This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures (β,ε> 0) on a topological vector space. As an application, we obtain the moderate deviati...This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures (β,ε> 0) on a topological vector space. As an application, we obtain the moderate deviation estimations for uniformly ergodic Markov processes.展开更多
This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be sol...This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be solved on the basis of stochastic Lyapunov approach and linear matrix inequality (LMI) technique. Sufficient conditions for the existence of stochastic stabilization and robust H∞ state feedback controller are presented in terms of a set of solutions of coupled LMIs. Finally, a numerical example is included to demonstrate the practicability of the proposed methods.展开更多
In this paper we consider the arrival process of a multiserver queue governed by a discrete autoregressive process of order 1 [DAR(1)] with Quasi-Negative Binomial Distribution-II as the marginal distribution. This di...In this paper we consider the arrival process of a multiserver queue governed by a discrete autoregressive process of order 1 [DAR(1)] with Quasi-Negative Binomial Distribution-II as the marginal distribution. This discrete time multiserver queueing system with autoregressive arrivals is more suitable for modeling the Asynchronous Transfer Mode(ATM) multiplexer queue with Variable Bit Rate (VBR) coded teleconference traffic. DAR(1) is described by a few parameters and it is easy to match the probability distribution and the decay rate of the autocorrelation function with those of measured real traffic. For this queueing system we obtained the stationary distribution of the system size and the waiting time distribution of an arbitrary packet with the help of matrix analytic methods and the theory of Markov regenerative processes. Also we consider negative binomial distribution, generalized Poisson distribution, Borel-Tanner distribution defined by Frank and Melvin(1960) and zero truncated generalized Poisson distribution as the special cases of Quasi-Negative Binomial Distribution-II. Finally, we developed computer programmes for the simulation and empirical study of the effect of autocorrelation function of input traffic on the stationary distribution of the system size as well as waiting time of an arbitrary packet. The model is applied to a real data of number of customers waiting for checkout in an airport and it is established that the model well suits this data.展开更多
In general, every system is in one of the three states： normal, abnormal, or failure state. When the system is diagnosed as abnormal state, it needs predictive maintenance, lfthe system fails, an identical new one wi...In general, every system is in one of the three states： normal, abnormal, or failure state. When the system is diagnosed as abnormal state, it needs predictive maintenance, lfthe system fails, an identical new one will replace it. The predictive maintenance cannot make the system ＂as good as new＂. Under these assumptions, the reliability index and the inspection-replacement policy of a system were studied. The explicit expression of the reliability index and the average income rate （i.e., the long-run average income per unit time） are derived by using probability analysis and vector Markov process method. The criterion of feasibility for the optimal inspection-replacement policy under the maximum average income rate is obtained. The numerical example shows the optimal inspection-replacement policy can raise the average income rate when the optimal inspection-replacement policy is feasible.展开更多
A navigation method based on the partially observable markov decision process （POMDP） for smart wheelchairs in uncertain environments is presented in this paper. The design key factors for the navigation system of a...A navigation method based on the partially observable markov decision process （POMDP） for smart wheelchairs in uncertain environments is presented in this paper. The design key factors for the navigation system of a smart wheelchair are discussed. A kinematics model of the smart wheelchair is given, and the model and principle of POMDP are introduced. In order to respond in uncertain local environments, a novel navigation methodology based on POMDP using the sensors perception and the user＇s joystick input is presented. The state space, the action set, the observations and the sensor fusion of the navigation method are given in detail, and the optimal policy of the POMDP model is proposed. Experimental results demonstrate the feasibility of this navigation method. Analysis is also conducted to investigate performance evaluation, advantages of the approach and potential generalization of this paper.展开更多
This article discusses the Bayesian approach for count data using non-homogeneous Poisson processes, considering different prior distributions for the model parameters. A Bayesian approach using Markov Chain Monte Car...This article discusses the Bayesian approach for count data using non-homogeneous Poisson processes, considering different prior distributions for the model parameters. A Bayesian approach using Markov Chain Monte Carlo (MCMC) simulation methods for this model was first introduced by [1], taking into account software reliability data and considering non-informative prior distributions for the parameters of the model. With the non-informative prior distributions presented by these authors, computational difficulties may occur when using MCMC methods. This article considers different prior distributions for the parameters of the proposed model, and studies the effect of such prior distributions on the convergence and accuracy of the results. In order to illustrate the proposed methodology, two examples are considered: the first one has simulated data, and the second has a set of data for pollution issues at a region in Mexico City.展开更多
文摘This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures (β,ε> 0) on a topological vector space. As an application, we obtain the moderate deviation estimations for uniformly ergodic Markov processes.
文摘This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be solved on the basis of stochastic Lyapunov approach and linear matrix inequality (LMI) technique. Sufficient conditions for the existence of stochastic stabilization and robust H∞ state feedback controller are presented in terms of a set of solutions of coupled LMIs. Finally, a numerical example is included to demonstrate the practicability of the proposed methods.
基金supported by National Natural Science Foundation of China(61403254,61374039,61203143)Shanghai Pujiang Program(13PJ1406300)+2 种基金Natural Science Foundation of Shanghai City(13ZR1428500)Innovation Program of Shanghai Municipal Education Commission(14YZ083)Hujiang Foundation of China(C14002,B1402/D1402)
基金supported by the National Natural Science Foundation of China(61471343)the National Key Technology Research and Development Program of the Ministry of Science and Technology of China(2014BAK14B03)
文摘In this paper we consider the arrival process of a multiserver queue governed by a discrete autoregressive process of order 1 [DAR(1)] with Quasi-Negative Binomial Distribution-II as the marginal distribution. This discrete time multiserver queueing system with autoregressive arrivals is more suitable for modeling the Asynchronous Transfer Mode(ATM) multiplexer queue with Variable Bit Rate (VBR) coded teleconference traffic. DAR(1) is described by a few parameters and it is easy to match the probability distribution and the decay rate of the autocorrelation function with those of measured real traffic. For this queueing system we obtained the stationary distribution of the system size and the waiting time distribution of an arbitrary packet with the help of matrix analytic methods and the theory of Markov regenerative processes. Also we consider negative binomial distribution, generalized Poisson distribution, Borel-Tanner distribution defined by Frank and Melvin(1960) and zero truncated generalized Poisson distribution as the special cases of Quasi-Negative Binomial Distribution-II. Finally, we developed computer programmes for the simulation and empirical study of the effect of autocorrelation function of input traffic on the stationary distribution of the system size as well as waiting time of an arbitrary packet. The model is applied to a real data of number of customers waiting for checkout in an airport and it is established that the model well suits this data.
基金Project supported by the National Hi-Tech Research and Develop-ment Program (863) of China (No. 2005AA505101-506)theNational Natural Science Foundation of China (No. 50477030)
文摘In general, every system is in one of the three states： normal, abnormal, or failure state. When the system is diagnosed as abnormal state, it needs predictive maintenance, lfthe system fails, an identical new one will replace it. The predictive maintenance cannot make the system ＂as good as new＂. Under these assumptions, the reliability index and the inspection-replacement policy of a system were studied. The explicit expression of the reliability index and the average income rate （i.e., the long-run average income per unit time） are derived by using probability analysis and vector Markov process method. The criterion of feasibility for the optimal inspection-replacement policy under the maximum average income rate is obtained. The numerical example shows the optimal inspection-replacement policy can raise the average income rate when the optimal inspection-replacement policy is feasible.
文摘A navigation method based on the partially observable markov decision process （POMDP） for smart wheelchairs in uncertain environments is presented in this paper. The design key factors for the navigation system of a smart wheelchair are discussed. A kinematics model of the smart wheelchair is given, and the model and principle of POMDP are introduced. In order to respond in uncertain local environments, a novel navigation methodology based on POMDP using the sensors perception and the user＇s joystick input is presented. The state space, the action set, the observations and the sensor fusion of the navigation method are given in detail, and the optimal policy of the POMDP model is proposed. Experimental results demonstrate the feasibility of this navigation method. Analysis is also conducted to investigate performance evaluation, advantages of the approach and potential generalization of this paper.
基金partially supported by grants from Capes,CNPq and FAPESP.
文摘This article discusses the Bayesian approach for count data using non-homogeneous Poisson processes, considering different prior distributions for the model parameters. A Bayesian approach using Markov Chain Monte Carlo (MCMC) simulation methods for this model was first introduced by [1], taking into account software reliability data and considering non-informative prior distributions for the parameters of the model. With the non-informative prior distributions presented by these authors, computational difficulties may occur when using MCMC methods. This article considers different prior distributions for the parameters of the proposed model, and studies the effect of such prior distributions on the convergence and accuracy of the results. In order to illustrate the proposed methodology, two examples are considered: the first one has simulated data, and the second has a set of data for pollution issues at a region in Mexico City.
