some Lotka-Volterra systems, we obtain the criteria on harmless delay for the permanence as well as profitless delay for balancing survival.
Direct output feedback control of discrete-time systems
International Nuclear Information System (INIS)
Lin, C.C.; Chung, L.L.; Lu, K.H.
1993-01-01
An optimal direct output feedback control algorithm is developed for discrete-time systems with the consideration of time delay in control force action. Optimal constant output feedback gains are obtained through variational process such that certain prescribed quadratic performance index is minimized. Discrete-time control forces are then calculated from the multiplication of output measurements by these pre-calculated feedback gains. According to the proposed algorithm, structural system is assured to remain stable even in the presence of time delay. The number of sensors and controllers may be very small as compared with the dimension of states. Numerical results show that direct velocity feedback control is more sensitive to time delay than state feedback but, is still quite effective in reducing the dynamic responses under earthquake excitation. (author)
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...
Discrete time-crystalline order in black diamond
Zhou, Hengyun; Choi, Soonwon; Choi, Joonhee; Landig, Renate; Kucsko, Georg; Isoya, Junichi; Jelezko, Fedor; Onoda, Shinobu; Sumiya, Hitoshi; Khemani, Vedika; von Keyserlingk, Curt; Yao, Norman; Demler, Eugene; Lukin, Mikhail D.
2017-04-01
The interplay of periodic driving, disorder, and strong interactions has recently been predicted to result in exotic ``time-crystalline'' phases, which spontaneously break the discrete time-translation symmetry of the underlying drive. Here, we report the experimental observation of such discrete time-crystalline order in a driven, disordered ensemble of 106 dipolar spin impurities in diamond at room-temperature. We observe long-lived temporal correlations at integer multiples of the fundamental driving period, experimentally identify the phase boundary and find that the temporal order is protected by strong interactions; this order is remarkably stable against perturbations, even in the presence of slow thermalization. Our work opens the door to exploring dynamical phases of matter and controlling interacting, disordered many-body systems.
A discrete-time adaptive control scheme for robot manipulators
Tarokh, M.
1990-01-01
A discrete-time model reference adaptive control scheme is developed for trajectory tracking of robot manipulators. The scheme utilizes feedback, feedforward, and auxiliary signals, obtained from joint angle measurement through simple expressions. Hyperstability theory is utilized to derive the adaptation laws for the controller gain matrices. It is shown that trajectory tracking is achieved despite gross robot parameter variation and uncertainties. The method offers considerable design flexibility and enables the designer to improve the performance of the control system by adjusting free design parameters. The discrete-time adaptation algorithm is extremely simple and is therefore suitable for real-time implementation. Simulations and experimental results are given to demonstrate the performance of the scheme.
Discrete-Time LPV Current Control of an Induction Motor
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon; Trangbæk, Klaus
2003-01-01
In this paper we apply a new method for gain-scheduled output feedback control of nonlinear systems to current control of an induction motor. The method relies on recently developed controller synthesis results for linear parameter-varying (LPV) systems, where the controller synthesis is formulated...... as a set of linear matrix inequalities with full-block multipliers. A standard nonlinear model of the motor is constructed and written on LPV form. We then show that, although originally developed in continuous time, the controller synthesis results can be applied to a discrete-time model as well without...... further complications. The synthesis method is applied to the model, yielding an LPV discrete-time controller. Finally, the efficiency of the control scheme is validated via simulations as well as on the actual induction motor, both in open-loop current control and when an outer speed control loop...
Time-Discrete Higher-Order ALE Formulations: Stability
Bonito, Andrea
2013-01-01
Arbitrary Lagrangian Eulerian (ALE) formulations deal with PDEs on deformable domains upon extending the domain velocity from the boundary into the bulk with the purpose of keeping mesh regularity. This arbitrary extension has no effect on the stability of the PDE but may influence that of a discrete scheme. We examine this critical issue for higher-order time stepping without space discretization. We propose time-discrete discontinuous Galerkin (dG) numerical schemes of any order for a time-dependent advection-diffusion-model problem in moving domains, and study their stability properties. The analysis hinges on the validity of the Reynold\\'s identity for dG. Exploiting the variational structure and assuming exact integration, we prove that our conservative and nonconservative dG schemes are equivalent and unconditionally stable. The same results remain true for piecewise polynomial ALE maps of any degree and suitable quadrature that guarantees the validity of the Reynold\\'s identity. This approach generalizes the so-called geometric conservation law to higher-order methods. We also prove that simpler Runge-Kutta-Radau methods of any order are conditionally stable, that is, subject to a mild ALE constraint on the time steps. Numerical experiments corroborate and complement our theoretical results. © 2013 Society for Industrial and Applied Mathematics.
Discrete-time control system design with applications
Rabbath, C A
2014-01-01
This book presents practical techniques of discrete-time control system design. In general, the design techniques lead to low-order dynamic compensators that ensure satisfactory closed-loop performance for a wide range of sampling rates. The theory is given in the form of theorems, lemmas, and propositions. The design of the control systems is presented as step-by-step procedures and algorithms. The proposed feedback control schemes are applied to well-known dynamic system models. This book also discusses: Closed-loop performance of generic models of mobile robot and airborne pursuer dynamic systems under discrete-time feedback control with limited computing capabilities Concepts of discrete-time models and sampled-data models of continuous-time systems, for both single- and dual-rate operation Local versus global digital redesign Optimal, closed-loop digital redesign methods Plant input mapping design Generalized holds and samplers for use in feedback control loops, Numerical simulation of fixed-point arithm...
Parrondo's game using a discrete-time quantum walk
International Nuclear Information System (INIS)
Chandrashekar, C.M.; Banerjee, Subhashish
2011-01-01
We present a new form of a Parrondo game using discrete-time quantum walk on a line. The two players A and B with different quantum coins operators, individually losing the game can develop a strategy to emerge as joint winners by using their coins alternatively, or in combination for each step of the quantum walk evolution. We also present a strategy for a player A (B) to have a winning probability more than player B (A). Significance of the game strategy in information theory and physical applications are also discussed. - Highlights: → Novel form of Parrondo's game on a single particle discrete-time quantum walk. → Strategies for players to emerge as individual winners or as joint winners. → General framework for controlling and using quantum walk with multiple coins. → Strategies can be used in algorithms and situations involving directed motion.
Disease Extinction Versus Persistence in Discrete-Time Epidemic Models.
van den Driessche, P; Yakubu, Abdul-Aziz
2018-04-12
We focus on discrete-time infectious disease models in populations that are governed by constant, geometric, Beverton-Holt or Ricker demographic equations, and give a method for computing the basic reproduction number, [Formula: see text]. When [Formula: see text] and the demographic population dynamics are asymptotically constant or under geometric growth (non-oscillatory), we prove global asymptotic stability of the disease-free equilibrium of the disease models. Under the same demographic assumption, when [Formula: see text], we prove uniform persistence of the disease. We apply our theoretical results to specific discrete-time epidemic models that are formulated for SEIR infections, cholera in humans and anthrax in animals. Our simulations show that a unique endemic equilibrium of each of the three specific disease models is asymptotically stable whenever [Formula: see text].
Zak Phase in Discrete-Time Quantum Walks
Puentes, G.; Santillán, O.
2015-01-01
We report on a simple scheme that may present a non-trivial geometric Zak phase ($\\Phi_{Zak}$) structure, which is based on a discrete-time quantum walk architecture. By detecting the Zak phase difference between two trajectories connecting adjacent Dirac points where the quasi-energy gap closes for opposite values of quasi-momentum ($k$), it is possible to identify geometric invariants. These geometric invariants correspond to $|\\Phi_{Zak}^{+(-)}-\\Phi_{Zak}^{-(+)}|=\\pi$ and $|\\Phi_{Zak}^{+(-...
A continuous-time/discrete-time mixed audio-band sigma delta ADC
International Nuclear Information System (INIS)
Liu Yan; Hua Siliang; Wang Donghui; Hou Chaohuan
2011-01-01
This paper introduces a mixed continuous-time/discrete-time, single-loop, fourth-order, 4-bit audio-band sigma delta ADC that combines the benefits of continuous-time and discrete-time circuits, while mitigating the challenges associated with continuous-time design. Measurement results show that the peak SNR of this ADC reaches 100 dB and the total power consumption is less than 30 mW. (semiconductor integrated circuits)
Generalized Synchronization of Time-Delayed Discrete Systems
International Nuclear Information System (INIS)
Jing Jianyi; Min Lequan
2009-01-01
This paper establishes two theorems for two time-delayed (chaotic) discrete systems to achieve time-delayed generalized synchronization (TDGS). These two theorems uncover the general forms of two TDGS systems via a prescribed transformation. As examples, we convert the Lorenz three-dimensional chaotic map to an equal time-delayed system as the driving system, and construct the TDGS driven systems according to the Theorems 1 and 2. Numerical simulations demonstrate the effectiveness of the proposed theorems. (interdisciplinary physics and related areas of science and technology)
Railway capacity and expansion analysis using time discretized paths
DEFF Research Database (Denmark)
Reinhardt, Line Blander; Pisinger, David; Lusby, Richard Martin
2017-01-01
of railway freight transportation on a long term strategic level. The model uses an hourly time discretization and analyses the impact of railway network expansions based on future demand forecasts. It provides an optimal macroscopic freight train schedule and can indicate the time and place of any...... variable penalties for the different passenger busy time slots. As part of a European Union project, all models are applied to a realistic case study that focuses on analyzing the capacity of railway network, in Denmark and Southern Sweden using demand forecasts for 2030. Results suggest that informative...
Mixed Discretization of the Time Domain MFIE at Low Frequencies
Ulku, Huseyin Arda
2017-01-10
Solution of the magnetic field integral equation (MFIE), which is obtained by the classical marching on-in-time (MOT) scheme, becomes inaccurate when the time step is large, i.e., under low-frequency excitation. It is shown here that the inaccuracy stems from the classical MOT scheme’s failure to predict the correct scaling of the current’s Helmholtz components for large time steps. A recently proposed mixed discretization strategy is used to alleviate the inaccuracy problem by restoring the correct scaling of the current’s Helmholtz components under low-frequency excitation.
Decentralized control of discrete-time linear time invariant systems with input saturation
Deliu, Ciprian; Deliu, C.; Malek, Babak; Roy, Sandip; Saberi, Ali; Stoorvogel, Antonie Arij
2009-01-01
We study decentralized stabilization of discrete time linear time invariant (LTI) systems subject to actuator saturation, using LTI controllers. The requirement of stabilization under both saturation constraints and decentralization impose obvious necessary conditions on the open-loop plant, namely
Robust performance results for discrete-time systems
Directory of Open Access Journals (Sweden)
Mahmoud Magdi S.
1997-01-01
Full Text Available The problems of robust performance and feedback control synthesis for a class of linear discrete-time systems with time-varying parametric uncertainties are addressed in this paper. The uncertainties are bound and have a linear matrix fractional form. Based on the concept of strongly robust H ∞ -performance criterion, results of robust stability and performance are developed and expressed in easily computable linear matrix inequalities. Synthesis of robust feedback controllers is carried out for several system models of interest.
Discrete-time BAM neural networks with variable delays
Liu, Xin-Ge; Tang, Mei-Lan; Martin, Ralph; Liu, Xin-Bi
2007-07-01
This Letter deals with the global exponential stability of discrete-time bidirectional associative memory (BAM) neural networks with variable delays. Using a Lyapunov functional, and linear matrix inequality techniques (LMI), we derive a new delay-dependent exponential stability criterion for BAM neural networks with variable delays. As this criterion has no extra constraints on the variable delay functions, it can be applied to quite general BAM neural networks with a broad range of time delay functions. It is also easy to use in practice. An example is provided to illustrate the theoretical development.
Discrete-time BAM neural networks with variable delays
International Nuclear Information System (INIS)
Liu Xinge; Tang Meilan; Martin, Ralph; Liu Xinbi
2007-01-01
This Letter deals with the global exponential stability of discrete-time bidirectional associative memory (BAM) neural networks with variable delays. Using a Lyapunov functional, and linear matrix inequality techniques (LMI), we derive a new delay-dependent exponential stability criterion for BAM neural networks with variable delays. As this criterion has no extra constraints on the variable delay functions, it can be applied to quite general BAM neural networks with a broad range of time delay functions. It is also easy to use in practice. An example is provided to illustrate the theoretical development
A geometric renormalization group in discrete quantum space-time
International Nuclear Information System (INIS)
Requardt, Manfred
2003-01-01
We model quantum space-time on the Planck scale as dynamical networks of elementary relations or time dependent random graphs, the time dependence being an effect of the underlying dynamical network laws. We formulate a kind of geometric renormalization group on these (random) networks leading to a hierarchy of increasingly coarse-grained networks of overlapping lumps. We provide arguments that this process may generate a fixed limit phase, representing our continuous space-time on a mesoscopic or macroscopic scale, provided that the underlying discrete geometry is critical in a specific sense (geometric long range order). Our point of view is corroborated by a series of analytic and numerical results, which allow us to keep track of the geometric changes, taking place on the various scales of the resolution of space-time. Of particular conceptual importance are the notions of dimension of such random systems on the various scales and the notion of geometric criticality
Hofstede, ter F.; Wedel, M.
1998-01-01
This study investigates the effects of time aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to various continuous and discrete-time processes, and aggregated into daily, weekly and monthly intervals. These data are
Essential uncontrollability of discrete linear, time-invariant, dynamical systems
Cliff, E. M.
1975-01-01
The concept of a 'best approximating m-dimensional subspace' for a given set of vectors in n-dimensional whole space is introduced. Such a subspace is easily described in terms of the eigenvectors of an associated Gram matrix. This technique is used to approximate an achievable set for a discrete linear time-invariant dynamical system. This approximation characterizes the part of the state space that may be reached using modest levels of control. If the achievable set can be closely approximated by a proper subspace of the whole space then the system is 'essentially uncontrollable'. The notion finds application in studies of failure-tolerant systems, and in decoupling.
Real-Time Exponential Curve Fits Using Discrete Calculus
Rowe, Geoffrey
2010-01-01
An improved solution for curve fitting data to an exponential equation (y = Ae(exp Bt) + C) has been developed. This improvement is in four areas -- speed, stability, determinant processing time, and the removal of limits. The solution presented avoids iterative techniques and their stability errors by using three mathematical ideas: discrete calculus, a special relationship (be tween exponential curves and the Mean Value Theorem for Derivatives), and a simple linear curve fit algorithm. This method can also be applied to fitting data to the general power law equation y = Ax(exp B) + C and the general geometric growth equation y = Ak(exp Bt) + C.
Global consensus for discrete-time competitive systems
International Nuclear Information System (INIS)
Shih, C.-W.; Tseng, J.-P.
2009-01-01
Grossberg established a remarkable convergence theorem for a class of competitive systems without knowing and using Lyapunov function for the systems. We present the parallel investigations for the discrete-time version of the Grossberg's model. Through developing an extended component-competing analysis for the coupled system, without knowing a Lyapunov function and applying the LaSalle's invariance principle, the global pattern formation or the so-called global consensus for the system can be achieved. A numerical simulation is performed to illustrate the present theory.
Sampling rare fluctuations of discrete-time Markov chains
Whitelam, Stephen
2018-03-01
We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.
Optimal Robust Fault Detection for Linear Discrete Time Systems
Directory of Open Access Journals (Sweden)
Nike Liu
2008-01-01
Full Text Available This paper considers robust fault-detection problems for linear discrete time systems. It is shown that the optimal robust detection filters for several well-recognized robust fault-detection problems, such as ℋ−/ℋ∞, ℋ2/ℋ∞, and ℋ∞/ℋ∞ problems, are the same and can be obtained by solving a standard algebraic Riccati equation. Optimal filters are also derived for many other optimization criteria and it is shown that some well-studied and seeming-sensible optimization criteria for fault-detection filter design could lead to (optimal but useless fault-detection filters.
Canonical quantization of general relativity in discrete space-times.
Gambini, Rodolfo; Pullin, Jorge
2003-01-17
It has long been recognized that lattice gauge theory formulations, when applied to general relativity, conflict with the invariance of the theory under diffeomorphisms. We analyze discrete lattice general relativity and develop a canonical formalism that allows one to treat constrained theories in Lorentzian signature space-times. The presence of the lattice introduces a "dynamical gauge" fixing that makes the quantization of the theories conceptually clear, albeit computationally involved. The problem of a consistent algebra of constraints is automatically solved in our approach. The approach works successfully in other field theories as well, including topological theories. A simple cosmological application exhibits quantum elimination of the singularity at the big bang.
Discrete-Time LPV Current Control of an Induction Motor
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon; Trangbæk, Klaus
2001-01-01
In this paper we apply a new method for gain-scheduled output feedback control of nonlinear systems to current control of an induction motor. The method relies on recently developed controller synthesis results for linear parameter-varying (LPV) systems, where the controller synthesis is formulated...... without further complications. The synthesis method is applied to the model, yielding an LPV discrete-time controller. Finally, the efficiency of the control scheme is validated via simulations as well as experimentally on the actual induction motor, both in open-loop current control and when an outer...... speed control loop is closed around the current loop...
Discrete-Time LPV Current Control of an Induction Motor
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon; Trangbæk, Klaus
2003-01-01
In this paper we apply a new method for gain-scheduled output feedback control of nonlinear systems to current control of an induction motor. The method relies on recently developed controller synthesis results for linear parameter-varying (LPV) systems, where the controller synthesis is formulated...... further complications. The synthesis method is applied to the model, yielding an LPV discrete-time controller. Finally, the efficiency of the control scheme is validated via simulations as well as on the actual induction motor, both in open-loop current control and when an outer speed control loop...... is closed around the current loop....
A parametric LTR solution for discrete-time systems
DEFF Research Database (Denmark)
Niemann, Hans Henrik; Jannerup, Ole Erik
1989-01-01
A parametric LTR (loop transfer recovery) solution for discrete-time compensators incorporating filtering observers which achieve exact recovery is presented for both minimum- and non-minimum-phase systems. First the recovery error, which defines the difference between the target loop transfer...... and the full loop transfer function, is manipulated into a general form involving the target loop transfer matrix and the fundamental recovery matrix. A parametric LTR solution based on the recovery matrix is developed. It is shown that the LQR/LTR (linear quadratic Gaussian/loop transfer recovery) solution...
Frequency interval balanced truncation of discrete-time bilinear systems
DEFF Research Database (Denmark)
Jazlan, Ahmad; Sreeram, Victor; Shaker, Hamid Reza
2016-01-01
This paper presents the development of a new model reduction method for discrete-time bilinear systems based on the balanced truncation framework. In many model reduction applications, it is advantageous to analyze the characteristics of the system with emphasis on particular frequency intervals...... are the solution to a pair of new generalized Lyapunov equations. The conditions for solvability of these new generalized Lyapunov equations are derived and a numerical solution method for solving these generalized Lyapunov equations is presented. Numerical examples which illustrate the usage of the new...... generalized frequency interval controllability and observability gramians as part of the balanced truncation framework are provided to demonstrate the performance of the proposed method....
The problem with time in mixed continuous/discrete time modelling
Rovers, K.C.; Kuper, Jan; Smit, Gerardus Johannes Maria
The design of cyber-physical systems requires the use of mixed continuous time and discrete time models. Current modelling tools have problems with time transformations (such as a time delay) or multi-rate systems. We will present a novel approach that implements signals as functions of time,
Adaptive Control and Function Projective Synchronization in 2D Discrete-Time Chaotic Systems
International Nuclear Information System (INIS)
Li Yin; Chen Yong; Li Biao
2009-01-01
This study addresses the adaptive control and function projective synchronization problems between 2D Rulkov discrete-time system and Network discrete-time system. Based on backstepping design with three controllers, a systematic, concrete and automatic scheme is developed to investigate the function projective synchronization of discrete-time chaotic systems. In addition, the adaptive control function is applied to achieve the state synchronization of two discrete-time systems. Numerical results demonstrate the effectiveness of the proposed control scheme.
Continuous-time quantum random walks require discrete space
International Nuclear Information System (INIS)
Manouchehri, K; Wang, J B
2007-01-01
Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks
Continuous-time quantum random walks require discrete space
Manouchehri, K.; Wang, J. B.
2007-11-01
Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.
Performance analysis of chi models using discrete-time probabilistic reward graphs
Trcka, N.; Georgievska, S.; Markovski, J.; Andova, S.; Vink, de E.P.
2008-01-01
We propose the model of discrete-time probabilistic reward graphs (DTPRGs) for performance analysis of systems exhibiting discrete deterministic time delays and probabilistic behavior, via their interpretation as discrete-time Markov reward chains, full-fledged platform for qualitative and
Revisiting Hansen Solubility Parameters by Including Thermodynamics
Louwerse, Manuel J; Fernández-Maldonado, Ana María; Rousseau, Simon; Moreau-Masselon, Chloe; Roux, Bernard; Rothenberg, Gadi
2017-01-01
The Hansen solubility parameter approach is revisited by implementing the thermodynamics of dissolution and mixing. Hansen's pragmatic approach has earned its spurs in predicting solvents for polymer solutions, but for molecular solutes improvements are needed. By going into the details of entropy
Hansen Solubility Parameters for Octahedral Oligomeric Silsesquioxanes
2012-08-28
1997, 80, 386-&. 5. Hansen, C. M. The three-dimensional solubility parameter -- key to paint component affinities I. J. Paint Technol. 1967, 39, 104...Chai, J.; Zhang, Q. X.; Han, D. X.; Niu, L. Synthesis and Application of Widely Soluble Graphene Sheets. Langmuir 2010, 26, 12314-12320. 12. Hansen, C
Soundness of Timed-Arc Workflow Nets in Discrete and Continuous-Time Semantics
DEFF Research Database (Denmark)
Mateo, Jose Antonio; Srba, Jiri; Sørensen, Mathias Grund
2015-01-01
Analysis of workflow processes with quantitative aspectslike timing is of interest in numerous time-critical applications. We suggest a workflow model based on timed-arc Petri nets and studythe foundational problems of soundness and strong (time-bounded) soundness.We first consider the discrete-t...
International Nuclear Information System (INIS)
Liang Jinling; Cao Jinde
2004-01-01
First, convergence of continuous-time Bidirectional Associative Memory (BAM) neural networks are studied. By using Lyapunov functionals and some analysis technique, the delay-independent sufficient conditions are obtained for the networks to converge exponentially toward the equilibrium associated with the constant input sources. Second, discrete-time analogues of the continuous-time BAM networks are formulated and studied. It is shown that the convergence characteristics of the continuous-time systems are preserved by the discrete-time analogues without any restriction imposed on the uniform discretionary step size. An illustrative example is given to demonstrate the effectiveness of the obtained results
Hopf Bifurcation in a Cobweb Model with Discrete Time Delays
Directory of Open Access Journals (Sweden)
Luca Gori
2014-01-01
Full Text Available We develop a cobweb model with discrete time delays that characterise the length of production cycle. We assume a market comprised of homogeneous producers that operate as adapters by taking the (expected profit-maximising quantity as a target to adjust production and consumers with a marginal willingness to pay captured by an isoelastic demand. The dynamics of the economy is characterised by a one-dimensional delay differential equation. In this context, we show that (1 if the elasticity of market demand is sufficiently high, the steady-state equilibrium is locally asymptotically stable and (2 if the elasticity of market demand is sufficiently low, quasiperiodic oscillations emerge when the time lag (that represents the length of production cycle is high enough.
Quantum field theory on discrete space-time. II
International Nuclear Information System (INIS)
Yamamoto, H.
1985-01-01
A quantum field theory of bosons and fermions is formulated on discrete Lorentz space-time of four dimensions. The minimum intervals of space and time are assumed to have different values in this paper. As a result the difficulties encountered in the previous paper (complex energy, incompleteness of solutions, and inequivalence between phase representation and momentum representation) are removed. The problem in formulating a field theory of fermions is solved by introducing a new operator and considering a theorem of translation invariance. Any matrix element given by a Feynman diagram is calculated in this theory to give a finite value regardless of the kinds of particles concerned (massive and/or massless bosons and/or fermions)
Simulating continuous-time Hamiltonian dynamics by way of a discrete-time quantum walk
International Nuclear Information System (INIS)
Schmitz, A.T.; Schwalm, W.A.
2016-01-01
Much effort has been made to connect the continuous-time and discrete-time quantum walks. We present a method for making that connection for a general graph Hamiltonian on a bigraph. Furthermore, such a scheme may be adapted for simulating discretized quantum models on a quantum computer. A coin operator is found for the discrete-time quantum walk which exhibits the same dynamics as the continuous-time evolution. Given the spectral decomposition of the graph Hamiltonian and certain restrictions, the discrete-time evolution is solved for explicitly and understood at or near important values of the parameters. Finally, this scheme is connected to past results for the 1D chain. - Highlights: • A discrete-time quantum walk is purposed which approximates a continuous-time quantum walk. • The purposed quantum walk could be used to simulate Hamiltonian dynamics on a quantum computer. • Given the spectra decomposition of the Hamiltonian, the quantum walk is solved explicitly. • The method is demonstrated and connected to previous work done on the 1D chain.
Discretization of space and time in wave mechanics: the validity limit
Roatta , Luca
2017-01-01
Assuming that space and time can only have discrete values, it is shown that wave mechanics must necessarily have a specific applicability limit: in a discrete context, unlike in a continuous one, frequencies can not have arbitrarily high values.
Discretization of space and time: determining the values of minimum length and minimum time
Roatta , Luca
2017-01-01
Assuming that space and time can only have discrete values, we obtain the expression of the minimum length and the minimum time interval. These values are found to be exactly coincident with the Planck's length and the Planck's time but for the presence of h instead of ħ .
Gallium scintigraphy in Hansen's disease
International Nuclear Information System (INIS)
Braga, F.J.H.N.; Sao Paulo Univ., SP; Araejo, E.B.; Camargo, E.E.; Tedesco-Marchesi, L.C.M.; Rivitti, M.C.M.; Bouladour, H.; Galle, P.
1991-01-01
Gallium 67 imaging was used in 12 patients with documented Hansen's disease undergoing treatment or not in an attempt to determine the pattern of the disease. Diagnosis was confirmed by histopathology in all patients. The Mitsuda reaction was seen in all patients. Specific nuclear studies were performed when needed to evaluate particular organs better. Gallium 67 images show homogeneous, diffuse and moderate accumulation over the entire skin surface (except for the face) of untreated patients with multibacillary disease. The face skin in these cases presented homogeneous, diffuse but very marked uptake of gallium. Internal organ involvement was variable. There was a very good correlation among clinical, scintigraphical, immunological and histopathological data. The pattern of the body skin ('skin outlining') and face skin ('beard distribution') may be distinct for untreated patients with multibacillary leprosy. (orig.)
Discrete random walk models for space-time fractional diffusion
International Nuclear Information System (INIS)
Gorenflo, Rudolf; Mainardi, Francesco; Moretti, Daniele; Pagnini, Gianni; Paradisi, Paolo
2002-01-01
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order α is part of (0,2] and skewness θ (moduleθ≤{α,2-α}), and the first-order time derivative with a Caputo derivative of order β is part of (0,1]. Such evolution equation implies for the flux a fractional Fick's law which accounts for spatial and temporal non-locality. The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process that we view as a generalized diffusion process. By adopting appropriate finite-difference schemes of solution, we generate models of random walk discrete in space and time suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation
Neutrino oscillations in discrete-time quantum walk framework
Energy Technology Data Exchange (ETDEWEB)
Mallick, Arindam; Mandal, Sanjoy; Chandrashekar, C.M. [C. I. T. Campus, The Institute of Mathematical Sciences, Chennai (India); Homi Bhabha National Institute, Training School Complex, Mumbai (India)
2017-02-15
Here we present neutrino oscillation in the framework of quantum walks. Starting from a one spatial dimensional discrete-time quantum walk we present a scheme of evolutions that will simulate neutrino oscillation. The set of quantum walk parameters which is required to reproduce the oscillation probability profile obtained in both, long range and short range neutrino experiment is explicitly presented. Our scheme to simulate three-generation neutrino oscillation from quantum walk evolution operators can be physically realized in any low energy experimental set-up with access to control a single six-level system, a multiparticle three-qubit or a qubit-qutrit system. We also present the entanglement between spins and position space, during neutrino propagation that will quantify the wave function delocalization around instantaneous average position of the neutrino. This work will contribute towards understanding neutrino oscillation in the framework of the quantum information perspective. (orig.)
Formal methods for discrete-time dynamical systems
Belta, Calin; Aydin Gol, Ebru
2017-01-01
This book bridges fundamental gaps between control theory and formal methods. Although it focuses on discrete-time linear and piecewise affine systems, it also provides general frameworks for abstraction, analysis, and control of more general models. The book is self-contained, and while some mathematical knowledge is necessary, readers are not expected to have a background in formal methods or control theory. It rigorously defines concepts from formal methods, such as transition systems, temporal logics, model checking and synthesis. It then links these to the infinite state dynamical systems through abstractions that are intuitive and only require basic convex-analysis and control-theory terminology, which is provided in the appendix. Several examples and illustrations help readers understand and visualize the concepts introduced throughout the book.
Coordination Frictions and Job Heterogeneity: A Discrete Time Analysis
DEFF Research Database (Denmark)
Kennes, John; Le Maire, Christian Daniel
This paper develops and extends a dynamic, discrete time, job to worker matching model in which jobs are heterogeneous in equilibrium. The key assumptions of this economic environment are (i) matching is directed and (ii) coordination frictions lead to heterogeneous local labor markets. We de- rive...... a number of new theoretical results, which are essential for the empirical application of this type of model to matched employer-employee microdata. First, we o¤er a robust equilibrium concept in which there is a continu- ous dispersion of job productivities and wages. Second, we show that our model can...... of these results preserve the essential tractability of the baseline model with aggregate shocks. Therefore, we o¤er a parsimonious, general equilibrium framework in which to study the process by which the contin- uous dispersion of wages and productivities varies over the business cycle for a large population...
Hopf Bifurcation Analysis for a Stochastic Discrete-Time Hyperchaotic System
Directory of Open Access Journals (Sweden)
Jie Ran
2015-01-01
Full Text Available The dynamics of a discrete-time hyperchaotic system and the amplitude control of Hopf bifurcation for a stochastic discrete-time hyperchaotic system are investigated in this paper. Numerical simulations are presented to exhibit the complex dynamical behaviors in the discrete-time hyperchaotic system. Furthermore, the stochastic discrete-time hyperchaotic system with random parameters is transformed into its equivalent deterministic system with the orthogonal polynomial theory of discrete random function. In addition, the dynamical features of the discrete-time hyperchaotic system with random disturbances are obtained through its equivalent deterministic system. By using the Hopf bifurcation conditions of the deterministic discrete-time system, the specific conditions for the existence of Hopf bifurcation in the equivalent deterministic system are derived. And the amplitude control with random intensity is discussed in detail. Finally, the feasibility of the control method is demonstrated by numerical simulations.
Stochastic ℋ∞ Finite-Time Control of Discrete-Time Systems with Packet Loss
Directory of Open Access Journals (Sweden)
Yingqi Zhang
2012-01-01
Full Text Available This paper investigates the stochastic finite-time stabilization and ℋ∞ control problem for one family of linear discrete-time systems over networks with packet loss, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the dynamic model description studied is given, which, if the packet dropout is assumed to be a discrete-time homogenous Markov process, the class of discrete-time linear systems with packet loss can be regarded as Markovian jump systems. Based on Lyapunov function approach, sufficient conditions are established for the resulting closed-loop discrete-time system with Markovian jumps to be stochastic ℋ∞ finite-time boundedness and then state feedback controllers are designed to guarantee stochastic ℋ∞ finite-time stabilization of the class of stochastic systems. The stochastic ℋ∞ finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the robust stochastic stabilization of the class of linear systems with packet loss. Finally, simulation examples are presented to illustrate the validity of the developed scheme.
Constant pressure and temperature discrete-time Langevin molecular dynamics
Energy Technology Data Exchange (ETDEWEB)
Grønbech-Jensen, Niels [Department of Mechanical and Aerospace Engineering, University of California, Davis, California 95616 (United States); Department of Mathematics, University of California, Davis, California 95616 (United States); Farago, Oded [Department of Biomedical Engineering, Ben Gurion University of the Negev, Be' er Sheva 84105 (Israel); Ilse Katz Institute for Nanoscale Science and Technology, Ben Gurion University of the Negev, Be' er Sheva 84105 (Israel)
2014-11-21
We present a new and improved method for simultaneous control of temperature and pressure in molecular dynamics simulations with periodic boundary conditions. The thermostat-barostat equations are built on our previously developed stochastic thermostat, which has been shown to provide correct statistical configurational sampling for any time step that yields stable trajectories. Here, we extend the method and develop a set of discrete-time equations of motion for both particle dynamics and system volume in order to seek pressure control that is insensitive to the choice of the numerical time step. The resulting method is simple, practical, and efficient. The method is demonstrated through direct numerical simulations of two characteristic model systems—a one-dimensional particle chain for which exact statistical results can be obtained and used as benchmarks, and a three-dimensional system of Lennard-Jones interacting particles simulated in both solid and liquid phases. The results, which are compared against the method of Kolb and Dünweg [J. Chem. Phys. 111, 4453 (1999)], show that the new method behaves according to the objective, namely that acquired statistical averages and fluctuations of configurational measures are accurate and robust against the chosen time step applied to the simulation.
International Nuclear Information System (INIS)
Chen, S.-F.
2009-01-01
The asymptotic stability problem for discrete-time systems with time-varying delay subject to saturation nonlinearities is addressed in this paper. In terms of linear matrix inequalities (LMIs), a delay-dependent sufficient condition is derived to ensure the asymptotic stability. A numerical example is given to demonstrate the theoretical results.
From discrete-time models to continuous-time, asynchronous modeling of financial markets
Boer, Katalin; Kaymak, Uzay; Spiering, Jaap
2007-01-01
Most agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modeling of financial markets. We study the behavior of a learning market maker in a market with information
From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets
K. Boer-Sorban (Katalin); U. Kaymak (Uzay); J. Spiering (Jaap)
2006-01-01
textabstractMost agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modelling of financial markets. We study the behaviour of a learning market maker in a market with
A theory of Markovian time-inconsistent stochastic control in discrete time
DEFF Research Database (Denmark)
Bjork, Tomas; Murgoci, Agatha
2014-01-01
We develop a theory for a general class of discrete-time stochastic control problems that, in various ways, are time-inconsistent in the sense that they do not admit a Bellman optimality principle. We attack these problems by viewing them within a game theoretic framework, and we look for subgame...
Decentralized control of discrete-time linear time invariant systems with input saturation
Deliu, C.; Deliu, Ciprian; Malek, Babak; Roy, Sandip; Saberi, Ali; Stoorvogel, Antonie Arij
We study decentralized stabilization of discrete-time linear time invariant (LTI) systems subject to actuator saturation, using LTI controllers. The requirement of stabilization under both saturation constraints and decentralization impose obvious necessary conditions on the open-loop plant, namely
On Stochastic Finite-Time Control of Discrete-Time Fuzzy Systems with Packet Dropout
Directory of Open Access Journals (Sweden)
Yingqi Zhang
2012-01-01
Full Text Available This paper is concerned with the stochastic finite-time stability and stochastic finite-time boundedness problems for one family of fuzzy discrete-time systems over networks with packet dropout, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, we present the dynamic model description studied, in which the discrete-time fuzzy T-S systems with packet loss can be described by one class of fuzzy Markovian jump systems. Then, the concepts of stochastic finite-time stability and stochastic finite-time boundedness and problem formulation are given. Based on Lyapunov function approach, sufficient conditions on stochastic finite-time stability and stochastic finite-time boundedness are established for the resulting closed-loop fuzzy discrete-time system with Markovian jumps, and state-feedback controllers are designed to ensure stochastic finite-time stability and stochastic finite-time boundedness of the class of fuzzy systems. The stochastic finite-time stability and stochastic finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the stochastic stability of the class of fuzzy T-S systems with packet loss. Finally, two illustrative examples are presented to show the validity of the developed methodology.
Advanced discrete-time control designs and applications
Abidi, Khalid
2015-01-01
This book covers a wide spectrum of systems such as linear and nonlinear multivariable systems as well as control problems such as disturbance, uncertainty and time-delays. The purpose of this book is to provide researchers and practitioners a manual for the design and application of advanced discrete-time controllers. The book presents six different control approaches depending on the type of system and control problem. The first and second approaches are based on Sliding Mode control (SMC) theory and are intended for linear systems with exogenous disturbances. The third and fourth approaches are based on adaptive control theory and are aimed at linear/nonlinear systems with periodically varying parametric uncertainty or systems with input delay. The fifth approach is based on Iterative learning control (ILC) theory and is aimed at uncertain linear/nonlinear systems with repeatable tasks and the final approach is based on fuzzy logic control (FLC) and is intended for highly uncertain systems with heuristi...
Multiple Estimation Architecture in Discrete-Time Adaptive Mixing Control
Directory of Open Access Journals (Sweden)
Simone Baldi
2013-05-01
Full Text Available Adaptive mixing control (AMC is a recently developed control scheme for uncertain plants, where the control action coming from a bank of precomputed controller is mixed based on the parameter estimates generated by an on-line parameter estimator. Even if the stability of the control scheme, also in the presence of modeling errors and disturbances, has been shown analytically, its transient performance might be sensitive to the initial conditions of the parameter estimator. In particular, for some initial conditions, transient oscillations may not be acceptable in practical applications. In order to account for such a possible phenomenon and to improve the learning capability of the adaptive scheme, in this paper a new mixing architecture is developed, involving the use of parallel parameter estimators, or multi-estimators, each one working on a small subset of the uncertainty set. A supervisory logic, using performance signals based on the past and present estimation error, selects the parameter estimate to determine the mixing of the controllers. The stability and robustness properties of the resulting approach, referred to as multi-estimator adaptive mixing control (Multi-AMC, are analytically established. Besides, extensive simulations demonstrate that the scheme improves the transient performance of the original AMC with a single estimator. The control scheme and the analysis are carried out in a discrete-time framework, for easier implementation of the method in digital control.
Delsing, M.J.M.H.; Oud, J.H.L.; Bruyn, E.E.J. De
2005-01-01
In family research, bidirectional influences between the family and the individual are usually analyzed in discrete time. Results from discrete time analysis, however, have been shown to be highly dependent on the length of the observation interval. Continuous time analysis using stochastic
Guaranteed Cost Finite-Time Control of Discrete-Time Positive Impulsive Switched Systems
Directory of Open Access Journals (Sweden)
Leipo Liu
2018-01-01
Full Text Available This paper considers the guaranteed cost finite-time boundedness of discrete-time positive impulsive switched systems. Firstly, the definition of guaranteed cost finite-time boundedness is introduced. By using the multiple linear copositive Lyapunov function (MLCLF and average dwell time (ADT approach, a state feedback controller is designed and sufficient conditions are obtained to guarantee that the corresponding closed-loop system is guaranteed cost finite-time boundedness (GCFTB. Such conditions can be solved by linear programming. Finally, a numerical example is provided to show the effectiveness of the proposed method.
Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models
ter Hofstede, F.; Wedel, M.
In this study we reinvestigate the effect of time-aggregation for discrete- and continuous-time hazard models. We reanalyze the results of a previous Monte Carlo study by ter Hofstede and Wedel (1998), in which the effects of time-aggregation on the parameter estimates of hazard models were
Discrete time duration models with group-level heterogeneity
DEFF Research Database (Denmark)
Frederiksen, Anders; Honoré, Bo; Hu, Loujia
2007-01-01
Dynamic discrete choice panel data models have received a great deal of attention. In those models, the dynamics is usually handled by including the lagged outcome as an explanatory variable. In this paper we consider an alternative model in which the dynamics is handled by using the duration...
Discrete Emotion Effects on Lexical Decision Response Times
Briesemeister, Benny B.; Kuchinke, Lars; Jacobs, Arthur M.
2011-01-01
Our knowledge about affective processes, especially concerning effects on cognitive demands like word processing, is increasing steadily. Several studies consistently document valence and arousal effects, and although there is some debate on possible interactions and different notions of valence, broad agreement on a two dimensional model of affective space has been achieved. Alternative models like the discrete emotion theory have received little interest in word recognition research so far. Using backward elimination and multiple regression analyses, we show that five discrete emotions (i.e., happiness, disgust, fear, anger and sadness) explain as much variance as two published dimensional models assuming continuous or categorical valence, with the variables happiness, disgust and fear significantly contributing to this account. Moreover, these effects even persist in an experiment with discrete emotion conditions when the stimuli are controlled for emotional valence and arousal levels. We interpret this result as evidence for discrete emotion effects in visual word recognition that cannot be explained by the two dimensional affective space account. PMID:21887307
Discrete emotion effects on lexical decision response times.
Briesemeister, Benny B; Kuchinke, Lars; Jacobs, Arthur M
2011-01-01
Our knowledge about affective processes, especially concerning effects on cognitive demands like word processing, is increasing steadily. Several studies consistently document valence and arousal effects, and although there is some debate on possible interactions and different notions of valence, broad agreement on a two dimensional model of affective space has been achieved. Alternative models like the discrete emotion theory have received little interest in word recognition research so far. Using backward elimination and multiple regression analyses, we show that five discrete emotions (i.e., happiness, disgust, fear, anger and sadness) explain as much variance as two published dimensional models assuming continuous or categorical valence, with the variables happiness, disgust and fear significantly contributing to this account. Moreover, these effects even persist in an experiment with discrete emotion conditions when the stimuli are controlled for emotional valence and arousal levels. We interpret this result as evidence for discrete emotion effects in visual word recognition that cannot be explained by the two dimensional affective space account.
Discrete emotion effects on lexical decision response times.
Directory of Open Access Journals (Sweden)
Benny B Briesemeister
Full Text Available Our knowledge about affective processes, especially concerning effects on cognitive demands like word processing, is increasing steadily. Several studies consistently document valence and arousal effects, and although there is some debate on possible interactions and different notions of valence, broad agreement on a two dimensional model of affective space has been achieved. Alternative models like the discrete emotion theory have received little interest in word recognition research so far. Using backward elimination and multiple regression analyses, we show that five discrete emotions (i.e., happiness, disgust, fear, anger and sadness explain as much variance as two published dimensional models assuming continuous or categorical valence, with the variables happiness, disgust and fear significantly contributing to this account. Moreover, these effects even persist in an experiment with discrete emotion conditions when the stimuli are controlled for emotional valence and arousal levels. We interpret this result as evidence for discrete emotion effects in visual word recognition that cannot be explained by the two dimensional affective space account.
On the mixed discretization of the time domain magnetic field integral equation
Ulku, Huseyin Arda
2012-09-01
Time domain magnetic field integral equation (MFIE) is discretized using divergence-conforming Rao-Wilton-Glisson (RWG) and curl-conforming Buffa-Christiansen (BC) functions as spatial basis and testing functions, respectively. The resulting mixed discretization scheme, unlike the classical scheme which uses RWG functions as both basis and testing functions, is proper: Testing functions belong to dual space of the basis functions. Numerical results demonstrate that the marching on-in-time (MOT) solution of the mixed discretized MFIE yields more accurate results than that of classically discretized MFIE. © 2012 IEEE.
Integrating Continuous-Time and Discrete-Event Concepts in Process Modelling, Simulation and Control
Beek, van D.A.; Gordijn, S.H.F.; Rooda, J.E.; Ertas, A.
1995-01-01
Currently, modelling of systems in the process industry requires the use of different specification languages for the specification of the discrete-event and continuous-time subsystems. In this way, models are restricted to individual subsystems of either a continuous-time or discrete-event nature.
Time Span of Discretion and Administrative Work in School Systems: Results of a Pilot Study.
Allison, Derek J.; Morfitt, Grace
This paper presents findings of a study that utilized Elliott Jaques' theories of organizational depth structure and time span of discretion in administrative work to examine administrators' responsibilities in two Ontario (Canada) school systems. The theory predicts that the time-span of discretion associated with the administrative tasks will…
International Nuclear Information System (INIS)
Huang Zhenkun; Wang Xinghua; Gao Feng
2006-01-01
In this Letter, we discuss discrete-time analogue of a continuous-time cellular neural network. Sufficient conditions are obtained for the existence of a unique almost periodic sequence solution which is globally attractive. Our results demonstrate dynamics of the formulated discrete-time analogue as mathematical models for the continuous-time cellular neural network in almost periodic case. Finally, a computer simulation illustrates the suitability of our discrete-time analogue as numerical algorithms in simulating the continuous-time cellular neural network conveniently
Directory of Open Access Journals (Sweden)
Pablo Soto-Quiros
2015-01-01
Full Text Available This paper presents a parallel implementation of a kind of discrete Fourier transform (DFT: the vector-valued DFT. The vector-valued DFT is a novel tool to analyze the spectra of vector-valued discrete-time signals. This parallel implementation is developed in terms of a mathematical framework with a set of block matrix operations. These block matrix operations contribute to analysis, design, and implementation of parallel algorithms in multicore processors. In this work, an implementation and experimental investigation of the mathematical framework are performed using MATLAB with the Parallel Computing Toolbox. We found that there is advantage to use multicore processors and a parallel computing environment to minimize the high execution time. Additionally, speedup increases when the number of logical processors and length of the signal increase.
Discrete Emotion Effects on Lexical Decision Response Times
Briesemeister, Benny B.; Kuchinke, Lars; Jacobs, Arthur M.
2018-01-01
Our knowledge about affective processes, especially concerning effects on cognitive demands like word processing, is increasing steadily. Several studies consistently document valence and arousal effects, and although there is some debate on possible interactions and different notions of valence, broad agreement on a two dimensional model of affective space has been achieved. Alternative models like the discrete emotion theory have received little interest in word recognition research so far....
Yu, Jinpeng; Shi, Peng; Yu, Haisheng; Chen, Bing; Lin, Chong
2015-07-01
This paper considers the problem of discrete-time adaptive position tracking control for a interior permanent magnet synchronous motor (IPMSM) based on fuzzy-approximation. Fuzzy logic systems are used to approximate the nonlinearities of the discrete-time IPMSM drive system which is derived by direct discretization using Euler method, and a discrete-time fuzzy position tracking controller is designed via backstepping approach. In contrast to existing results, the advantage of the scheme is that the number of the adjustable parameters is reduced to two only and the problem of coupling nonlinearity can be overcome. It is shown that the proposed discrete-time fuzzy controller can guarantee the tracking error converges to a small neighborhood of the origin and all the signals are bounded. Simulation results illustrate the effectiveness and the potentials of the theoretic results obtained.
Robust Stabilization of Discrete-Time Systems with Time-Varying Delay: An LMI Approach
Directory of Open Access Journals (Sweden)
Valter J. S. Leite
2008-01-01
Full Text Available Sufficient linear matrix inequality (LMI conditions to verify the robust stability and to design robust state feedback gains for the class of linear discrete-time systems with time-varying delay and polytopic uncertainties are presented. The conditions are obtained through parameter-dependent Lyapunov-Krasovskii functionals and use some extra variables, which yield less conservative LMI conditions. Both problems, robust stability analysis and robust synthesis, are formulated as convex problems where all system matrices can be affected by uncertainty. Some numerical examples are presented to illustrate the advantages of the proposed LMI conditions.
Finite-Time Stability Analysis of Discrete-Time Linear Singular Systems
Directory of Open Access Journals (Sweden)
Songlin Wo
2014-01-01
Full Text Available The finite-time stability (FTS problem of discrete-time linear singular systems (DTLSS is considered in this paper. A necessary and sufficient condition for FTS is obtained, which can be expressed in terms of matrix inequalities. Then, another form of the necessary and sufficient condition for FTS is also given by using matrix-null space technology. In order to solve the stability problem expediently, a sufficient condition for FTS is given via linear matrix inequality (LMI approach; this condition can be expressed in terms of LMIs. Finally, an illustrating example is also given to show the effectiveness of the proposed method.
Real-time frequency-to-time mapping based on spectrally-discrete chromatic dispersion.
Dai, Yitang; Li, Jilong; Zhang, Ziping; Yin, Feifei; Li, Wangzhe; Xu, Kun
2017-07-10
Traditional photonics-assisted real-time Fourier transform (RTFT) usually suffers from limited chromatic dispersion, huge volume, or large time delay and attendant loss. In this paper we propose frequency-to-time mapping (FTM) by spectrally-discrete dispersion to increase frequency sensitivity greatly. The novel media has periodic ON/OFF intensity frequency response while quadratic phase distribution along disconnected channels, which de-chirps matched optical input to repeated Fourier-transform-limited output. Real-time FTM is then obtained within each period. Since only discrete phase retardation rather than continuously-changed true time delay is required, huge equivalent dispersion is then available by compact device. Such FTM is theoretically analyzed, and implementation by cascaded optical ring resonators is proposed. After a numerical example, our theory is demonstrated by a proof-of-concept experiment, where a single loop containing 0.5-meters-long fiber is used. FTM under 400-MHz unambiguous bandwidth and 25-MHz resolution is reported. Highly-sensitive and linear mapping is achieved with 6.25 ps/MHz, equivalent to ~4.6 × 10 4 -km standard single mode fiber. Extended instantaneous bandwidth is expected by ring cascading. Our proposal may provide a promising method for real-time, low-latency Fourier transform.
Parisian ruin for the dual risk process in discrete-time
Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D.
2017-01-01
In this paper we consider the Parisian ruin probabilities for the dual risk model in a discrete-time setting. By exploiting the strong Markov property of the risk process we derive a recursive expression for the fnite-time Parisian ruin probability, in terms of classic discrete-time dual ruin probabilities. Moreover, we obtain an explicit expression for the corresponding infnite-time Parisian ruin probability as a limiting case. In order to obtain more analytic results, we employ a conditioni...
Chen, Xiaofeng; Song, Qiankun; Li, Zhongshan; Zhao, Zhenjiang; Liu, Yurong
2018-07-01
This paper addresses the problem of stability for continuous-time and discrete-time quaternion-valued neural networks (QVNNs) with linear threshold neurons. Applying the semidiscretization technique to the continuous-time QVNNs, the discrete-time analogs are obtained, which preserve the dynamical characteristics of their continuous-time counterparts. Via the plural decomposition method of quaternion, homeomorphic mapping theorem, as well as Lyapunov theorem, some sufficient conditions on the existence, uniqueness, and global asymptotical stability of the equilibrium point are derived for the continuous-time QVNNs and their discrete-time analogs, respectively. Furthermore, a uniform sufficient condition on the existence, uniqueness, and global asymptotical stability of the equilibrium point is obtained for both continuous-time QVNNs and their discrete-time version. Finally, two numerical examples are provided to substantiate the effectiveness of the proposed results.
Time-dependent switched discrete-time linear systems control and filtering
Zhang, Lixian; Shi, Peng; Lu, Qiugang
2016-01-01
This book focuses on the basic control and filtering synthesis problems for discrete-time switched linear systems under time-dependent switching signals. Chapter 1, as an introduction of the book, gives the backgrounds and motivations of switched systems, the definitions of the typical time-dependent switching signals, the differences and links to other types of systems with hybrid characteristics and a literature review mainly on the control and filtering for the underlying systems. By summarizing the multiple Lyapunov-like functions (MLFs) approach in which different requirements on comparisons of Lyapunov function values at switching instants, a series of methodologies are developed for the issues on stability and stabilization, and l2-gain performance or tube-based robustness for l∞ disturbance, respectively, in Chapters 2 and 3. Chapters 4 and 5 are devoted to the control and filtering problems for the time-dependent switched linear systems with either polytopic uncertainties or measurable time-varying...
Long-time behaviour of discretizations of the simple pendulum equation
Energy Technology Data Exchange (ETDEWEB)
Cieslinski, Jan L [Uniwersytet w Bialymstoku, Wydzial Fizyki, ul. Lipowa 41, 15-424 Bialystok (Poland); Ratkiewicz, Boguslaw [Doctoral Studies, Wydzial Fizyki, Uniwersytet Adama Mickiewicza, Poznan (Poland)], E-mail: janek@alpha.uwb.edu.pl, E-mail: bograt@poczta.onet.pl
2009-03-13
We compare several discretizations of the simple pendulum equation in a series of numerical experiments. The stress is put on the long-time behaviour. The chosen numerical schemes are either symplectic maps or integrable (energy-preserving) maps, or both. Therefore, they preserve qualitative features of solutions (such as periodicity). We describe characteristic periodic time dependences of numerical estimates of the period and the amplitude, and explain them as systematic numerical by-effects produced by any method. Finally, we propose a new numerical scheme which is a modification of the discrete gradient method. This modified discrete gradient method preserves (almost exactly) the period of small oscillations for any time step.
Long-time behaviour of discretizations of the simple pendulum equation
International Nuclear Information System (INIS)
Cieslinski, Jan L; Ratkiewicz, Boguslaw
2009-01-01
We compare several discretizations of the simple pendulum equation in a series of numerical experiments. The stress is put on the long-time behaviour. The chosen numerical schemes are either symplectic maps or integrable (energy-preserving) maps, or both. Therefore, they preserve qualitative features of solutions (such as periodicity). We describe characteristic periodic time dependences of numerical estimates of the period and the amplitude, and explain them as systematic numerical by-effects produced by any method. Finally, we propose a new numerical scheme which is a modification of the discrete gradient method. This modified discrete gradient method preserves (almost exactly) the period of small oscillations for any time step
Fermion Systems in Discrete Space-Time Exemplifying the Spontaneous Generation of a Causal Structure
Diethert, A.; Finster, F.; Schiefeneder, D.
As toy models for space-time at the Planck scale, we consider examples of fermion systems in discrete space-time which are composed of one or two particles defined on two up to nine space-time points. We study the self-organization of the particles as described by a variational principle both analytically and numerically. We find an effect of spontaneous symmetry breaking which leads to the emergence of a discrete causal structure.
A Derivation of a Microscopic Entropy and Time Irreversibility From the Discreteness of Time
Directory of Open Access Journals (Sweden)
Roland Riek
2014-06-01
Full Text Available The basic microsopic physical laws are time reversible. In contrast, the second law of thermodynamics, which is a macroscopic physical representation of the world, is able to describe irreversible processes in an isolated system through the change of entropy ΔS > 0. It is the attempt of the present manuscript to bridge the microscopic physical world with its macrosocpic one with an alternative approach than the statistical mechanics theory of Gibbs and Boltzmann. It is proposed that time is discrete with constant step size. Its consequence is the presence of time irreversibility at the microscopic level if the present force is of complex nature (F(r ≠ const. In order to compare this discrete time irreversible mechamics (for simplicity a “classical”, single particle in a one dimensional space is selected with its classical Newton analog, time reversibility is reintroduced by scaling the time steps for any given time step n by the variable sn leading to the Nosé-Hoover Lagrangian. The corresponding Nos´e-Hoover Hamiltonian comprises a term Ndf kB T ln sn (kB the Boltzmann constant, T the temperature, and Ndf the number of degrees of freedom which is defined as the microscopic entropy Sn at time point n multiplied by T. Upon ensemble averaging this microscopic entropy Sn in equilibrium for a system which does not have fast changing forces approximates its macroscopic counterpart known from thermodynamics. The presented derivation with the resulting analogy between the ensemble averaged microscopic entropy and its thermodynamic analog suggests that the original description of the entropy by Boltzmann and Gibbs is just an ensemble averaging of the time scaling variable sn which is in equilibrium close to 1, but that the entropy
On the mixed discretization of the time domain magnetic field integral equation
Ulku, Huseyin Arda; Bogaert, Ignace; Cools, Kristof; Andriulli, Francesco P.; Bagci, Hakan
2012-01-01
Time domain magnetic field integral equation (MFIE) is discretized using divergence-conforming Rao-Wilton-Glisson (RWG) and curl-conforming Buffa-Christiansen (BC) functions as spatial basis and testing functions, respectively. The resulting mixed
Time-discrete higher order ALE formulations: a priori error analysis
Bonito, Andrea; Kyza, Irene; Nochetto, Ricardo H.
2013-01-01
We derive optimal a priori error estimates for discontinuous Galerkin (dG) time discrete schemes of any order applied to an advection-diffusion model defined on moving domains and written in the Arbitrary Lagrangian Eulerian (ALE) framework. Our
Bosch, Jessica; Stoll, Martin; Benner, Peter
2014-01-01
We consider the efficient solution of the Cahn-Hilliard variational inequality using an implicit time discretization, which is formulated as an optimal control problem with pointwise constraints on the control. By applying a semi-smooth Newton
Data-Driven Process Discovery: A Discrete Time Algebra for Relational Signal Analysis
National Research Council Canada - National Science Library
Conrad, David
1996-01-01
.... Proposed is a time series transformation that encodes and compresses real-valued data into a well defined, discrete-space of 13 primitive elements where comparative evaluation between variables...
Dong, Lu; Zhong, Xiangnan; Sun, Changyin; He, Haibo
2017-07-01
This paper presents the design of a novel adaptive event-triggered control method based on the heuristic dynamic programming (HDP) technique for nonlinear discrete-time systems with unknown system dynamics. In the proposed method, the control law is only updated when the event-triggered condition is violated. Compared with the periodic updates in the traditional adaptive dynamic programming (ADP) control, the proposed method can reduce the computation and transmission cost. An actor-critic framework is used to learn the optimal event-triggered control law and the value function. Furthermore, a model network is designed to estimate the system state vector. The main contribution of this paper is to design a new trigger threshold for discrete-time systems. A detailed Lyapunov stability analysis shows that our proposed event-triggered controller can asymptotically stabilize the discrete-time systems. Finally, we test our method on two different discrete-time systems, and the simulation results are included.
A discrete-time queueing system with changes in the vacation times
Directory of Open Access Journals (Sweden)
Atencia Ivan
2016-06-01
Full Text Available This paper considers a discrete-time queueing system in which an arriving customer can decide to follow a last come first served (LCFS service discipline or to become a negative customer that eliminates the one at service, if any. After service completion, the server can opt for a vacation time or it can remain on duty. Changes in the vacation times as well as their associated distribution are thoroughly studied. An extensive analysis of the system is carried out and, using a probability generating function approach, steady-state performance measures such as the first moments of the busy period of the queue content and of customers delay are obtained. Finally, some numerical examples to show the influence of the parameters on several performance characteristics are given.
Stability Analysis and H∞ Model Reduction for Switched Discrete-Time Time-Delay Systems
Directory of Open Access Journals (Sweden)
Zheng-Fan Liu
2014-01-01
Full Text Available This paper is concerned with the problem of exponential stability and H∞ model reduction of a class of switched discrete-time systems with state time-varying delay. Some subsystems can be unstable. Based on the average dwell time technique and Lyapunov-Krasovskii functional (LKF approach, sufficient conditions for exponential stability with H∞ performance of such systems are derived in terms of linear matrix inequalities (LMIs. For the high-order systems, sufficient conditions for the existence of reduced-order model are derived in terms of LMIs. Moreover, the error system is guaranteed to be exponentially stable and an H∞ error performance is guaranteed. Numerical examples are also given to demonstrate the effectiveness and reduced conservatism of the obtained results.
Discrete-time recurrent neural networks with time-varying delays: Exponential stability analysis
International Nuclear Information System (INIS)
Liu, Yurong; Wang, Zidong; Serrano, Alan; Liu, Xiaohui
2007-01-01
This Letter is concerned with the analysis problem of exponential stability for a class of discrete-time recurrent neural networks (DRNNs) with time delays. The delay is of the time-varying nature, and the activation functions are assumed to be neither differentiable nor strict monotonic. Furthermore, the description of the activation functions is more general than the recently commonly used Lipschitz conditions. Under such mild conditions, we first prove the existence of the equilibrium point. Then, by employing a Lyapunov-Krasovskii functional, a unified linear matrix inequality (LMI) approach is developed to establish sufficient conditions for the DRNNs to be globally exponentially stable. It is shown that the delayed DRNNs are globally exponentially stable if a certain LMI is solvable, where the feasibility of such an LMI can be easily checked by using the numerically efficient Matlab LMI Toolbox. A simulation example is presented to show the usefulness of the derived LMI-based stability condition
Global exponential stability of BAM neural networks with time-varying delays: The discrete-time case
Raja, R.; Marshal Anthoni, S.
2011-02-01
This paper deals with the problem of stability analysis for a class of discrete-time bidirectional associative memory (BAM) neural networks with time-varying delays. By employing the Lyapunov functional and linear matrix inequality (LMI) approach, a new sufficient conditions is proposed for the global exponential stability of discrete-time BAM neural networks. The proposed LMI based results can be easily checked by LMI control toolbox. Moreover, an example is also provided to demonstrate the effectiveness of the proposed method.
Synchronization of discrete-time hyperchaotic systems: An application in communications
International Nuclear Information System (INIS)
Aguilar-Bustos, A.Y.; Cruz-Hernandez, C.
2009-01-01
In this paper, the synchronization problem of discrete-time complex dynamics is presented. In particular, we use the model-matching approach from nonlinear control theory to synchronize two unidirectionally coupled discrete-time hyperchaotic systems. A potential application to secure/private communication of confidential information is also given. By using different (hyperchaotic) encryption schemes with a single and two transmission channels, we show that output synchronization of hyperchaotic maps is indeed suitable for encryption, transmission, and decryption of information.
Function Projective Synchronization in Discrete-Time Chaotic System with Uncertain Parameters
International Nuclear Information System (INIS)
Chen Yong; Li Xin
2009-01-01
The function projective synchronization of discrete-time chaotic systems is presented. Based on backstepping design with three controllers, a systematic, concrete and automatic scheme is developed to investigate function projective synchronization (FPS) of discrete-time chaotic systems with uncertain parameters. With the aid of symbolic-numeric computation, we use the proposed scheme to illustrate FPS between two identical 3D Henon-like maps with uncertain parameters. Numeric simulations are used to verify the effectiveness of our scheme. (general)
Control of the formation of projective synchronisation in lower-dimensional discrete-time systems
International Nuclear Information System (INIS)
Chee, C.Y.; Xu Daolin
2003-01-01
Projective synchronisation was recently observed in partially linear discrete-time systems. The scaling factor that characterises the behaviour of projective synchronisation is however unpredictable. In order to manipulate the ultimate state of the synchronisation, a control algorithm based on Schur-Chon stability criteria is proposed to direct the scaling factor onto any predestined value. In the numerical experiment, we illustrate the application on two chaotic discrete-time systems
Directory of Open Access Journals (Sweden)
Fei Chen
2013-01-01
Full Text Available This paper deals with the finite-time stabilization problem for discrete-time Markov jump nonlinear systems with time delays and norm-bounded exogenous disturbance. The nonlinearities in different jump modes are parameterized by neural networks. Subsequently, a linear difference inclusion state space representation for a class of neural networks is established. Based on this, sufficient conditions are derived in terms of linear matrix inequalities to guarantee stochastic finite-time boundedness and stochastic finite-time stabilization of the closed-loop system. A numerical example is illustrated to verify the efficiency of the proposed technique.
From Discrete Space-Time to Minkowski Space: Basic Mechanisms, Methods and Perspectives
Finster, Felix
This survey article reviews recent results on fermion systems in discrete space-time and corresponding systems in Minkowski space. After a basic introduction to the discrete setting, we explain a mechanism of spontaneous symmetry breaking which leads to the emergence of a discrete causal structure. As methods to study the transition between discrete space-time and Minkowski space, we describe a lattice model for a static and isotropic space-time, outline the analysis of regularization tails of vacuum Dirac sea configurations, and introduce a Lorentz invariant action for the masses of the Dirac seas. We mention the method of the continuum limit, which allows to analyze interacting systems. Open problems are discussed.
Discrete time population dynamics of a two-stage species with recruitment and capture
International Nuclear Information System (INIS)
Ladino, Lilia M.; Mammana, Cristiana; Michetti, Elisabetta; Valverde, Jose C.
2016-01-01
This work models and analyzes the dynamics of a two-stage species with recruitment and capture factors. It arises from the discretization of a previous model developed by Ladino and Valverde (2013), which represents a progress in the knowledge of the dynamics of exploited populations. Although the methods used here are related to the study of discrete-time systems and are different from those related to continuous version, the results are similar in both the discrete and the continuous case what confirm the skill in the selection of the factors to design the model. Unlike for the continuous-time case, for the discrete-time one some (non-negative) parametric constraints are derived from the biological significance of the model and become fundamental for the proofs of such results. Finally, numerical simulations show different scenarios of dynamics related to the analytical results which confirm the validity of the model.
Attractors of relaxation discrete-time systems with chaotic dynamics on a fast time scale
International Nuclear Information System (INIS)
Maslennikov, Oleg V.; Nekorkin, Vladimir I.
2016-01-01
In this work, a new type of relaxation systems is considered. Their prominent feature is that they comprise two distinct epochs, one is slow regular motion and another is fast chaotic motion. Unlike traditionally studied slow-fast systems that have smooth manifolds of slow motions in the phase space and fast trajectories between them, in this new type one observes, apart the same geometric objects, areas of transient chaos. Alternating periods of slow regular motions and fast chaotic ones as well as transitions between them result in a specific chaotic attractor with chaos on a fast time scale. We formulate basic properties of such attractors in the framework of discrete-time systems and consider several examples. Finally, we provide an important application of such systems, the neuronal electrical activity in the form of chaotic spike-burst oscillations.
Quantum circuit dynamics via path integrals: Is there a classical action for discrete-time paths?
International Nuclear Information System (INIS)
Penney, Mark D; Koh, Dax Enshan; Spekkens, Robert W
2017-01-01
It is straightforward to compute the transition amplitudes of a quantum circuit using the sum-over-paths methodology when the gates in the circuit are balanced, where a balanced gate is one for which all non-zero transition amplitudes are of equal magnitude. Here we consider the question of whether, for such circuits, the relative phases of different discrete-time paths through the configuration space can be defined in terms of a classical action, as they are for continuous-time paths. We show how to do so for certain kinds of quantum circuits, namely, Clifford circuits where the elementary systems are continuous-variable systems or discrete systems of odd-prime dimension. These types of circuit are distinguished by having phase-space representations that serve to define their classical counterparts. For discrete systems, the phase-space coordinates are also discrete variables. We show that for each gate in the generating set, one can associate a symplectomorphism on the phase-space and to each of these one can associate a generating function, defined on two copies of the configuration space. For discrete systems, the latter association is achieved using tools from algebraic geometry. Finally, we show that if the action functional for a discrete-time path through a sequence of gates is defined using the sum of the corresponding generating functions, then it yields the correct relative phases for the path-sum expression. These results are likely to be relevant for quantizing physical theories where time is fundamentally discrete, characterizing the classical limit of discrete-time quantum dynamics, and proving complexity results for quantum circuits. (paper)
Quantum circuit dynamics via path integrals: Is there a classical action for discrete-time paths?
Penney, Mark D.; Enshan Koh, Dax; Spekkens, Robert W.
2017-07-01
It is straightforward to compute the transition amplitudes of a quantum circuit using the sum-over-paths methodology when the gates in the circuit are balanced, where a balanced gate is one for which all non-zero transition amplitudes are of equal magnitude. Here we consider the question of whether, for such circuits, the relative phases of different discrete-time paths through the configuration space can be defined in terms of a classical action, as they are for continuous-time paths. We show how to do so for certain kinds of quantum circuits, namely, Clifford circuits where the elementary systems are continuous-variable systems or discrete systems of odd-prime dimension. These types of circuit are distinguished by having phase-space representations that serve to define their classical counterparts. For discrete systems, the phase-space coordinates are also discrete variables. We show that for each gate in the generating set, one can associate a symplectomorphism on the phase-space and to each of these one can associate a generating function, defined on two copies of the configuration space. For discrete systems, the latter association is achieved using tools from algebraic geometry. Finally, we show that if the action functional for a discrete-time path through a sequence of gates is defined using the sum of the corresponding generating functions, then it yields the correct relative phases for the path-sum expression. These results are likely to be relevant for quantizing physical theories where time is fundamentally discrete, characterizing the classical limit of discrete-time quantum dynamics, and proving complexity results for quantum circuits.
[Immune response of Hansen's disease. Review].
Rada, Elsa; Aranzazu, Nacarid; Convit, Jacinto
2009-12-01
Hansen's disease presents a wide spectrum of clinical and histopathological manifestations that reflect the nature of the immunological response of the host towards diverse Mycobacterium leprae components. The immunological system, composed by both innate and adaptive immunology, offers protection towards infections of various etiologies, among them bacterial. Bacteria, of course, have developed multiple strategies for evading host defenses, based on either very complex or simple mechanisms, but with a single purpose: to "resist" host attacks and to be able to survive. We have tried to summarize some recent studies in Hansen's disease, with more emphasis in the inmunology area. We think that in the future, all illnesses should also be very strongly related to other important aspects such as the social, environmental and economic, and whose development is not solved in a laboratory.
International Nuclear Information System (INIS)
Huo Haifeng; Li Wantong
2009-01-01
This paper is concerned with the global stability characteristics of a system of equations modelling the dynamics of continuous-time bidirectional associative memory neural networks with impulses. Sufficient conditions which guarantee the existence of a unique equilibrium and its exponential stability of the networks are obtained. For the goal of computation, discrete-time analogues of the corresponding continuous-time bidirectional associative memory neural networks with impulses are also formulated and studied. Our results show that the above continuous-time and discrete-time systems with impulses preserve the dynamics of the networks without impulses when we make some modifications and impose some additional conditions on the systems, the convergence characteristics dynamics of the networks are preserved by both continuous-time and discrete-time systems with some restriction imposed on the impulse effect.
Globally asymptotically stable analysis in a discrete time eco-epidemiological system
International Nuclear Information System (INIS)
Hu, Zengyun; Teng, Zhidong; Zhang, Tailei; Zhou, Qiming; Chen, Xi
2017-01-01
Highlights: • Dynamical behaviors of a discrete time eco-epidemiological system are discussed. • Global asymptotical stability of this system is obtained by an iteration scheme which can be expended to general dimensional discrete system. • More complex dynamical behaviors are obtained by numerical simulations. - Abstract: In this study, the dynamical behaviors of a discrete time eco-epidemiological system are discussed. The local stability, bifurcation and chaos are obtained. Moreover, the global asymptotical stability of this system is explored by an iteration scheme. The numerical simulations illustrate the theoretical results and exhibit the complex dynamical behaviors such as flip bifurcation, Hopf bifurcation and chaotic dynamical behaviors. Our main results provide an efficient method to analyze the global asymptotical stability for general three dimensional discrete systems.
Consensus of discrete-time multi-agent systems with adversaries and time delays
Wu, Yiming; He, Xiongxiong; Liu, Shuai; Xie, Lihua
2014-05-01
This paper studies the resilient asymptotic consensus problem for discrete-time multi-agent systems in the presence of adversaries and transmission delays. The network is assumed to have ? loyal agents and ? adversarial agents, and each loyal agent in the network has no knowledge of the network topology other than an upper bound on the number of adversarial agents in its neighborhood. For the considered networked system, only locally delayed information is available for each loyal agent, and also the information flow is directed and a control protocol using only local information is designed to guarantee the realization of consensus with respect to communication graph, which satisfies a featured network robustness. Numerical examples are finally given to demonstrate the effectiveness of theoretical results.
Continuous and Discrete-Time Optimal Controls for an Isolated Signalized Intersection
Directory of Open Access Journals (Sweden)
Jiyuan Tan
2017-01-01
Full Text Available A classical control problem for an isolated oversaturated intersection is revisited with a focus on the optimal control policy to minimize total delay. The difference and connection between existing continuous-time planning models and recently proposed discrete-time planning models are studied. A gradient descent algorithm is proposed to convert the optimal control plan of the continuous-time model to the plan of the discrete-time model in many cases. Analytic proof and numerical tests for the algorithm are also presented. The findings shed light on the links between two kinds of models.
The large discretization step method for time-dependent partial differential equations
Haras, Zigo; Taasan, Shlomo
1995-01-01
A new method for the acceleration of linear and nonlinear time dependent calculations is presented. It is based on the Large Discretization Step (LDS) approximation, defined in this work, which employs an extended system of low accuracy schemes to approximate a high accuracy discrete approximation to a time dependent differential operator. Error bounds on such approximations are derived. These approximations are efficiently implemented in the LDS methods for linear and nonlinear hyperbolic equations, presented here. In these algorithms the high and low accuracy schemes are interpreted as the same discretization of a time dependent operator on fine and coarse grids, respectively. Thus, a system of correction terms and corresponding equations are derived and solved on the coarse grid to yield the fine grid accuracy. These terms are initialized by visiting the fine grid once in many coarse grid time steps. The resulting methods are very general, simple to implement and may be used to accelerate many existing time marching schemes.
Time dependence linear transport III convergence of the discrete ordinate method
International Nuclear Information System (INIS)
Wilson, D.G.
1983-01-01
In this paper the uniform pointwise convergence of the discrete ordinate method for weak and strong solutions of the time dependent, linear transport equation posed in a multidimensional, rectangular parallelepiped with partially reflecting walls is established. The first result is that a sequence of discrete ordinate solutions converges uniformly on the quadrature points to a solution of the continuous problem provided that the corresponding sequence of truncation errors for the solution of the continuous problem converges to zero in the same manner. The second result is that continuity of the solution with respect to the velocity variables guarantees that the truncation erros in the quadrature formula go the zero and hence that the discrete ordinate approximations converge to the solution of the continuous problem as the discrete ordinate become dense. An existence theory for strong solutions of the the continuous problem follows as a result
Sampled-data and discrete-time H2 optimal control
Trentelman, Harry L.; Stoorvogel, Anton A.
1993-01-01
This paper deals with the sampled-data H2 optimal control problem. Given a linear time-invariant continuous-time system, the problem of minimizing the H2 performance over all sampled-data controllers with a fixed sampling period can be reduced to a pure discrete-time H2 optimal control problem. This
Discrete Analysis of Portfolio Selection with Optimal Stopping Time
Directory of Open Access Journals (Sweden)
Jianfeng Liang
2009-01-01
Full Text Available Most of the investments in practice are carried out without certain horizons. There are many factors to drive investment to a stop. In this paper, we consider a portfolio selection policy with market-related stopping time. Particularly, we assume that the investor exits the market once his wealth reaches a given investment target or falls below a bankruptcy threshold. Our objective is to minimize the expected time when the investment target is obtained, at the same time, we guarantee the probability that bankruptcy happens is no larger than a given level. We formulate the problem as a mix integer linear programming model and make analysis of the model by using a numerical example.
A Fully Integrated Discrete-Time Superheterodyne Receiver
Tohidian, M.; Madadi, I.; Staszewski, R.B.
2017-01-01
The zero/low intermediate frequency (IF) receiver (RX) architecture has enabled full CMOS integration. As the technology scales and wireless standards become ever more challenging, the issues related to time-varying dc offsets, the second-order nonlinearity, and flicker noise become more critical.
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation
Discrete-time Calogero-Moser system and Lagrangian 1-form structure
International Nuclear Information System (INIS)
Yoo-Kong, Sikarin; Lobb, Sarah; Nijhoff, Frank
2011-01-01
We study the Lagrange formalism of the (rational) Calogero-Moser (CM) system, both in discrete time and continuous time, as a first example of a Lagrangian 1-form structure in the sense of the recent paper (Lobb and Nijhoff 2009 J. Phys. A: Math. Theor.42 454013). The discrete-time model of the CM system was established some time ago arising as a pole reduction of a semi-discrete version of the Kadomtsev-Petviashvili (KP) equation, and was shown to lead to an exactly integrable correspondence (multivalued map). In this paper, we present the full KP solution based on the commutativity of the discrete-time flows in the two discrete KP variables. The compatibility of the corresponding Lax matrices is shown to lead directly to the relevant closure relation on the level of the Lagrangians. Performing successive continuum limits on both the level of the KP equation and the level of the CM system, we establish the proper Lagrangian 1-form structure for the continuum case of the CM model. We use the example of the three-particle case to elucidate the implementation of the novel least-action principle, which was presented in Lobb and Nijhoff (2009), for the simpler case of Lagrangian 1-forms. (paper)
International Nuclear Information System (INIS)
Tsuchida, Takayuki
2010-01-01
We propose a new method for discretizing the time variable in integrable lattice systems while maintaining the locality of the equations of motion. The method is based on the zero-curvature (Lax pair) representation and the lowest-order 'conservation laws'. In contrast to the pioneering work of Ablowitz and Ladik, our method allows the auxiliary dependent variables appearing in the stage of time discretization to be expressed locally in terms of the original dependent variables. The time-discretized lattice systems have the same set of conserved quantities and the same structures of the solutions as the continuous-time lattice systems; only the time evolution of the parameters in the solutions that correspond to the angle variables is discretized. The effectiveness of our method is illustrated using examples such as the Toda lattice, the Volterra lattice, the modified Volterra lattice, the Ablowitz-Ladik lattice (an integrable semi-discrete nonlinear Schroedinger system) and the lattice Heisenberg ferromagnet model. For the modified Volterra lattice, we also present its ultradiscrete analogue.
Stabilization and tracking controller for a class of nonlinear discrete-time systems
International Nuclear Information System (INIS)
Sharma, B.B.; Kar, I.N.
2011-01-01
Highlights: → We present recursive design of stabilizing controller for nonlinear discrete-time systems. → Problem of stabilizing and tracking control of single link manipulator system is addressed. → We extend the proposed results to output tracking problems. → The proposed methodology is applied satisfactorily to discrete-time chaotic maps. - Abstract: In this paper, stabilization and tracking control problem for parametric strict feedback class of discrete time systems is addressed. Recursive design of control function based on contraction theory framework is proposed instead of traditional Lyapunov based method. Explicit structure of controller is derived for the addressed class of nonlinear discrete-time systems. Conditions for exponential stability of system states are derived in terms of controller parameters. At each stage of recursive procedure a specific structure of Jacobian matrix is ensured so as to satisfy conditions of stability. The closed loop dynamics in this case remains nonlinear in nature. The proposed algorithm establishes global stability results in quite a simple manner as it does not require formulation of error dynamics. Problem of stabilization and output tracking control in case of single link manipulator system with actuator dynamics is analyzed using the proposed strategy. The proposed results are further extended to stabilization of discrete time chaotic systems. Numerical simulations presented in the end show the effectiveness of the proposed approach.
Schwarz, O.; Strumpf, M.
The literary assets of Peter Andreas Hansen are deposited in the Staatsarchiv Hamburg, the Forschungs- und Landesbibliothek Gotha and the Thüringer Staatsarchiv Gotha. They were never systematically investigated. The authors present here some results of a first evaluation. It was possible to reconstruct the historical events with regard to the maintenance of the Astronomische Nachrichten and the Altona observatory in 1854. Hansen was a successful teacher for many young astronomers. His way of stimulating the evolution of astronomy followed Zach's tradition.
Particle Swarm Based Approach of a Real-Time Discrete Neural Identifier for Linear Induction Motors
Directory of Open Access Journals (Sweden)
Alma Y. Alanis
2013-01-01
Full Text Available This paper focusses on a discrete-time neural identifier applied to a linear induction motor (LIM model, whose model is assumed to be unknown. This neural identifier is robust in presence of external and internal uncertainties. The proposed scheme is based on a discrete-time recurrent high-order neural network (RHONN trained with a novel algorithm based on extended Kalman filter (EKF and particle swarm optimization (PSO, using an online series-parallel con figuration. Real-time results are included in order to illustrate the applicability of the proposed scheme.
Wei, Qinglai; Liu, Derong; Lin, Qiao
In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.
Displacement in the parameter space versus spurious solution of discretization with large time step
International Nuclear Information System (INIS)
Mendes, Eduardo; Letellier, Christophe
2004-01-01
In order to investigate a possible correspondence between differential and difference equations, it is important to possess discretization of ordinary differential equations. It is well known that when differential equations are discretized, the solution thus obtained depends on the time step used. In the majority of cases, such a solution is considered spurious when it does not resemble the expected solution of the differential equation. This often happens when the time step taken into consideration is too large. In this work, we show that, even for quite large time steps, some solutions which do not correspond to the expected ones are still topologically equivalent to solutions of the original continuous system if a displacement in the parameter space is considered. To reduce such a displacement, a judicious choice of the discretization scheme should be made. To this end, a recent discretization scheme, based on the Lie expansion of the original differential equations, proposed by Monaco and Normand-Cyrot will be analysed. Such a scheme will be shown to be sufficient for providing an adequate discretization for quite large time steps compared to the pseudo-period of the underlying dynamics
Directory of Open Access Journals (Sweden)
Maode Yan
2008-01-01
Full Text Available This paper considers the problem of robust discrete-time sliding-mode control (DT-SMC design for a class of uncertain linear systems with time-varying delays. By applying a descriptor model transformation and Moon's inequality for bounding cross terms, a delay-dependent sufficient condition for the existence of stable sliding surface is given in terms of linear matrix inequalities (LMIs. Based on this existence condition, the synthesized sliding mode controller can guarantee the sliding-mode reaching condition of the specified discrete-time sliding surface for all admissible uncertainties and time-varying delays. An illustrative example verifies the effectiveness of the proposed method.
Discrete-time sliding mode control for MR vehicle suspension system
Energy Technology Data Exchange (ETDEWEB)
Sohn, J W; Choi, S B [Smart Structures and Systems Laboratory, Department of Mechanical Engineering, Inha University, Incheon 402-751 (Korea, Republic of); Wereley, N M [Smart Structures Laboratory, Department of Aerospace Engineering, University of Maryland, College Park, MD 20742 (United States)], E-mail: seungbok@inha.ac.kr
2009-02-01
This paper presents control performance of a full-vehicle suspension system featuring magnetorheological (MR) dampers via a discrete-time sliding mode control algorithm (DSMC). A cylindrical MR damper is designed by incorporating Bingham model of the MR fluid and the field-dependent damping characteristics of the MR damper are evaluated. A full-vehicle suspension model installed with independent four MR dampers is constructed and the governing equations which include vertical, pitch and roll motion are derived. A discrete-time control model is established with considering system uncertainties and a discrete-time sliding mode controller which has inherent robustness to model uncertainty and external disturbance is formulated. Vibration control performances under bump excitation are evaluated and presented.
Directory of Open Access Journals (Sweden)
Chellaboina Vijaysekhar
2005-01-01
Full Text Available We develop thermodynamic models for discrete-time large-scale dynamical systems. Specifically, using compartmental dynamical system theory, we develop energy flow models possessing energy conservation, energy equipartition, temperature equipartition, and entropy nonconservation principles for discrete-time, large-scale dynamical systems. Furthermore, we introduce a new and dual notion to entropy; namely, ectropy, as a measure of the tendency of a dynamical system to do useful work and grow more organized, and show that conservation of energy in an isolated thermodynamic system necessarily leads to nonconservation of ectropy and entropy. In addition, using the system ectropy as a Lyapunov function candidate, we show that our discrete-time, large-scale thermodynamic energy flow model has convergent trajectories to Lyapunov stable equilibria determined by the system initial subsystem energies.
Discrete-time sliding mode control for MR vehicle suspension system
International Nuclear Information System (INIS)
Sohn, J W; Choi, S B; Wereley, N M
2009-01-01
This paper presents control performance of a full-vehicle suspension system featuring magnetorheological (MR) dampers via a discrete-time sliding mode control algorithm (DSMC). A cylindrical MR damper is designed by incorporating Bingham model of the MR fluid and the field-dependent damping characteristics of the MR damper are evaluated. A full-vehicle suspension model installed with independent four MR dampers is constructed and the governing equations which include vertical, pitch and roll motion are derived. A discrete-time control model is established with considering system uncertainties and a discrete-time sliding mode controller which has inherent robustness to model uncertainty and external disturbance is formulated. Vibration control performances under bump excitation are evaluated and presented.
Stabilisation of discrete-time polynomial fuzzy systems via a polynomial lyapunov approach
Nasiri, Alireza; Nguang, Sing Kiong; Swain, Akshya; Almakhles, Dhafer
2018-02-01
This paper deals with the problem of designing a controller for a class of discrete-time nonlinear systems which is represented by discrete-time polynomial fuzzy model. Most of the existing control design methods for discrete-time fuzzy polynomial systems cannot guarantee their Lyapunov function to be a radially unbounded polynomial function, hence the global stability cannot be assured. The proposed control design in this paper guarantees a radially unbounded polynomial Lyapunov functions which ensures global stability. In the proposed design, state feedback structure is considered and non-convexity problem is solved by incorporating an integrator into the controller. Sufficient conditions of stability are derived in terms of polynomial matrix inequalities which are solved via SOSTOOLS in MATLAB. A numerical example is presented to illustrate the effectiveness of the proposed controller.
International Nuclear Information System (INIS)
Liu Yurong; Wang Zidong; Liu Xiaohui
2008-01-01
In this Letter, we investigate the state estimation problem for a new class of discrete-time neural networks with Markovian jumping parameters as well as mode-dependent mixed time-delays. The parameters of the discrete-time neural networks are subject to the switching from one mode to another at different times according to a Markov chain, and the mixed time-delays consist of both discrete and distributed delays that are dependent on the Markovian jumping mode. New techniques are developed to deal with the mixed time-delays in the discrete-time setting, and a novel Lyapunov-Krasovskii functional is put forward to reflect the mode-dependent time-delays. Sufficient conditions are established in terms of linear matrix inequalities (LMIs) that guarantee the existence of the state estimators. We show that both the existence conditions and the explicit expression of the desired estimator can be characterized in terms of the solution to an LMI. A numerical example is exploited to show the usefulness of the derived LMI-based conditions
Nonparametric Estimation of Interval Reliability for Discrete-Time Semi-Markov Systems
DEFF Research Database (Denmark)
Georgiadis, Stylianos; Limnios, Nikolaos
2016-01-01
In this article, we consider a repairable discrete-time semi-Markov system with finite state space. The measure of the interval reliability is given as the probability of the system being operational over a given finite-length time interval. A nonparametric estimator is proposed for the interval...
Naz, Rehana
2018-01-01
Pontrygin-type maximum principle is extended for the present value Hamiltonian systems and current value Hamiltonian systems of nonlinear difference equations for uniform time step $h$. A new method termed as a discrete time current value Hamiltonian method is established for the construction of first integrals for current value Hamiltonian systems of ordinary difference equations arising in Economic growth theory.
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.; Morel, Jim E.
2009-01-01
The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.
Quasi-stationary distributions for reducible absorbing Markov chains in discrete time
van Doorn, Erik A.; Pollett, P.K.
2009-01-01
We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient states, and are interested in the limiting behaviour of such a chain as time $n \\to \\infty,$ conditional on survival up to $n$. It is known that, when $S$ is irreducible, the limiting conditional
Energy Technology Data Exchange (ETDEWEB)
Densmore, Jeffery D [Los Alamos National Laboratory; Warsa, James S [Los Alamos National Laboratory; Lowrie, Robert B [Los Alamos National Laboratory; Morel, Jim E [TEXAS A& M UNIV
2008-01-01
The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.
Density perturbations due to the inhomogeneous discrete spatial structure of space-time
International Nuclear Information System (INIS)
Wolf, C.
1998-01-01
For the case that space-time permits an inhomogeneous discrete spatial structure due to varying gravitational fields or a foam-like structure of space-time, it is demonstrated that thermodynamic reasoning implies that matter-density perturbations will arise in the early universe
Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.; Morel, Jim E.
2009-09-01
The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.
A Model of Discrete-Continuum Time for a Simple Physical System
Directory of Open Access Journals (Sweden)
Karimov A. R.
2008-04-01
Full Text Available Proceeding from the assumption that the time flow of an individual object is a real physical value, in the framework of a physical kinetics approach we propose an analogy between time and temperature. The use of such an analogy makes it possible to work out a discrete-continuum model of time for a simple physical system. The possible physical properties of time for the single object and time for the whole system are discussed.
Ecological monitoring in a discrete-time prey-predator model.
Gámez, M; López, I; Rodríguez, C; Varga, Z; Garay, J
2017-09-21
The paper is aimed at the methodological development of ecological monitoring in discrete-time dynamic models. In earlier papers, in the framework of continuous-time models, we have shown how a systems-theoretical methodology can be applied to the monitoring of the state process of a system of interacting populations, also estimating certain abiotic environmental changes such as pollution, climatic or seasonal changes. In practice, however, there may be good reasons to use discrete-time models. (For instance, there may be discrete cycles in the development of the populations, or observations can be made only at discrete time steps.) Therefore the present paper is devoted to the development of the monitoring methodology in the framework of discrete-time models of population ecology. By monitoring we mean that, observing only certain component(s) of the system, we reconstruct the whole state process. This may be necessary, e.g., when in a complex ecosystem the observation of the densities of certain species is impossible, or too expensive. For the first presentation of the offered methodology, we have chosen a discrete-time version of the classical Lotka-Volterra prey-predator model. This is a minimal but not trivial system where the methodology can still be presented. We also show how this methodology can be applied to estimate the effect of an abiotic environmental change, using a component of the population system as an environmental indicator. Although this approach is illustrated in a simplest possible case, it can be easily extended to larger ecosystems with several interacting populations and different types of abiotic environmental effects. Copyright © 2017 Elsevier Ltd. All rights reserved.
A Novel Analytic Technique for the Service Station Reliability in a Discrete-Time Repairable Queue
Directory of Open Access Journals (Sweden)
Renbin Liu
2013-01-01
Full Text Available This paper presents a decomposition technique for the service station reliability in a discrete-time repairable GeomX/G/1 queueing system, in which the server takes exhaustive service and multiple adaptive delayed vacation discipline. Using such a novel analytic technique, some important reliability indices and reliability relation equations of the service station are derived. Furthermore, the structures of the service station indices are also found. Finally, special cases and numerical examples validate the derived results and show that our analytic technique is applicable to reliability analysis of some complex discrete-time repairable bulk arrival queueing systems.
Observation of Discrete-Time-Crystal Signatures in an Ordered Dipolar Many-Body System
Rovny, Jared; Blum, Robert L.; Barrett, Sean E.
2018-05-01
A discrete time crystal (DTC) is a robust phase of driven systems that breaks the discrete time translation symmetry of the driving Hamiltonian. Recent experiments have observed DTC signatures in two distinct systems. Here we show nuclear magnetic resonance observations of DTC signatures in a third, strikingly different system: an ordered spatial crystal. We use a novel DTC echo experiment to probe the coherence of the driven system. Finally, we show that interactions during the pulse of the DTC sequence contribute to the decay of the signal, complicating attempts to measure the intrinsic lifetime of the DTC.
Discrete-time bidirectional associative memory neural networks with variable delays
International Nuclear Information System (INIS)
Liang Jinling; Cao Jinde; Ho, Daniel W.C.
2005-01-01
Based on the linear matrix inequality (LMI), some sufficient conditions are presented in this Letter for the existence, uniqueness and global exponential stability of the equilibrium point of discrete-time bidirectional associative memory (BAM) neural networks with variable delays. Some of the stability criteria obtained in this Letter are delay-dependent, and some of them are delay-independent, they are less conservative than the ones reported so far in the literature. Furthermore, the results provide one more set of easily verified criteria for determining the exponential stability of discrete-time BAM neural networks
Discrete-time bidirectional associative memory neural networks with variable delays
Liang, variable delays [rapid communication] J.; Cao, J.; Ho, D. W. C.
2005-02-01
Based on the linear matrix inequality (LMI), some sufficient conditions are presented in this Letter for the existence, uniqueness and global exponential stability of the equilibrium point of discrete-time bidirectional associative memory (BAM) neural networks with variable delays. Some of the stability criteria obtained in this Letter are delay-dependent, and some of them are delay-independent, they are less conservative than the ones reported so far in the literature. Furthermore, the results provide one more set of easily verified criteria for determining the exponential stability of discrete-time BAM neural networks.
Adaptive control of discrete-time chaotic systems: a fuzzy control approach
International Nuclear Information System (INIS)
Feng Gang; Chen Guanrong
2005-01-01
This paper discusses adaptive control of a class of discrete-time chaotic systems from a fuzzy control approach. Using the T-S model of discrete-time chaotic systems, an adaptive control algorithm is developed based on some conventional adaptive control techniques. The resulting adaptively controlled chaotic system is shown to be globally stable, and its robustness is discussed. A simulation example of the chaotic Henon map control is finally presented, to illustrate an application and the performance of the proposed control algorithm
Directory of Open Access Journals (Sweden)
Tao Wang
2013-01-01
Full Text Available To obtain reliable transient auditory evoked potentials (AEPs from EEGs recorded using high stimulus rate (HSR paradigm, it is critical to design the stimulus sequences of appropriate frequency properties. Traditionally, the individual stimulus events in a stimulus sequence occur only at discrete time points dependent on the sampling frequency of the recording system and the duration of stimulus sequence. This dependency likely causes the implementation of suboptimal stimulus sequences, sacrificing the reliability of resulting AEPs. In this paper, we explicate the use of continuous-time stimulus sequence for HSR paradigm, which is independent of the discrete electroencephalogram (EEG recording system. We employ simulation studies to examine the applicability of the continuous-time stimulus sequences and the impacts of sampling frequency on AEPs in traditional studies using discrete-time design. Results from these studies show that the continuous-time sequences can offer better frequency properties and improve the reliability of recovered AEPs. Furthermore, we find that the errors in the recovered AEPs depend critically on the sampling frequencies of experimental systems, and their relationship can be fitted using a reciprocal function. As such, our study contributes to the literature by demonstrating the applicability and advantages of continuous-time stimulus sequences for HSR paradigm and by revealing the relationship between the reliability of AEPs and sampling frequencies of the experimental systems when discrete-time stimulus sequences are used in traditional manner for the HSR paradigm.
Local and global dynamics of Ramsey model: From continuous to discrete time.
Guzowska, Malgorzata; Michetti, Elisabetta
2018-05-01
The choice of time as a discrete or continuous variable may radically affect equilibrium stability in an endogenous growth model with durable consumption. In the continuous-time Ramsey model [F. P. Ramsey, Econ. J. 38(152), 543-559 (1928)], the steady state is locally saddle-path stable with monotonic convergence. However, in the discrete-time version, the steady state may be unstable or saddle-path stable with monotonic or oscillatory convergence or periodic solutions [see R.-A. Dana et al., Handbook on Optimal Growth 1 (Springer, 2006) and G. Sorger, Working Paper No. 1505 (2015)]. When this occurs, the discrete-time counterpart of the continuous-time model is not consistent with the initial framework. In order to obtain a discrete-time Ramsey model preserving the main properties of the continuous-time counterpart, we use a general backward and forward discretisation as initially proposed by Bosi and Ragot [Theor. Econ. Lett. 2(1), 10-15 (2012)]. The main result of the study here presented is that, with this hybrid discretisation method, fixed points and local dynamics do not change. For what it concerns global dynamics, i.e., long-run behavior for initial conditions taken on the state space, we mainly perform numerical analysis with the main scope of comparing both qualitative and quantitative evolution of the two systems, also varying some parameters of interest.
A New Approach to Rational Discrete-Time Approximations to Continuous-Time Fractional-Order Systems
Matos , Carlos; Ortigueira , Manuel ,
2012-01-01
Part 10: Signal Processing; International audience; In this paper a new approach to rational discrete-time approximations to continuous fractional-order systems of the form 1/(sα+p) is proposed. We will show that such fractional-order LTI system can be decomposed into sub-systems. One has the classic behavior and the other is similar to a Finite Impulse Response (FIR) system. The conversion from continuous-time to discrete-time systems will be done using the Laplace transform inversion integr...
Seo, Gijae
2017-12-01
The purpose of this study is to understand the reality of imperial medicine by exploring the strategic attitude of the Japanese authority targeting the public who were not patients of Hansen's disease. For this purpose, this study examines the mass media data related to Hansen's disease published in Korea and Japan during the Japanese colonial rule. Research on Hansen's disease can be divided into medical, sociohistorical, social welfare, and human rights approach. There are medical studies and statistics on the dissemination of medical information about Hansen's disease and management measures, the history of the management of the disease, guarantee of the rights of the patients and the welfare environment, and studies on the autobiographical, literary writings and oral statements on the life and psychological conflicts of the patients. Among existing research, the topics of the study on Hansen's disease under the Japanese colonial rule include the history of the Sorokdo Island Sanatorium, investigation on the forced labor of the patients in the island, human rights violations against the patients, oral memoirs of the patients and doctors who practiced at that time. All of these studies are important achievements regarding the research on the patients. An important study of Hansen's disease in modern Japan is the work of Hujino Utaka, which introduces the isolation of and discrimination against the patients of Hansen's disease. Hujino Utaka's study examines the annihilation of people with infectious diseases in Japan and its colonies by the imperial government, which was the consequence of the imperial medical policies, and reports on the isolation of Hansen's disease patients during the war. Although these researches are important achievements in the study of Hansen's disease in modernity, their focus has mainly been on the history of isolation and exploitation in the Sorokdo Island Sanatorium and discrimination against the patients within the sanatorium, which
Wu, Guo-Cheng; Baleanu, Dumitru; Zeng, Sheng-Da
2018-04-01
This study investigates finite-time stability of Caputo delta fractional difference equations. A generalized Gronwall inequality is given on a finite time domain. A finite-time stability criterion is proposed for fractional differential equations. Then the idea is extended to the discrete fractional case. A linear fractional difference equation with constant delays is considered and finite-time stable conditions are provided. One example is numerically illustrated to support the theoretical result.
Guay, M.; Beerens, R.; Nijmeijer, H.
2014-01-01
This paper considers the solution of a real-time optimization problem using adaptive extremum seeking control for a class of unknown discrete-time nonlinear systems. It is assumed that the equations describing the dynamics of the nonlinear system and the cost function to be minimized are unknown and
Sivak, David A; Chodera, John D; Crooks, Gavin E
2014-06-19
When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon desirable properties. However, for stochastic equations of motion (e.g., Langevin dynamics), there is still broad disagreement over which integration algorithms are most appropriate. While multiple desiderata have been proposed throughout the literature, consensus on which criteria are important is absent, and no published integration scheme satisfies all desiderata simultaneously. Additional nontrivial complications stem from simulating systems driven out of equilibrium using existing stochastic integration schemes in conjunction with recently developed nonequilibrium fluctuation theorems. Here, we examine a family of discrete time integration schemes for Langevin dynamics, assessing how each member satisfies a variety of desiderata that have been enumerated in prior efforts to construct suitable Langevin integrators. We show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting (related to the velocity Verlet discretization) that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.
International Nuclear Information System (INIS)
Zhu Xunlin; Wang Youyi
2009-01-01
This Letter studies the exponential stability for a class of neural networks (NNs) with both discrete and distributed time-varying delays. Under weaker assumptions on the activation functions, by defining a more general type of Lyapunov functionals and developing a new convex combination technique, new less conservative and less complex stability criteria are established to guarantee the global exponential stability of the discussed NNs. The obtained conditions are dependent on both discrete and distributed delays, are expressed in terms of linear matrix inequalities (LMIs), and contain fewer decision variables. Numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed conditions.
Passive Fault-tolerant Control of Discrete-time Piecewise Affine Systems against Actuator Faults
DEFF Research Database (Denmark)
Tabatabaeipour, Seyed Mojtaba; Izadi-Zamanabadi, Roozbeh; Bak, Thomas
2012-01-01
In this paper, we propose a new method for passive fault-tolerant control of discrete time piecewise affine systems. Actuator faults are considered. A reliable piecewise linear quadratic regulator (LQR) state feedback is designed such that it can tolerate actuator faults. A sufficient condition f...... is illustrated on a numerical example and a two degree of freedom helicopter....
A new criterion for global robust stability of interval neural networks with discrete time delays
International Nuclear Information System (INIS)
Li Chuandong; Chen Jinyu; Huang Tingwen
2007-01-01
This paper further studies global robust stability of a class of interval neural networks with discrete time delays. By introducing an equivalent transformation of interval matrices, a new criterion on global robust stability is established. In comparison with the results reported in the literature, the proposed approach leads to results with less restrictive conditions. Numerical examples are also worked through to illustrate our results
Property - preserving convergent sequences of invariant sets for linear discrete - time systems
Athanasopoulos, N.; Lazar, M.; Bitsoris, G.
2014-01-01
Abstract: New sequences of monotonically increasing sets are introduced, for linear discrete-time systems subject to input and state constraints. The elements of the set sequences are controlled invariant and admissible regions of stabilizability. They are generated from the iterative application of
Directory of Open Access Journals (Sweden)
Xinggui Liu
2011-01-01
Full Text Available In this paper, by using Mawhin's continuation theorem of coincidence degree theory, we establish the existence of at least four positive periodic solutions for a discrete time Lotka-Volterra competitive system with harvesting terms. An example is given to illustrate the effectiveness of our results.
Equilibrium and response properties of the integrate-and-fire neuron in discrete time
Directory of Open Access Journals (Sweden)
Moritz Helias
2010-01-01
Full Text Available The integrate-and-fire neuron with exponential postsynaptic potentials is a frequently employed model to study neural networks. Simulations in discrete time still have highest performance at moderate numerical errors, which makes them first choice for long-term simulations of plastic networks. Here we extend the population density approach to investigate how the equilibrium and response properties of the leaky integrate-and-fire neuron are affected by time discretization. We present a novel analytical treatment of the boundary condition at threshold, taking both discretization of time and finite synaptic weights into account. We uncover an increased membrane potential density just below threshold as the decisive property that explains the deviations found between simulations and the classical diffusion approximation. Temporal discretization and finite synaptic weights both contribute to this effect. Our treatment improves the standard formula to calculate the neuron’s equilibrium firing rate. Direct solution of the Markov process describing the evolution of the membrane potential density confirms our analysis and yields a method to calculate the firing rate exactly. Knowing the shape of the membrane potential distribution near threshold enables us to devise the transient response properties of the neuron model to synaptic input. We find a pronounced non-linear fast response component that has not been described by the prevailing continuous time theory for Gaussian white noise input.
The ruin probability of a discrete time risk model under constant interest rate with heavy tails
Tang, Q.
2004-01-01
This paper investigates the ultimate ruin probability of a discrete time risk model with a positive constant interest rate. Under the assumption that the gross loss of the company within one year is subexponentially distributed, a simple asymptotic relation for the ruin probability is derived and
DEFF Research Database (Denmark)
Tabatabaeipour, Seyed Mojtaba; Bak, Thomas
2012-01-01
In this paper we consider the problem of fault estimation and accommodation for discrete time piecewise linear systems. A robust fault estimator is designed to estimate the fault such that the estimation error converges to zero and H∞ performance of the fault estimation is minimized. Then, the es...
Statistical inference for discrete-time samples from affine stochastic delay differential equations
DEFF Research Database (Denmark)
Küchler, Uwe; Sørensen, Michael
2013-01-01
Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class of prediction-based estimating functions is investigated...
Discrete-Time Mixing Receiver Architecture for RF-Sampling Software-Defined Radio
Ru, Z.; Klumperink, Eric A.M.; Nauta, Bram
2010-01-01
Abstract—A discrete-time (DT) mixing architecture for RF-sampling receivers is presented. This architecture makes RF sampling more suitable for software-defined radio (SDR) as it achieves wideband quadrature demodulation and wideband harmonic rejection. The paper consists of two parts. In the first
Global stability of discrete-time recurrent neural networks with impulse effects
International Nuclear Information System (INIS)
Zhou, L; Li, C; Wan, J
2008-01-01
This paper formulates and studies a class of discrete-time recurrent neural networks with impulse effects. A stability criterion, which characterizes the effects of impulse and stability property of the corresponding impulse-free networks on the stability of the impulsive networks in an aggregate form, is established. Two simplified and numerically tractable criteria are also provided
Controllability of a Class of Bimodal Discrete-Time Piecewise Linear Systems
Yurtseven, E.; Camlibel, M.K.; Heemels, W.P.M.H.
2013-01-01
In this paper we will provide algebraic necessary and sufficient conditions for the controllability/reachability/null controllability of a class of bimodal discrete-time piecewise linear systems including several instances of interest that are not covered by existing works which focus primarily on
Discrete-Time receivers for software-defined radio: challenges and solutions
Ru, Z.; Klumperink, Eric A.M.; Nauta, Bram
2007-01-01
Abstract—CMOS radio receiver architectures, based on radio frequency (RF) sampling followed by discrete-time (DT) signal processing via switched-capacitor circuits, have recently been proposed for dedicated radio standards. This paper explores the suitability of such DT receivers for highly flexible
On the Suitability of Discrete-Time Receivers for Software-Defined Radio
Ru, Z.; Klumperink, Eric A.M.; Nauta, Bram
2007-01-01
Abstract—CMOS radio receiver architectures, based on radio frequency (RF) sampling followed by discrete-time (D-T) signal processing via switched-capacitor circuits, have recently been proposed for dedicated radio standards. This paper explores the suitability of such D-T receivers for highly
Adaptive interpolation of discrete-time signals that can be modeled as autoregressive processes
Janssen, A.J.E.M.; Veldhuis, R.N.J.; Vries, L.B.
1986-01-01
The authors present an adaptive algorithm for the restoration of lost sample values in discrete-time signals that can locally be described by means of autoregressive processes. The only restrictions are that the positions of the unknown samples should be known and that they should be embedded in a
Adaptive interpolation of discrete-time signals that can be modeled as autoregressive processes
Janssen, A.J.E.M.; Veldhuis, Raymond N.J.; Vries, Lodewijk B.
1986-01-01
This paper presents an adaptive algorithm for the restoration of lost sample values in discrete-time signals that can locally be described by means of autoregressive processes. The only restrictions are that the positions of the unknown samples should be known and that they should be embedded in a
Homogeneous Discrete Time Alternating Compound Renewal Process: A Disability Insurance Application
Directory of Open Access Journals (Sweden)
Guglielmo D’Amico
2015-01-01
Full Text Available Discrete time alternating renewal process is a very simple tool that permits solving many real life problems. This paper, after the presentation of this tool, introduces the compound environment in the alternating process giving a systematization to this important tool. The claim costs for a temporary disability insurance contract are presented. The algorithm and an example of application are also provided.
ON THE ANISOTROPIC NORM OF DISCRETE TIME STOCHASTIC SYSTEMS WITH STATE DEPENDENT NOISE
Directory of Open Access Journals (Sweden)
Isaac Yaesh
2013-01-01
Full Text Available The purpose of this paper is to determine conditions for the bound-edness of the anisotropic norm of discrete-time linear stochastic sys-tems with state dependent noise. It is proved that these conditions canbe expressed in terms of the feasibility of a specific system of matrixinequalities.
Scaled Bilateral Teleoperation Using Discrete-Time Sliding-Mode Controller
Khan, S.; Sabanovic, A.; Nergiz, A.O.
2009-01-01
In this paper, the design of a discrete-time sliding-mode controller based on Lyapunov theory is presented along with a robust disturbance observer and is applied to a piezostage for high-precision motion. A linear model of a piezostage was used with nominal parameters to compensate the disturbance
Broadband time domain acoustic holography based on the discrete orthonormal S-transform
Zhou, H.; Lopez Arteaga, I.; Nijmeijer, H.; Lim, Kian Meng
2015-01-01
The purpose of this paper is to deal with the problem of nonstationary broadband sound fields more efficiently. A basis function of the discrete orthonormal S-transform (DOST) is used to analyze the measured signal. With respect to the time domain signal in a certain band, DOST leads to a
Less Conservative ℋ∞ Fuzzy Control for Discrete-Time Takagi-Sugeno Systems
Directory of Open Access Journals (Sweden)
Leonardo Amaral Mozelli
2011-01-01
Full Text Available New analysis and control design conditions of discrete-time fuzzy systems are proposed. Using fuzzy Lyapunov's functions and introducing slack variables, less conservative conditions are obtained. The controller guarantees system stabilization and ℋ∞ performance. Numerical tests and a practical experiment in Chua's circuit are presented to show the effectiveness.
Communication scheduling in robust self-triggered MPC for linear discrete-time systems
Brunner, F.D.; Gommans, T.M.P.; Heemels, W.P.M.H.; Allgöwer, F.
2015-01-01
We consider a networked control system consisting of a physical plant, an actuator, a sensor, and a controller that is connected to the actuator and sensor via a communication network. The plant is described by a linear discrete-time system subject to additive disturbances. In order to reduce the
Geometric ergodicity and quasi-stationarity in discrete-time birth-death processes
van Doorn, Erik A.; Schrijner, Pauline
1995-01-01
We study two aspects of discrete-time birth-death processes, the common feature of which is the central role played by the decay parameter of the process. First, conditions for geometric ergodicity and bounds for the decay parameter are obtained. Then the existence and structure of quasi-stationary
It's Deja Vu All over Again: Using Multiple-Spell Discrete-Time Survival Analysis.
Willett, John B.; Singer, Judith D.
1995-01-01
The multiple-spell discrete-time survival analysis method is introduced and illustrated using longitudinal data on exit from and reentry into the teaching profession. The method is applicable to many educational problems involving the sequential occurrence of disparate events or episodes. (SLD)
Direct Adaptive Control of a Class of Nonlinear Discrete-Time Systems
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon
2004-01-01
In this paper we deal with direct adaptive control of a specific class of discrete-time SISO systems, where the nonlinearities are convex and an upper bound is known. We use a control law based on a linear combination of a set of globally uniformly bounded basis functions with compact support, wh...
Linear quadratic Gaussian balancing for discrete-time infinite-dimensional linear systems
Opmeer, MR; Curtain, RF
2004-01-01
In this paper, we study the existence of linear quadratic Gaussian (LQG)-balanced realizations for discrete-time infinite-dimensional systems. LQG-balanced realizations are those for which the smallest nonnegative self-adjoint solutions of the control and filter Riccati equations are equal. We show
van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F
2013-08-01
Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.
A discrete classical space-time could require 6 extra-dimensions
Guillemant, Philippe; Medale, Marc; Abid, Cherifa
2018-01-01
We consider a discrete space-time in which conservation laws are computed in such a way that the density of information is kept bounded. We use a 2D billiard as a toy model to compute the uncertainty propagation in ball positions after every shock and the corresponding loss of phase information. Our main result is the computation of a critical time step above which billiard calculations are no longer deterministic, meaning that a multiverse of distinct billiard histories begins to appear, caused by the lack of information. Then, we highlight unexpected properties of this critical time step and the subsequent exponential evolution of the number of histories with time, to observe that after certain duration all billiard states could become possible final states, independent of initial conditions. We conclude that if our space-time is really a discrete one, one would need to introduce extra-dimensions in order to provide supplementary constraints that specify which history should be played.
Zhou, Ji; Castellanos, Michelle
2013-01-01
Utilizing longitudinal data of 3477 students from 28 institutions, we examine the effects of structural diversity and quality of interracial relation on students' persistence towards graduation within six years. We utilize multilevel discrete-time survival analysis to account for the longitudinal persistence patterns as well as the nested…
A Discrete-Time Geo/G/1 Retrial Queue with Two Different Types of Vacations
Directory of Open Access Journals (Sweden)
Feng Zhang
2015-01-01
Full Text Available We analyze a discrete-time Geo/G/1 retrial queue with two different types of vacations and general retrial times. Two different types of vacation policies are investigated in this model, one of which is nonexhaustive urgent vacation during serving and the other is normal exhaustive vacation. For this model, we give the steady-state analysis for the considered queueing system. Firstly, we obtain the generating functions of the number of customers in our model. Then, we obtain the closed-form expressions of some performance measures and also give a stochastic decomposition result for the system size. Moreover, the relationship between this discrete-time model and the corresponding continuous-time model is also investigated. Finally, some numerical results are provided to illustrate the effect of nonexhaustive urgent vacation on some performance characteristics of the system.
Reliable gain-scheduled control of discrete-time systems and its application to CSTR model
Sakthivel, R.; Selvi, S.; Mathiyalagan, K.; Shi, Y.
2016-10-01
This paper is focused on reliable gain-scheduled controller design for a class of discrete-time systems with randomly occurring nonlinearities and actuator fault. Further, the nonlinearity in the system model is assumed to occur randomly according to a Bernoulli distribution with measurable time-varying probability in real time. The main purpose of this paper is to design a gain-scheduled controller by implementing a probability-dependent Lyapunov function and linear matrix inequality (LMI) approach such that the closed-loop discrete-time system is stochastically stable for all admissible randomly occurring nonlinearities. The existence conditions for the reliable controller is formulated in terms of LMI constraints. Finally, the proposed reliable gain-scheduled control scheme is applied on continuously stirred tank reactor model to demonstrate the effectiveness and applicability of the proposed design technique.
Autonomous learning by simple dynamical systems with a discrete-time formulation
Bilen, Agustín M.; Kaluza, Pablo
2017-05-01
We present a discrete-time formulation for the autonomous learning conjecture. The main feature of this formulation is the possibility to apply the autonomous learning scheme to systems in which the errors with respect to target functions are not well-defined for all times. This restriction for the evaluation of functionality is a typical feature in systems that need a finite time interval to process a unit piece of information. We illustrate its application on an artificial neural network with feed-forward architecture for classification and a phase oscillator system with synchronization properties. The main characteristics of the discrete-time formulation are shown by constructing these systems with predefined functions.
Bürger, Raimund; Diehl, Stefan; Mejías, Camilo
2016-01-01
The main purpose of the recently introduced Bürger-Diehl simulation model for secondary settling tanks was to resolve spatial discretization problems when both hindered settling and the phenomena of compression and dispersion are included. Straightforward time integration unfortunately means long computational times. The next step in the development is to introduce and investigate time-integration methods for more efficient simulations, but where other aspects such as implementation complexity and robustness are equally considered. This is done for batch settling simulations. The key findings are partly a new time-discretization method and partly its comparison with other specially tailored and standard methods. Several advantages and disadvantages for each method are given. One conclusion is that the new linearly implicit method is easier to implement than another one (semi-implicit method), but less efficient based on two types of batch sedimentation tests.
Time-discrete higher order ALE formulations: a priori error analysis
Bonito, Andrea
2013-03-16
We derive optimal a priori error estimates for discontinuous Galerkin (dG) time discrete schemes of any order applied to an advection-diffusion model defined on moving domains and written in the Arbitrary Lagrangian Eulerian (ALE) framework. Our estimates hold without any restrictions on the time steps for dG with exact integration or Reynolds\\' quadrature. They involve a mild restriction on the time steps for the practical Runge-Kutta-Radau methods of any order. The key ingredients are the stability results shown earlier in Bonito et al. (Time-discrete higher order ALE formulations: stability, 2013) along with a novel ALE projection. Numerical experiments illustrate and complement our theoretical results. © 2013 Springer-Verlag Berlin Heidelberg.
CROSAT: A digital computer program for statistical-spectral analysis of two discrete time series
International Nuclear Information System (INIS)
Antonopoulos Domis, M.
1978-03-01
The program CROSAT computes directly from two discrete time series auto- and cross-spectra, transfer and coherence functions, using a Fast Fourier Transform subroutine. Statistical analysis of the time series is optional. While of general use the program is constructed to be immediately compatible with the ICL 4-70 and H316 computers at AEE Winfrith, and perhaps with minor modifications, with any other hardware system. (author)
Arbitrary Dimension Convection-Diffusion Schemes for Space-Time Discretizations
Energy Technology Data Exchange (ETDEWEB)
Bank, Randolph E. [Univ. of California, San Diego, CA (United States); Vassilevski, Panayot S. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Zikatanov, Ludmil T. [Bulgarian Academy of Sciences, Sofia (Bulgaria)
2016-01-20
This note proposes embedding a time dependent PDE into a convection-diffusion type PDE (in one space dimension higher) with singularity, for which two discretization schemes, the classical streamline-diffusion and the EAFE (edge average finite element) one, are investigated in terms of stability and error analysis. The EAFE scheme, in particular, is extended to be arbitrary order which is of interest on its own. Numerical results, in combined space-time domain demonstrate the feasibility of the proposed approach.
Choi, Hyun Duck; Ahn, Choon Ki; Karimi, Hamid Reza; Lim, Myo Taeg
2017-10-01
This paper studies delay-dependent exponential dissipative and l 2 - l ∞ filtering problems for discrete-time switched neural networks (DSNNs) including time-delayed states. By introducing a novel discrete-time inequality, which is a discrete-time version of the continuous-time Wirtinger-type inequality, we establish new sets of linear matrix inequality (LMI) criteria such that discrete-time filtering error systems are exponentially stable with guaranteed performances in the exponential dissipative and l 2 - l ∞ senses. The design of the desired exponential dissipative and l 2 - l ∞ filters for DSNNs can be achieved by solving the proposed sets of LMI conditions. Via numerical simulation results, we show the validity of the desired discrete-time filter design approach.
El-Amin, Mohamed F.; Kou, Jisheng; Sun, Shuyu
2017-01-01
Recently, applications of nanoparticles have been considered in many branches of petroleum engineering, especially, enhanced oil recovery. The current paper is devoted to investigate the problem of nanoparticles transport in fractured porous media, numerically. We employed the discrete-fracture model (DFM) to represent the flow and transport in the fractured formations. The system of the governing equations consists of the mass conservation law, Darcy's law, nanoparticles concentration in water, deposited nanoparticles concentration on the pore-wall, and entrapped nanoparticles concentration in the pore-throat. The variation of porosity and permeability due to the nanoparticles deposition/entrapment on/in the pores is also considered. We employ the multiscale time-splitting strategy to control different time-step sizes for different physics, such as pressure and concentration. The cell-centered finite difference (CCFD) method is used for the spatial discretization. Numerical examples are provided to demonstrate the efficiency of the proposed multiscale time splitting approach.
Exponential stability result for discrete-time stochastic fuzzy uncertain neural networks
International Nuclear Information System (INIS)
Mathiyalagan, K.; Sakthivel, R.; Marshal Anthoni, S.
2012-01-01
This Letter addresses the stability analysis problem for a class of uncertain discrete-time stochastic fuzzy neural networks (DSFNNs) with time-varying delays. By constructing a new Lyapunov–Krasovskii functional combined with the free weighting matrix technique, a new set of delay-dependent sufficient conditions for the robust exponential stability of the considered DSFNNs is established in terms of Linear Matrix Inequalities (LMIs). Finally, numerical examples with simulation results are provided to illustrate the applicability and usefulness of the obtained theory. -- Highlights: ► Applications of neural networks require the knowledge of dynamic behaviors. ► Exponential stability of discrete-time stochastic fuzzy neural networks is studied. ► Linear matrix inequality optimization approach is used to obtain the result. ► Delay-dependent stability criterion is established in terms of LMIs. ► Examples with simulation are provided to show the effectiveness of the result.
El-Amin, Mohamed F.
2017-06-06
Recently, applications of nanoparticles have been considered in many branches of petroleum engineering, especially, enhanced oil recovery. The current paper is devoted to investigate the problem of nanoparticles transport in fractured porous media, numerically. We employed the discrete-fracture model (DFM) to represent the flow and transport in the fractured formations. The system of the governing equations consists of the mass conservation law, Darcy\\'s law, nanoparticles concentration in water, deposited nanoparticles concentration on the pore-wall, and entrapped nanoparticles concentration in the pore-throat. The variation of porosity and permeability due to the nanoparticles deposition/entrapment on/in the pores is also considered. We employ the multiscale time-splitting strategy to control different time-step sizes for different physics, such as pressure and concentration. The cell-centered finite difference (CCFD) method is used for the spatial discretization. Numerical examples are provided to demonstrate the efficiency of the proposed multiscale time splitting approach.
Discrete-Time Stable Generalized Self-Learning Optimal Control With Approximation Errors.
Wei, Qinglai; Li, Benkai; Song, Ruizhuo
2018-04-01
In this paper, a generalized policy iteration (GPI) algorithm with approximation errors is developed for solving infinite horizon optimal control problems for nonlinear systems. The developed stable GPI algorithm provides a general structure of discrete-time iterative adaptive dynamic programming algorithms, by which most of the discrete-time reinforcement learning algorithms can be described using the GPI structure. It is for the first time that approximation errors are explicitly considered in the GPI algorithm. The properties of the stable GPI algorithm with approximation errors are analyzed. The admissibility of the approximate iterative control law can be guaranteed if the approximation errors satisfy the admissibility criteria. The convergence of the developed algorithm is established, which shows that the iterative value function is convergent to a finite neighborhood of the optimal performance index function, if the approximate errors satisfy the convergence criterion. Finally, numerical examples and comparisons are presented.
Arnold, J.M.; Hon, de B.P.; Graglia, R.D.
2007-01-01
We propose a potential-based form of the FDTD scheme, with potentials driven by sources that are themselves simple dynamical systems. This formulation admits a radiative boundary condition for the discrete-mesh Maxwell's equations in a multiply connected exterior domain, which facilitates
Analysis of Streamline Separation at Infinity Using Time-Discrete Markov Chains.
Reich, W; Scheuermann, G
2012-12-01
Existing methods for analyzing separation of streamlines are often restricted to a finite time or a local area. In our paper we introduce a new method that complements them by allowing an infinite-time-evaluation of steady planar vector fields. Our algorithm unifies combinatorial and probabilistic methods and introduces the concept of separation in time-discrete Markov-Chains. We compute particle distributions instead of the streamlines of single particles. We encode the flow into a map and then into a transition matrix for each time direction. Finally, we compare the results of our grid-independent algorithm to the popular Finite-Time-Lyapunov-Exponents and discuss the discrepancies.
Robust Moving Horizon H∞ Control of Discrete Time-Delayed Systems with Interval Time-Varying Delays
Directory of Open Access Journals (Sweden)
F. Yıldız Tascikaraoglu
2014-01-01
Full Text Available In this study, design of a delay-dependent type moving horizon state-feedback control (MHHC is considered for a class of linear discrete-time system subject to time-varying state delays, norm-bounded uncertainties, and disturbances with bounded energies. The closed-loop robust stability and robust performance problems are considered to overcome the instability and poor disturbance rejection performance due to the existence of parametric uncertainties and time-delay appeared in the system dynamics. Utilizing a discrete-time Lyapunov-Krasovskii functional, some delay-dependent linear matrix inequality (LMI based conditions are provided. It is shown that if one can find a feasible solution set for these LMI conditions iteratively at each step of run-time, then we can construct a control law which guarantees the closed-loop asymptotic stability, maximum disturbance rejection performance, and closed-loop dissipativity in view of the actuator limitations. Two numerical examples with simulations on a nominal and uncertain discrete-time, time-delayed systems, are presented at the end, in order to demonstrate the efficiency of the proposed method.
Roatta , Luca
2017-01-01
Assuming that space and time can only have discrete values, it is shown how deformed space and time cause gravitational attraction, whose law in a discrete context is slightly different from the Newtonian, but to it exactly coincident at large distance. This difference is directly connected to the existence of black holes, which result to have the structure of a hollow sphere.
Delay-Dependent Exponential Stability for Discrete-Time BAM Neural Networks with Time-Varying Delays
Directory of Open Access Journals (Sweden)
Yonggang Chen
2008-01-01
Full Text Available This paper considers the delay-dependent exponential stability for discrete-time BAM neural networks with time-varying delays. By constructing the new Lyapunov functional, the improved delay-dependent exponential stability criterion is derived in terms of linear matrix inequality (LMI. Moreover, in order to reduce the conservativeness, some slack matrices are introduced in this paper. Two numerical examples are presented to show the effectiveness and less conservativeness of the proposed method.
Bifurcations in a discrete time model composed of Beverton-Holt function and Ricker function.
Shang, Jin; Li, Bingtuan; Barnard, Michael R
2015-05-01
We provide rigorous analysis for a discrete-time model composed of the Ricker function and Beverton-Holt function. This model was proposed by Lewis and Li [Bull. Math. Biol. 74 (2012) 2383-2402] in the study of a population in which reproduction occurs at a discrete instant of time whereas death and competition take place continuously during the season. We show analytically that there exists a period-doubling bifurcation curve in the model. The bifurcation curve divides the parameter space into the region of stability and the region of instability. We demonstrate through numerical bifurcation diagrams that the regions of periodic cycles are intermixed with the regions of chaos. We also study the global stability of the model. Copyright © 2015 Elsevier Inc. All rights reserved.
A simple method of chaos control for a class of chaotic discrete-time systems
International Nuclear Information System (INIS)
Jiang Guoping; Zheng Weixing
2005-01-01
In this paper, a simple method is proposed for chaos control for a class of discrete-time chaotic systems. The proposed method is built upon the state feedback control and the characteristic of ergodicity of chaos. The feedback gain matrix of the controller is designed using a simple criterion, so that control parameters can be selected via the pole placement technique of linear control theory. The new controller has a feature that it only uses the state variable for control and does not require the target equilibrium point in the feedback path. Moreover, the proposed control method cannot only overcome the so-called 'odd eigenvalues number limitation' of delayed feedback control, but also control the chaotic systems to the specified equilibrium points. The effectiveness of the proposed method is demonstrated by a two-dimensional discrete-time chaotic system
Sliding mode control-based linear functional observers for discrete-time stochastic systems
Singh, Satnesh; Janardhanan, Sivaramakrishnan
2017-11-01
Sliding mode control (SMC) is one of the most popular techniques to stabilise linear discrete-time stochastic systems. However, application of SMC becomes difficult when the system states are not available for feedback. This paper presents a new approach to design a SMC-based functional observer for discrete-time stochastic systems. The functional observer is based on the Kronecker product approach. Existence conditions and stability analysis of the proposed observer are given. The control input is estimated by a novel linear functional observer. This approach leads to a non-switching type of control, thereby eliminating the fundamental cause of chatter. Furthermore, the functional observer is designed in such a way that the effect of process and measurement noise is minimised. Simulation example is given to illustrate and validate the proposed design method.
Adaptive Neural Tracking Control for Discrete-Time Switched Nonlinear Systems with Dead Zone Inputs
Directory of Open Access Journals (Sweden)
Jidong Wang
2017-01-01
Full Text Available In this paper, the adaptive neural controllers of subsystems are proposed for a class of discrete-time switched nonlinear systems with dead zone inputs under arbitrary switching signals. Due to the complicated framework of the discrete-time switched nonlinear systems and the existence of the dead zone, it brings about difficulties for controlling such a class of systems. In addition, the radial basis function neural networks are employed to approximate the unknown terms of each subsystem. Switched update laws are designed while the parameter estimation is invariable until its corresponding subsystem is active. Then, the closed-loop system is stable and all the signals are bounded. Finally, to illustrate the effectiveness of the proposed method, an example is employed.
2014-01-01
Berth allocation is the forefront operation performed when ships arrive at a port and is a critical task in container port optimization. Minimizing the time ships spend at berths constitutes an important objective of berth allocation problems. This study focuses on the discrete dynamic berth allocation problem (discrete DBAP), which aims to minimize total service time, and proposes an iterated greedy (IG) algorithm to solve it. The proposed IG algorithm is tested on three benchmark problem sets. Experimental results show that the proposed IG algorithm can obtain optimal solutions for all test instances of the first and second problem sets and outperforms the best-known solutions for 35 out of 90 test instances of the third problem set. PMID:25295295
Directory of Open Access Journals (Sweden)
Shih-Wei Lin
2014-01-01
Full Text Available Berth allocation is the forefront operation performed when ships arrive at a port and is a critical task in container port optimization. Minimizing the time ships spend at berths constitutes an important objective of berth allocation problems. This study focuses on the discrete dynamic berth allocation problem (discrete DBAP, which aims to minimize total service time, and proposes an iterated greedy (IG algorithm to solve it. The proposed IG algorithm is tested on three benchmark problem sets. Experimental results show that the proposed IG algorithm can obtain optimal solutions for all test instances of the first and second problem sets and outperforms the best-known solutions for 35 out of 90 test instances of the third problem set.
Limitations of discrete-time quantum walk on a one-dimensional infinite chain
Lin, Jia-Yi; Zhu, Xuanmin; Wu, Shengjun
2018-04-01
How well can we manipulate the state of a particle via a discrete-time quantum walk? We show that the discrete-time quantum walk on a one-dimensional infinite chain with coin operators that are independent of the position can only realize product operators of the form eiξ A ⊗1p, which cannot change the position state of the walker. We present a scheme to construct all possible realizations of all the product operators of the form eiξ A ⊗1p. When the coin operators are dependent on the position, we show that the translation operators on the position can not be realized via a DTQW with coin operators that are either the identity operator 1 or the Pauli operator σx.
Discrete-Slots Models of Visual Working-Memory Response Times
Donkin, Christopher; Nosofsky, Robert M.; Gold, Jason M.; Shiffrin, Richard M.
2014-01-01
Much recent research has aimed to establish whether visual working memory (WM) is better characterized by a limited number of discrete all-or-none slots or by a continuous sharing of memory resources. To date, however, researchers have not considered the response-time (RT) predictions of discrete-slots versus shared-resources models. To complement the past research in this field, we formalize a family of mixed-state, discrete-slots models for explaining choice and RTs in tasks of visual WM change detection. In the tasks under investigation, a small set of visual items is presented, followed by a test item in 1 of the studied positions for which a change judgment must be made. According to the models, if the studied item in that position is retained in 1 of the discrete slots, then a memory-based evidence-accumulation process determines the choice and the RT; if the studied item in that position is missing, then a guessing-based accumulation process operates. Observed RT distributions are therefore theorized to arise as probabilistic mixtures of the memory-based and guessing distributions. We formalize an analogous set of continuous shared-resources models. The model classes are tested on individual subjects with both qualitative contrasts and quantitative fits to RT-distribution data. The discrete-slots models provide much better qualitative and quantitative accounts of the RT and choice data than do the shared-resources models, although there is some evidence for “slots plus resources” when memory set size is very small. PMID:24015956
Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach
Energy Technology Data Exchange (ETDEWEB)
Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com [Laboratoire de Probabilités et Modèles Aléatoires, CNRS, UMR 7599, Université Paris Diderot (France)
2016-12-15
We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.
Output-Feedback Control for Discrete-Time Spreading Models in Complex Networks
Directory of Open Access Journals (Sweden)
Luis A. Alarcón Ramos
2018-03-01
Full Text Available The problem of stabilizing the spreading process to a prescribed probability distribution over a complex network is considered, where the dynamics of the nodes in the network is given by discrete-time Markov-chain processes. Conditions for the positioning and identification of actuators and sensors are provided, and sufficient conditions for the exponential stability of the desired distribution are derived. Simulations results for a network of N = 10 6 corroborate our theoretical findings.
Improved result on stability analysis of discrete stochastic neural networks with time delay
International Nuclear Information System (INIS)
Wu Zhengguang; Su Hongye; Chu Jian; Zhou Wuneng
2009-01-01
This Letter investigates the problem of exponential stability for discrete stochastic time-delay neural networks. By defining a novel Lyapunov functional, an improved delay-dependent exponential stability criterion is established in terms of linear matrix inequality (LMI) approach. Meanwhile, the computational complexity of the newly established stability condition is reduced because less variables are involved. Numerical example is given to illustrate the effectiveness and the benefits of the proposed method.
Robust Active MPC Synchronization for Two Discrete-Time Chaotic Systems with Bounded Disturbance
Directory of Open Access Journals (Sweden)
Longge Zhang
2017-01-01
Full Text Available This paper proposes a synchronization scheme for two discrete-time chaotic systems with bounded disturbance. By using active control method and imposing some restriction on the error state, the computation of controller’s feedback matrix is converted to the min-max optimization problem. The theoretical results are derived with the aid of predictive model predictive paradigm and linear matrix inequality technique. Two example simulations are performed to show the effectiveness of the designed control method.
Czech Academy of Sciences Publication Activity Database
Fiala, Zdeněk
2015-01-01
Roč. 226, č. 1 (2015), s. 17-35 ISSN 0001-5970 R&D Projects: GA ČR(CZ) GA103/09/2101 Institutional support: RVO:68378297 Keywords : solid mechanics * finite deformations * evolution equation of Lie-type * time-discrete integration Subject RIV: BA - General Mathematics OBOR OECD: Statistics and probability Impact factor: 1.694, year: 2015 http://link.springer.com/article/10.1007%2Fs00707-014-1162-9#page-1
Discrete time motion model for guiding people in urban areas using multiple robots
Garrell Zulueta, Anais; Sanfeliu Cortés, Alberto; Moreno-Noguer, Francesc
2009-01-01
We present a new model for people guidance in urban settings using several mobile robots, that overcomes the limitations of existing approaches, which are either tailored to tightly bounded environments, or based on unrealistic human behaviors. Although the robots motion is controlled by means of a standard particle filter formulation, the novelty of our approach resides in how the environment and human and robot motions are modeled. In particular we define a “Discrete-Time-Motion” model, whi...
Period-doubling bifurcation and chaos control in a discrete-time mosquito model
Directory of Open Access Journals (Sweden)
Qamar Din
2017-12-01
Full Text Available This article deals with the study of some qualitative properties of a discrete-time mosquito Model. It is shown that there exists period-doubling bifurcation for wide range of bifurcation parameter for the unique positive steady-state of given system. In order to control the bifurcation we introduced a feedback strategy. For further confirmation of complexity and chaotic behavior largest Lyapunov exponents are plotted.
Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach
International Nuclear Information System (INIS)
Pham, Huyên; Wei, Xiaoli
2016-01-01
We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.
Closed loop identification using a modified Hansen scheme
DEFF Research Database (Denmark)
Sekunda, André Krabdrup; Niemann, Hans Henrik; Poulsen, Niels Kjølstad
2015-01-01
in closed loop [4], and one such method is the Hansen scheme [1]. Standard identification using Hansen scheme demands generating the identification signals indirectly. In this paper it is instead proposed to use the relationship between the Youla factorization of a plant and its stabilizing controller...... in order to keep the system stable. Furthermore because the dynamics of such a system depends on the rotational speed it is needed to conduct an identification while the system is part of a closed loop scheme. The authors believe the paper able to contribute towards a simpler and more direct way...... of identifying closed loop plants using Hansen scheme....
Estimation of system parameters in discrete dynamical systems from time series
International Nuclear Information System (INIS)
Palaniyandi, P.; Lakshmanan, M.
2005-01-01
We propose a simple method to estimate the parameters involved in discrete dynamical systems from time series. The method is based on the concept of controlling chaos by constant feedback. The major advantages of the method are that it needs a minimal number of time series data (either vector or scalar) and is applicable to dynamical systems of any dimension. The method also works extremely well even in the presence of noise in the time series. The method is specifically illustrated by means of logistic and Henon maps
A Spectral Analysis of Discrete-Time Quantum Walks Related to the Birth and Death Chains
Ho, Choon-Lin; Ide, Yusuke; Konno, Norio; Segawa, Etsuo; Takumi, Kentaro
2018-04-01
In this paper, we consider a spectral analysis of discrete time quantum walks on the path. For isospectral coin cases, we show that the time averaged distribution and stationary distributions of the quantum walks are described by the pair of eigenvalues of the coins as well as the eigenvalues and eigenvectors of the corresponding random walks which are usually referred as the birth and death chains. As an example of the results, we derive the time averaged distribution of so-called Szegedy's walk which is related to the Ehrenfest model. It is represented by Krawtchouk polynomials which is the eigenvectors of the model and includes the arcsine law.
Directory of Open Access Journals (Sweden)
Mengjuan Cao
2014-01-01
Full Text Available The linear discrete-time descriptor noncausal multirate system is considered for the presentation of a new design approach for optimal preview control. First, according to the characteristics of causal controllability and causal observability, the descriptor noncausal system is constructed into a descriptor causal closed-loop system. Second, by using the characteristics of the causal system and elementary transformation, the descriptor causal closed-loop system is transformed into a normal system. Then, taking advantage of the discrete lifting technique, the normal multirate system is converted to a single-rate system. By making use of the standard preview control method, we construct the descriptor augmented error system. The quadratic performance index for the multirate system is given, which can be changed into one for the single-rate system. In addition, a new single-rate system is obtained, the optimal control law of which is given. Returning to the original system, the optimal preview controller for linear discrete-time descriptor noncausal multirate systems is derived. The stabilizability and detectability of the lifted single-rate system are discussed in detail. The optimal preview control design techniques are illustrated by simulation results for a simple example.
Design of an optimal preview controller for linear discrete-time descriptor systems with state delay
Cao, Mengjuan; Liao, Fucheng
2015-04-01
In this paper, the linear discrete-time descriptor system with state delay is studied, and a design method for an optimal preview controller is proposed. First, by using the discrete lifting technique, the original system is transformed into a general descriptor system without state delay in form. Then, taking advantage of the first-order forward difference operator, we construct a descriptor augmented error system, including the state vectors of the lifted system, error vectors, and desired target signals. Rigorous mathematical proofs are given for the regularity, stabilisability, causal controllability, and causal observability of the descriptor augmented error system. Based on these, the optimal preview controller with preview feedforward compensation for the original system is obtained by using the standard optimal regulator theory of the descriptor system. The effectiveness of the proposed method is shown by numerical simulation.
Optical force on a discrete invisibility cloak in time-dependent fields
International Nuclear Information System (INIS)
Chaumet, Patrick C.; Zolla, Frederic; Nicolet, Andre; Belkebir, Kamal; Rahmani, Adel
2011-01-01
We study, in time domain, the exchange of momentum between an electromagnetic pulse and a three-dimensional, discrete, spherical invisibility cloak. We find that a discrete cloak, initially at rest, would experience an electromagnetic force due to the pulse but would acquire zero net momentum and net displacement. On the other hand, we find that while the cloak may manage to conceal an object and shroud it from the electromagnetic forces associated with the pulse, the cloak itself can experience optomechanical stress on a scale much larger than the object would in the absence of the cloak. We also consider the effects of material dispersion and losses on the electromagnetic forces experienced by the cloak and show that they lead to a transfer of momentum from the pulse to the cloak.
Consensus of Discrete Multiagent System with Various Time Delays and Environmental Disturbances
Directory of Open Access Journals (Sweden)
Zheping Yan
2014-12-01
Full Text Available In this paper, the consensus problem of discrete multiagent systems with time varying sampling periods is studied. Firstly, with thorough analysis of various delays among agents, the control input of each agent is designed with consideration of sending delay and receiving delay. With construction of discrete dynamics of state error vector, it is proved by applying Halanay inequality that consensus of the system can be reached. Further, the definition of bounded consensus is proposed in the situation where environmental disturbances exist. In order to handle this problem, the Halanay inequality is extended into a more general one with boundedness property. Based on the new Halanay inequality obtained, the boundedness of consensus error is guaranteed. At last, simulation examples are presented to demonstrate the theoretical conclusions.
Bifurcation and complex dynamics of a discrete-time predator-prey system involving group defense
Directory of Open Access Journals (Sweden)
S. M. Sohel Rana
2015-09-01
Full Text Available In this paper, we investigate the dynamics of a discrete-time predator-prey system involving group defense. The existence and local stability of positive fixed point of the discrete dynamical system is analyzed algebraically. It is shown that the system undergoes a flip bifurcation and a Neimark-Sacker bifurcation in the interior of R+2 by using bifurcation theory. Numerical simulation results not only show the consistence with the theoretical analysis but also display the new and interesting dynamical behaviors, including phase portraits, period-7, 20-orbits, attracting invariant circle, cascade of period-doubling bifurcation from period-20 leading to chaos, quasi-periodic orbits, and sudden disappearance of the chaotic dynamics and attracting chaotic set. The Lyapunov exponents are numerically computed to characterize the complexity of the dynamical behaviors.
Discrete conservation laws and the convergence of long time simulations of the mkdv equation
Gorria, C.; Alejo, M. A.; Vega, L.
2013-02-01
Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to approximate their evolution in long time intervals with enough accuracy. The standard numerical methods do not guarantee the convergence to the proper solution of the initial value problem and often fail by approaching solutions associated to different initial conditions. In this frame the numerical schemes that preserve the discrete invariants related to some conservation laws of this equation produce better results than the methods which only take care of a high consistency order. Pseudospectral spatial discretization appear as the most robust of the numerical methods, but finite difference schemes are useful in order to analyze the rule played by the conservation of the invariants in the convergence.
Directory of Open Access Journals (Sweden)
Yiming Jiang
2016-01-01
Full Text Available Over the last few decades, the intelligent control methods such as fuzzy logic control (FLC and neural network (NN control have been successfully used in various applications. The rapid development of digital computer based control systems requires control signals to be calculated in a digital or discrete-time form. In this background, the intelligent control methods developed for discrete-time systems have drawn great attentions. This survey aims to present a summary of the state of the art of the design of FLC and NN-based intelligent control for discrete-time systems. For discrete-time FLC systems, numerous remarkable design approaches are introduced and a series of efficient methods to deal with the robustness, stability, and time delay of FLC discrete-time systems are recommended. Techniques for NN-based intelligent control for discrete-time systems, such as adaptive methods and adaptive dynamic programming approaches, are also reviewed. Overall, this paper is devoted to make a brief summary for recent progresses in FLC and NN-based intelligent control design for discrete-time systems as well as to present our thoughts and considerations of recent trends and potential research directions in this area.
Lorente, M.
2003-01-01
We explore the mathematical consequences of the assumption of a discrete space-time. The fundamental laws of physics have to be translated into the language of discrete mathematics. We find integral transformations that leave the lattice of any dimension invariant and apply these transformations to field equations.
Directory of Open Access Journals (Sweden)
Bernardo Beiguelman
Full Text Available As diferentes linhas de pesquisa utilizadas para investigar a importância dos fatores hereditários humanos na determinação da resistência/suscetibilidade à infecção pelo Mycobacterium leprae foram discutidas no presente trabalho. Uma síntese dessas abordagens permitiu analisar os resultados das investigações sobre associação da hanseníase com polimorfismos genéticos, distribuição familial da hanseníase, prevalência da hanseníase e distância genética, concordância da hanseníase em gêmeos e estudos genéticos sobre a reação de Mitsuda.
Beiguelman Bernardo
2002-01-01
As diferentes linhas de pesquisa utilizadas para investigar a importância dos fatores hereditários humanos na determinação da resistência/suscetibilidade à infecção pelo Mycobacterium leprae foram discutidas no presente trabalho. Uma síntese dessas abordagens permitiu analisar os resultados das investigações sobre associação da hanseníase com polimorfismos genéticos, distribuição familial da hanseníase, prevalência da hanseníase e distância genética, concordância da hanseníase em gêmeos e est...
Modelling and real-time simulation of continuous-discrete systems in mechatronics
Energy Technology Data Exchange (ETDEWEB)
Lindow, H. [Rostocker, Magdeburg (Germany)
1996-12-31
This work presents a methodology for simulation and modelling of systems with continuous - discrete dynamics. It derives hybrid discrete event models from Lagrange`s equations of motion. This method combines continuous mechanical, electrical and thermodynamical submodels on one hand with discrete event models an the other hand into a hybrid discrete event model. This straight forward software development avoids numeric overhead.
Directory of Open Access Journals (Sweden)
John Cortés-Romero
2013-01-01
Full Text Available The problem of active disturbance rejection control of induction motors is tackled by means of a generalized PI observer based discrete-time control, using the delta operator approach as the methodology of analyzing the sampled time process. In this scheme, model uncertainties and external disturbances are included in a general additive disturbance input which is to be online estimated and subsequently rejected via the controller actions. The observer carries out the disturbance estimation, thus reducing the complexity of the controller design. The controller efficiency is tested via some experimental results, performing a trajectory tracking task under load variations.
Observer-based hyperchaos synchronization in cascaded discrete-time systems
International Nuclear Information System (INIS)
Grassi, Giuseppe
2009-01-01
This paper deals with the observer-based synchronization in a cascade connection of hyperchaotic discrete-time systems. The paper demonstrates that exact synchronization in finite time is achievable between pairs of drive-response systems using only a scalar synchronizing signal. This 'propagated synchronization' starts from the innermost drive-response system pair and propagates toward the outermost drive-system pair. Choosing the drive-system input to be an information signal (encrypted via an arbitrary encryption function) yields a potential application of this architecture in chaos-based communications.
On the Solution of the Eigenvalue Assignment Problem for Discrete-Time Systems
Directory of Open Access Journals (Sweden)
El-Sayed M. E. Mostafa
2017-01-01
Full Text Available The output feedback eigenvalue assignment problem for discrete-time systems is considered. The problem is formulated first as an unconstrained minimization problem, where a three-term nonlinear conjugate gradient method is proposed to find a local solution. In addition, a cut to the objective function is included, yielding an inequality constrained minimization problem, where a logarithmic barrier method is proposed for finding the local solution. The conjugate gradient method is further extended to tackle the eigenvalue assignment problem for the two cases of decentralized control systems and control systems with time delay. The performance of the methods is illustrated through various test examples.
Schwarz, Oliver; Strumpf, Manfred
The literary assets of Peter Andreas Hansen are deposited in the Staatsarchiv Hamburg, the Forschungs- und Landesbibliothek Gotha and the Thüringer Staatsarchiv Gotha. They were never systematically investigated. We present here some results of a first evaluation. It was possible to reconstruct the historical events with regard to the maintenance of the Astronomische Nachrichten and the Altona observatory in 1854. Hansen was a successful teacher for many young astronomers. His way of stimulating the evolution of astronomy followed Zach's tradition.
An analytical nodal method for time-dependent one-dimensional discrete ordinates problems
International Nuclear Information System (INIS)
Barros, R.C. de
1992-01-01
In recent years, relatively little work has been done in developing time-dependent discrete ordinates (S N ) computer codes. Therefore, the topic of time integration methods certainly deserves further attention. In this paper, we describe a new coarse-mesh method for time-dependent monoenergetic S N transport problesm in slab geometry. This numerical method preserves the analytic solution of the transverse-integrated S N nodal equations by constants, so we call our method the analytical constant nodal (ACN) method. For time-independent S N problems in finite slab geometry and for time-dependent infinite-medium S N problems, the ACN method generates numerical solutions that are completely free of truncation errors. Bsed on this positive feature, we expect the ACN method to be more accurate than conventional numerical methods for S N transport calculations on coarse space-time grids
International Nuclear Information System (INIS)
Gómez de León, F C; Meroño Pérez, P A
2010-01-01
The traditional method for measuring the velocity and the angular vibration in the shaft of rotating machines using incremental encoders is based on counting the pulses at given time intervals. This method is generically called the time interval measurement system (TIMS). A variant of this method that we have developed in this work consists of measuring the corresponding time of each pulse from the encoder and sampling the signal by means of an A/D converter as if it were an analog signal, that is to say, in discrete time. For this reason, we have denominated this method as the discrete time interval measurement system (DTIMS). This measurement system provides a substantial improvement in the precision and frequency resolution compared with the traditional method of counting pulses. In addition, this method permits modification of the width of some pulses in order to obtain a mark-phase on every lap. This paper explains the theoretical fundamentals of the DTIMS and its application for measuring the angular vibrations of rotating machines. It also displays the required relationship between the sampling rate of the signal, the number of pulses of the encoder and the rotating velocity in order to obtain the required resolution and to delimit the methodological errors in the measurement
A modified GO-FLOW methodology with common cause failure based on Discrete Time Bayesian Network
International Nuclear Information System (INIS)
Fan, Dongming; Wang, Zili; Liu, Linlin; Ren, Yi
2016-01-01
Highlights: • Identification of particular causes of failure for common cause failure analysis. • Comparison two formalisms (GO-FLOW and Discrete Time Bayesian network) and establish the correlation between them. • Mapping the GO-FLOW model into Bayesian network model. • Calculated GO-FLOW model with common cause failures based on DTBN. - Abstract: The GO-FLOW methodology is a success-oriented system reliability modelling technique for multi-phase missions involving complex time-dependent, multi-state and common cause failure (CCF) features. However, the analysis algorithm cannot easily handle the multiple shared signals and CCFs. In addition, the simulative algorithm is time consuming when vast multi-state components exist in the model, and the multiple time points of phased mission problems increases the difficulty of the analysis method. In this paper, the Discrete Time Bayesian Network (DTBN) and the GO-FLOW methodology are integrated by the unified mapping rules. Based on these rules, the multi operators can be mapped into DTBN followed by, a complete GO-FLOW model with complex characteristics (e.g. phased mission, multi-state, and CCF) can be converted to the isomorphic DTBN and easily analyzed by utilizing the DTBN. With mature algorithms and tools, the multi-phase mission reliability parameter can be efficiently obtained via the proposed approach without considering the shared signals and the various complex logic operation. Meanwhile, CCF can also arise in the computing process.
Road maintenance optimization through a discrete-time semi-Markov decision process
International Nuclear Information System (INIS)
Zhang Xueqing; Gao Hui
2012-01-01
Optimization models are necessary for efficient and cost-effective maintenance of a road network. In this regard, road deterioration is commonly modeled as a discrete-time Markov process such that an optimal maintenance policy can be obtained based on the Markov decision process, or as a renewal process such that an optimal maintenance policy can be obtained based on the renewal theory. However, the discrete-time Markov process cannot capture the real time at which the state transits while the renewal process considers only one state and one maintenance action. In this paper, road deterioration is modeled as a semi-Markov process in which the state transition has the Markov property and the holding time in each state is assumed to follow a discrete Weibull distribution. Based on this semi-Markov process, linear programming models are formulated for both infinite and finite planning horizons in order to derive optimal maintenance policies to minimize the life-cycle cost of a road network. A hypothetical road network is used to illustrate the application of the proposed optimization models. The results indicate that these linear programming models are practical for the maintenance of a road network having a large number of road segments and that they are convenient to incorporate various constraints on the decision process, for example, performance requirements and available budgets. Although the optimal maintenance policies obtained for the road network are randomized stationary policies, the extent of this randomness in decision making is limited. The maintenance actions are deterministic for most states and the randomness in selecting actions occurs only for a few states.
International Nuclear Information System (INIS)
Park, Yujin; Kazantzis, Nikolaos; Parlos, Alexander G.; Chong, Kil To
2013-01-01
Highlights: • Numerical solution for stiff differential equations using matrix exponential method. • The approximation is based on First Order Hold assumption. • Various input examples applied to the point kinetics equations. • The method shows superior useful and effective activity. - Abstract: A system of nonlinear differential equations is derived to model the dynamics of neutron density and the delayed neutron precursors within a point kinetics equation modeling framework for a nuclear reactor. The point kinetic equations are mathematically characterized as stiff, occasionally nonlinear, ordinary differential equations, posing significant challenges when numerical solutions are sought and traditionally resulting in the need for smaller time step intervals within various computational schemes. In light of the above realization, the present paper proposes a new discretization method inspired by system-theoretic notions and technically based on a combination of the matrix exponential method (MEM) and the First-Order Hold (FOH) assumption. Under the proposed time discretization structure, the sampled-data representation of the nonlinear point kinetic system of equations is derived. The performance of the proposed time discretization procedure is evaluated using several case studies with sinusoidal reactivity profiles and multiple input examples (reactivity and neutron source function). It is shown, that by applying the proposed method under a First-Order Hold for the neutron density and the precursor concentrations at each time step interval, the stiffness problem associated with the point kinetic equations can be adequately addressed and resolved. Finally, as evidenced by the aforementioned detailed simulation studies, the proposed method retains its validity and accuracy for a wide range of reactor operating conditions, including large sampling periods dictated by physical and/or technical limitations associated with the current state of sensor and
Switched periodic systems in discrete time: stability and input-output norms
Bolzern, Paolo; Colaneri, Patrizio
2013-07-01
This paper deals with the analysis of stability and the characterisation of input-output norms for discrete-time periodic switched linear systems. Such systems consist of a network of time-periodic linear subsystems sharing the same state vector and an exogenous switching signal that triggers the jumps between the subsystems. The overall system exhibits a complex dynamic behaviour due to the interplay between the time periodicity of the subsystem parameters and the switching signal. Both arbitrary switching signals and signals satisfying a dwell-time constraint are considered. Linear matrix inequality conditions for stability and guaranteed H2 and H∞ performances are provided. The results heavily rely on the merge of the theory of linear periodic systems and recent developments on switched linear time-invariant systems.
Directory of Open Access Journals (Sweden)
O. M. Kwon
2012-01-01
Full Text Available The purpose of this paper is to investigate the delay-dependent stability analysis for discrete-time neural networks with interval time-varying delays. Based on Lyapunov method, improved delay-dependent criteria for the stability of the networks are derived in terms of linear matrix inequalities (LMIs by constructing a suitable Lyapunov-Krasovskii functional and utilizing reciprocally convex approach. Also, a new activation condition which has not been considered in the literature is proposed and utilized for derivation of stability criteria. Two numerical examples are given to illustrate the effectiveness of the proposed method.
Persistence of non-Markovian Gaussian stationary processes in discrete time
Nyberg, Markus; Lizana, Ludvig
2018-04-01
The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero mean Gaussian stationary processes in discrete time n . Few results are known for the persistence P0(n ) in discrete time, except the large time behavior which is characterized by the nontrivial constant θ through P0(n ) ˜θn . Using a modified version of the independent interval approximation (IIA) that we developed before, we are able to calculate P0(n ) analytically in z -transform space in terms of the autocorrelation function A (n ) . If A (n )→0 as n →∞ , we extract θ numerically, while if A (n )=0 , for finite n >N , we find θ exactly (within the IIA). We apply our results to three special cases: the nearest-neighbor-correlated "first order moving average process", where A (n )=0 for n >1 , the double exponential-correlated "second order autoregressive process", where A (n ) =c1λ1n+c2λ2n , and power-law-correlated variables, where A (n ) ˜n-μ . Apart from the power-law case when μ <5 , we find excellent agreement with simulations.
Impulsive stabilization and impulsive synchronization of discrete-time delayed neural networks.
Chen, Wu-Hua; Lu, Xiaomei; Zheng, Wei Xing
2015-04-01
This paper investigates the problems of impulsive stabilization and impulsive synchronization of discrete-time delayed neural networks (DDNNs). Two types of DDNNs with stabilizing impulses are studied. By introducing the time-varying Lyapunov functional to capture the dynamical characteristics of discrete-time impulsive delayed neural networks (DIDNNs) and by using a convex combination technique, new exponential stability criteria are derived in terms of linear matrix inequalities. The stability criteria for DIDNNs are independent of the size of time delay but rely on the lengths of impulsive intervals. With the newly obtained stability results, sufficient conditions on the existence of linear-state feedback impulsive controllers are derived. Moreover, a novel impulsive synchronization scheme for two identical DDNNs is proposed. The novel impulsive synchronization scheme allows synchronizing two identical DDNNs with unknown delays. Simulation results are given to validate the effectiveness of the proposed criteria of impulsive stabilization and impulsive synchronization of DDNNs. Finally, an application of the obtained impulsive synchronization result for two identical chaotic DDNNs to a secure communication scheme is presented.
Cai, Chao-Ran; Wu, Zhi-Xi; Guan, Jian-Yue
2014-11-01
Recently, Gómez et al. proposed a microscopic Markov-chain approach (MMCA) [S. Gómez, J. Gómez-Gardeñes, Y. Moreno, and A. Arenas, Phys. Rev. E 84, 036105 (2011)PLEEE81539-375510.1103/PhysRevE.84.036105] to the discrete-time susceptible-infected-susceptible (SIS) epidemic process and found that the epidemic prevalence obtained by this approach agrees well with that by simulations. However, we found that the approach cannot be straightforwardly extended to a susceptible-infected-recovered (SIR) epidemic process (due to its irreversible property), and the epidemic prevalences obtained by MMCA and Monte Carlo simulations do not match well when the infection probability is just slightly above the epidemic threshold. In this contribution we extend the effective degree Markov-chain approach, proposed for analyzing continuous-time epidemic processes [J. Lindquist, J. Ma, P. Driessche, and F. Willeboordse, J. Math. Biol. 62, 143 (2011)JMBLAJ0303-681210.1007/s00285-010-0331-2], to address discrete-time binary-state (SIS) or three-state (SIR) epidemic processes on uncorrelated complex networks. It is shown that the final epidemic size as well as the time series of infected individuals obtained from this approach agree very well with those by Monte Carlo simulations. Our results are robust to the change of different parameters, including the total population size, the infection probability, the recovery probability, the average degree, and the degree distribution of the underlying networks.
Global Discrete Artificial Boundary Conditions for Time-Dependent Wave Propagation
Ryaben'kii, V. S.; Tsynkov, S. V.; Turchaninov, V. I.
2001-12-01
We construct global artificial boundary conditions (ABCs) for the numerical simulation of wave processes on unbounded domains using a special nondeteriorating algorithm that has been developed previously for the long-term computation of wave-radiation solutions. The ABCs are obtained directly for the discrete formulation of the problem; in so doing, neither a rational approximation of “nonreflecting kernels” nor discretization of the continuous boundary conditions is required. The extent of temporal nonlocality of the new ABCs appears fixed and limited; in addition, the ABCs can handle artificial boundaries of irregular shape on regular grids with no fitting/adaptation needed and no accuracy loss induced. The nondeteriorating algorithm, which is the core of the new ABCs, is inherently three-dimensional, it guarantees temporally uniform grid convergence of the solution driven by a continuously operating source on arbitrarily long time intervals and provides unimprovable linear computational complexity with respect to the grid dimension. The algorithm is based on the presence of lacunae, i.e., aft fronts of the waves, in wave-type solutions in odd-dimensional spaces. It can, in fact, be built as a modification on top of any consistent and stable finite-difference scheme, making its grid convergence uniform in time and at the same time keeping the rate of convergence the same as that of the unmodified scheme. In this paper, we delineate the construction of the global lacunae-based ABCs in the framework of a discretized wave equation. The ABCs are obtained for the most general formulation of the problem that involves radiation of waves by moving sources (e.g., radiation of acoustic waves by a maneuvering aircraft). We also present systematic numerical results that corroborate the theoretical design properties of the ABC algorithm.
Timing comparison of two-dimensional discrete-ordinates codes for criticality calculations
International Nuclear Information System (INIS)
Miller, W.F. Jr.; Alcouffe, R.E.; Bosler, G.E.; Brinkley, F.W. Jr.; O'dell, R.D.
1979-01-01
The authors compare two-dimensional discrete-ordinates neutron transport computer codes to solve reactor criticality problems. The fundamental interest is in determining which code requires the minimum Central Processing Unit (CPU) time for a given numerical model of a reasonably realistic fast reactor core and peripherals. The computer codes considered are the most advanced available and, in three cases, are not officially released. The conclusion, based on the study of four fast reactor core models, is that for this class of problems the diffusion synthetic accelerated version of TWOTRAN, labeled TWOTRAN-DA, is superior to the other codes in terms of CPU requirements
Global exponential stability for discrete-time neural networks with variable delays
International Nuclear Information System (INIS)
Chen Wuhua; Lu Xiaomei; Liang Dongying
2006-01-01
This Letter provides new exponential stability criteria for discrete-time neural networks with variable delays. The main technique is to reduce exponential convergence estimation of the neural network solution to that of one component of the corresponding solution by constructing Lyapunov function based on M-matrix. By introducing the tuning parameter diagonal matrix, the delay-independent and delay-dependent exponential stability conditions have been unified in the same mathematical formula. The effectiveness of the new results are illustrated by three examples
Dynamical Properties of Discrete-Time Background Neural Networks with Uniform Firing Rate
Directory of Open Access Journals (Sweden)
Min Wan
2013-01-01
Full Text Available The dynamics of a discrete-time background network with uniform firing rate and background input is investigated. The conditions for stability are firstly derived. An invariant set is then obtained so that the nondivergence of the network can be guaranteed. In the invariant set, it is proved that all trajectories of the network starting from any nonnegative value will converge to a fixed point under some conditions. In addition, bifurcation and chaos are discussed. It is shown that the network can engender bifurcation and chaos with the increase of background input. The computations of Lyapunov exponents confirm the chaotic behaviors.
Game theory to characterize solutions of a discrete-time Hamilton-Jacobi equation
International Nuclear Information System (INIS)
Toledo, Porfirio
2013-01-01
We study the behavior of solutions of a discrete-time Hamilton-Jacobi equation in a minimax framework of game theory. The solutions of this problem represent the optimal payoff of a zero-sum game of two players, where the number of moves between the players converges to infinity. A real number, called the critical value, plays a central role in this work; this number is the asymptotic average action of optimal trajectories. The aim of this paper is to show the existence and characterization of solutions of a Hamilton-Jacobi equation for this kind of games
Numerical instability of time-discretized one-point kinetic equations
International Nuclear Information System (INIS)
Hashimoto, Kengo; Ikeda, Hideaki; Takeda, Toshikazu
2000-01-01
The one-point kinetic equations with numerical errors induced by the explicit, implicit and Crank-Nicolson integration methods are derived. The zero-power transfer functions based on the present equations are demonstrated to investigate the numerical stability of the discretized systems. These demonstrations indicate unconditional stability for the implicit and Crank-Nicolson methods but present the possibility of numerical instability for the explicit method. An upper limit of time mesh spacing for the stability is formulated and several numerical calculations are made to confirm the validity of this formula
The Iterative Solution to Discrete-Time H∞ Control Problems for Periodic Systems
Directory of Open Access Journals (Sweden)
Ivan G. Ivanov
2016-03-01
Full Text Available This paper addresses the problem of solving discrete-time H ∞ control problems for periodic systems. The approach for solving such a type of equations is well known in the literature. However, the focus of our research is set on the numerical computation of the stabilizing solution. In particular, two effective methods for practical realization of the known iterative processes are described. Furthermore, a new iterative approach is investigated and applied. On the basis of numerical experiments, we compare the presented methods. A major conclusion is that the new iterative approach is faster than rest of the methods and it uses less RAM memory than other methods.
Parent-child communication and marijuana initiation: evidence using discrete-time survival analysis.
Nonnemaker, James M; Silber-Ashley, Olivia; Farrelly, Matthew C; Dench, Daniel
2012-12-01
This study supplements existing literature on the relationship between parent-child communication and adolescent drug use by exploring whether parental and/or adolescent recall of specific drug-related conversations differentially impact youth's likelihood of initiating marijuana use. Using discrete-time survival analysis, we estimated the hazard of marijuana initiation using a logit model to obtain an estimate of the relative risk of initiation. Our results suggest that parent-child communication about drug use is either not protective (no effect) or - in the case of youth reports of communication - potentially harmful (leading to increased likelihood of marijuana initiation). Copyright © 2012 Elsevier Ltd. All rights reserved.
A VHDL Core for Intrinsic Evolution of Discrete Time Filters with Signal Feedback
Gwaltney, David A.; Dutton, Kenneth
2005-01-01
The design of an Evolvable Machine VHDL Core is presented, representing a discrete-time processing structure capable of supporting control system applications. This VHDL Core is implemented in an FPGA and is interfaced with an evolutionary algorithm implemented in firmware on a Digital Signal Processor (DSP) to create an evolvable system platform. The salient features of this architecture are presented. The capability to implement IIR filter structures is presented along with the results of the intrinsic evolution of a filter. The robustness of the evolved filter design is tested and its unique characteristics are described.
Bosch, Jessica
2014-04-01
We consider the efficient solution of the Cahn-Hilliard variational inequality using an implicit time discretization, which is formulated as an optimal control problem with pointwise constraints on the control. By applying a semi-smooth Newton method combined with a Moreau-Yosida regularization technique for handling the control constraints we show superlinear convergence in function space. At the heart of this method lies the solution of large and sparse linear systems for which we propose the use of preconditioned Krylov subspace solvers using an effective Schur complement approximation. Numerical results illustrate the competitiveness of this approach. © 2014 Elsevier Inc.
Roatta , Luca
2017-01-01
Assuming that space and time can only have discrete values, we obtain the expression of the gravitational potential energy that at large distance coincides with the Newtonian. In very precise circumstances it coincides with the relativistic mass-energy relation: this shows that the Universe is a black hole in which all bodies are subjected to an acceleration toward the border of the Universe itself. Since the Universe is a black hole with a fixed radius, we can obtain the density of the Unive...
Optimal control of LQR for discrete time-varying systems with input delays
Yin, Yue-Zhu; Yang, Zhong-Lian; Yin, Zhi-Xiang; Xu, Feng
2018-04-01
In this work, we consider the optimal control problem of linear quadratic regulation for discrete time-variant systems with single input and multiple input delays. An innovative and simple method to derive the optimal controller is given. The studied problem is first equivalently converted into a problem subject to a constraint condition. Last, with the established duality, the problem is transformed into a static mathematical optimisation problem without input delays. The optimal control input solution to minimise performance index function is derived by solving this optimisation problem with two methods. A numerical simulation example is carried out and its results show that our two approaches are both feasible and very effective.
Directory of Open Access Journals (Sweden)
Yueyang Li
2014-01-01
Full Text Available This paper investigates the H∞ fixed-lag fault estimator design for linear discrete time-varying (LDTV systems with intermittent measurements, which is described by a Bernoulli distributed random variable. Through constructing a novel partially equivalent dynamic system, the fault estimator design is converted into a deterministic quadratic minimization problem. By applying the innovation reorganization technique and the projection formula in Krein space, a necessary and sufficient condition is obtained for the existence of the estimator. The parameter matrices of the estimator are derived by recursively solving two standard Riccati equations. An illustrative example is provided to show the effectiveness and applicability of the proposed algorithm.
Park, K. C.; Belvin, W. Keith
1990-01-01
A general form for the first-order representation of the continuous second-order linear structural-dynamics equations is introduced to derive a corresponding form of first-order continuous Kalman filtering equations. Time integration of the resulting equations is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete Kalman filtering equations involving only symmetric sparse N x N solution matrices.
Directory of Open Access Journals (Sweden)
Yan-Ke Du
2013-09-01
Full Text Available We study a class of discrete-time bidirectional ring neural network model with delay. We discuss the asymptotic stability of the origin and the existence of Neimark-Sacker bifurcations, by analyzing the corresponding characteristic equation. Employing M-matrix theory and the Lyapunov functional method, global asymptotic stability of the origin is derived. Applying the normal form theory and the center manifold theorem, the direction of the Neimark-Sacker bifurcation and the stability of bifurcating periodic solutions are obtained. Numerical simulations are given to illustrate the main results.
Synchronization of discrete-time spatiotemporal chaos via adaptive fuzzy control
International Nuclear Information System (INIS)
Xue Yueju; Yang Shiyuan
2003-01-01
A discrete-time adaptive fuzzy control scheme is presented to synchronize model-unknown coupled Henon-map lattices (CHMLs). The proposed method is robust to approximate errors, parameter mismatches and disturbances, because it integrates the merits of the adaptive fuzzy systems and the variable structure control with a sector. The simulation results of synchronization of CHMLs show that it not only can synchronize model-unknown CHMLs but also is robust against parameter mismatches and noise of the systems. These merits are advantageous for engineering realization
Synchronization of discrete-time spatiotemporal chaos via adaptive fuzzy control
Energy Technology Data Exchange (ETDEWEB)
Xue Yueju E-mail: xueyj@mail.tsinghua.edu.cn; Yang Shiyuan E-mail: ysy-dau@tsinghua.edu.cn
2003-08-01
A discrete-time adaptive fuzzy control scheme is presented to synchronize model-unknown coupled Henon-map lattices (CHMLs). The proposed method is robust to approximate errors, parameter mismatches and disturbances, because it integrates the merits of the adaptive fuzzy systems and the variable structure control with a sector. The simulation results of synchronization of CHMLs show that it not only can synchronize model-unknown CHMLs but also is robust against parameter mismatches and noise of the systems. These merits are advantageous for engineering realization.
Discrete-Time Domain Modelling of Voltage Source Inverters in Standalone Applications
DEFF Research Database (Denmark)
Federico, de Bosio; de Sousa Ribeiro, Luiz Antonio; Freijedo Fernandez, Francisco Daniel
2017-01-01
modelling of the LC plant with consideration of delay and sample-and-hold effects on the state feedback cross-coupling decoupling is derived. From this plant formulation, current controllers with wide bandwidth and good relative stability properties are developed. Two controllers based on lead compensation......The decoupling of the capacitor voltage and inductor current has been shown to improve significantly the dynamic performance of voltage source inverters in standalone applications. However, the computation and PWM delays still limit the achievable bandwidth. In this paper a discrete-time domain...
Liu, Hongjian; Wang, Zidong; Shen, Bo; Huang, Tingwen; Alsaadi, Fuad E
2018-06-01
This paper is concerned with the globally exponential stability problem for a class of discrete-time stochastic memristive neural networks (DSMNNs) with both leakage delays as well as probabilistic time-varying delays. For the probabilistic delays, a sequence of Bernoulli distributed random variables is utilized to determine within which intervals the time-varying delays fall at certain time instant. The sector-bounded activation function is considered in the addressed DSMNN. By taking into account the state-dependent characteristics of the network parameters and choosing an appropriate Lyapunov-Krasovskii functional, some sufficient conditions are established under which the underlying DSMNN is globally exponentially stable in the mean square. The derived conditions are made dependent on both the leakage and the probabilistic delays, and are therefore less conservative than the traditional delay-independent criteria. A simulation example is given to show the effectiveness of the proposed stability criterion. Copyright © 2018 Elsevier Ltd. All rights reserved.
Carpenter, Daniel; Chattopadhyay, Jacqueline; Moffitt, Susan; Nall, Clayton
2012-01-01
Public agencies have discretion on the time domain, and politicians deploy numerous policy instruments to constrain it. Yet little is known about how administrative procedures that affect timing also affect the quality of agency decisions. We examine whether administrative deadlines shape decision timing and the observed quality of decisions. Using a unique and rich dataset of FDA drug approvals that allows us to examine decision timing and quality, we find that this administrative tool induces a piling of decisions before deadlines, and that these “just-before-deadline” approvals are linked with higher rates of postmarket safety problems (market withdrawals, severe safety warnings, safety alerts). Examination of data from FDA advisory committees suggests that the deadlines may impede quality by impairing late-stage deliberation and agency risk communication. Our results both support and challenge reigning theories about administrative procedures, suggesting they embody expected control-expertise trade-offs, but may also create unanticipated constituency losses.
Predictions of first passage times in sparse discrete fracture networks using graph-based reductions
Hyman, J.; Hagberg, A.; Srinivasan, G.; Mohd-Yusof, J.; Viswanathan, H. S.
2017-12-01
We present a graph-based methodology to reduce the computational cost of obtaining first passage times through sparse fracture networks. We derive graph representations of generic three-dimensional discrete fracture networks (DFNs) using the DFN topology and flow boundary conditions. Subgraphs corresponding to the union of the k shortest paths between the inflow and outflow boundaries are identified and transport on their equivalent subnetworks is compared to transport through the full network. The number of paths included in the subgraphs is based on the scaling behavior of the number of edges in the graph with the number of shortest paths. First passage times through the subnetworks are in good agreement with those obtained in the full network, both for individual realizations and in distribution. Accurate estimates of first passage times are obtained with an order of magnitude reduction of CPU time and mesh size using the proposed method.
Directory of Open Access Journals (Sweden)
Saïda Bedoui
2013-01-01
Full Text Available This paper addresses the problem of simultaneous identification of linear discrete time delay multivariable systems. This problem involves both the estimation of the time delays and the dynamic parameters matrices. In fact, we suggest a new formulation of this problem allowing defining the time delay and the dynamic parameters in the same estimated vector and building the corresponding observation vector. Then, we use this formulation to propose a new method to identify the time delays and the parameters of these systems using the least square approach. Convergence conditions and statistics properties of the proposed method are also developed. Simulation results are presented to illustrate the performance of the proposed method. An application of the developed approach to compact disc player arm is also suggested in order to validate simulation results.
A Discrete Heterogeneous-Group Economic Growth Model with Endogenous Leisure Time
Directory of Open Access Journals (Sweden)
Wei-Bin Zhang
2009-01-01
Full Text Available This paper proposes a one-sector multigroup growth model with endogenous labor supply in discrete time. Proposing an alternative approach to behavior of households, we examine the dynamics of wealth and income distribution in a competitive economy with capital accumulation as the main engine of economic growth. We show how human capital levels, preferences, and labor force of heterogeneous households determine the national economic growth, wealth, and income distribution and time allocation of the groups. By simulation we demonstrate, for instance, that in the three-group economy when the rich group's human capital is improved, all the groups will economically benefit, and the leisure times of all the groups are reduced but when any other group's human capital is improved, the group will economically benefit, the other two groups economically lose, and the leisure times of all the groups are increased.
Time Evolution Of The Wigner Function In Discrete Quantum Phase Space For A Soluble Quasi-spin Model
Galetti, D
2000-01-01
Summary: The discrete phase space approach to quantum mechanics of degrees of freedom without classical counterparts is applied to the many-fermions/quasi-spin Lipkin model. The Wigner function is written for some chosen states associated to discrete angle and angular momentum variables, and the time evolution is numerically calculated using the discrete von Neumann-Liouville equation. Direct evidences in the time evolution of the Wigner function are extracted that identify a tunnelling effect. A connection with an $SU(2)$-based semiclassical continuous approach to the Lipkin model is also presented.
A new doubly discrete analogue of smoke ring flow and the real time simulation of fluid flow
International Nuclear Information System (INIS)
Pinkall, Ulrich; Springborn, Boris; Weissmann, Steffen
2007-01-01
Modelling incompressible ideal fluids as a finite collection of vortex filaments is important in physics (super-fluidity, models for the onset of turbulence) as well as for numerical algorithms used in computer graphics for the real time simulation of smoke. Here we introduce a time-discrete evolution equation for arbitrary closed polygons in 3-space that is a discretization of the localized induction approximation of filament motion. This discretization shares with its continuum limit the property that it is a completely integrable system. We apply this polygon evolution to a significant improvement of the numerical algorithms used in computer graphics
Discrete-time retrial queue with Bernoulli vacation, preemptive resume and feedback customers
Directory of Open Access Journals (Sweden)
Peishu Chen
2015-09-01
Full Text Available Purpose: We consider a discrete-time Geo/G/1 retrial queue where the retrial time follows a general distribution, the server subject to Bernoulli vacation policy and the customer has preemptive resume priority, Bernoulli feedback strategy. The main purpose of this paper is to derive the generating functions of the stationary distribution of the system state, the orbit size and some important performance measures. Design/methodology: Using probability generating function technique, some valuable and interesting performance measures of the system are obtained. We also investigate two stochastic decomposition laws and present some numerical results. Findings: We obtain the probability generating functions of the system state distribution as well as those of the orbit size and the system size distributions. We also obtain some analytical expressions for various performance measures such as idle and busy probabilities, mean orbit and system sizes. Originality/value: The analysis of discrete-time retrial queues with Bernoulli vacation, preemptive resume and feedback customers is interesting and to the best of our knowledge, no other scientific journal paper has dealt with this question. This fact gives the reason why efforts should be taken to plug this gap.
Frasca, Mattia; Sharkey, Kieran J
2016-06-21
Understanding the dynamics of spread of infectious diseases between individuals is essential for forecasting the evolution of an epidemic outbreak or for defining intervention policies. The problem is addressed by many approaches including stochastic and deterministic models formulated at diverse scales (individuals, populations) and different levels of detail. Here we consider discrete-time SIR (susceptible-infectious-removed) dynamics propagated on contact networks. We derive a novel set of 'discrete-time moment equations' for the probability of the system states at the level of individual nodes and pairs of nodes. These equations form a set which we close by introducing appropriate approximations of the joint probabilities appearing in them. For the example case of SIR processes, we formulate two types of model, one assuming statistical independence at the level of individuals and one at the level of pairs. From the pair-based model we then derive a model at the level of the population which captures the behavior of epidemics on homogeneous random networks. With respect to their continuous-time counterparts, the models include a larger number of possible transitions from one state to another and joint probabilities with a larger number of individuals. The approach is validated through numerical simulation over different network topologies. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.
2016-06-01
This paper develops a microeconomic theory-based multiple discrete continuous choice model that considers: (a) that both goods consumption and time allocations (to work and non-work activities) enter separately as decision variables in the utility fu...
Fixed-time synchronization of memristor-based BAM neural networks with time-varying discrete delay.
Chen, Chuan; Li, Lixiang; Peng, Haipeng; Yang, Yixian
2017-12-01
This paper is devoted to studying the fixed-time synchronization of memristor-based BAM neural networks (MBAMNNs) with discrete delay. Fixed-time synchronization means that synchronization can be achieved in a fixed time for any initial values of the considered systems. In the light of the double-layer structure of MBAMNNs, we design two similar feedback controllers. Based on Lyapunov stability theories, several criteria are established to guarantee that the drive and response MBAMNNs can realize synchronization in a fixed time. In particular, by changing the parameters of controllers, this fixed time can be adjusted to some desired value in advance, irrespective of the initial values of MBAMNNs. Numerical simulations are included to validate the derived results. Copyright © 2017 Elsevier Ltd. All rights reserved.
Qi, Donglian; Liu, Meiqin; Qiu, Meikang; Zhang, Senlin
2010-08-01
This brief studies exponential H(infinity) synchronization of a class of general discrete-time chaotic neural networks with external disturbance. On the basis of the drive-response concept and H(infinity) control theory, and using Lyapunov-Krasovskii (or Lyapunov) functional, state feedback controllers are established to not only guarantee exponential stable synchronization between two general chaotic neural networks with or without time delays, but also reduce the effect of external disturbance on the synchronization error to a minimal H(infinity) norm constraint. The proposed controllers can be obtained by solving the convex optimization problems represented by linear matrix inequalities. Most discrete-time chaotic systems with or without time delays, such as Hopfield neural networks, cellular neural networks, bidirectional associative memory networks, recurrent multilayer perceptrons, Cohen-Grossberg neural networks, Chua's circuits, etc., can be transformed into this general chaotic neural network to be H(infinity) synchronization controller designed in a unified way. Finally, some illustrated examples with their simulations have been utilized to demonstrate the effectiveness of the proposed methods.
A Discrete-Time Queue with Balking, Reneging, and Working Vacations
Directory of Open Access Journals (Sweden)
Veena Goswami
2014-01-01
Full Text Available This paper presents an analysis of balking and reneging in finite-buffer discrete-time single server queue with single and multiple working vacations. An arriving customer may balk with a probability or renege after joining according to a geometric distribution. The server works with different service rates rather than completely stopping the service during a vacation period. The service times during a busy period, vacation period, and vacation times are assumed to be geometrically distributed. We find the explicit expressions for the stationary state probabilities. Various system performance measures and a cost model to determine the optimal service rates are presented. Moreover, some queueing models presented in the literature are derived as special cases of our model. Finally, the influence of various parameters on the performance characteristics is shown numerically.
Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay
International Nuclear Information System (INIS)
Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.; Linares-Perez, J.; Nakamori, S.
2008-01-01
This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use, a filtering algorithm based on linear approximations of the real observations is proposed.
Arnold tongues and the Devil's Staircase in a discrete-time Hindmarsh–Rose neuron model
International Nuclear Information System (INIS)
Felicio, Carolini C.; Rech, Paulo C.
2015-01-01
We investigate a three-dimensional discrete-time dynamical system, described by a three-dimensional map derived from a continuous-time Hindmarsh–Rose neuron model by the forward Euler method. For a fixed integration step size, we report a two-dimensional parameter-space for this system, where periodic structures, the so-called Arnold tongues, can be seen with periods organized in a Farey tree sequence. We also report possible modifications in this parameter-space, as a function of the integration step size. - Highlights: • We investigate the parameter-space of a particular 3D map. • Periodic structures, namely Arnold tongues, can be seen there. • They are organized in a Farey tree sequence. • The map was derived from a continuous-time Hindmarsh–Rose neuron model. • The forward Euler method was used for such purpose.
Models for discrete-time self-similar vector processes with application to network traffic
Lee, Seungsin; Rao, Raghuveer M.; Narasimha, Rajesh
2003-07-01
The paper defines self-similarity for vector processes by employing the discrete-time continuous-dilation operation which has successfully been used previously by the authors to define 1-D discrete-time stochastic self-similar processes. To define self-similarity of vector processes, it is required to consider the cross-correlation functions between different 1-D processes as well as the autocorrelation function of each constituent 1-D process in it. System models to synthesize self-similar vector processes are constructed based on the definition. With these systems, it is possible to generate self-similar vector processes from white noise inputs. An important aspect of the proposed models is that they can be used to synthesize various types of self-similar vector processes by choosing proper parameters. Additionally, the paper presents evidence of vector self-similarity in two-channel wireless LAN data and applies the aforementioned systems to simulate the corresponding network traffic traces.
Risk-based design of process systems using discrete-time Bayesian networks
International Nuclear Information System (INIS)
Khakzad, Nima; Khan, Faisal; Amyotte, Paul
2013-01-01
Temporal Bayesian networks have gained popularity as a robust technique to model dynamic systems in which the components' sequential dependency, as well as their functional dependency, cannot be ignored. In this regard, discrete-time Bayesian networks have been proposed as a viable alternative to solve dynamic fault trees without resort to Markov chains. This approach overcomes the drawbacks of Markov chains such as the state-space explosion and the error-prone conversion procedure from dynamic fault tree. It also benefits from the inherent advantages of Bayesian networks such as probability updating. However, effective mapping of the dynamic gates of dynamic fault trees into Bayesian networks while avoiding the consequent huge multi-dimensional probability tables has always been a matter of concern. In this paper, a new general formalism has been developed to model two important elements of dynamic fault tree, i.e., cold spare gate and sequential enforcing gate, with any arbitrary probability distribution functions. Also, an innovative Neutral Dependency algorithm has been introduced to model dynamic gates such as priority-AND gate, thus reducing the dimension of conditional probability tables by an order of magnitude. The second part of the paper is devoted to the application of discrete-time Bayesian networks in the risk assessment and safety analysis of complex process systems. It has been shown how dynamic techniques can effectively be applied for optimal allocation of safety systems to obtain maximum risk reduction.
International Nuclear Information System (INIS)
Doebrich, Marcus; Markstaller, Klaus; Karmrodt, Jens; Kauczor, Hans-Ulrich; Eberle, Balthasar; Weiler, Norbert; Thelen, Manfred; Schreiber, Wolfgang G
2005-01-01
In this study, an algorithm was developed to measure the distribution of pulmonary time constants (TCs) from dynamic computed tomography (CT) data sets during a sudden airway pressure step up. Simulations with synthetic data were performed to test the methodology as well as the influence of experimental noise. Furthermore the algorithm was applied to in vivo data. In five pigs sudden changes in airway pressure were imposed during dynamic CT acquisition in healthy lungs and in a saline lavage ARDS model. The fractional gas content in the imaged slice (FGC) was calculated by density measurements for each CT image. Temporal variations of the FGC were analysed assuming a model with a continuous distribution of exponentially decaying time constants. The simulations proved the feasibility of the method. The influence of experimental noise could be well evaluated. Analysis of the in vivo data showed that in healthy lungs ventilation processes can be more likely characterized by discrete TCs whereas in ARDS lungs continuous distributions of TCs are observed. The temporal behaviour of lung inflation and deflation can be characterized objectively using the described new methodology. This study indicates that continuous distributions of TCs reflect lung ventilation mechanics more accurately compared to discrete TCs
International Nuclear Information System (INIS)
Shah, S.A.; Shah, W.; Shaikh, F.K.
2012-01-01
Flow time analysis is a powerful concept to analyze the flow time of any arriving customer in any system at any instant. A load management mechanism can be employed very effectively in any queueing system by utilizing a system which provides probability of dual service rate. In this paper, we develop and demonstrate the flow and service processes transition diagram to determine the flow time of a customer in a load management late arrival state dependent finite discrete time queueing system with dual service rate where customers are hypo geometrically distributed. We compute the probability mass function of each starting state and total probability mass function. The obtained analytical results are validated with simulation results for varying values of arrival and service probabilities. (author)
International Nuclear Information System (INIS)
Li Hongjie; Yue Dong
2010-01-01
The paper investigates the synchronization stability problem for a class of complex dynamical networks with Markovian jumping parameters and mixed time delays. The complex networks consist of m modes and the networks switch from one mode to another according to a Markovian chain with known transition probability. The mixed time delays are composed of discrete and distributed delays, the discrete time delay is assumed to be random and its probability distribution is known a priori. In terms of the probability distribution of the delays, the new type of system model with probability-distribution-dependent parameter matrices is proposed. Based on the stochastic analysis techniques and the properties of the Kronecker product, delay-dependent synchronization stability criteria in the mean square are derived in the form of linear matrix inequalities which can be readily solved by using the LMI toolbox in MATLAB, the solvability of derived conditions depends on not only the size of the delay, but also the probability of the delay-taking values in some intervals. Finally, a numerical example is given to illustrate the feasibility and effectiveness of the proposed method.
Modeling commodity salam contract between two parties for discrete and continuous time series
Hisham, Azie Farhani Badrol; Jaffar, Maheran Mohd
2017-08-01
In order for Islamic finance to remain competitive as the conventional, there needs a new development of Islamic compliance product such as Islamic derivative that can be used to manage the risk. However, under syariah principles and regulations, all financial instruments must not be conflicting with five syariah elements which are riba (interest paid), rishwah (corruption), gharar (uncertainty or unnecessary risk), maysir (speculation or gambling) and jahl (taking advantage of the counterparty's ignorance). This study has proposed a traditional Islamic contract namely salam that can be built as an Islamic derivative product. Although a lot of studies has been done on discussing and proposing the implementation of salam contract as the Islamic product however they are more into qualitative and law issues. Since there is lack of quantitative study of salam contract being developed, this study introduces mathematical models that can value the appropriate salam price for a commodity salam contract between two parties. In modeling the commodity salam contract, this study has modified the existing conventional derivative model and come out with some adjustments to comply with syariah rules and regulations. The cost of carry model has been chosen as the foundation to develop the commodity salam model between two parties for discrete and continuous time series. However, the conventional time value of money results from the concept of interest that is prohibited in Islam. Therefore, this study has adopted the idea of Islamic time value of money which is known as the positive time preference, in modeling the commodity salam contract between two parties for discrete and continuous time series.
Discrete events simulation of a route with traffic lights through automated control in real time
Directory of Open Access Journals (Sweden)
Rodrigo César Teixeira Baptista
2013-03-01
Full Text Available This paper presents the integration and communication in real-time of a discrete event simulation model with an automatic control system. The simulation model of an intersection with roads having traffic lights was built in the Arena environment. The integration and communication have been made via network, and the control system was operated by a programmable logic controller. Scenarios were simulated for the free, regular and congested traffic situations. The results showed the average number of vehicles that entered in the system and that were retained and also the total average time of the crossing of the vehicles on the road. In general, the model allowed evaluating the behavior of the traffic in each of the ways and the commands from the controller to activation and deactivation of the traffic lights.
Neural networks for tracking of unknown SISO discrete-time nonlinear dynamic systems.
Aftab, Muhammad Saleheen; Shafiq, Muhammad
2015-11-01
This article presents a Lyapunov function based neural network tracking (LNT) strategy for single-input, single-output (SISO) discrete-time nonlinear dynamic systems. The proposed LNT architecture is composed of two feedforward neural networks operating as controller and estimator. A Lyapunov function based back propagation learning algorithm is used for online adjustment of the controller and estimator parameters. The controller and estimator error convergence and closed-loop system stability analysis is performed by Lyapunov stability theory. Moreover, two simulation examples and one real-time experiment are investigated as case studies. The achieved results successfully validate the controller performance. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
Optimal maintenance policy for a system subject to damage in a discrete time process
International Nuclear Information System (INIS)
Chien, Yu-Hung; Sheu, Shey-Huei; Zhang, Zhe George
2012-01-01
Consider a system operating over n discrete time periods (n=1, 2, …). Each operation period causes a random amount of damage to the system which accumulates over time periods. The system fails when the cumulative damage exceeds a failure level ζ and a corrective maintenance (CM) action is immediately taken. To prevent such a failure, a preventive maintenance (PM) may be performed. In an operation period without a CM or PM, a regular maintenance (RM) is conducted at the end of that period to maintain the operation of the system. We propose a maintenance policy which prescribes a PM when the accumulated damage exceeds a pre-specified level δ ( ⁎ and N ⁎ and discuss some useful properties about them. It has been shown that a δ-based PM outperforms a N-based PM in terms of cost minimization. Numerical examples are presented to demonstrate the optimization of this class of maintenance policies.
Simultaneous Robust Fault and State Estimation for Linear Discrete-Time Uncertain Systems
Directory of Open Access Journals (Sweden)
Feten Gannouni
2017-01-01
Full Text Available We consider the problem of robust simultaneous fault and state estimation for linear uncertain discrete-time systems with unknown faults which affect both the state and the observation matrices. Using transformation of the original system, a new robust proportional integral filter (RPIF having an error variance with an optimized guaranteed upper bound for any allowed uncertainty is proposed to improve robust estimation of unknown time-varying faults and to improve robustness against uncertainties. In this study, the minimization problem of the upper bound of the estimation error variance is formulated as a convex optimization problem subject to linear matrix inequalities (LMI for all admissible uncertainties. The proportional and the integral gains are optimally chosen by solving the convex optimization problem. Simulation results are given in order to illustrate the performance of the proposed filter, in particular to solve the problem of joint fault and state estimation.
Discrete maximal regularity of time-stepping schemes for fractional evolution equations.
Jin, Bangti; Li, Buyang; Zhou, Zhi
2018-01-01
In this work, we establish the maximal [Formula: see text]-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order [Formula: see text], [Formula: see text], in time. These schemes include convolution quadratures generated by backward Euler method and second-order backward difference formula, the L1 scheme, explicit Euler method and a fractional variant of the Crank-Nicolson method. The main tools for the analysis include operator-valued Fourier multiplier theorem due to Weis (Math Ann 319:735-758, 2001. doi:10.1007/PL00004457) and its discrete analogue due to Blunck (Stud Math 146:157-176, 2001. doi:10.4064/sm146-2-3). These results generalize the corresponding results for parabolic problems.
Decentralized Observer with a Consensus Filter for Distributed Discrete-Time Linear Systems
Acikmese, Behcet; Mandic, Milan
2011-01-01
This paper presents a decentralized observer with a consensus filter for the state observation of a discrete-time linear distributed systems. In this setup, each agent in the distributed system has an observer with a model of the plant that utilizes the set of locally available measurements, which may not make the full plant state detectable. This lack of detectability is overcome by utilizing a consensus filter that blends the state estimate of each agent with its neighbors' estimates. We assume that the communication graph is connected for all times as well as the sensing graph. It is proven that the state estimates of the proposed observer asymptotically converge to the actual plant states under arbitrarily changing, but connected, communication and sensing topologies. As a byproduct of this research, we also obtained a result on the location of eigenvalues, the spectrum, of the Laplacian for a family of graphs with self-loops.
Directory of Open Access Journals (Sweden)
Liyun Su
2011-01-01
Full Text Available In order to suppress the interference of the strong fractional noise signal in discrete-time ultrawideband (UWB systems, this paper presents a new UWB multi-scale Kalman filter (KF algorithm for the interference suppression. This approach solves the problem of the narrowband interference (NBI as nonstationary fractional signal in UWB communication, which does not need to estimate any channel parameter. In this paper, the received sampled signal is transformed through multiscale wavelet to obtain a state transition equation and an observation equation based on the stationarity theory of wavelet coefficients in time domain. Then through the Kalman filter method, fractional signal of arbitrary scale is easily figured out. Finally, fractional noise interference is subtracted from the received signal. Performance analysis and computer simulations reveal that this algorithm is effective to reduce the strong fractional noise when the sampling rate is low.
International Nuclear Information System (INIS)
Banu, L Jarina; Balasubramaniam, P
2015-01-01
This paper investigates the problem of non-fragile observer design for a class of discrete-time genetic regulatory networks (DGRNs) with time-varying delays and randomly occurring uncertainties. A non-fragile observer is designed, for estimating the true concentration of mRNAs and proteins from available measurement outputs. One important feature of the results obtained that are reported here is that the parameter uncertainties are assumed to be random and their probabilities of occurrence are known a priori. On the basis of the Lyapunov–Krasovskii functional approach and using a convex combination technique, a delay-dependent estimation criterion is established for DGRNs in terms of linear matrix inequalities (LMIs) that can be efficiently solved using any available LMI solver. Finally numerical examples are provided to substantiate the theoretical results. (paper)
Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise
International Nuclear Information System (INIS)
Zhu, Jin; Park, Jun Hong; Lee, Kwan Soo; Spiryagin, Maksym
2008-01-01
This paper examines the problem of robust extended Kalman filter design for discrete -time Markovian jump nonlinear systems with noise uncertainty. Because of the existence of stochastic Markovian switching, the state and measurement equations of underlying system are subject to uncertain noise whose covariance matrices are time-varying or un-measurable instead of stationary. First, based on the expression of filtering performance deviation, admissible uncertainty of noise covariance matrix is given. Secondly, two forms of noise uncertainty are taken into account: Non- Structural and Structural. It is proved by applying game theory that this filter design is a robust mini-max filter. A numerical example shows the validity of the method
A Generalized Stability Theorem for Discrete-Time Nonautonomous Chaos System with Applications
Directory of Open Access Journals (Sweden)
Mei Zhang
2015-01-01
Full Text Available Firstly, this study introduces a definition of generalized stability (GST in discrete-time nonautonomous chaos system (DNCS, which is an extension for chaos generalized synchronization. Secondly, a constructive theorem of DNCS has been proposed. As an example, a GST DNCS is constructed based on a novel 4-dimensional discrete chaotic map. Numerical simulations show that the dynamic behaviors of this map have chaotic attractor characteristics. As one application, we design a chaotic pseudorandom number generator (CPRNG based on the GST DNCS. We use the SP800-22 test suite to test the randomness of four 100-key streams consisting of 1,000,000 bits generated by the CPRNG, the RC4 algorithm, the ZUC algorithm, and a 6-dimensional CGS-based CPRNG, respectively. The numerical results show that the randomness performances of the two CPRNGs are promising. In addition, theoretically the key space of the CPRNG is larger than 21116. As another application, this study designs a stream avalanche encryption scheme (SAES in RGB image encryption. The results show that the GST DNCS is able to generate the avalanche effects which are similar to those generated via ideal CPRNGs.
Directory of Open Access Journals (Sweden)
Qiu Bo
2008-01-01
Full Text Available Binaural cue coding (BCC is an efficient technique for spatial audio rendering by using the side information such as interchannel level difference (ICLD, interchannel time difference (ICTD, and interchannel correlation (ICC. Of the side information, the ICTD plays an important role to the auditory spatial image. However, inaccurate estimation of the ICTD may lead to the audio quality degradation. In this paper, we develop a novel ICTD estimation algorithm based on the nonuniform discrete Fourier transform (NDFT and integrate it with the BCC approach to improve the decoded auditory image. Furthermore, a new subjective assessment method is proposed for the evaluation of auditory image widths of decoded signals. The test results demonstrate that the NDFT-based scheme can achieve much wider and more externalized auditory image than the existing BCC scheme based on the discrete Fourier transform (DFT. It is found that the present technique, regardless of the image width, does not deteriorate the sound quality at the decoder compared to the traditional scheme without ICTD estimation.
Bifurcation and complex dynamics of a discrete-time predator-prey system
Directory of Open Access Journals (Sweden)
S. M. Sohel Rana
2015-06-01
Full Text Available In this paper, we investigate the dynamics of a discrete-time predator-prey system of Holling-I type in the closed first quadrant R+2. The existence and local stability of positive fixed point of the discrete dynamical system is analyzed algebraically. It is shown that the system undergoes a flip bifurcation and a Neimark-Sacker bifurcation in the interior of R+2 by using bifurcation theory. It has been found that the dynamical behavior of the model is very sensitive to the parameter values and the initial conditions. Numerical simulation results not only show the consistence with the theoretical analysis but also display the new and interesting dynamic behaviors, including phase portraits, period-9, 10, 20-orbits, attracting invariant circle, cascade of period-doubling bifurcation from period-20 leading to chaos, quasi-periodic orbits, and sudden disappearance of the chaotic dynamics and attracting chaotic set. In particular, we observe that when the prey is in chaotic dynamic, the predator can tend to extinction or to a stable equilibrium. The Lyapunov exponents are numerically computed to characterize the complexity of the dynamical behaviors. The analysis and results in this paper are interesting in mathematics and biology.
International Nuclear Information System (INIS)
Humbert, Ph.
2005-01-01
In this paper we consider the probability distribution of neutrons in a multiplying assembly. The problem is studied using a space independent one group neutron point reactor model without delayed neutrons. We recall the generating function methodology and analytical results obtained by G.I. Bell when the c 2 approximation is used and we present numerical solutions in the general case, without this approximation. The neutron source induced distribution is calculated using the single initial neutron distribution which satisfies a master (Kolmogorov backward) equation. This equation is solved using the generating function method. The generating function satisfies a differential equation and the probability distribution is derived by inversion of the generating function. Numerical results are obtained using the same methodology where the generating function is the Fourier transform of the probability distribution. Discrete Fourier transforms are used to calculate the discrete time dependent distributions and continuous Fourier transforms are used to calculate the asymptotic continuous probability distributions. Numerical applications are presented to illustrate the method. (author)
Palaniswamy, Sumithra; Duraisamy, Prakash; Alam, Mohammad Showkat; Yuan, Xiaohui
2012-04-01
Automatic speech processing systems are widely used in everyday life such as mobile communication, speech and speaker recognition, and for assisting the hearing impaired. In speech communication systems, the quality and intelligibility of speech is of utmost importance for ease and accuracy of information exchange. To obtain an intelligible speech signal and one that is more pleasant to listen, noise reduction is essential. In this paper a new Time Adaptive Discrete Bionic Wavelet Thresholding (TADBWT) scheme is proposed. The proposed technique uses Daubechies mother wavelet to achieve better enhancement of speech from additive non- stationary noises which occur in real life such as street noise and factory noise. Due to the integration of human auditory system model into the wavelet transform, bionic wavelet transform (BWT) has great potential for speech enhancement which may lead to a new path in speech processing. In the proposed technique, at first, discrete BWT is applied to noisy speech to derive TADBWT coefficients. Then the adaptive nature of the BWT is captured by introducing a time varying linear factor which updates the coefficients at each scale over time. This approach has shown better performance than the existing algorithms at lower input SNR due to modified soft level dependent thresholding on time adaptive coefficients. The objective and subjective test results confirmed the competency of the TADBWT technique. The effectiveness of the proposed technique is also evaluated for speaker recognition task under noisy environment. The recognition results show that the TADWT technique yields better performance when compared to alternate methods specifically at lower input SNR.
Directory of Open Access Journals (Sweden)
Kristian Hovde Liland
2016-01-01
Full Text Available When a series of Bernoulli trials occur within a fixed time frame or limited space, it is often interesting to assess if the successful outcomes have occurred completely at random, or if they tend to group together. One example, in genetics, is detecting grouping of genes within a genome. Approximations of the distribution of successes are possible, but they become inaccurate for small sample sizes. In this article, we describe the exact distribution of time between random, non-overlapping successes in discrete time of fixed length. A complete description of the probability mass function, the cumulative distribution function, mean, variance and recurrence relation is included. We propose an associated test for the over-representation of short distances and illustrate the methodology through relevant examples. The theory is implemented in an R package including probability mass, cumulative distribution, quantile function, random number generator, simulation functions, and functions for testing.
Simple dead-time corrections for discrete time series of non-Poisson data
International Nuclear Information System (INIS)
Larsen, Michael L; Kostinski, Alexander B
2009-01-01
The problem of dead time (instrumental insensitivity to detectable events due to electronic or mechanical reset time) is considered. Most existing algorithms to correct for event count errors due to dead time implicitly rely on Poisson counting statistics of the underlying phenomena. However, when the events to be measured are clustered in time, the Poisson statistics assumption results in underestimating both the true event count and any statistics associated with count variability; the 'busiest' part of the signal is partially missed. Using the formalism associated with the pair-correlation function, we develop first-order correction expressions for the general case of arbitrary counting statistics. The results are verified through simulation of a realistic clustering scenario
Rizvi, Syed S.; Shah, Dipali; Riasat, Aasia
The Time Wrap algorithm [3] offers a run time recovery mechanism that deals with the causality errors. These run time recovery mechanisms consists of rollback, anti-message, and Global Virtual Time (GVT) techniques. For rollback, there is a need to compute GVT which is used in discrete-event simulation to reclaim the memory, commit the output, detect the termination, and handle the errors. However, the computation of GVT requires dealing with transient message problem and the simultaneous reporting problem. These problems can be dealt in an efficient manner by the Samadi's algorithm [8] which works fine in the presence of causality errors. However, the performance of both Time Wrap and Samadi's algorithms depends on the latency involve in GVT computation. Both algorithms give poor latency for large simulation systems especially in the presence of causality errors. To improve the latency and reduce the processor ideal time, we implement tree and butterflies barriers with the optimistic algorithm. Our analysis shows that the use of synchronous barriers such as tree and butterfly with the optimistic algorithm not only minimizes the GVT latency but also minimizes the processor idle time.
Incorporation of Time Delayed Measurements in a Discrete-time Kalman Filter
DEFF Research Database (Denmark)
Larsen, Thomas Dall; Andersen, Nils Axel; Ravn, Ole
1998-01-01
In many practical systems there is a delay in some of the sensor devices, for instance vision measurements that may have a long processing time. How to fuse these measurements in a Kalman filter is not a trivial problem if the computational delay is critical. Depending on how much time...... using past and present estimates of the Kalman filter and calculating an optimal gain for this extrapolated measurement...... there is at hand, the designer has to make trade offs between optimality and computational burden of the filter. In this paper various methods in the literature along with a new method proposed by the authors will be presented and compared. The new method is based on “extrapolating” the measurement to present time...
Performance of discrete heat engines and heat pumps in finite time
Feldmann; Kosloff
2000-05-01
The performance in finite time of a discrete heat engine with internal friction is analyzed. The working fluid of the engine is composed of an ensemble of noninteracting two level systems. External work is applied by changing the external field and thus the internal energy levels. The friction induces a minimal cycle time. The power output of the engine is optimized with respect to time allocation between the contact time with the hot and cold baths as well as the adiabats. The engine's performance is also optimized with respect to the external fields. By reversing the cycle of operation a heat pump is constructed. The performance of the engine as a heat pump is also optimized. By varying the time allocation between the adiabats and the contact time with the reservoir a universal behavior can be identified. The optimal performance of the engine when the cold bath is approaching absolute zero is studied. It is found that the optimal cooling rate converges linearly to zero when the temperature approaches absolute zero.
International Nuclear Information System (INIS)
Park, Moon Kyu; Kim, Yong Hee; Cha, Kune Ho; Kim, Myung Ki
1998-01-01
A method is described to develop an H∞ filtering method for the dynamic compensation of self-powered neutron detectors normally used for fixed incore instruments. An H∞ norm of the filter transfer matrix is used as the optimization criteria in the worst-case estimation error sense. Filter modeling is performed for discrete-time model. The filter gains are optimized in the sense of noise attenuation level of H∞ setting. By introducing Bounded Real Lemma, the conventional algebraic Riccati inequalities are converted into Linear Matrix Inequalities (LMIs). Finally, the filter design problem is solved via the convex optimization framework using LMIs. The simulation results show that remarkable improvements are achieved in view of the filter response time and the filter design efficiency
Generation of a quantum integrable class of discrete-time or relativistic periodic Toda chains
International Nuclear Information System (INIS)
Kundu, Anjan
1994-01-01
A new integrable class of quantum models representing a family of different discrete-time or relativistic generalisations of the periodic Toda chain (TC), including that of a recently proposed classical model close to TC [Lett. Math. Phys. 29 (1993) 165] is presented. All such models are shown to be obtainable from a single ancestor model at different realisations of the underlying quantised algebra. As a consequence the 2x2 Lax operators and the associated quantum R-matrices for these models are easily derived ensuring their quantum integrability. It is shown that the functional Bethe ansatz developed for the quantum TC is trivially generalised to achieve separation of variables also for the present models. ((orig.))
Sun, Ying; Ding, Derui; Zhang, Sunjie; Wei, Guoliang; Liu, Hongjian
2018-07-01
In this paper, the non-fragile ?-? control problem is investigated for a class of discrete-time stochastic nonlinear systems under event-triggered communication protocols, which determine whether the measurement output should be transmitted to the controller or not. The main purpose of the addressed problem is to design an event-based output feedback controller subject to gain variations guaranteeing the prescribed disturbance attenuation level described by the ?-? performance index. By utilizing the Lyapunov stability theory combined with S-procedure, a sufficient condition is established to guarantee both the exponential mean-square stability and the ?-? performance for the closed-loop system. In addition, with the help of the orthogonal decomposition, the desired controller parameter is obtained in terms of the solution to certain linear matrix inequalities. Finally, a simulation example is exploited to demonstrate the effectiveness of the proposed event-based controller design scheme.
Mode locking and quasiperiodicity in a discrete-time Chialvo neuron model
Wang, Fengjuan; Cao, Hongjun
2018-03-01
The two-dimensional parameter spaces of a discrete-time Chialvo neuron model are investigated. Our studies demonstrate that for all our choice of two parameters (i) the fixed point is destabilized via Neimark-Sacker bifurcation; (ii) there exist mode locking structures like Arnold tongues and shrimps, with periods organized in a Farey tree sequence, embedded in quasiperiodic/chaotic region. We determine analytically the location of the parameter sets where Neimark-Sacker bifurcation occurs, and the location on this curve where Arnold tongues of arbitrary period are born. Properties of the transition that follows the so-called two-torus from quasiperiodicity to chaos are presented clearly and proved strictly by using numerical simulations such as bifurcation diagrams, the largest Lyapunov exponent diagram on MATLAB and C++.
Fault-tolerant Control of Discrete-time LPV systems using Virtual Actuators and Sensors
DEFF Research Database (Denmark)
Tabatabaeipour, Mojtaba; Stoustrup, Jakob; Bak, Thomas
2015-01-01
This paper proposes a new fault-tolerant control (FTC) method for discrete-time linear parameter varying (LPV) systems using a reconfiguration block. The basic idea of the method is to achieve the FTC goal without re-designing the nominal controller by inserting a reconfiguration block between......, it transforms the output of the controller for the faulty system such that the stability and performance goals are preserved. Input-to-state stabilizing LPV gains of the virtual actuator and sensor are obtained by solving linear matrix inequalities (LMIs). We show that separate design of these gains guarantees....... Finally, the effectiveness of the method is demonstrated via a numerical example and stator current control of an induction motor....
Transformation Matrix for Time Discretization Based on Tustin’s Method
Directory of Open Access Journals (Sweden)
Yiming Jiang
2014-01-01
Full Text Available This paper studies rules in transformation of transfer function through time discretization. A method of using transformation matrix to realize bilinear transform (also known as Tustin’s method is presented. This method can be described as the conversion between the coefficients of transfer functions, which are expressed as transform by certain matrix. For a polynomial of degree n, the corresponding transformation matrix of order n exists and is unique. Furthermore, the transformation matrix can be decomposed into an upper triangular matrix multiplied with another lower triangular matrix. And both have obvious regularity. The proposed method can achieve rapid bilinear transform used in automatic design of digital filter. The result of numerical simulation verifies the correctness of the theoretical results. Moreover, it also can be extended to other similar problems. Example in the last throws light on this point.
Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems
Mahdi Alavi, S. M.; Saif, Mehrdad
2013-12-01
This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.
Multiple periodic solutions for a discrete time model of plankton allelopathy
Zhang Jianbao; Fang Hui
2006-01-01
We study a discrete time model of the growth of two species of plankton with competitive and allelopathic effects on each other N1(k+1) = N1(k)exp{r1(k)-a11(k)N1(k)-a12(k)N2(k)-b1(k)N1(k)N2(k)}, N2(k+1) = N2(k)exp{r2(k)-a21(k)N2(k)-b2(k)N1(k)N1(k)N2(k)}. A set of sufficient conditions is obtained for the existence of multiple positive periodic solutions for this model. The approach is based on Mawhin's continuation theorem of coincidence degree theory as well as some a priori estimates. Some...
LQR-Based Optimal Distributed Cooperative Design for Linear Discrete-Time Multiagent Systems.
Zhang, Huaguang; Feng, Tao; Liang, Hongjing; Luo, Yanhong
2017-03-01
In this paper, a novel linear quadratic regulator (LQR)-based optimal distributed cooperative design method is developed for synchronization control of general linear discrete-time multiagent systems on a fixed, directed graph. Sufficient conditions are derived for synchronization, which restrict the graph eigenvalues into a bounded circular region in the complex plane. The synchronizing speed issue is also considered, and it turns out that the synchronizing region reduces as the synchronizing speed becomes faster. To obtain more desirable synchronizing capacity, the weighting matrices are selected by sufficiently utilizing the guaranteed gain margin of the optimal regulators. Based on the developed LQR-based cooperative design framework, an approximate dynamic programming technique is successfully introduced to overcome the (partially or completely) model-free cooperative design for linear multiagent systems. Finally, two numerical examples are given to illustrate the effectiveness of the proposed design methods.
Directory of Open Access Journals (Sweden)
Yunjie Wu
2013-01-01
Full Text Available In order to improve the tracking accuracy of flight simulator and expend its frequency response, a multirate-sampling-method-based discrete-time chattering free sliding mode control is developed and imported into the systems. By constructing the multirate sampling sliding mode controller, the flight simulator can perfectly track a given reference signal with an arbitrarily small dynamic tracking error, and the problems caused by a contradiction of reference signal period and control period in traditional design method can be eliminated. It is proved by theoretical analysis that the extremely high dynamic tracking precision can be obtained. Meanwhile, the robustness is guaranteed by sliding mode control even though there are modeling mismatch, external disturbances and measure noise. The validity of the proposed method is confirmed by experiments on flight simulator.
Transformation of nonlinear discrete-time system into the extended observer form
Kaparin, V.; Kotta, Ü.
2018-04-01
The paper addresses the problem of transforming discrete-time single-input single-output nonlinear state equations into the extended observer form, which, besides the input and output, also depends on a finite number of their past values. Necessary and sufficient conditions for the existence of both the extended coordinate and output transformations, solving the problem, are formulated in terms of differential one-forms, associated with the input-output equation, corresponding to the state equations. An algorithm for transformation of state equations into the extended observer form is proposed and illustrated by an example. Moreover, the considered approach is compared with the method of dynamic observer error linearisation, which likewise is intended to enlarge the class of systems transformable into an observer form.
Homogenous polynomially parameter-dependent H∞ filter designs of discrete-time fuzzy systems.
Zhang, Huaguang; Xie, Xiangpeng; Tong, Shaocheng
2011-10-01
This paper proposes a novel H(∞) filtering technique for a class of discrete-time fuzzy systems. First, a novel kind of fuzzy H(∞) filter, which is homogenous polynomially parameter dependent on membership functions with an arbitrary degree, is developed to guarantee the asymptotic stability and a prescribed H(∞) performance of the filtering error system. Second, relaxed conditions for H(∞) performance analysis are proposed by using a new fuzzy Lyapunov function and the Finsler lemma with homogenous polynomial matrix Lagrange multipliers. Then, based on a new kind of slack variable technique, relaxed linear matrix inequality-based H(∞) filtering conditions are proposed. Finally, two numerical examples are provided to illustrate the effectiveness of the proposed approach.
Fault detection for discrete-time LPV systems using interval observers
Zhang, Zhi-Hui; Yang, Guang-Hong
2017-10-01
This paper is concerned with the fault detection (FD) problem for discrete-time linear parameter-varying systems subject to bounded disturbances. A parameter-dependent FD interval observer is designed based on parameter-dependent Lyapunov and slack matrices. The design method is presented by translating the parameter-dependent linear matrix inequalities (LMIs) into finite ones. In contrast to the existing results based on parameter-independent and diagonal Lyapunov matrices, the derived disturbance attenuation, fault sensitivity and nonnegative conditions lead to less conservative LMI characterisations. Furthermore, without the need to design the residual evaluation functions and thresholds, the residual intervals generated by the interval observers are used directly for FD decision. Finally, simulation results are presented for showing the effectiveness and superiority of the proposed method.
Variable speed wind turbine control by discrete-time sliding mode approach.
Torchani, Borhen; Sellami, Anis; Garcia, Germain
2016-05-01
The aim of this paper is to propose a new design variable speed wind turbine control by discrete-time sliding mode approach. This methodology is designed for linear saturated system. The saturation constraint is reported on inputs vector. To this end, the back stepping design procedure is followed to construct a suitable sliding manifold that guarantees the attainment of a stabilization control objective. It is well known that the mechanisms are investigated in term of the most proposed assumptions to deal with the damping, shaft stiffness and inertia effect of the gear. The objectives are to synthesize robust controllers that maximize the energy extracted from wind, while reducing mechanical loads and rotor speed tracking combined with an electromagnetic torque. Simulation results of the proposed scheme are presented. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
Jian Ding
2014-01-01
Full Text Available This paper addresses the problem of P-type iterative learning control for a class of multiple-input multiple-output linear discrete-time systems, whose aim is to develop robust monotonically convergent control law design over a finite frequency range. It is shown that the 2 D iterative learning control processes can be taken as 1 D state space model regardless of relative degree. With the generalized Kalman-Yakubovich-Popov lemma applied, it is feasible to describe the monotonically convergent conditions with the help of linear matrix inequality technique and to develop formulas for the control gain matrices design. An extension to robust control law design against systems with structured and polytopic-type uncertainties is also considered. Two numerical examples are provided to validate the feasibility and effectiveness of the proposed method.
Frequency-shaped and observer-based discrete-time sliding mode control
Mehta, Axaykumar
2015-01-01
It is well established that the sliding mode control strategy provides an effective and robust method of controlling the deterministic system due to its well-known invariance property to a class of bounded disturbance and parameter variations. Advances in microcomputer technologies have made digital control increasingly popular among the researchers worldwide. And that led to the study of discrete-time sliding mode control design and its implementation. This brief presents, a method for multi-rate frequency shaped sliding mode controller design based on switching and non-switching type of reaching law. In this approach, the frequency dependent compensator dynamics are introduced through a frequency-shaped sliding surface by assigning frequency dependent weighing matrices in a linear quadratic regulator (LQR) design procedure. In this way, the undesired high frequency dynamics or certain frequency disturbance can be eliminated. The states are implicitly obtained by measuring the output at a faster rate than th...
Digital atom interferometer with single particle control on a discretized space-time geometry.
Steffen, Andreas; Alberti, Andrea; Alt, Wolfgang; Belmechri, Noomen; Hild, Sebastian; Karski, Michał; Widera, Artur; Meschede, Dieter
2012-06-19
Engineering quantum particle systems, such as quantum simulators and quantum cellular automata, relies on full coherent control of quantum paths at the single particle level. Here we present an atom interferometer operating with single trapped atoms, where single particle wave packets are controlled through spin-dependent potentials. The interferometer is constructed from a sequence of discrete operations based on a set of elementary building blocks, which permit composing arbitrary interferometer geometries in a digital manner. We use this modularity to devise a space-time analogue of the well-known spin echo technique, yielding insight into decoherence mechanisms. We also demonstrate mesoscopic delocalization of single atoms with a separation-to-localization ratio exceeding 500; this result suggests their utilization beyond quantum logic applications as nano-resolution quantum probes in precision measurements, being able to measure potential gradients with precision 5 x 10(-4) in units of gravitational acceleration g.
Identification of a parametric, discrete-time model of ankle stiffness.
Guarin, Diego L; Jalaleddini, Kian; Kearney, Robert E
2013-01-01
Dynamic ankle joint stiffness defines the relationship between the position of the ankle and the torque acting about it and can be separated into intrinsic and reflex components. Under stationary conditions, intrinsic stiffness can described by a linear second order system while reflex stiffness is described by Hammerstein system whose input is delayed velocity. Given that reflex and intrinsic torque cannot be measured separately, there has been much interest in the development of system identification techniques to separate them analytically. To date, most methods have been nonparametric and as a result there is no direct link between the estimated parameters and those of the stiffness model. This paper presents a novel algorithm for identification of a discrete-time model of ankle stiffness. Through simulations we show that the algorithm gives unbiased results even in the presence of large, non-white noise. Application of the method to experimental data demonstrates that it produces results consistent with previous findings.
Allee effect in a discrete-time predator-prey system
International Nuclear Information System (INIS)
Celik, Canan; Duman, Oktay
2009-01-01
In this paper, we study the stability of a discrete-time predator-prey system with and without Allee effect. By analyzing both systems, we first obtain local stability conditions of the equilibrium points without the Allee effect and then exhibit the impact of the Allee effect on stability when it is imposed on prey population. We also show the stabilizing effect of Allee effect by numerical simulations and verify that when the prey population is subject to an Allee effect, the trajectory of the solutions approximates to the corresponding equilibrium point much faster. Furthermore, for some fixed parameter values satisfying necessary conditions, we show that the corresponding equilibrium point moves from instability to stability under the Allee effect on prey population.
Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.
2016-07-01
This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.
Kubatko, Ethan J.; Yeager, Benjamin A.; Ketcheson, David I.
2013-01-01
Discontinuous Galerkin (DG) spatial discretizations are often used in a method-of-lines approach with explicit strong-stability-preserving (SSP) Runge–Kutta (RK) time steppers for the numerical solution of hyperbolic conservation laws. The time steps that are employed in this type of approach must satisfy Courant–Friedrichs–Lewy stability constraints that are dependent on both the region of absolute stability and the SSP coefficient of the RK method. While existing SSPRK methods have been optimized with respect to the latter, it is in fact the former that gives rise to stricter constraints on the time step in the case of RKDG stability. Therefore, in this work, we present the development of new “DG-optimized” SSPRK methods with stability regions that have been specifically designed to maximize the stable time step size for RKDG methods of a given order in one space dimension. These new methods represent the best available RKDG methods in terms of computational efficiency, with significant improvements over methods using existing SSPRK time steppers that have been optimized with respect to SSP coefficients. Second-, third-, and fourth-order methods with up to eight stages are presented, and their stability properties are verified through application to numerical test cases.
Kubatko, Ethan J.
2013-10-29
Discontinuous Galerkin (DG) spatial discretizations are often used in a method-of-lines approach with explicit strong-stability-preserving (SSP) Runge–Kutta (RK) time steppers for the numerical solution of hyperbolic conservation laws. The time steps that are employed in this type of approach must satisfy Courant–Friedrichs–Lewy stability constraints that are dependent on both the region of absolute stability and the SSP coefficient of the RK method. While existing SSPRK methods have been optimized with respect to the latter, it is in fact the former that gives rise to stricter constraints on the time step in the case of RKDG stability. Therefore, in this work, we present the development of new “DG-optimized” SSPRK methods with stability regions that have been specifically designed to maximize the stable time step size for RKDG methods of a given order in one space dimension. These new methods represent the best available RKDG methods in terms of computational efficiency, with significant improvements over methods using existing SSPRK time steppers that have been optimized with respect to SSP coefficients. Second-, third-, and fourth-order methods with up to eight stages are presented, and their stability properties are verified through application to numerical test cases.
Computational Procedures for a Class of GI/D/k Systems in Discrete Time
Directory of Open Access Journals (Sweden)
Md. Mostafizur Rahman
2009-01-01
Full Text Available A class of discrete time GI/D/k systems is considered for which the interarrival times have finite support and customers are served in first-in first-out (FIFO order. The system is formulated as a single server queue with new general independent interarrival times and constant service duration by assuming cyclic assignment of customers to the identical servers. Then the queue length is set up as a quasi-birth-death (QBD type Markov chain. It is shown that this transformed GI/D/1 system has special structures which make the computation of the matrix R simple and efficient, thereby reducing the number of multiplications in each iteration significantly. As a result we were able to keep the computation time very low. Moreover, use of the resulting structural properties makes the computation of the distribution of queue length of the transformed system efficient. The computation of the distribution of waiting time is also shown to be simple by exploiting the special structures.
LAGRANGE SOLUTIONS TO THE DISCRETE-TIME GENERAL THREE-BODY PROBLEM
International Nuclear Information System (INIS)
Minesaki, Yukitaka
2013-01-01
There is no known integrator that yields exact orbits for the general three-body problem (G3BP). It is difficult to verify whether a numerical procedure yields the correct solutions to the G3BP because doing so requires knowledge of all 11 conserved quantities, whereas only six are known. Without tracking all of the conserved quantities, it is possible to show that the discrete general three-body problem (d-G3BP) yields the correct orbits corresponding to Lagrange solutions of the G3BP. We show that the d-G3BP yields the correct solutions to the G3BP for two special cases: the equilateral triangle and collinear configurations. For the triangular solution, we use the fact that the solution to the three-body case is a superposition of the solutions to the three two-body cases, and we show that the three bodies maintain the same relative distances at all times. To obtain the collinear solution, we assume a specific permutation of the three bodies arranged along a straight rotating line, and we show that the d-G3BP maintains the same distance ratio between two bodies as in the G3BP. Proving that the d-G3BP solutions for these cases are equivalent to those of the G3BP makes it likely that the d-G3BP and G3BP solutions are equivalent in other cases. To our knowledge, this is the first work that proves the equivalence of the discrete solutions and the Lagrange orbits.
International Nuclear Information System (INIS)
Goharrizi, Amin Yazdanpanah; Khaki-Sedigh, Ali; Sepehri, Nariman
2009-01-01
A new approach to adaptive control of chaos in a class of nonlinear discrete-time-varying systems, using a delayed state feedback scheme, is presented. It is discussed that such systems can show chaotic behavior as their parameters change. A strategy is employed for on-line calculation of the Lyapunov exponents that will be used within an adaptive scheme that decides on the control effort to suppress the chaotic behavior once detected. The scheme is further augmented with a nonlinear observer for estimation of the states that are required by the controller but are hard to measure. Simulation results for chaotic control problem of Jin map are provided to show the effectiveness of the proposed scheme.
The divergence of Hansen-Sengupta method applied on Trapezoidal
African Journals Online (AJOL)
The Hansen-Sengupta operator is discussed in the light of circular interval arithmetic for the algebraic inclusion of zeros of nonlinear interval systems of equations which is known to be efficient for handling such problems. It was the aim of this paper to extend such good convergence behavior possessed by ...
Theory and computation of disturbance invariant sets for discrete-time linear systems
Directory of Open Access Journals (Sweden)
Kolmanovsky Ilya
1998-01-01
Full Text Available This paper considers the characterization and computation of invariant sets for discrete-time, time-invariant, linear systems with disturbance inputs whose values are confined to a specified compact set but are otherwise unknown. The emphasis is on determining maximal disturbance-invariant sets X that belong to a specified subset Γ of the state space. Such d-invariant sets have important applications in control problems where there are pointwise-in-time state constraints of the form χ ( t ∈ Γ . One purpose of the paper is to unite and extend in a rigorous way disparate results from the prior literature. In addition there are entirely new results. Specific contributions include: exploitation of the Pontryagin set difference to clarify conceptual matters and simplify mathematical developments, special properties of maximal invariant sets and conditions for their finite determination, algorithms for generating concrete representations of maximal invariant sets, practical computational questions, extension of the main results to general Lyapunov stable systems, applications of the computational techniques to the bounding of state and output response. Results on Lyapunov stable systems are applied to the implementation of a logic-based, nonlinear multimode regulator. For plants with disturbance inputs and state-control constraints it enlarges the constraint-admissible domain of attraction. Numerical examples illustrate the various theoretical and computational results.
A discrete event simulation model for evaluating time delays in a pipeline network
Energy Technology Data Exchange (ETDEWEB)
Spricigo, Deisi; Muggiati, Filipe V.; Lueders, Ricardo; Neves Junior, Flavio [Federal University of Technology of Parana (UTFPR), Curitiba, PR (Brazil)
2009-07-01
Currently in the oil industry the logistic chain stands out as a strong candidate to obtain highest profit, since recent studies have pointed out to a cost reduction by adoption of better policies for distribution of oil derivatives, particularly those where pipelines are used to transport products. Although there are models to represent transfers of oil derivatives in pipelines, they are quite complex and computationally burden. In this paper, we are interested on models that are less detailed in terms of fluid dynamics but provide more information about operational decisions in a pipeline network. We propose a discrete event simulation model in ARENA that allows simulating a pipeline network based on average historical data. Time delays for transferring different products can be evaluated through different routes. It is considered that transport operations follow a historical behavior and average time delays can thus be estimated within certain bounds. Due to its stochastic nature, time quantities are characterized by average and dispersion measures. This allows comparing different operational scenarios for product transportation. Simulation results are compared to data obtained from a real world pipeline network and different scenarios of production and demand are analyzed. (author)
Traffic flow model at fixed control signals with discrete service time distribution
Directory of Open Access Journals (Sweden)
Lucky I. Igbinosun
2016-04-01
Full Text Available Most of the models of road traffic flow at fixed-cycle controlled intersection assume stationary distributions and provide steady state results. The assumption that a constant number of vehicles can leave the system during the green phase is unrealistic in real life situations. A discrete time queuing model was developed to describe the operation of traffic flow at a road intersection with fixed-cycle signalized control and to account for the randomness in the number of vehicles that can leave the system. The results show the expected queue size in the system when the traffic is light and for a busy period, respectively. For the light period, when the traffic intensity is less than one, it takes a shorter green cycle time for vehicles to clear up than during high traffic intensity (the road junction is saturated. Increasing the number of cars that can leave the junction at the turn of the green phase reduces the number of cycle times before the queue is cleared.
Kim, Wonhee; Chen, Xu; Lee, Youngwoo; Chung, Chung Choo; Tomizuka, Masayoshi
2018-05-01
A discrete-time backstepping control algorithm is proposed for reference tracking of systems affected by both broadband disturbances at low frequencies and narrow band disturbances at high frequencies. A discrete time DOB, which is constructed based on infinite impulse response filters is applied to compensate for narrow band disturbances at high frequencies. A discrete-time nonlinear damping backstepping controller with an augmented observer is proposed to track the desired output and to compensate for low frequency broadband disturbances along with a disturbance observer, for rejecting narrow band high frequency disturbances. This combination has the merit of simultaneously compensating both broadband disturbances at low frequencies and narrow band disturbances at high frequencies. The performance of the proposed method is validated via experiments.
State control of discrete-time linear systems to be bound in state variables by equality constraints
International Nuclear Information System (INIS)
Filasová, Anna; Krokavec, Dušan; Serbák, Vladimír
2014-01-01
The paper is concerned with the problem of designing the discrete-time equivalent PI controller to control the discrete-time linear systems in such a way that the closed-loop state variables satisfy the prescribed equality constraints. Since the problem is generally singular, using standard form of the Lyapunov function and a symmetric positive definite slack matrix, the design conditions are proposed in the form of the enhanced Lyapunov inequality. The results, offering the conditions of the control existence and the optimal performance with respect to the prescribed equality constraints for square discrete-time linear systems, are illustrated with the numerical example to note effectiveness and applicability of the considered approach
Aydiner, E.; Brunner, F.D.; Heemels, W.P.M.H.; Allgower, F.
2015-01-01
In this paper we present a robust self-triggered model predictive control (MPC) scheme for discrete-time linear time-invariant systems subject to input and state constraints and additive disturbances. In self-triggered model predictive control, at every sampling instant an optimization problem based
Chang, Insu
The objective of the thesis is to introduce a relatively general nonlinear controller/estimator synthesis framework using a special type of the state-dependent Riccati equation technique. The continuous time state-dependent Riccati equation (SDRE) technique is extended to discrete-time under input and state constraints, yielding constrained (C) discrete-time (D) SDRE, referred to as CD-SDRE. For the latter, stability analysis and calculation of a region of attraction are carried out. The derivation of the D-SDRE under state-dependent weights is provided. Stability of the D-SDRE feedback system is established using Lyapunov stability approach. Receding horizon strategy is used to take into account the constraints on D-SDRE controller. Stability condition of the CD-SDRE controller is analyzed by using a switched system. The use of CD-SDRE scheme in the presence of constraints is then systematically demonstrated by applying this scheme to problems of spacecraft formation orbit reconfiguration under limited performance on thrusters. Simulation results demonstrate the efficacy and reliability of the proposed CD-SDRE. The CD-SDRE technique is further investigated in a case where there are uncertainties in nonlinear systems to be controlled. First, the system stability under each of the controllers in the robust CD-SDRE technique is separately established. The stability of the closed-loop system under the robust CD-SDRE controller is then proven based on the stability of each control system comprising switching configuration. A high fidelity dynamical model of spacecraft attitude motion in 3-dimensional space is derived with a partially filled fuel tank, assumed to have the first fuel slosh mode. The proposed robust CD-SDRE controller is then applied to the spacecraft attitude control system to stabilize its motion in the presence of uncertainties characterized by the first fuel slosh mode. The performance of the robust CD-SDRE technique is discussed. Subsequently
A hanseníase no laboratório Hansen's disease in the laboratory
Directory of Open Access Journals (Sweden)
Euzenir Nunes Sarno
2003-01-01
Full Text Available Médica, doutora em patologia, Euzenir Sarno é estudiosa da imunopatologia da hanseníase, infecção crônica das mais antigas que constitui uma doença exclusivamente humana. Integrante de um dos ambulatórios de referência sobre a doença no Brasil, no qual são diagnosticados de 220 a 250 pacientes novos/ano, ressalta que uma das conseqüências da impossibilidade de se cultivar o Mycobacterium leprae é a permanência das mesmas questões seculares a respeito da transmissão e a suscetibilidade à doença. Há, também, muitas interrogações no terreno epidemiológico que permanecem sem resposta. Estima-se que entre as pessoas que mantêm contato com pacientes multibacilares, 90% são infectados mas apenas 8% mais ou menos ficam doentes. O índice elevado de infecção de quem convive com doentes multibacilares, sem que a doença se manifeste, indica que apenas um pequeno número de indivíduos não tem resistência ao Mycobacterium leprae. Essa é uma das questões que a imunologia não consegue responder: por que algumas pessoas têm resistência e outras não. A proporção é menor se o contato ocorrer com pacientes paucibacilares, uma forma de manifestação com poucos bacilos. A hanseníase é conhecida como uma doença dermatológica, mas a especialista destaca que a primeira lesão é anestésica: o nervo é atingido. Além dos nervos sensitivos da pele, há danos que determinam lesões motoras e deformidades irreversíveis, que levam à amputação de extremidades. O Mycobacterium leprae foi uma das primeiras bactérias patogênicas que tiveram o genoma completamente seqüenciado, em 2000. Agora é que se está começando a ter realmente condições para obter testes mais precisos. A doença não é hereditária e apenas em 1986 os serviços de saúde no Brasil passaram a se organizar para combatê-la, pois durante os vinte anos de ditadura militar o sistema foi desmantelado. Em 1991, o tratamento de um ano que inclui tr
Directory of Open Access Journals (Sweden)
Bingbing Xu
2013-01-01
Full Text Available We consider the leader-following consensus problem of discrete-time multiagent systems on a directed communication topology. Two types of distributed observer-based consensus protocols are considered to solve such a problem. The observers involved in the proposed protocols include full-order observer and reduced-order observer, which are used to reconstruct the state variables. Two algorithms are provided to construct the consensus protocols, which are based on the modified discrete-time algebraic Riccati equation and Sylvester equation. In light of graph and matrix theory, some consensus conditions are established. Finally, a numerical example is provided to illustrate the obtained result.
Jin, Long; Liao, Bolin; Liu, Mei; Xiao, Lin; Guo, Dongsheng; Yan, Xiaogang
2017-01-01
By incorporating the physical constraints in joint space, a different-level simultaneous minimization scheme, which takes both the robot kinematics and robot dynamics into account, is presented and investigated for fault-tolerant motion planning of redundant manipulator in this paper. The scheme is reformulated as a quadratic program (QP) with equality and bound constraints, which is then solved by a discrete-time recurrent neural network. Simulative verifications based on a six-link planar redundant robot manipulator substantiate the efficacy and accuracy of the presented acceleration fault-tolerant scheme, the resultant QP and the corresponding discrete-time recurrent neural network.
Liang, Hongjing; Zhang, Huaguang; Wang, Zhanshan
2015-11-01
This paper considers output synchronization of discrete-time multi-agent systems with directed communication topologies. The directed communication graph contains a spanning tree and the exosystem as its root. Distributed observer-based consensus protocols are proposed, based on the relative outputs of neighboring agents. A multi-step algorithm is presented to construct the observer-based protocols. In light of the discrete-time algebraic Riccati equation and internal model principle, synchronization problem is completed. At last, numerical simulation is provided to verify the effectiveness of the theoretical results. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
Warren, Joshua L; Gordon-Larsen, Penny
2018-06-01
While there is a literature on the distribution of food stores across geographic and social space, much of this research uses cross-sectional data. Analyses attempting to understand whether the availability of stores across neighborhoods is associated with diet and/or health outcomes are limited by a lack of understanding of factors that shape the emergence of new stores and the closure of others. We used quarterly data on supermarket and convenience store locations spanning seven years (2006-2012) and tract-level census data in four US cities: Birmingham, Alabama; Chicago, Illinois; Minneapolis, Minnesota; San Francisco, California. A spatial discrete-time survival model was used to identify factors associated with an earlier and/or later closure time of a store. Sales volume was typically the strongest indicator of store survival. We identified heterogeneity in the association between tract-level poverty and racial composition with respect to store survival. Stores in high poverty, non-White tracts were often at a disadvantage in terms of survival length. The observed patterns of store survival varied by some of the same neighborhood sociodemographic factors associated with lifestyle and health outcomes, which could lead to confusion in interpretation in studies of the estimated effects of introduction of food stores into neighborhoods on health.
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
Kelly, D. T B
2014-09-22
The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so for small ensemble size. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with respect to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz \\'63 and \\'96 models, together with the incompressible Navier-Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier-Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise.
A non-discrete method for computation of residence time in fluid mechanics simulations.
Esmaily-Moghadam, Mahdi; Hsia, Tain-Yen; Marsden, Alison L
2013-11-01
Cardiovascular simulations provide a promising means to predict risk of thrombosis in grafts, devices, and surgical anatomies in adult and pediatric patients. Although the pathways for platelet activation and clot formation are not yet fully understood, recent findings suggest that thrombosis risk is increased in regions of flow recirculation and high residence time (RT). Current approaches for calculating RT are typically based on releasing a finite number of Lagrangian particles into the flow field and calculating RT by tracking their positions. However, special care must be taken to achieve temporal and spatial convergence, often requiring repeated simulations. In this work, we introduce a non-discrete method in which RT is calculated in an Eulerian framework using the advection-diffusion equation. We first present the formulation for calculating residence time in a given region of interest using two alternate definitions. The physical significance and sensitivity of the two measures of RT are discussed and their mathematical relation is established. An extension to a point-wise value is also presented. The methods presented here are then applied in a 2D cavity and two representative clinical scenarios, involving shunt placement for single ventricle heart defects and Kawasaki disease. In the second case study, we explored the relationship between RT and wall shear stress, a parameter of particular importance in cardiovascular disease.
Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems.
Wei, Qinglai; Liu, Derong; Lin, Hanquan
2016-03-01
In this paper, a value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon undiscounted optimal control problems for discrete-time nonlinear systems. The present value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize the algorithm. A novel convergence analysis is developed to guarantee that the iterative value function converges to the optimal performance index function. Initialized by different initial functions, it is proven that the iterative value function will be monotonically nonincreasing, monotonically nondecreasing, or nonmonotonic and will converge to the optimum. In this paper, for the first time, the admissibility properties of the iterative control laws are developed for value iteration algorithms. It is emphasized that new termination criteria are established to guarantee the effectiveness of the iterative control laws. Neural networks are used to approximate the iterative value function and compute the iterative control law, respectively, for facilitating the implementation of the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.
Uniform stability for time-varying infinite-dimensional discrete linear systems
International Nuclear Information System (INIS)
Kubrusly, C.S.
1988-09-01
Stability for time-varying discrete linear systems in a Banach space is investigated. On the one hand, it established a fairly complete collection of necessary and sufficient conditions for uniform asymptotic equistability for input-free systems. This includes uniform and strong power equistability, and uniform and strong l p -equistability, among other technical conditions which also play essential role in stability theory. On other hand, it is shown that uniform asymptotic equistability for input-free systems is equivalent to each of the following concepts of uniform stability for forced systems: l p -input l p -state, c o -input c o -state, bounded-input bounded-state, l p>1 -input bounded-state, c sub (o)-input bounded-state, and convergent-input bounded-state; which are also equivalent to their nonuniform counterparts. For time-varying convergent systems, the above is also equivalent to convergent-input convergent-state stability. The proofs presented here are all ''elementary'' in the sense that they are based essentially only on the Banach-Steinhaus theorem. (autor) [pt
Examining School-Based Bullying Interventions Using Multilevel Discrete Time Hazard Modeling
Wagaman, M. Alex; Geiger, Jennifer Mullins; Bermudez-Parsai, Monica; Hedberg, E. C.
2014-01-01
Although schools have been trying to address bulling by utilizing different approaches that stop or reduce the incidence of bullying, little remains known about what specific intervention strategies are most successful in reducing bullying in the school setting. Using the social-ecological framework, this paper examines school-based disciplinary interventions often used to deliver consequences to deter the reoccurrence of bullying and aggressive behaviors among school-aged children. Data for this study are drawn from the School-Wide Information System (SWIS) with the final analytic sample consisting of 1,221 students in grades K – 12 who received an office disciplinary referral for bullying during the first semester. Using Kaplan-Meier Failure Functions and Multi-level discrete time hazard models, determinants of the probability of a student receiving a second referral over time were examined. Of the seven interventions tested, only Parent-Teacher Conference (AOR=0.65, pbullying and aggressive behaviors. By using a social-ecological framework, schools can develop strategies that deter the reoccurrence of bullying by identifying key factors that enhance a sense of connection between the students’ mesosystems as well as utilizing disciplinary strategies that take into consideration student’s microsystem roles. PMID:22878779
A new look at the robust control of discrete-time Markov jump linear systems
Todorov, M. G.; Fragoso, M. D.
2016-03-01
In this paper, we make a foray in the role played by a set of four operators on the study of robust H2 and mixed H2/H∞ control problems for discrete-time Markov jump linear systems. These operators appear in the study of mean square stability for this class of systems. By means of new linear matrix inequality (LMI) characterisations of controllers, which include slack variables that, to some extent, separate the robustness and performance objectives, we introduce four alternative approaches to the design of controllers which are robustly stabilising and at the same time provide a guaranteed level of H2 performance. Since each operator provides a different degree of conservatism, the results are unified in the form of an iterative LMI technique for designing robust H2 controllers, whose convergence is attained in a finite number of steps. The method yields a new way of computing mixed H2/H∞ controllers, whose conservatism decreases with iteration. Two numerical examples illustrate the applicability of the proposed results for the control of a small unmanned aerial vehicle, and for an underactuated robotic arm.
A discrete-time Bayesian network reliability modeling and analysis framework
International Nuclear Information System (INIS)
Boudali, H.; Dugan, J.B.
2005-01-01
Dependability tools are becoming an indispensable tool for modeling and analyzing (critical) systems. However the growing complexity of such systems calls for increasing sophistication of these tools. Dependability tools need to not only capture the complex dynamic behavior of the system components, but they must be also easy to use, intuitive, and computationally efficient. In general, current tools have a number of shortcomings including lack of modeling power, incapacity to efficiently handle general component failure distributions, and ineffectiveness in solving large models that exhibit complex dependencies between their components. We propose a novel reliability modeling and analysis framework based on the Bayesian network (BN) formalism. The overall approach is to investigate timed Bayesian networks and to find a suitable reliability framework for dynamic systems. We have applied our methodology to two example systems and preliminary results are promising. We have defined a discrete-time BN reliability formalism and demonstrated its capabilities from a modeling and analysis point of view. This research shows that a BN based reliability formalism is a powerful potential solution to modeling and analyzing various kinds of system components behaviors and interactions. Moreover, being based on the BN formalism, the framework is easy to use and intuitive for non-experts, and provides a basis for more advanced and useful analyses such as system diagnosis
REACTIONAL STATES IN MULTIBACILLARY HANSEN DISEASE PATIENTS DURING MULTIDRUG THERAPY
Directory of Open Access Journals (Sweden)
José A.C. NERY
1998-11-01
Full Text Available It is well known that reactions are commonplace occurrences during the course of leprosy disease. Stigmatization may even be attributable to reactions which are also responsible for the worsening of neural lesions. A cohort of 162 newly-diagnosed baciloscopically positive patients from the Leprosy Care Outpatient Clinic of the Oswaldo Cruz Foundation (FIOCRUZ was selected for this study. While 46% of the multibacillary (MB patients submitted to the 24 fixed-dose multidrug therapy (MDT regimen suffered reactions during treatment, it was found that all MBs were susceptible and that constant attention and care were required at all times. Fourteen per cent were classified as BB, 52% as BL, and 33% as LL. None of the variables under study, such as, sex, age, clinical form, length of illness, length of dermatological lesions, baciloscopic index (BI, or degree of disability proved to be associate with reaction among the patients studied. Reversal Reaction (RR occurred in 45%, and Erythema Nodosum Leprosum (ENL occurred in 55%. Among BB patients who developed reactions (15 patients, 93% presented RR; while among the LL patients who developed reactions (34 patients, 91% presented ENL. Likewise, ENL was very frequent among those with disseminate lesions, while RR was most often observed in patients with segmentary lesions. RR was also most likely to occur during the initial months of treatment. It was demonstrated that the recurrence rate of ENL was significantly higher than that of RR. Neither grade of disability nor BI was shown to be associated with RR and ENL reaction. However, the RR rate was significantly higher among patients showing BI 3.Reações são ocorrências comuns no curso da hanseníase e são responsáveis pelo agravamento das lesões neurais. Uma coorte de 162 pacientes recém-diagnosticados, baciloscopicamente positivos, em acompanhamento no Ambulatório de Hanseníase da Fundação Oswaldo Cruz (FIOCRUZ foi selecionada para estudo
General definitions of chaos for continuous and discrete-time processes
Vieru, Andrei
2008-01-01
A precise definition of chaos for discrete processes based on iteration already exists. We shall first reformulate it in a more general frame, taking into account the fact that discrete chaotic behavior is neither necessarily based on iteration nor strictly related to compact metric spaces or to bounded functions. Then we shall apply the central idea of this definition to continuous processes. We shall try to see what chaos is, regardless of the way it is generated.
Persistence versus extinction for a class of discrete-time structured population models.
Jin, Wen; Smith, Hal L; Thieme, Horst R
2016-03-01
We provide sharp conditions distinguishing persistence and extinction for a class of discrete-time dynamical systems on the positive cone of an ordered Banach space generated by a map which is the sum of a positive linear contraction A and a nonlinear perturbation G that is compact and differentiable at zero in the direction of the cone. Such maps arise as year-to-year projections of population age, stage, or size-structure distributions in population biology where typically A has to do with survival and individual development and G captures the effects of reproduction. The threshold distinguishing persistence and extinction is the principal eigenvalue of (II−A)(−1)G'(0) provided by the Krein-Rutman Theorem, and persistence is described in terms of associated eigenfunctionals. Our results significantly extend earlier persistence results of the last two authors which required more restrictive conditions on G. They are illustrated by application of the results to a plant model with a seed bank.
An Augmented Discrete-Time Approach for Human-Robot Collaboration
Directory of Open Access Journals (Sweden)
Peidong Liang
2016-01-01
Full Text Available Human-robot collaboration (HRC is a key feature to distinguish the new generation of robots from conventional robots. Relevant HRC topics have been extensively investigated recently in academic institutes and companies to improve human and robot interactive performance. Generally, human motor control regulates human motion adaptively to the external environment with safety, compliance, stability, and efficiency. Inspired by this, we propose an augmented approach to make a robot understand human motion behaviors based on human kinematics and human postural impedance adaptation. Human kinematics is identified by geometry kinematics approach to map human arm configuration as well as stiffness index controlled by hand gesture to anthropomorphic arm. While human arm postural stiffness is estimated and calibrated within robot empirical stability region, human motion is captured by employing a geometry vector approach based on Kinect. A biomimetic controller in discrete-time is employed to make Baxter robot arm imitate human arm behaviors based on Baxter robot dynamics. An object moving task is implemented to validate the performance of proposed methods based on Baxter robot simulator. Results show that the proposed approach to HRC is intuitive, stable, efficient, and compliant, which may have various applications in human-robot collaboration scenarios.
Chun, Tae Yoon; Lee, Jae Young; Park, Jin Bae; Choi, Yoon Ho
2018-06-01
In this paper, we propose two multirate generalised policy iteration (GPI) algorithms applied to discrete-time linear quadratic regulation problems. The proposed algorithms are extensions of the existing GPI algorithm that consists of the approximate policy evaluation and policy improvement steps. The two proposed schemes, named heuristic dynamic programming (HDP) and dual HDP (DHP), based on multirate GPI, use multi-step estimation (M-step Bellman equation) at the approximate policy evaluation step for estimating the value function and its gradient called costate, respectively. Then, we show that these two methods with the same update horizon can be considered equivalent in the iteration domain. Furthermore, monotonically increasing and decreasing convergences, so called value iteration (VI)-mode and policy iteration (PI)-mode convergences, are proved to hold for the proposed multirate GPIs. Further, general convergence properties in terms of eigenvalues are also studied. The data-driven online implementation methods for the proposed HDP and DHP are demonstrated and finally, we present the results of numerical simulations performed to verify the effectiveness of the proposed methods.
Dynamics of a two-dimensional discrete-time SIS model
Directory of Open Access Journals (Sweden)
Jaime H. Barrera
2012-04-01
Full Text Available We analyze a two-dimensional discrete-time SIS model with a non-constant total population. Our goal is to determine the interaction between the total population, the susceptible class and the infective class, and the implications this may have for the disease dynamics. Utilizing a constant recruitment rate in the susceptible class, it is possible to assume the existence of an asymptotic limiting equation, which enables us to reduce the system of, two-equations into a single, dynamically equivalent equation. In this case, we are able to demonstrate the global stability of the disease-free and the endemic equilibria when the basic reproductive number (Ro is less than one and greater than one, respectively. When we consider a non-constant recruitment rate, the total population bifurcates as we vary the birth rate and the death rate. Using computer simulations, we observe different behavior among the infective class and the total population, and possibly, the occurrence of a strange attractor.
International Nuclear Information System (INIS)
Brianzoni, Serena; Mammana, Cristiana; Michetti, Elisabetta
2012-01-01
Highlights: ► One dimensional piecewise smooth map: border collision bifurcations. ► Numerical simulations: complex dynamics. ► Ves production function in the solow–swan growth model and comparison with the ces production function. - Abstract: We study the dynamics shown by the discrete time neoclassical one-sector growth model with differential savings as in Bohm and Kaas while assuming VES production function in the form given by Revankar . It is shown that the model can exhibit unbounded endogenous growth despite the absence of exogenous technical change and the presence of non-reproducible factors if the elasticity of substitution is greater than one. We then consider parameters range related to non-trivial dynamics (i.e. the elasticity of substitution in less than one and shareholders save more than workers) and we focus on local and global bifurcations causing the transition to more and more complex asymptotic dynamics. In particular, as our map is non-differentiable in a subset of the states space, we show that border collision bifurcations occur. Several numerical simulations support the analysis.
On a random area variable arising in discrete-time queues and compact directed percolation
International Nuclear Information System (INIS)
Kearney, Michael J
2004-01-01
A well-known discrete-time, single-server queueing system with mean arrival rate λ and mean departure rate μ is considered from the perspective of the area, A, swept out by the queue occupation process during a busy period. We determine the exact form of the tail of the distribution, Pr(A > x); in particular, we show that Pr(A > x) ∼ Cx -1/4 exp(-Dx 1/2 ) for all ρ ≠ 1, where ρ ≡ λ/μ, and expressions for C and D are given. For the critical case ρ = 1 we show that Pr(A > x) ∼ C'x -1/3 , with C' also given. A simple mapping, used in the derivation, establishes a connection with compact directed percolation on a square lattice. As a corollary, therefore, we are also able to specify the large-area asymptotic behaviour of this model at all points in the phase diagram. This extends previous scaling results, which are only valid close to the percolation threshold
Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games.
Wei, Qinglai; Liu, Derong; Lin, Qiao; Song, Ruizhuo
2018-04-01
In this paper, a novel adaptive dynamic programming (ADP) algorithm, called "iterative zero-sum ADP algorithm," is developed to solve infinite-horizon discrete-time two-player zero-sum games of nonlinear systems. The present iterative zero-sum ADP algorithm permits arbitrary positive semidefinite functions to initialize the upper and lower iterations. A novel convergence analysis is developed to guarantee the upper and lower iterative value functions to converge to the upper and lower optimums, respectively. When the saddle-point equilibrium exists, it is emphasized that both the upper and lower iterative value functions are proved to converge to the optimal solution of the zero-sum game, where the existence criteria of the saddle-point equilibrium are not required. If the saddle-point equilibrium does not exist, the upper and lower optimal performance index functions are obtained, respectively, where the upper and lower performance index functions are proved to be not equivalent. Finally, simulation results and comparisons are shown to illustrate the performance of the present method.
Actor-critic-based optimal tracking for partially unknown nonlinear discrete-time systems.
Kiumarsi, Bahare; Lewis, Frank L
2015-01-01
This paper presents a partially model-free adaptive optimal control solution to the deterministic nonlinear discrete-time (DT) tracking control problem in the presence of input constraints. The tracking error dynamics and reference trajectory dynamics are first combined to form an augmented system. Then, a new discounted performance function based on the augmented system is presented for the optimal nonlinear tracking problem. In contrast to the standard solution, which finds the feedforward and feedback terms of the control input separately, the minimization of the proposed discounted performance function gives both feedback and feedforward parts of the control input simultaneously. This enables us to encode the input constraints into the optimization problem using a nonquadratic performance function. The DT tracking Bellman equation and tracking Hamilton-Jacobi-Bellman (HJB) are derived. An actor-critic-based reinforcement learning algorithm is used to learn the solution to the tracking HJB equation online without requiring knowledge of the system drift dynamics. That is, two neural networks (NNs), namely, actor NN and critic NN, are tuned online and simultaneously to generate the optimal bounded control policy. A simulation example is given to show the effectiveness of the proposed method.
Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data
Directory of Open Access Journals (Sweden)
Silvia de Haan-Rietdijk
2017-10-01
Full Text Available The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals within a day are deliberately varied, and measurement continues over several days. This poses a problem for discrete-time (DT modeling approaches, which are based on the assumption that all measurements are equally spaced. Nevertheless, DT approaches such as (vector autoregressive modeling are often used to analyze ESM data, for instance in the context of affective dynamics research. There are equivalent continuous-time (CT models, but they are more difficult to implement. In this paper we take a pragmatic approach and evaluate the practical relevance of the violated model assumption in DT AR(1 and VAR(1 models, for the N = 1 case. We use simulated data under an ESM measurement design to investigate the bias in the parameters of interest under four different model implementations, ranging from the true CT model that accounts for all the exact measurement times, to the crudest possible DT model implementation, where even the nighttime is treated as a regular interval. An analysis of empirical affect data illustrates how the differences between DT and CT modeling can play out in practice. We find that the size and the direction of the bias in DT (VAR models for unequally spaced ESM data depend quite strongly on the true parameter in addition to data characteristics. Our recommendation is to use CT modeling whenever possible, especially now that new software implementations have become available.
Jiang, Guangli; Liu, Leibo; Zhu, Wenping; Yin, Shouyi; Wei, Shaojun
2015-09-04
This paper proposes a real-time feature extraction VLSI architecture for high-resolution images based on the accelerated KAZE algorithm. Firstly, a new system architecture is proposed. It increases the system throughput, provides flexibility in image resolution, and offers trade-offs between speed and scaling robustness. The architecture consists of a two-dimensional pipeline array that fully utilizes computational similarities in octaves. Secondly, a substructure (block-serial discrete-time cellular neural network) that can realize a nonlinear filter is proposed. This structure decreases the memory demand through the removal of data dependency. Thirdly, a hardware-friendly descriptor is introduced in order to overcome the hardware design bottleneck through the polar sample pattern; a simplified method to realize rotation invariance is also presented. Finally, the proposed architecture is designed in TSMC 65 nm CMOS technology. The experimental results show a performance of 127 fps in full HD resolution at 200 MHz frequency. The peak performance reaches 181 GOPS and the throughput is double the speed of other state-of-the-art architectures.
Directory of Open Access Journals (Sweden)
Guangli Jiang
2015-09-01
Full Text Available This paper proposes a real-time feature extraction VLSI architecture for high-resolution images based on the accelerated KAZE algorithm. Firstly, a new system architecture is proposed. It increases the system throughput, provides flexibility in image resolution, and offers trade-offs between speed and scaling robustness. The architecture consists of a two-dimensional pipeline array that fully utilizes computational similarities in octaves. Secondly, a substructure (block-serial discrete-time cellular neural network that can realize a nonlinear filter is proposed. This structure decreases the memory demand through the removal of data dependency. Thirdly, a hardware-friendly descriptor is introduced in order to overcome the hardware design bottleneck through the polar sample pattern; a simplified method to realize rotation invariance is also presented. Finally, the proposed architecture is designed in TSMC 65 nm CMOS technology. The experimental results show a performance of 127 fps in full HD resolution at 200 MHz frequency. The peak performance reaches 181 GOPS and the throughput is double the speed of other state-of-the-art architectures.
Takizawa, Kenji; Tezduyar, Tayfun E.; Otoguro, Yuto
2018-04-01
Stabilized methods, which have been very common in flow computations for many years, typically involve stabilization parameters, and discontinuity-capturing (DC) parameters if the method is supplemented with a DC term. Various well-performing stabilization and DC parameters have been introduced for stabilized space-time (ST) computational methods in the context of the advection-diffusion equation and the Navier-Stokes equations of incompressible and compressible flows. These parameters were all originally intended for finite element discretization but quite often used also for isogeometric discretization. The stabilization and DC parameters we present here for ST computations are in the context of the advection-diffusion equation and the Navier-Stokes equations of incompressible flows, target isogeometric discretization, and are also applicable to finite element discretization. The parameters are based on a direction-dependent element length expression. The expression is outcome of an easy to understand derivation. The key components of the derivation are mapping the direction vector from the physical ST element to the parent ST element, accounting for the discretization spacing along each of the parametric coordinates, and mapping what we have in the parent element back to the physical element. The test computations we present for pure-advection cases show that the parameters proposed result in good solution profiles.
Directory of Open Access Journals (Sweden)
V. Gontar
1997-01-01
Full Text Available A new theoretical foundation for the discrete dynamics of physicochemical systems is presented. Based on the analogy between the π-theorem of the theory of dimensionality, the second law of thermodynamics and the stoichiometry of complex physicochemical reactions, basic dynamic equations and an extreme principle were formulated. The meaning of discrete time and space in the proposed equations is discussed. Some results of numerical calculations are presented to demonstrate the potential of the proposed approach to the mathematical simulation of spatiotemporal physicochemical reaction dynamics.
A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects
DEFF Research Database (Denmark)
Bollerslev, Tim; Kretschmer, Uta; Pigorsch, Christian
We develop an empirically highly accurate discrete-time daily stochastic volatility model that explicitly distinguishes between the jump and continuoustime components of price movements using nonparametric realized variation and Bipower variation measures constructed from high-frequency intraday...... dependencies inherent in the high-frequency intraday data....
Suris, Yuri B.
1997-01-01
A fairly complete list of Toda-like integrable lattice systems, both in the continuous and discrete time, is given. For each system the Newtonian, Lagrangian and Hamiltonian formulations are presented, as well as the 2x2 Lax representation and r-matrix structure. The material is given in the "no comment" style, in particular, all proofs are omitted.
International Nuclear Information System (INIS)
Merdan, H.; Duman, O.
2009-01-01
This paper presents the stability analysis of equilibrium points of a general discrete-time population dynamics involving predation with and without Allee effects which occur at low population density. The mathematical analysis and numerical simulations show that the Allee effect has a stabilizing role on the local stability of the positive equilibrium points of this model.
Analysis and Design of a High-Order Discrete-Time Passive IIR Low-Pass Filter
Tohidian, M.; Madadi, I.; Staszewski, R.B.
2014-01-01
In this paper, we propose a discrete-time IIR low-pass filter that achieves a high-order of filtering through a charge-sharing rotation. Its sampling rate is then multiplied through pipelining. The first stage of the filter can operate in either a voltage-sampling or charge-sampling mode. It uses
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
International Nuclear Information System (INIS)
Kelly, D T B; Stuart, A M; Law, K J H
2014-01-01
The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so for small ensemble size. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with respect to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz '63 and '96 models, together with the incompressible Navier–Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier–Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise. (paper)
Financial Distress Prediction Using Discrete-time Hazard Model and Rating Transition Matrix Approach
Tsai, Bi-Huei; Chang, Chih-Huei
2009-08-01
Previous studies used constant cut-off indicator to distinguish distressed firms from non-distressed ones in the one-stage prediction models. However, distressed cut-off indicator must shift according to economic prosperity, rather than remains fixed all the time. This study focuses on Taiwanese listed firms and develops financial distress prediction models based upon the two-stage method. First, this study employs the firm-specific financial ratio and market factors to measure the probability of financial distress based on the discrete-time hazard models. Second, this paper further focuses on macroeconomic factors and applies rating transition matrix approach to determine the distressed cut-off indicator. The prediction models are developed by using the training sample from 1987 to 2004, and their levels of accuracy are compared with the test sample from 2005 to 2007. As for the one-stage prediction model, the model in incorporation with macroeconomic factors does not perform better than that without macroeconomic factors. This suggests that the accuracy is not improved for one-stage models which pool the firm-specific and macroeconomic factors together. In regards to the two stage models, the negative credit cycle index implies the worse economic status during the test period, so the distressed cut-off point is adjusted to increase based on such negative credit cycle index. After the two-stage models employ such adjusted cut-off point to discriminate the distressed firms from non-distressed ones, their error of misclassification becomes lower than that of one-stage ones. The two-stage models presented in this paper have incremental usefulness in predicting financial distress.
On the Two-Moment Approximation of the Discrete-Time GI/G/1 Queue with a Single Vacation
Directory of Open Access Journals (Sweden)
Doo Ho Lee
2016-01-01
Full Text Available We consider a discrete-time GI/G/1 queue in which the server takes exactly one vacation each time the system becomes empty. The interarrival times of arriving customers, the service times, and the vacation times are all generic discrete random variables. Under our study, we derive an exact transform-free expression for the stationary system size distribution through the modified supplementary variable technique. Utilizing obtained results, we introduce a simple two-moment approximation for the system size distribution. From this, approximations for the mean system size along with the system size distribution could be obtained. Finally, some numerical examples are given to validate the proposed approximation method.
Imunologia da hanseníase Immunology of leprosy
Directory of Open Access Journals (Sweden)
Vanessa Amaral Mendonça
2008-08-01
Full Text Available A hanseníase é doença crônica infecciosa que se caracteriza por apresentar formas clínicas contrastantes, que são dependentes da interação do bacilo com a resposta imune do hospedeiro. O estudo dos processos imunológicos torna-se fundamental para o entendimento dos mecanismos envolvidos na apresentação e no desenvolvimento da doença. Neste artigo, é revisada a imunopatogênese da hanseníase.Leprosy is a chronic infectious disease characterized by contrasting clinical forms that are dependent on the interactions between the bacillus and the host immune response. Thus, the study of the immunological process is extremely relevant for the comprehension of the mechanisms involved in leprosy presentation and development. In this paper, the immunopathogenesis of leprosy is reviewed.
Directory of Open Access Journals (Sweden)
Katia V. de O. Feliciano
1997-02-01
Full Text Available O presente artigo descreve um estudo realizado no Recife, Brasil, entre novembro de 1993 e julho de 1994, com a finalidade de explorar as opiniões dos membros da rede social (por exemplo, familiares, amigos e vizinhos de portadores de hanseníase na avaliação, interpretação e manejo das manifestações corporais da doença na trajetória que levou ao diagnóstico. A amostra constou de 93 membros da rede social, com idade entre 20 e 70 anos, que apoiaram o curso de ação de 83 pacientes diagnosticados no período do estudo. A análise buscou detectar variáveis capazes de discriminar os membros da rede de apoio dos pacientes de hanseníase classificados como casos (presença de incapacidades ou lesões precursoras de incapacidades ou controles. O estudo evidenciou a escassez de informações sobre a transmissão da hanseníase e revelou um quadro transicional onde se confrontam expectativa de cura e uma visão estigmatizante das conseqüências da doença. Apenas uma quarta parte dos sujeitos do estudo suspeitou, antes do diagnóstico, que o paciente era portador de hanseníase, o que sugere baixa percepção do risco representado pela doença e reforça a concepção da invisibilidade das suas manifestações corporais. Os resultados mostram um perfil de percepção e manejo da hanseníase que pode facilitar a propagação da doença e a instalação ou agravamento das suas conseqüências físicas e sociais.This article describes a study done in Recife, Brazil, between November 1993 and July 1994 to explore the opinions of the members of the social network (for example, family members, friends, and neighbors of carriers of Hansen's disease regarding their estimation, interpretation, and management of physical manifestations of the disease in the time leading up to diagnosis. The sample consisted of 93 members of the social network, ranging in age between 20 and 70 years, who supported the course of action of 83 patients diagnosed in the
TDTORT: Time-Dependent, 3-D, Discrete Ordinates, Neutron Transport Code System with Delayed Neutrons
International Nuclear Information System (INIS)
2002-01-01
1 - Description of program or function: TDTORT solves the time-dependent, three-dimensional neutron transport equation with explicit representation of delayed neutrons to estimate the fission yield from fissionable material transients. This release includes a modified version of TORT from the C00650MFMWS01 DOORS3.1 code package plus the time-dependent TDTORT code. GIP is also included for cross-section preparation. TORT calculates the flux or fluence of particles due to particles incident upon the system from extraneous sources or generated internally as a result of interaction with the system in two- or three-dimensional geometric systems. The principle application is to the deep-penetration transport of neutrons and photons. Reactor eigenvalue problems can also be solved. Numerous printed edits of the results are available, and results can be transferred to output files for subsequent analysis. TDTORT reads ANISN-format cross-section libraries, which are not included in the package. Users may choose from several available in RSICC's data library collection which can be identified by the keyword 'ANISN FORMAT'. 2 - Methods:The time-dependent spatial flux is expressed as a product of a space-, energy-, and angle-dependent shape function, which is usually slowly varying in time and a purely time-dependent amplitude function. The shape equation is solved for the shape using TORT; and the result is used to calculate the point kinetics parameters (e.g., reactivity) by using their inner product definitions, which are then used to solve the time-dependent amplitude and precursor equations. The amplitude function is calculated by solving the kinetics equations using the LSODE solver. When a new shape calculation is needed, the flux is calculated using the newly computed amplitude function. The Boltzmann transport equation is solved using the method of discrete ordinates to treat the directional variable and weighted finite-difference methods, in addition to Linear Nodal
International Nuclear Information System (INIS)
Lee, T.D.
1985-01-01
This paper reviews the role of time throughout all phases of mechanics: classical mechanics, non-relativistic quantum mechanics, and relativistic quantum theory. As an example of the relativistic quantum field theory, the case of a massless scalar field interacting with an arbitrary external current is discussed. The comparison between the new discrete theory and the usual continuum formalism is presented. An example is given of a two-dimensional random lattice and its duel. The author notes that there is no evidence that the discrete mechanics is more appropriate than the usual continuum mechanics
Discrete vapour cavity model with improved timing of opening and collapse of cavities
Bergant, A.; Tijsseling, A.S.; Vítkovský, J.P.; Simpson, A.R.; Lambert, M.F.
2007-01-01
Transient vaporous cavitation occurs in hydraulic piping systems when the liquid pressure falls to the vapour pressure. Cavitation may occur as a localized vapour cavity (large void fraction) or as distributed vaporous cavitation (small void fraction). The discrete vapour cavity model (DVCM) with
International Nuclear Information System (INIS)
D'Oliveira, A.B.; Amorim, E.S. do; Galvao, O.B.
1981-03-01
Double differential cross sections for thermal neutrons, based on incoherent approximation, using continum distribution as discrete frequency set are theoretically estimated, regarding two models previously done. The FASTT computer program is used in order to obtain a numerical estimation. (L.C.) [pt
Lismawati, Eka; Respatiwulan; Widyaningsih, Purnami
2017-06-01
The SIS epidemic model describes the pattern of disease spread with characteristics that recovered individuals can be infected more than once. The number of susceptible and infected individuals every time follows the discrete time Markov process. It can be represented by the discrete time Markov chains (DTMC) SIS. The DTMC SIS epidemic model can be developed for two pathogens in two patches. The aims of this paper are to reconstruct and to apply the DTMC SIS epidemic model with two pathogens in two patches. The model was presented as transition probabilities. The application of the model obtain that the number of susceptible individuals decreases while the number of infected individuals increases for each pathogen in each patch.
Almeida, P.M.; Barbosa, P.G.; Duarte, J.L.; Ribeiro, P.F.
2017-01-01
This paper presents a novel comprehensive discrete-time model of a three-phase single stage grid-connected photovoltaic generation system. The detailed model is carried out on synchronous reference frame. It is shown that both converter's AC and DC-side discrete time model differs from the
Directory of Open Access Journals (Sweden)
Christopher D Hudson
Full Text Available The ever-growing volume of data routinely collected and stored in everyday life presents researchers with a number of opportunities to gain insight and make predictions. This study aimed to demonstrate the usefulness in a specific clinical context of a simulation-based technique called probabilistic sensitivity analysis (PSA in interpreting the results of a discrete time survival model based on a large dataset of routinely collected dairy herd management data. Data from 12,515 dairy cows (from 39 herds were used to construct a multilevel discrete time survival model in which the outcome was the probability of a cow becoming pregnant during a given two day period of risk, and presence or absence of a recorded lameness event during various time frames relative to the risk period amongst the potential explanatory variables. A separate simulation model was then constructed to evaluate the wider clinical implications of the model results (i.e. the potential for a herd's incidence rate of lameness to influence its overall reproductive performance using PSA. Although the discrete time survival analysis revealed some relatively large associations between lameness events and risk of pregnancy (for example, occurrence of a lameness case within 14 days of a risk period was associated with a 25% reduction in the risk of the cow becoming pregnant during that risk period, PSA revealed that, when viewed in the context of a realistic clinical situation, a herd's lameness incidence rate is highly unlikely to influence its overall reproductive performance to a meaningful extent in the vast majority of situations. Construction of a simulation model within a PSA framework proved to be a very useful additional step to aid contextualisation of the results from a discrete time survival model, especially where the research is designed to guide on-farm management decisions at population (i.e. herd rather than individual level.
Directory of Open Access Journals (Sweden)
Zongyan Li
2016-01-01
Full Text Available This paper describes an improved global harmony search (IGHS algorithm for identifying the nonlinear discrete-time systems based on second-order Volterra model. The IGHS is an improved version of the novel global harmony search (NGHS algorithm, and it makes two significant improvements on the NGHS. First, the genetic mutation operation is modified by combining normal distribution and Cauchy distribution, which enables the IGHS to fully explore and exploit the solution space. Second, an opposition-based learning (OBL is introduced and modified to improve the quality of harmony vectors. The IGHS algorithm is implemented on two numerical examples, and they are nonlinear discrete-time rational system and the real heat exchanger, respectively. The results of the IGHS are compared with those of the other three methods, and it has been verified to be more effective than the other three methods on solving the above two problems with different input signals and system memory sizes.
Directory of Open Access Journals (Sweden)
Huaiqin Wu
2012-01-01
Full Text Available By combing the theories of the switched systems and the interval neural networks, the mathematics model of the switched interval neural networks with discrete and distributed time-varying delays of neural type is presented. A set of the interval parameter uncertainty neural networks with discrete and distributed time-varying delays of neural type are used as the individual subsystem, and an arbitrary switching rule is assumed to coordinate the switching between these networks. By applying the augmented Lyapunov-Krasovskii functional approach and linear matrix inequality (LMI techniques, a delay-dependent criterion is achieved to ensure to such switched interval neural networks to be globally asymptotically robustly stable in terms of LMIs. The unknown gain matrix is determined by solving this delay-dependent LMIs. Finally, an illustrative example is given to demonstrate the validity of the theoretical results.
Energy Technology Data Exchange (ETDEWEB)
Shorikov, A. F. [Ural Federal University, 19 S. Mira, Ekaterinburg, 620002, Russia and Institute of Mathematics and Mechanics, Ural Division of Russian Academy of Sciences, 16 S. Kovalevskaya, Ekaterinburg, 620990 (Russian Federation)
2014-11-18
We consider a discrete-time dynamical system consisting of three controllable objects. The motions of all objects are given by the corresponding vector linear or convex discrete-time recurrent vector relations, and control system for its has two levels: basic (first or I level) that is dominating and subordinate level (second or II level) and both have different criterions of functioning and united a priori by determined informational and control connections defined in advance. For the dynamical system in question, we propose a mathematical formalization in the form of solving a multistep problem of two-level hierarchical minimax program control over the terminal approach process with incomplete information and give a general scheme for its solution.
International Nuclear Information System (INIS)
Frank, T D; Mongkolsakulvong, S
2015-01-01
In a previous study strongly nonlinear autoregressive (SNAR) models have been introduced as a generalization of the widely-used time-discrete autoregressive models that are known to apply both to Markov and non-Markovian systems. In contrast to conventional autoregressive models, SNAR models depend on process mean values. So far, only linear dependences have been studied. We consider the case in which process mean values can have a nonlinear impact on the processes under consideration. It is shown that such models describe Markov and non-Markovian many-body systems with mean field forces that exhibit a nonlinear impact on single subsystems. We exemplify that such nonlinear dependences can describe order-disorder phase transitions of time-discrete Markovian and non-Markovian many-body systems. The relevant order parameter equations are derived and issues of stability and stationarity are studied. (paper)
Directory of Open Access Journals (Sweden)
Yolanda Vidal
2015-05-01
Full Text Available This paper develops a fault diagnosis (FD and fault-tolerant control (FTC of pitch actuators in wind turbines. This is accomplished by combining a disturbance compensator with a controller, both of which are formulated in the discrete time domain. The disturbance compensator has a dual purpose: to estimate the actuator fault (which is used by the FD algorithm and to design the discrete time controller to obtain an FTC. That is, the pitch actuator faults are estimated, and then, the pitch control laws are appropriately modified to achieve an FTC with a comparable behavior to the fault-free case. The performance of the FD and FTC schemes is tested in simulations with the aero-elastic code FAST.
International Nuclear Information System (INIS)
Zhou Tiejun; Liu Yuehua; Li Xiaoping; Liu Yirong
2009-01-01
The discrete-time bidirectional associative memory neural network with periodic coefficients and infinite delays is studied. And not by employing the continuation theorem of coincidence degree theory as other literatures, but by constructing suitable Liapunov function, using fixed point theorem and some analysis techniques, a sufficient criterion is obtained which ensures the existence and global exponential stability of periodic solution for the type of discrete-time BAM neural network. The obtained result is less restrictive to the BAM neural networks than previously known criteria. Furthermore, it can be applied to the BAM neural network which signal transfer functions are neither bounded nor differentiable. In addition, an example and its numerical simulation are given to illustrate the effectiveness of the obtained result
Bastiaans, M.J.
1995-01-01
Gabor's expansion of a signal into a discrete set of shifted and modulated versions of an elementary signal is introduced and its relation to sampling of the sliding-window spectrum is shown. It is shown how Gabor's expansion coefficients can be found as samples of the sliding-window spectrum, where
Three-dimensional discrete-time Lotka-Volterra models with an application to industrial clusters
Bischi, G. I.; Tramontana, F.
2010-10-01
We consider a three-dimensional discrete dynamical system that describes an application to economics of a generalization of the Lotka-Volterra prey-predator model. The dynamic model proposed is used to describe the interactions among industrial clusters (or districts), following a suggestion given by [23]. After studying some local and global properties and bifurcations in bidimensional Lotka-Volterra maps, by numerical explorations we show how some of them can be extended to their three-dimensional counterparts, even if their analytic and geometric characterization becomes much more difficult and challenging. We also show a global bifurcation of the three-dimensional system that has no two-dimensional analogue. Besides the particular economic application considered, the study of the discrete version of Lotka-Volterra dynamical systems turns out to be a quite rich and interesting topic by itself, i.e. from a purely mathematical point of view.
Finite approximations in discrete-time stochastic control quantized models and asymptotic optimality
Saldi, Naci; Yüksel, Serdar
2018-01-01
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original mo...
Masuyama, Hiroyuki
2014-01-01
In this paper we study the augmented truncation of discrete-time block-monotone Markov chains under geometric drift conditions. We first present a bound for the total variation distance between the stationary distributions of an original Markov chain and its augmented truncation. We also obtain such error bounds for more general cases, where an original Markov chain itself is not necessarily block monotone but is blockwise dominated by a block-monotone Markov chain. Finally,...
Heston, Steven L.; Nandi, Saikat
1999-01-01
This paper develops a discrete-time two-factor model of interest rates with analytical solutions for bonds and many interest rate derivatives when the volatility of the short rate follows a GARCH process that can be correlated with the level of the short rate itself. Besides bond and bond futures, the model yields analytical solutions for prices of European options on discount bonds (and futures) as well as other interest rate derivatives such as caps, floors, average rate options, yield curv...
Energy Technology Data Exchange (ETDEWEB)
Vanderbei, Robert J., E-mail: rvdb@princeton.edu [Princeton University, Department of Operations Research and Financial Engineering (United States); P Latin-Small-Letter-Dotless-I nar, Mustafa C., E-mail: mustafap@bilkent.edu.tr [Bilkent University, Department of Industrial Engineering (Turkey); Bozkaya, Efe B. [Sabanc Latin-Small-Letter-Dotless-I University, Faculty of Administrative Sciences (Turkey)
2013-02-15
An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.
International Nuclear Information System (INIS)
Vanderbei, Robert J.; Pınar, Mustafa Ç.; Bozkaya, Efe B.
2013-01-01
An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.
Directory of Open Access Journals (Sweden)
Sung Soo Kim
2016-02-01
Full Text Available We consider a discrete-time dependent Sparre Andersen risk model which incorporates multiple threshold levels characterizing an insurer’s minimal capital requirement, dividend paying situations, and external financial activities. We focus on the development of a recursive computational procedure to calculate the finite-time ruin probabilities and expected total discounted dividends paid prior to ruin associated with this model. We investigate several numerical examples and make some observations concerning the impact our threshold levels have on the finite-time ruin probabilities and expected total discounted dividends paid prior to ruin.
International Nuclear Information System (INIS)
Seke, J.; Adam, G.; Soldatov, A.V.; Bogolubov, N.N.
2002-01-01
Full text: The dynamics of a discretized atom-field interaction model with a physically relevant form factor is analyzed. It is shown that after some short time interval only a small fraction of eigenvalues and eigenstates (belonging to the close vicinity of the excited atomic state energy E=ω 0 /2) contributes to the nondecay probability amplitudes in the long-time regime, whereas the contribution of all other eigenstates and eigenvalues is negligible. Nevertheless, to describe correctly the non-Markovian dynamics in the short-time regime the contribution of all eigenstates and eigenvalues must be taken into account. (author)
The effects of host-feeding on stability of discrete-time host-parasitoid population dynamic models.
Emerick, Brooks; Singh, Abhyudai
2016-02-01
Discrete-time models are the traditional approach for capturing population dynamics of a host-parasitoid system. Recent work has introduced a semi-discrete framework for obtaining model update functions that connect host-parasitoid population levels from year-to-year. In particular, this framework uses differential equations to describe the host-parasitoid interaction during the time of year when they come in contact, allowing specific behaviors to be mechanistically incorporated. We use the semi-discrete approach to study the effects of host-feeding, which occurs when a parasitoid consumes a potential host larva without ovipositing. We find that host-feeding by itself cannot stabilize the system, and both populations exhibit behavior similar to the Nicholson-Bailey model. However, when combined with stabilizing mechanisms such as density-dependent host mortality, host-feeding contracts the region of parameter space that allows for a stable host-parasitoid equilibrium. In contrast, when combined with a density-dependent parasitoid attack rate, host-feeding expands the non-zero equilibrium stability region. Our results show that host-feeding causes inefficiency in the parasitoid population, which yields a higher population of hosts per generation. This suggests that host-feeding may have limited long-term impact in terms of suppressing host levels for biological control applications. Copyright © 2015 Elsevier Inc. All rights reserved.
International Nuclear Information System (INIS)
Karaoglu, Esra; Merdan, Huseyin
2014-01-01
Highlights: • A ratio-dependent predator–prey system involving two discrete maturation time delays is studied. • Hopf bifurcations are analyzed by choosing delay parameters as bifurcation parameters. • When a delay parameter passes through a critical value, Hopf bifurcations occur. • The direction of bifurcation, the period and the stability of periodic solution are also obtained. - Abstract: In this paper we give a detailed Hopf bifurcation analysis of a ratio-dependent predator–prey system involving two different discrete delays. By analyzing the characteristic equation associated with the model, its linear stability is investigated. Choosing delay terms as bifurcation parameters the existence of Hopf bifurcations is demonstrated. Stability of the bifurcating periodic solutions is determined by using the center manifold theorem and the normal form theory introduced by Hassard et al. Furthermore, some of the bifurcation properties including direction, stability and period are given. Finally, theoretical results are supported by some numerical simulations
Directory of Open Access Journals (Sweden)
H. O. Bakodah
2013-01-01
Full Text Available A method of lines approach to the numerical solution of nonlinear wave equations typified by the regularized long wave (RLW is presented. The method developed uses a finite differences discretization to the space. Solution of the resulting system was obtained by applying fourth Runge-Kutta time discretization method. Using Von Neumann stability analysis, it is shown that the proposed method is marginally stable. To test the accuracy of the method some numerical experiments on test problems are presented. Test problems including solitary wave motion, two-solitary wave interaction, and the temporal evaluation of a Maxwellian initial pulse are studied. The accuracy of the present method is tested with and error norms and the conservation properties of mass, energy, and momentum under the RLW equation.
Disease-induced mortality in density-dependent discrete-time S-I-S epidemic models.
Franke, John E; Yakubu, Abdul-Aziz
2008-12-01
The dynamics of simple discrete-time epidemic models without disease-induced mortality are typically characterized by global transcritical bifurcation. We prove that in corresponding models with disease-induced mortality a tiny number of infectious individuals can drive an otherwise persistent population to extinction. Our model with disease-induced mortality supports multiple attractors. In addition, we use a Ricker recruitment function in an SIS model and obtained a three component discrete Hopf (Neimark-Sacker) cycle attractor coexisting with a fixed point attractor. The basin boundaries of the coexisting attractors are fractal in nature, and the example exhibits sensitive dependence of the long-term disease dynamics on initial conditions. Furthermore, we show that in contrast to corresponding models without disease-induced mortality, the disease-free state dynamics do not drive the disease dynamics.
Hansen solubility parameters for a carbon fiber/epoxy composite
DEFF Research Database (Denmark)
Launay, Helene; Hansen, Charles M.; Almdal, Kristoffer
2007-01-01
In this study, the physical affinity between an epoxy matrix and oxidized, unsized carbon fibers has been evaluated using Hansen solubility (cohesion) parameters (HSP). A strong physical compatibility has been shown, since their respective HSP are close. The use of a glassy carbon substrate...... as a model for unsized carbon fiber has been demonstrated as appropriate for the study of interactions between the materials in composite carbon fiber-epoxy systems. The HSP of glassy carbon are similar to those of carbon fibers and epoxy matrix. (C) 2007 Elsevier Ltd. All rights reserved....
Kouramas, K.I.; Faí sca, N.P.; Panos, C.; Pistikopoulos, E.N.
2011-01-01
This work presents a new algorithm for solving the explicit/multi- parametric model predictive control (or mp-MPC) problem for linear, time-invariant discrete-time systems, based on dynamic programming and multi-parametric programming techniques
Enhanced Discrete-Time Scheduler Engine for MBMS E-UMTS System Level Simulator
DEFF Research Database (Denmark)
Pratas, Nuno; Rodrigues, António
2007-01-01
In this paper the design of an E-UMTS system level simulator developed for the study of optimization methods for the MBMS is presented. The simulator uses a discrete event based philosophy, which captures the dynamic behavior of the Radio Network System. This dynamic behavior includes the user...... mobility, radio interfaces and the Radio Access Network. Its given emphasis on the enhancements developed for the simulator core, the Event Scheduler Engine. Two implementations for the Event Scheduler Engine are proposed, one optimized for single core processors and other for multi-core ones....
An improved harmony search algorithm for synchronization of discrete-time chaotic systems
International Nuclear Information System (INIS)
Santos Coelho, Leandro dos; Andrade Bernert, Diego Luis de
2009-01-01
The harmony search (HS) algorithm is a recently developed meta-heuristic algorithm, and has been very successful in a wide variety of optimization problems. HS was conceptualized using an analogy with music improvisation process where music players improvise the pitches of their instruments to obtain better harmony. The HS algorithm does not require initial values and uses a random search instead of a gradient search, so derivative information is unnecessary. Furthermore, the HS algorithm is simple in concept, few in parameters, easy in implementation, imposes fewer mathematical requirements, and does not require initial value settings of the decision variables. In recent years, the investigation of synchronization and control problem for discrete chaotic systems has attracted much attention, and many possible applications. The tuning of a proportional-integral-derivative (PID) controller based on an improved HS (IHS) algorithm for synchronization of two identical discrete chaotic systems subject the different initial conditions is investigated in this paper. Simulation results of the IHS to determine the PID parameters to synchronization of two Henon chaotic systems are compared with other HS approaches including classical HS and global-best HS. Numerical results reveal that the proposed IHS method is a powerful search and controller design optimization tool for synchronization of chaotic systems.
Zakary, Omar; Rachik, Mostafa; Elmouki, Ilias
2017-08-01
First, we devise in this paper, a multi-regions discrete-time model which describes the spatial-temporal spread of an epidemic which starts from one region and enters to regions which are connected with their neighbors by any kind of anthropological movement. We suppose homogeneous Susceptible-Infected-Removed (SIR) populations, and we consider in our simulations, a grid of colored cells, which represents the whole domain affected by the epidemic while each cell can represent a sub-domain or region. Second, in order to minimize the number of infected individuals in one region, we propose an optimal control approach based on a travel-blocking vicinity strategy which aims to control only one cell by restricting movements of infected people coming from all neighboring cells. Thus, we show the influence of the optimal control approach on the controlled cell. We should also note that the cellular modeling approach we propose here, can also describes infection dynamics of regions which are not necessarily attached one to an other, even if no empty space can be viewed between cells. The theoretical method we follow for the characterization of the travel-locking optimal controls, is based on a discrete version of Pontryagin's maximum principle while the numerical approach applied to the multi-points boundary value problems we obtain here, is based on discrete progressive-regressive iterative schemes. We illustrate our modeling and control approaches by giving an example of 100 regions.
Podometry: a critical evaluation of its use in Hansen's disease
Directory of Open Access Journals (Sweden)
Júlia Maria D'Andréa Greve
Full Text Available The aim of this paper is to evaluate the effectiveness of podometry to measure the pressure developed over the feet and the value of these findings to help in the prevention of the plantar neuropathic ulcer in patients bearing Hansen's disease. We evaluated 13 patients with impaired plantar pain and touch sensations and 17 normal patients. All the patients were submitted to static evaluation using the podometer. The system employed was the "Midcapteur" commercial podometer composed of a platform for acquisition of analogic data capable of registering the segmental pressures applied to the feet. These data are read by a 386 IBM/PC compatible computer that registers the graphic patterns obtained from the pressures developed and also calculates the modes of pressure distribution in the four quadrants of the foot. These data obtained by means of static podometry were compared to the clinical evaluation of pain and touch sensation of the feet in hansenian patients. The results demonstrate that podometery is an efficient method for evaluating the pressure in impaired feet in Hansen's disease and is a progression of neuropathic ulcer; it is sensitive in the identification of the spots of increased pressure in anesthetic and anomalous areas, asymmetries and in correlating the presence of ulcers with increased pressure.
Herzog, W; Schellberg, D; Deter, H C
1997-02-01
The results of a 12-year follow-up study of occurrence and timing of first recovery in 69 hospitalized patients with severe anorexia nervosa (AN) are presented. For the first time discrete-time survival analysis methods were used to determine the likelihood of recovery in AN patients. Furthermore, predictors gleaned from pretreatment-posttreatment studies of long-term outcome in AN could be evaluated as to their effect on a change in the time course structure of the likelihood of first recovery. Results show that AN condition did not improve until after 6 years after the first inpatient treatment in 50% of patients. However, a restricter-type AN and low serum creatinine levels were predictors for earlier recovery. One specific effect was that AN patients who show purging behavior in combination with additional social disturbances have a lower chance of recovering. The use of discrete-time survival analysis methodology in further prospective studies will contribute to the development of more tailored treatment of AN, which also takes the individual phase of illness and specific aspects of the symptomatology into account.
The Value of Social Constructionism for the Counseling Profession: A Reply to Hansen
Rudes, James; Guterman, Jeffrey T.
2007-01-01
The authors reply to J. T. Hansen's (2005) call for the profession to revalue the inner subjective experiences (ISE) of clients. Hansen argued that social constructionism has influenced the decline of the counseling profession by obscuring its unique focus on ISE. The authors maintain that social constructionism is a useful framework for…
A Return to the Human in Humanism: A Response to Hansen's Humanistic Vision
Lemberger, Matthew E.
2012-01-01
In his extension of the humanistic vision, Hansen (2012) recommends that counseling practitioners and scholars adopt operations that are consistent with his definition of a multiple-perspective philosophy. Alternatively, the author of this article believes that Hansen has reduced the capacity of the human to interpret meaning through quantitative…
Masuyama, Hiroyuki
2015-01-01
This paper studies the last-column-block-augmented northwest-corner truncation (LC-block-augmented truncation, for short) of discrete-time block-monotone Markov chains under subgeometric drift conditions. The main result of this paper is to present an upper bound for the total variation distance between the stationary probability vectors of a block-monotone Markov chain and its LC-block-augmented truncation. The main result is extended to Markov chains that themselves may not be block monoton...
DEFF Research Database (Denmark)
Mohd. Azam, Sazuan Nazrah
2017-01-01
In this paper, we used the modified quadruple tank system that represents a multi-input-multi-output (MIMO) system as an example to present the realization of a linear discrete-time state space model and to obtain the state estimation using Kalman filter in a methodical mannered. First, an existing...... part of the Kalman filter is used to estimates the current state, based on the model and the measurements. The static and dynamic Kalman filter is compared and all results is demonstrated through simulations....
On the Discrete-Time GeoX/G/1 Queues under N-Policy with Single and Multiple Vacations
Directory of Open Access Journals (Sweden)
Sung J. Kim
2013-01-01
Full Text Available We consider the discrete-time GeoX/G/1 queue under N-policy with single and multiple vacations. In this queueing system, the server takes multiple vacations and a single vacation whenever the system becomes empty and begins to serve customers only if the queue length is at least a predetermined threshold value N. Using the well-known property of stochastic decomposition, we derive the stationary queue-length distributions for both vacation models in a simple and unified manner. In addition, we derive their busy as well as idle-period distributions. Some classical vacation models are considered as special cases.
International Nuclear Information System (INIS)
Ali, M. Syed
2014-01-01
In this paper, the global asymptotic stability problem of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time-varying delays (MJSCGNNs) is considered. A novel LMI-based stability criterion is obtained by constructing a new Lyapunov functional to guarantee the asymptotic stability of MJSCGNNs. Our results can be easily verified and they are also less restrictive than previously known criteria and can be applied to Cohen—Grossberg neural networks, recurrent neural networks, and cellular neural networks. Finally, the proposed stability conditions are demonstrated with numerical examples
Nakamura, Yoshimasa; Sekido, Hiroto
2018-04-01
The finite or the semi-infinite discrete-time Toda lattice has many applications to various areas in applied mathematics. The purpose of this paper is to review how the Toda lattice appears in the Lanczos algorithm through the quotient-difference algorithm and its progressive form (pqd). Then a multistep progressive algorithm (MPA) for solving linear systems is presented. The extended Lanczos parameters can be given not by computing inner products of the extended Lanczos vectors but by using the pqd algorithm with highly relative accuracy in a lower cost. The asymptotic behavior of the pqd algorithm brings us some applications of MPA related to eigenvectors.
International Nuclear Information System (INIS)
Chen, J.-D.
2007-01-01
In this paper, the robust control problem of output dynamic observer-based control for a class of uncertain neutral systems with discrete and distributed time delays is considered. Linear matrix inequality (LMI) optimization approach is used to design the new output dynamic observer-based controls. Three classes of observer-based controls are proposed and the maximal perturbed bound is given. Based on the results of this paper, the constraint of matrix equality is not necessary for designing the observer-based controls. Finally, a numerical example is given to illustrate the usefulness of the proposed method
Xie, Xiangpeng; Yue, Dong; Zhang, Huaguang; Xue, Yusheng
2016-03-01
This paper deals with the problem of control synthesis of discrete-time Takagi-Sugeno fuzzy systems by employing a novel multiinstant homogenous polynomial approach. A new multiinstant fuzzy control scheme and a new class of fuzzy Lyapunov functions, which are homogenous polynomially parameter-dependent on both the current-time normalized fuzzy weighting functions and the past-time normalized fuzzy weighting functions, are proposed for implementing the object of relaxed control synthesis. Then, relaxed stabilization conditions are derived with less conservatism than existing ones. Furthermore, the relaxation quality of obtained stabilization conditions is further ameliorated by developing an efficient slack variable approach, which presents a multipolynomial dependence on the normalized fuzzy weighting functions at the current and past instants of time. Two simulation examples are given to demonstrate the effectiveness and benefits of the results developed in this paper.
Liu, Yan-Jun; Tong, Shaocheng
2015-03-01
In the paper, an adaptive tracking control design is studied for a class of nonlinear discrete-time systems with dead-zone input. The considered systems are of the nonaffine pure-feedback form and the dead-zone input appears nonlinearly in the systems. The contributions of the paper are that: 1) it is for the first time to investigate the control problem for this class of discrete-time systems with dead-zone; 2) there are major difficulties for stabilizing such systems and in order to overcome the difficulties, the systems are transformed into an n-step-ahead predictor but nonaffine function is still existent; and 3) an adaptive compensative term is constructed to compensate for the parameters of the dead-zone. The neural networks are used to approximate the unknown functions in the transformed systems. Based on the Lyapunov theory, it is proven that all the signals in the closed-loop system are semi-globally uniformly ultimately bounded and the tracking error converges to a small neighborhood of zero. Two simulation examples are provided to verify the effectiveness of the control approach in the paper.
Directory of Open Access Journals (Sweden)
Song Huang
2016-01-01
Full Text Available The fuzzy processing time occasionally exists in job shop scheduling problem of flexible manufacturing system. To deal with fuzzy processing time, fuzzy flexible job shop model was established in several papers and has attracted numerous researchers’ attention recently. In our research, an improved version of discrete particle swarm optimization (IDPSO is designed to solve flexible job shop scheduling problem with fuzzy processing time (FJSPF. In IDPSO, heuristic initial methods based on triangular fuzzy number are developed, and a combination of six initial methods is applied to initialize machine assignment and random method is used to initialize operation sequence. Then, some simple and effective discrete operators are employed to update particle’s position and generate new particles. In order to guide the particles effectively, we extend global best position to a set with several global best positions. Finally, experiments are designed to investigate the impact of four parameters in IDPSO by Taguchi method, and IDPSO is tested on five instances and compared with some state-of-the-art algorithms. The experimental results show that the proposed algorithm can obtain better solutions for FJSPF and is more competitive than the compared algorithms.
International Nuclear Information System (INIS)
Zhu, Ang; Xu, Yunlin; Downar, Thomas
2016-01-01
Three-dimensional, full core transport modeling with pin-resolved detail for reactor dynamic simulation is important for some multi-physics reactor applications. However, it can be computationally intensive due to the difficulty in maintaining accuracy while minimizing the number of time steps. A recently proposed Transient Multi-Level (TML) methodology overcomes this difficulty by use multi-level transient solvers to capture the physical phenomenal in different time domains and thus maximize the numerical accuracy and computational efficiency. One major problem with the TML method is the negative flux/precursor number density generated using large time steps for the MOC solver, which is due to the Backward Euler discretization scheme. In this paper, the stability issue of Backward Euler discretization is first investigated using the Point Kinetics Equations (PKEs), and the predicted maximum allowed time step for SPERT test 60 case is shown to be less than 10 ms. To overcome this difficulty, linear and exponential transformations are investigated using the PKEs. The linear transformation is shown to increase the maximum time step by a factor of 2, and the exponential transformation is shown to increase the maximum time step by a factor of 5, as well as provide unconditionally stability above a specified threshold. The two sets of transformations are then applied to TML scheme in the MPACT code, and the numerical results presented show good agreement for standard, linear transformed, and exponential transformed maximum time step between the PKEs model and the MPACT whole core transport solution for three different cases, including a pin cell case, a 3D SPERT assembly case and a row of assemblies (“striped assembly case”) from the SPERT model. Finally, the successful whole transient execution of the stripe assembly case shows the ability of the exponential transformation method to use 10 ms and 20 ms time steps, which all failed using the standard method.
Directory of Open Access Journals (Sweden)
F. Serinaldi
2010-12-01
Full Text Available Discrete multiplicative random cascade (MRC models were extensively studied and applied to disaggregate rainfall data, thanks to their formal simplicity and the small number of involved parameters. Focusing on temporal disaggregation, the rationale of these models is based on multiplying the value assumed by a physical attribute (e.g., rainfall intensity at a given time scale L, by a suitable number b of random weights, to obtain b attribute values corresponding to statistically plausible observations at a smaller L/b time resolution. In the original formulation of the MRC models, the random weights were assumed to be independent and identically distributed. However, for several studies this hypothesis did not appear to be realistic for the observed rainfall series as the distribution of the weights was shown to depend on the space-time scale and rainfall intensity. Since these findings contrast with the scale invariance assumption behind the MRC models and impact on the applicability of these models, it is worth studying their nature. This study explores the possible presence of dependence of the parameters of two discrete MRC models on rainfall intensity and time scale, by analyzing point rainfall series with 5-min time resolution. Taking into account a discrete microcanonical (MC model based on beta distribution and a discrete canonical beta-logstable (BLS, the analysis points out that the relations between the parameters and rainfall intensity across the time scales are detectable and can be modeled by a set of simple functions accounting for the parameter-rainfall intensity relationship, and another set describing the link between the parameters and the time scale. Therefore, MC and BLS models were modified to explicitly account for these relationships and compared with the continuous in scale universal multifractal (CUM model, which is used as a physically based benchmark model. Monte Carlo simulations point out
Directory of Open Access Journals (Sweden)
Vasile Dr ̆agan
2017-06-01
Full Text Available We investigate the problem for solving a discrete-time periodic gen- eralized Riccati equation with an indefinite sign of the quadratic term. A necessary condition for the existence of bounded and stabilizing solution of the discrete-time Riccati equation with an indefinite quadratic term is derived. The stabilizing solution is positive semidefinite and satisfies the introduced sign conditions. The proposed condition is illustrated via a numerical example.
Family Health Strategy professionals' view on the effects of Hansen's disease training
Directory of Open Access Journals (Sweden)
Ana Lúcia Alves de Souza
2015-08-01
Full Text Available OBJECTIVEEvaluating how professionals of family health teams from three municipalities of Pernambuco perceive and interpret the effects of Hansen's disease training.METHODSA qualitative study using the perspective of Habermas. Six focus groups, totaling 33 nurses and 22 doctors were formed. The guide consisted of: reactions to training, learning, transfer of knowledge and organizational results.RESULTSThere were recurrent positive opinions on instructor performance, course materials, and an alert attitude to the occurrence of cases; the negative points were about lack of practical teaching, a lot of information in a short period of time and little emphasis on basic content. Low perceived self-efficacy and low locus of control, ambiguity, conflict of skills and the lack of support for the learning application. Nurses showed greater dissatisfaction with the organizational support.CONCLUSIONThe low effectiveness of training reveals the need to negotiate structured training from work problematization, considering performance conditions.
Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks
Directory of Open Access Journals (Sweden)
Xing-Fang Huang
2017-03-01
Full Text Available This paper considered a dependent discrete-time risk model, in which the insurance risks are represented by a sequence of independent and identically distributed real-valued random variables with a common Gamma-like tailed distribution; the ﬁnancial risks are denoted by another sequence of independent and identically distributed positive random variables with a ﬁnite upper endpoint, but a general dependence structure exists between each pair of the insurance risks and the ﬁnancial risks. Following the works of Yang and Yuen in 2016, we derive some asymptotic relations for the ﬁnite-time and inﬁnite-time ruin probabilities. As a complement, we demonstrate our obtained result through a Crude Monte Carlo (CMC simulation with asymptotics.
Arnold tongues and the Devil's Staircase in a discrete-time Hindmarsh–Rose neuron model
Energy Technology Data Exchange (ETDEWEB)
Felicio, Carolini C., E-mail: carolini.cf@gmail.com; Rech, Paulo C., E-mail: paulo.rech@udesc.br
2015-11-06
We investigate a three-dimensional discrete-time dynamical system, described by a three-dimensional map derived from a continuous-time Hindmarsh–Rose neuron model by the forward Euler method. For a fixed integration step size, we report a two-dimensional parameter-space for this system, where periodic structures, the so-called Arnold tongues, can be seen with periods organized in a Farey tree sequence. We also report possible modifications in this parameter-space, as a function of the integration step size. - Highlights: • We investigate the parameter-space of a particular 3D map. • Periodic structures, namely Arnold tongues, can be seen there. • They are organized in a Farey tree sequence. • The map was derived from a continuous-time Hindmarsh–Rose neuron model. • The forward Euler method was used for such purpose.
International Nuclear Information System (INIS)
Xue Guang-Yue; Ren Xue-Mei; Xia Yuan-Qing
2013-01-01
This paper proposes an adaptive discrete finite-time synergetic control (ADFTSC) scheme based on a multi-rate sensor fusion estimator for flexible-joint mechanical systems in the presence of unmeasured states and dynamic uncertainties. Multi-rate sensors are employed to observe the system states which cannot be directly obtained by encoders due to the existence of joint flexibilities. By using an extended Kalman filter (EKF), the finite-time synergetic controller is designed based on a sensor fusion estimator which estimates states and parameters of the mechanical system with multi-rate measurements. The proposed controller can guarantee the finite-time convergence of tracking errors by the theoretical derivation. Simulation and experimental studies are included to validate the effectiveness of the proposed approach. (general)
Xiao, Mengli; Zhang, Yongbo; Wang, Zhihua; Fu, Huimin
2018-04-01
Considering the performances of conventional Kalman filter may seriously degrade when it suffers stochastic faults and unknown input, which is very common in engineering problems, a new type of adaptive three-stage extended Kalman filter (AThSEKF) is proposed to solve state and fault estimation in nonlinear discrete-time system under these conditions. The three-stage UV transformation and adaptive forgetting factor are introduced for derivation, and by comparing with the adaptive augmented state extended Kalman filter, it is proven to be uniformly asymptotically stable. Furthermore, the adaptive three-stage extended Kalman filter is applied to a two-dimensional radar tracking scenario to illustrate the effect, and the performance is compared with that of conventional three stage extended Kalman filter (ThSEKF) and the adaptive two-stage extended Kalman filter (ATEKF). The results show that the adaptive three-stage extended Kalman filter is more effective than these two filters when facing the nonlinear discrete-time systems with information of unknown inputs not perfectly known. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.
Zhou, Caigen; Zeng, Xiaoqin; Luo, Chaomin; Zhang, Huaguang
In this paper, local bipolar auto-associative memories are presented based on discrete recurrent neural networks with a class of gain type activation function. The weight parameters of neural networks are acquired by a set of inequalities without the learning procedure. The global exponential stability criteria are established to ensure the accuracy of the restored patterns by considering time delays and external inputs. The proposed methodology is capable of effectively overcoming spurious memory patterns and achieving memory capacity. The effectiveness, robustness, and fault-tolerant capability are validated by simulated experiments.In this paper, local bipolar auto-associative memories are presented based on discrete recurrent neural networks with a class of gain type activation function. The weight parameters of neural networks are acquired by a set of inequalities without the learning procedure. The global exponential stability criteria are established to ensure the accuracy of the restored patterns by considering time delays and external inputs. The proposed methodology is capable of effectively overcoming spurious memory patterns and achieving memory capacity. The effectiveness, robustness, and fault-tolerant capability are validated by simulated experiments.
The Basics of Anisotropy-Based Analysis of Discrete Time-Invariant Systems
Directory of Open Access Journals (Sweden)
I. R. Belov
2017-01-01
Full Text Available When investigating a behavior of dynamical systems, we should take into account the external noises, which have an effect on the system. The article introduces a concept of the anisotropy-based norm of the system as one of the ways to describe the measure of the effect of external disturbances on the system. The definition of the anisotropic norm includes some concepts from information theory, such as relative entropy and anisotropy. The theoretical section at the beginning of the article describes these definitions. The considered norm of the system can be evaluated in several ways. The article examines two methods - in the frequency domain and in the state space. To find the norm in the state space it is necessary to find the solution of the Riccati equation. This problem is rather laborious. So the algorithms to avoid the solution of Riccati equation are used in application of anisotropy-based norm’s evaluation methods. The principle of these algorithms is replacement of Riccati equation by the system of linear matrix inequalities. The software implementation of methods under consideration is designed using the MATLAB packages. The calculation results of the anisotropy-based norm for a given linear discrete system are obtained using this program. The article presents these results as graphs.This article enters into the Master's qualifying work "Basic quality criteria in the theory of linear systems". In this paper we consider various quality criteria, the solution of the optimal control problem for each of them, and compare the results obtained for different criteria. The anisotropy-based norm considered in the article is one of the quality criteria.
Directory of Open Access Journals (Sweden)
Nishiura Hiroshi
2011-02-01
Full Text Available Abstract Background Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. Methods A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009 in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. Results The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Conclusions Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance.
Directory of Open Access Journals (Sweden)
Tadiana Alves Moreira
2003-01-01
Full Text Available A entrevistada fala sobre a endemia no Brasil, atualmente com 4.4 casos por dez mil habitantes, sendo o segundo país em número de doentes. Ao discorrer sobre o engajamento do Brasil no programa lançado pela Organização Mundial de Saúde, Tadiana explica que o objetivo da OMS é eliminar a hanseníase até 2005. No entanto, ela diz que a meta brasileira é, neste prazo, reduzir a incidência da doença a até menos de um caso por dez mil pessoas. Em nosso país, a estrutura e organização de tal programa, que engloba desde a formação e especialização de profissionais para garantir o diagnóstico precoce, ao acompanhamento do paciente durante o tratamento, é realizado pelo Sistema Único de Saúde (SUS, implantado em todos os estados da federação. O tratamento poliquimioterápico dura, em média, um ano, se for seguido à risca. Em muitos casos, a doença volta a se manifestar posteriormente. Ela comenta as diferenças de incidência da hanseníase, dependendo da região: já foi eliminada em dois dos três estados do Sul do país, ao passo que em estados do Norte e Centro-Oeste atinge índices hiperendêmicos. Trabalhando em estreita articulação com as associações de pacientes e ex-pacientes, inicialmente como enfermeira e, depois, na implantação das políticas de atenção ao hanseniano, Tadiana Alves Moreira fala sobre a importância do diagnóstico precoce visando evitar seqüelas físicas que a doença provoca quando alcança estágios avançados, e assim, reduzir o estigma que recai sobre os seus portadores.The interviewee speaks about the endemic disease, which at present contaminates 4.4 out of ten thousand inhabitants in Brazil, the country with the second highest number of patients. When Tadiana speaks about the Brazilian participation in the program launched by the World Health Organization, she explains that WHO's objective is to extinguish Hansen's disease on the planet until 2005. However, she says that Brazilian
Liu, Yan-Jun; Gao, Ying; Tong, Shaocheng; Chen, C L Philip
2016-01-01
In this paper, an effective adaptive control approach is constructed to stabilize a class of nonlinear discrete-time systems, which contain unknown functions, unknown dead-zone input, and unknown control direction. Different from linear dead zone, the dead zone, in this paper, is a kind of nonlinear dead zone. To overcome the noncausal problem, which leads to the control scheme infeasible, the systems can be transformed into a m -step-ahead predictor. Due to nonlinear dead-zone appearance, the transformed predictor still contains the nonaffine function. In addition, it is assumed that the gain function of dead-zone input and the control direction are unknown. These conditions bring about the difficulties and the complicacy in the controller design. Thus, the implicit function theorem is applied to deal with nonaffine dead-zone appearance, the problem caused by the unknown control direction can be resolved through applying the discrete Nussbaum gain, and the neural networks are used to approximate the unknown function. Based on the Lyapunov theory, all the signals of the resulting closed-loop system are proved to be semiglobal uniformly ultimately bounded. Moreover, the tracking error is proved to be regulated to a small neighborhood around zero. The feasibility of the proposed approach is demonstrated by a simulation example.
Krüger, Melanie; Straube, Andreas; Eggert, Thomas
2017-01-01
In recent years, theory-building in motor neuroscience and our understanding of the synergistic control of the redundant human motor system has significantly profited from the emergence of a range of different mathematical approaches to analyze the structure of movement variability. Approaches such as the Uncontrolled Manifold method or the Noise-Tolerance-Covariance decomposition method allow to detect and interpret changes in movement coordination due to e.g., learning, external task constraints or disease, by analyzing the structure of within-subject, inter-trial movement variability. Whereas, for cyclical movements (e.g., locomotion), mathematical approaches exist to investigate the propagation of movement variability in time (e.g., time series analysis), similar approaches are missing for discrete, goal-directed movements, such as reaching. Here, we propose canonical correlation analysis as a suitable method to analyze the propagation of within-subject variability across different time points during the execution of discrete movements. While similar analyses have already been applied for discrete movements with only one degree of freedom (DoF; e.g., Pearson's product-moment correlation), canonical correlation analysis allows to evaluate the coupling of inter-trial variability across different time points along the movement trajectory for multiple DoF-effector systems, such as the arm. The theoretical analysis is illustrated by empirical data from a study on reaching movements under normal and disturbed proprioception. The results show increased movement duration, decreased movement amplitude, as well as altered movement coordination under ischemia, which results in a reduced complexity of movement control. Movement endpoint variability is not increased under ischemia. This suggests that healthy adults are able to immediately and efficiently adjust the control of complex reaching movements to compensate for the loss of proprioceptive information. Further, it is
International Nuclear Information System (INIS)
Martsenyuk, L.S.
2010-01-01
Research of influence of exchange interaction of identical particles for the time of their simultaneous tunneling through a rectangular quantum barrier is lead. The account of identity leads to necessity of symmetrisation of wave function owing to what in the formula describing interaction of two particles, arises an additional element. In result the parameters of tunneling, including time of tunneling change. Time of tunneling is calculated from the formula received in work from the size of exchange interaction of two particles simultaneously crossing a rectangular quantum barrier.
International Nuclear Information System (INIS)
Song, Qiankun; Wang, Zidong
2007-01-01
In this Letter, the analysis problem for the existence and stability of periodic solutions is investigated for a class of general discrete-time recurrent neural networks with time-varying delays. For the neural networks under study, a generalized activation function is considered, and the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. By employing the latest free-weighting matrix method, an appropriate Lyapunov-Krasovskii functional is constructed and several sufficient conditions are established to ensure the existence, uniqueness, and globally exponential stability of the periodic solution for the addressed neural network. The conditions are dependent on both the lower bound and upper bound of the time-varying time delays. Furthermore, the conditions are expressed in terms of the linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Two simulation examples are given to show the effectiveness and less conservatism of the proposed criteria
International Nuclear Information System (INIS)
Kaslik, E.; Balint, St.
2009-01-01
In this paper, a bifurcation analysis is undertaken for a discrete-time Hopfield neural network of two neurons with two different delays and self-connections. Conditions ensuring the asymptotic stability of the null solution are found, with respect to two characteristic parameters of the system. It is shown that for certain values of these parameters, Fold or Neimark-Sacker bifurcations occur, but Flip and codimension 2 (Fold-Neimark-Sacker, double Neimark-Sacker, resonance 1:1 and Flip-Neimark-Sacker) bifurcations may also be present. The direction and the stability of the Neimark-Sacker bifurcations are investigated by applying the center manifold theorem and the normal form theory
Shi, Peng; Zhang, Yingqi; Chadli, Mohammed; Agarwal, Ramesh K
2016-04-01
In this brief, the problems of the mixed H-infinity and passivity performance analysis and design are investigated for discrete time-delay neural networks with Markovian jump parameters represented by Takagi-Sugeno fuzzy model. The main purpose of this brief is to design a filter to guarantee that the augmented Markovian jump fuzzy neural networks are stable in mean-square sense and satisfy a prescribed passivity performance index by employing the Lyapunov method and the stochastic analysis technique. Applying the matrix decomposition techniques, sufficient conditions are provided for the solvability of the problems, which can be formulated in terms of linear matrix inequalities. A numerical example is also presented to illustrate the effectiveness of the proposed techniques.
Mehraeen, Shahab; Dierks, Travis; Jagannathan, S; Crow, Mariesa L
2013-12-01
In this paper, the nearly optimal solution for discrete-time (DT) affine nonlinear control systems in the presence of partially unknown internal system dynamics and disturbances is considered. The approach is based on successive approximate solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which appears in optimal control. Successive approximation approach for updating control and disturbance inputs for DT nonlinear affine systems are proposed. Moreover, sufficient conditions for the convergence of the approximate HJI solution to the saddle point are derived, and an iterative approach to approximate the HJI equation using a neural network (NN) is presented. Then, the requirement of full knowledge of the internal dynamics of the nonlinear DT system is relaxed by using a second NN online approximator. The result is a closed-loop optimal NN controller via offline learning. A numerical example is provided illustrating the effectiveness of the approach.
Directory of Open Access Journals (Sweden)
Norman Josephy
2011-01-01
Full Text Available We present a method of optimal hedging and pricing of equity-linked life insurance products in an incomplete discrete-time financial market. A pure endowment life insurance contract with guarantee is used as an example. The financial market incompleteness is caused by the assumption that the underlying risky asset price ratios are distributed in a compact interval, generalizing the assumptions of multinomial incomplete market models. For a range of initial hedging capitals for the embedded financial option, we numerically solve an optimal hedging problem and determine a risk-return profile of each optimal non-self-financing hedging strategy. The fair price of the insurance contract is determined according to the insurer's risk-return preferences. Illustrative numerical results of testing our algorithm on hypothetical insurance contracts are documented. A discussion and a test of a hedging strategy recalibration technique for long-term contracts are presented.
Directory of Open Access Journals (Sweden)
Huiying Sun
2014-01-01
Full Text Available We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ differential games. A necessary and sufficient condition involved with the connection between stochastic Tn-stability of Markovian jump linear systems with state-dependent noise and Lyapunov equation is proposed. And using the theory of stochastic Tn-stability, we give the optimal strategies and the optimal cost values for infinite horizon LQ stochastic differential games. It is demonstrated that the solutions of infinite horizon LQ stochastic differential games are concerned with four coupled generalized algebraic Riccati equations (GAREs. Finally, an iterative algorithm is presented to solve the four coupled GAREs and a simulation example is given to illustrate the effectiveness of it.