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Tytuł:
Attainability analysis in the problem of stochastic equilibria synthesis for nonlinear discrete systems
Autorzy:
Bashkirtseva, I.
Ryashko, L.
Powiązania:
https://bibliotekanauki.pl/articles/330694.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
stochastic sensitivity function
attainability
chaos suppression
Opis:
A nonlinear discrete-time control system forced by stochastic disturbances is considered. We study the problem of synthesis of the regulator which stabilizes an equilibrium of the deterministic system and provides required scattering of random states near this equilibrium for the corresponding stochastic system. Our approach is based on the stochastic sensitivity functions technique. The necessary and important part of the examined control problem is an analysis of attainability. For 2D systems, a detailed investigation of attainability domains is given. A parametrical description of the attainability domains for various types of control inputs in a stochastic Henon model is presented. Application of this technique for suppression of noise-induced chaos is demonstrated.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2013, 23, 1; 5-16
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Approximation of the Zakai Equation in a Nonlinear Filtering Problem With Delay
Autorzy:
Twardowska, K.
Marnik, T.
Pasławska-Południak, M.
Powiązania:
https://bibliotekanauki.pl/articles/908197.pdf
Data publikacji:
2003
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
stochastic differential equations with delay
Zakai's equation
nonlinear filtering
matematyka
Opis:
A nonlinear filtering problem with delays in the state and observation equations is considered. The unnormalized conditional probability density of the filtered diffusion process satisfies the so-called Zakai equation and solves the nonlinear filtering problem. We examine the solution of the Zakai equation using an approximation result. Our theoretical deliberations are illustrated by a numerical example.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2003, 13, 2; 151-160
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An information based approach to stochastic control problems
Autorzy:
Bania, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/330505.pdf
Data publikacji:
2020
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
stochastic control
feedback control
information
entropy
sterowanie stochastyczne
sprzężenie zwrotne
entropia
Opis:
An information based method for solving stochastic control problems with partial observation is proposed. First, information-theoretic lower bounds of the cost function are analysed. It is shown, under rather weak assumptions, that reduction in the expected cost with closed-loop control compared with the best open-loop strategy is upper bounded by a non-decreasing function of mutual information between control variables and the state trajectory. On the basis of this result, an information based control (IBC) method is developed. The main idea of IBC consists in replacing the original control task by a sequence of control problems that are relatively easy to solve and such that information about the system state is actively generated. Two examples of the IBC operation are given. It is shown that the method is able to find an optimal solution without using dynamic programming at least in these examples. Hence the computational complexity of IBC is substantially smaller than that of dynamic programming, which is the main advantage of the proposed method.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2020, 30, 1; 23-34
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Two-level stochastic control for a linear system with nonclassical information
Autorzy:
Duda, Z.
Brandys, W.
Powiązania:
https://bibliotekanauki.pl/articles/907409.pdf
Data publikacji:
2004
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
sterowanie stochastyczne
informacja nieklasyczna
struktura hierarchiczna
stochastic control
nonclassical information
hierarchical structure
Opis:
A problem of control law design for large scale stochastic systems is discussed. Nonclassical information pattern is considered. A two-level hierarchical control structure with a coordinator on the upper level and local controllers on the lower level is proposed. A suboptimal algorithm with a partial decomposition of calculations and decentralized local control is obtained. A simple example is presented to illustrate the proposed approach.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2004, 14, 2; 161-166
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Efficient Numerical Algorithms for Balanced Stochastic Truncation
Autorzy:
Benner, P.
Quintana-Orti, E. S.
Quintana-Orti, G.
Powiązania:
https://bibliotekanauki.pl/articles/908055.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
algorytmy
metoda Newtona
model reduction
stochastic realization
balanced truncation
sign function method
Newton's method
Opis:
We propose an efficient numerical algorithm for relative error model reduction based on balanced stochastic truncation. The method uses full-rank factors of the Gramians to be balanced versus each other and exploits the fact that for large-scale systems these Gramians are often of low numerical rank. We use the easy-to-parallelize sign function method as the major computational tool in determining these full-rank factors and demonstrate the numerical performance of the suggested implementation of balanced stochastic truncation model reduction.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2001, 11, 5; 1123-1150
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic fractal based multiobjective fruit fly optimization
Autorzy:
Zuo, C.
Wu, L.
Zeng, Z. F.
Wei, H. L.
Powiązania:
https://bibliotekanauki.pl/articles/330026.pdf
Data publikacji:
2017
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
multiobjective optimization
fruit fly optimization algorithm
stochastic fractal
optymalizacja wielokryterialna
algorytm optymalizacji
fraktal stochastyczny
Opis:
The fruit fly optimization algorithm (FOA) is a global optimization algorithm inspired by the foraging behavior of a fruit fly swarm. In this study, a novel stochastic fractal model based fruit fly optimization algorithm is proposed for multiobjective optimization. A food source generating method based on a stochastic fractal with an adaptive parameter updating strategy is introduced to improve the convergence performance of the fruit fly optimization algorithm. To deal with multiobjective optimization problems, the Pareto domination concept is integrated into the selection process of fruit fly optimization and a novel multiobjective fruit fly optimization algorithm is then developed. Similarly to most of other multiobjective evolutionary algorithms (MOEAs), an external elitist archive is utilized to preserve the nondominated solutions found so far during the evolution, and a normalized nearest neighbor distance based density estimation strategy is adopted to keep the diversity of the external elitist archive. Eighteen benchmarks are used to test the performance of the stochastic fractal based multiobjective fruit fly optimization algorithm (SFMOFOA). Numerical results show that the SFMOFOA is able to well converge to the Pareto fronts of the test benchmarks with good distributions. Compared with four state-of-the-art methods, namely, the non-dominated sorting generic algorithm (NSGA-II), the strength Pareto evolutionary algorithm (SPEA2), multi-objective particle swarm optimization (MOPSO), and multiobjective self-adaptive differential evolution (MOSADE), the proposed SFMOFOA has better or competitive multiobjective optimization performance.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2017, 27, 2; 417-433
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Symbolic computing in probabilistic and stochastic analysis
Autorzy:
Kamiński, M.
Powiązania:
https://bibliotekanauki.pl/articles/331062.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
probabilistic analysis
stochastic computer method
symbolic computation
analiza probabilistyczna
metoda komputerowa
metoda stochastyczna
obliczenia symboliczne
Opis:
The main aim is to present recent developments in applications of symbolic computing in probabilistic and stochastic analysis, and this is done using the example of the well-known MAPLE system. The key theoretical methods discussed are (i) analytical derivations, (ii) the classical Monte-Carlo simulation approach, (iii) the stochastic perturbation technique, as well as (iv) some semi-analytical approaches. It is demonstrated in particular how to engage the basic symbolic tools implemented in any system to derive the basic equations for the stochastic perturbation technique and how to make an efficient implementation of the semi-analytical methods using an automatic differentiation and integration provided by the computer algebra program itself. The second important illustration is probabilistic extension of the finite element and finite difference methods coded in MAPLE, showing how to solve boundary value problems with random parameters in the environment of symbolic computing. The response function method belongs to the third group, where interference of classical deterministic software with the non-linear fitting numerical techniques available in various symbolic environments is displayed. We recover in this context the probabilistic structural response in engineering systems and show how to solve partial differential equations including Gaussian randomness in their coefficients.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2015, 25, 4; 961-973
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An unscented transformation approach to stochastic analysis of measurement uncertainty in magnet resonance imaging with applications in engineering
Autorzy:
Rauh, Andreas
John, Kristine
Wüstenhagen, Carolin
Bruschewski, Martin
Grundmann, Sven
Powiązania:
https://bibliotekanauki.pl/articles/1838185.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
magnet resonance imaging
compressed sensing
stochastic uncertainty
unscented transformation
rezonans magnetyczny
próbkowanie oszczędne
niepewność stochastyczna
Opis:
In the frame of stochastic filtering for nonlinear (discrete-time) dynamic systems, the unscented transformation plays a vital role in predicting state information from one time step to another and correcting a priori knowledge of uncertain state estimates by available measured data corrupted by random noise. In contrast to linearization-based techniques, such as the extended Kalman filter, the use of an unscented transformation not only allows an approximation of a nonlinear process or measurement model in terms of a first-order Taylor series expansion at a single operating point, but it also leads to an enhanced quantification of the first two moments of a stochastic probability distribution by a large signal-like sampling of the state space at the so-called sigma points which are chosen in a deterministic manner. In this paper, a novel application of the unscented transformation technique is presented for the stochastic analysis of measurement uncertainty in magnet resonance imaging (MRI). A representative benchmark scenario from the field of velocimetry for engineering applications which is based on measured data gathered at an MRI scanner concludes this contribution.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2021, 31, 1; 73-83
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Continuity of Solutions of Riccati Equations for the Discrete-Time Jlqp
Autorzy:
Czornik, A.
Świerniak, A.
Powiązania:
https://bibliotekanauki.pl/articles/908498.pdf
Data publikacji:
2002
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
automatyka
coupled algebraic Ricatti equations
jump parameter system
quadratic control
stochastic stabilizability
observability
robustness
sensitivity
Opis:
The continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2002, 12, 4; 539-543
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Constrained controllability of nonlinear stochastic impulsive systems
Autorzy:
Karthikeyan, S.
Balachandran, K.
Powiązania:
https://bibliotekanauki.pl/articles/907784.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
sterowalność zupełna
system nieliniowy
system stochastyczny
complete controllability
nonlinear stochastic system
impulsive effect
Banach contraction principle
Opis:
This paper is concerned with complete controllability of a class of nonlinear stochastic systems involving impulsive effects in a finite time interval by means of controls whose initial and final values can be assigned in advance. The result is achieved by using a fixed-point argument.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2011, 21, 2; 307-316
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stability of impulsive Hopfield neural networks with Markovian switching and time-varying delays
Autorzy:
Raja, R.
Sakthivel, R.
Anthoni, S. M.
Kim, H.
Powiązania:
https://bibliotekanauki.pl/articles/907824.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
sieć neuronowa
stateczność stochastyczna
funkcja Lapunowa
Hopfield neural networks
Markovian jumping
stochastic stability
Lyapunov function
impulses
Opis:
The paper is concerned with stability analysis for a class of impulsive Hopfield neural networks with Markovian jumping parameters and time-varying delays. The jumping parameters considered here are generated from a continuous-time discrete-state homogenous Markov process. By employing a Lyapunov functional approach, new delay-dependent stochastic stability criteria are obtained in terms of linear matrix inequalities (LMIs). The proposed criteria can be easily checked by using some standard numerical packages such as theMatlab LMI Toolbox. A numerical example is provided to show that the proposed results significantly improve the allowable upper bounds of delays over some results existing in the literature.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2011, 21, 1; 127-135
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Homotopy Approach to Rational Covariance Extension With Degree Constraint
Autorzy:
Enqvist, P.
Powiązania:
https://bibliotekanauki.pl/articles/908061.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
optymalizacja
teoria systemów
stochastic realization theory
rational covariance extension problem
ARMA model design
continuation method
optimization
Opis:
The solutions to the Rational Covariance Extension Problem (RCEP) are parameterized by the spectral zeros. The rational filter with a specified numerator solving the RCEP can be determined from a known convex optimization problem. However, this optimization problem may become ill-conditioned for some parameter values. A modification of the optimization problem to avoid the ill-conditioning is proposed and the modified problem is solved efficiently by a continuation method.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2001, 11, 5; 1173-1201
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Boundary controllability of nonlinear stochastic fractional systems in Hilbert spaces
Autorzy:
Mabel Lizzy, R.
Balachandran, K.
Powiązania:
https://bibliotekanauki.pl/articles/330458.pdf
Data publikacji:
2018
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
boundary controllability
stochastic fractional system
pseudoinverse
integrodifferential system
sterowanie graniczne
układ ułamkowy
układ stochastyczny
macierz pseudoodwrotna
Opis:
Sufficient conditions for the controllability of nonlinear stochastic fractional boundary control systems are established. The equivalent integral equations are derived for both linear and nonlinear systems, and the control function is given in terms of the pseudoinverse operator. The Banach contraction mapping theorem is used to obtain the result. A controllability result for nonlinear stochastic fractional integrodifferential systems is also attained. Examples are included to illustrate the theory.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2018, 28, 1; 123-133
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization
Autorzy:
El Mouatasim, A.
Ellaia, R.
Souza de Cursi, J. E.
Powiązania:
https://bibliotekanauki.pl/articles/908374.pdf
Data publikacji:
2006
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
optymalizacja
zaburzenie stochastyczne
zaburzenie losowe
nonconvex optimization
stochastic perturbation
variable metric method
nonsmooth optimization
generalized gradient
Opis:
We consider the global optimization of a nonsmooth (nondifferentiable) nonconvex real function. We introduce a variable metric descent method adapted to nonsmooth situations, which is modified by the incorporation of suitable random perturbations. Convergence to a global minimum is established and a simple method for the generation of suitable perturbations is introduced. An algorithm is proposed and numerical results are presented, showing that the method is computationally effective and stable.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2006, 16, 4; 463-474
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimization schemes for wireless sensor network localization
Autorzy:
Niewiadomska-Szynkiewicz, E.
Marks, M.
Powiązania:
https://bibliotekanauki.pl/articles/907665.pdf
Data publikacji:
2009
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
sieć bezprzewodowa
sieć sensorowa
lokalizacja
optymalizacja stochastyczna
wyżarzanie symulowane
wireless sensor networks
localization
stochastic optimization
simulated annealing
Opis:
Many applications of wireless sensor networks (WSN) require information about the geographical location of each sensor node. Self-organization and localization capabilities are one of the most important requirements in sensor networks. This paper provides an overview of centralized distance-based algorithms for estimating the positions of nodes in a sensor network. We discuss and compare three approaches: semidefinite programming, simulated annealing and two-phase stochastic optimization-a hybrid scheme that we have proposed. We analyze the properties of all listed methods and report the results of numerical tests. Particular attention is paid to our technique-the two-phase method-that uses a combination of trilateration, and stochastic optimization for performing sensor localization. We describe its performance in the case of centralized and distributed implementations.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2009, 19, 2; 291-302
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 32

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