整体最小二乘(total least squares,TLS)可以有效解决变量误差(errors-in-variables,EIV)模型的参数估计问题,受到了许多领域研究者的广泛关注,并提出了各种不同的算法。然而,已有的部分研究成果大多基于标准的EIV模型,在处理大角度三...整体最小二乘(total least squares,TLS)可以有效解决变量误差(errors-in-variables,EIV)模型的参数估计问题,受到了许多领域研究者的广泛关注,并提出了各种不同的算法。然而,已有的部分研究成果大多基于标准的EIV模型,在处理大角度三维相似基准转换、多元非线性回归等复杂的非线性问题时难免存在一定的限制。目前对于更具通用性的广义整体最小二乘及其拓展理论的研究还比较匮乏。展开更多
Determination of the optimal model parameters for biochemical systems is a time consuming iterative process. In this study, a novel hybrid differential evolution （DE） algorithm based on the differential evolution te...Determination of the optimal model parameters for biochemical systems is a time consuming iterative process. In this study, a novel hybrid differential evolution （DE） algorithm based on the differential evolution technique and a local search strategy is developed for solving kinetic parameter estimation problems. By combining the merits of DE with Gauss-Newton method, the proposed hybrid approach employs a DE algorithm for identifying promising regions of the solution space followed by use of Gauss-Newton method to determine the optimum in the identified regions. Some well-known benchmark estimation problems are utilized to test the efficiency and the robustness of the proposed algorithm compared to other methods in literature. The comparison indicates that the present hybrid algorithm outperforms other estimation techniques in terms of the global searching ability and the con- vergence speed. Additionally, the estimation of kinetic model parameters for a feed batch fermentor is carried out to test the applicability of the proposed algorithm. The result suggests that the method can be used to estimate suitable values of model oarameters for a comolex mathematical model.展开更多
In this paper, we study the problems related to parameter estimation of a single-input and single-output networked control system, which contains possible network-induced delays and packet dropout in both of sensor-to...In this paper, we study the problems related to parameter estimation of a single-input and single-output networked control system, which contains possible network-induced delays and packet dropout in both of sensor-to-controller path and controller-to-actuator path. A weighted least squares(WLS) method is designed to estimate the parameters of plant, which could overcome the data uncertainty problem caused by delays and dropout. This WLS method is proved to be consistent and has a good asymptotic property. Simulation examples are given to validate the results.展开更多
In this paper, we address the problem of blind extraction and separation of a continuous chaotic signal from a linear mixture consisting of some chaotic signal and/or random signals. The problem of blind extraction is...In this paper, we address the problem of blind extraction and separation of a continuous chaotic signal from a linear mixture consisting of some chaotic signal and/or random signals. The problem of blind extraction is firstly formulated as a problem of the synchronization-based parameter estimation. Then an efficient least square based parameter estimation method is introduced to determine the desired extracting vector. The proposed blind signal extraction scheme is applicable to blind separation of chaotic signals by formulating the separation problem as the extraction of each chaotic source. Numerical simulation shows that the proposed approach can blindly extract and separate the desired chaotic signals and it is also robust to measurement noise.展开更多
Under barometric pressure, groundwater flow in well-aquifer systems is a kind of hydromechanical coupling problem. Applying the flux boundary conditions on borehole wall and water pressure equilibrium conditions insid...Under barometric pressure, groundwater flow in well-aquifer systems is a kind of hydromechanical coupling problem. Applying the flux boundary conditions on borehole wall and water pressure equilibrium conditions inside and outside the borehole wall under barometric pressure （BP）, an analytic solution to well-water level changes has been proposed in this paper. The formulation shows that the BP coefficients increase with time and tend to BP constant. The Change of BP coefficients over time depends only on the ratio of transmissivity （T） to the well radius squared （ r2, ） , and has nothing to do with the change in BP. The BP constant only relates to aquifer loading efficiency （B）, and has nothing to do with the aquifer transmissivity and well radius. The BP coefficients＇ change over time in the analytic formulation is consistent with the analysis of measured data from the Nanxi wells. Based on the BP coefficient changes over time, a parameter estimation method is suggested and discussed in its application to the estimation of the aquifer BP constant （or B） and transmissivity by using the Nanxi well data.展开更多
This paper considers the estimation of a Box-Cox transformation model with varying coefficient. A two-step approach is proposed in which the first step estimates the varying coefficients nonparametrically for any give...This paper considers the estimation of a Box-Cox transformation model with varying coefficient. A two-step approach is proposed in which the first step estimates the varying coefficients nonparametrically for any given parameter a in the transformation function. Then a one-dimensional search of a has been employed based on some least absolute deviation criterion function. The validity of our estimator does not require independence assumption thus is robust to the conditional heteroscedasticity. A simulation study shows a reasonably well finite sample performance. Additionally, a comprehensive empirical study has been carefully examined.展开更多
This paper deals with the Cauchy problem to the nonlinear pseudo-parabolic system ut - △u - αut =vp, vt -△v - α△vt = uq with p, q≥ 1 and pq 〉 1, where the viscous terms of third order are included. We first fin...This paper deals with the Cauchy problem to the nonlinear pseudo-parabolic system ut - △u - αut =vp, vt -△v - α△vt = uq with p, q≥ 1 and pq 〉 1, where the viscous terms of third order are included. We first find the critical Fujita exponent, and then determine the second critical exponent to characterize the critical space-decay rate of initial data in the co-existence region of global and non-global solutions. Moreover, time-decay profiles are obtained for the global solutions. It can be found that, different from those for the situations of general semilinear heat systems, we have to use distinctive techniques to treat the influence from the viscous terms of the highest order. To fix the non-global solutions, we exploit the test function method, instead of the general Kaplan method for heat systems. To obtain the global solutions, we apply the LP-Lq technique to establish some uniform Lm time-decay estimates. In particular, under a suitable classification for the nonlinear parameters and the initial data, various Lm time-decay estimates in the procedure enable us to arrive at the time-decay profiles of solutions to the system. It is mentioned that the general scaling method for parabolic problems relies heavily on regularizing effect to establish the compactness of approximating solutions, which cannot be directly realized here due to absence of the smooth effect in the pseudo-parabolic system.展开更多
文摘整体最小二乘(total least squares,TLS)可以有效解决变量误差(errors-in-variables,EIV)模型的参数估计问题,受到了许多领域研究者的广泛关注,并提出了各种不同的算法。然而,已有的部分研究成果大多基于标准的EIV模型,在处理大角度三维相似基准转换、多元非线性回归等复杂的非线性问题时难免存在一定的限制。目前对于更具通用性的广义整体最小二乘及其拓展理论的研究还比较匮乏。
基金Supported by the National Natural Science Foundation of China （60804027, 61064003） and Fuzhou University Research Foundation （FZU-02335, 600338 and 600567）.
文摘Determination of the optimal model parameters for biochemical systems is a time consuming iterative process. In this study, a novel hybrid differential evolution （DE） algorithm based on the differential evolution technique and a local search strategy is developed for solving kinetic parameter estimation problems. By combining the merits of DE with Gauss-Newton method, the proposed hybrid approach employs a DE algorithm for identifying promising regions of the solution space followed by use of Gauss-Newton method to determine the optimum in the identified regions. Some well-known benchmark estimation problems are utilized to test the efficiency and the robustness of the proposed algorithm compared to other methods in literature. The comparison indicates that the present hybrid algorithm outperforms other estimation techniques in terms of the global searching ability and the con- vergence speed. Additionally, the estimation of kinetic model parameters for a feed batch fermentor is carried out to test the applicability of the proposed algorithm. The result suggests that the method can be used to estimate suitable values of model oarameters for a comolex mathematical model.
基金Supported by the National Natural Science Foundation of China(61290324)
文摘In this paper, we study the problems related to parameter estimation of a single-input and single-output networked control system, which contains possible network-induced delays and packet dropout in both of sensor-to-controller path and controller-to-actuator path. A weighted least squares(WLS) method is designed to estimate the parameters of plant, which could overcome the data uncertainty problem caused by delays and dropout. This WLS method is proved to be consistent and has a good asymptotic property. Simulation examples are given to validate the results.
基金Supported by the National Natural Science Foundation of China (No.60472059)the Aeronautical Science Foundation of China (2008ZC 52026)
文摘In this paper, we address the problem of blind extraction and separation of a continuous chaotic signal from a linear mixture consisting of some chaotic signal and/or random signals. The problem of blind extraction is firstly formulated as a problem of the synchronization-based parameter estimation. Then an efficient least square based parameter estimation method is introduced to determine the desired extracting vector. The proposed blind signal extraction scheme is applicable to blind separation of chaotic signals by formulating the separation problem as the extraction of each chaotic source. Numerical simulation shows that the proposed approach can blindly extract and separate the desired chaotic signals and it is also robust to measurement noise.
基金supported by special funds for Public Welfare Scientific Research of Ministry of Science and Technology,PRC(200808055)Scientific Research Project of Education Department,Hebei Province(Z2009104),China
文摘Under barometric pressure, groundwater flow in well-aquifer systems is a kind of hydromechanical coupling problem. Applying the flux boundary conditions on borehole wall and water pressure equilibrium conditions inside and outside the borehole wall under barometric pressure （BP）, an analytic solution to well-water level changes has been proposed in this paper. The formulation shows that the BP coefficients increase with time and tend to BP constant. The Change of BP coefficients over time depends only on the ratio of transmissivity （T） to the well radius squared （ r2, ） , and has nothing to do with the change in BP. The BP constant only relates to aquifer loading efficiency （B）, and has nothing to do with the aquifer transmissivity and well radius. The BP coefficients＇ change over time in the analytic formulation is consistent with the analysis of measured data from the Nanxi wells. Based on the BP coefficient changes over time, a parameter estimation method is suggested and discussed in its application to the estimation of the aquifer BP constant （or B） and transmissivity by using the Nanxi well data.
基金supported by National Natural Science Foundation of China(Grant Nos.71171127,71471108 and 71601105)the Open Project Program in the Key Laboratory of Mathematical Economics(SUFE)(Grant No.201309KF02)+2 种基金Ministry of Education of the People’s Republic of Chinathe Program for Changjiang Scholars and Innovative Research Team in Shanghai University of Finance and Economicsthe Innovative Research Team of Econometrics in Shanghai Academy of Social Sciences
文摘This paper considers the estimation of a Box-Cox transformation model with varying coefficient. A two-step approach is proposed in which the first step estimates the varying coefficients nonparametrically for any given parameter a in the transformation function. Then a one-dimensional search of a has been employed based on some least absolute deviation criterion function. The validity of our estimator does not require independence assumption thus is robust to the conditional heteroscedasticity. A simulation study shows a reasonably well finite sample performance. Additionally, a comprehensive empirical study has been carefully examined.
基金supported by National Natural Science Foundation of China(Grant Nos.11171048 and 11201047)the Doctor Startup Foundation of Liaoning Province(Grant No.20121025)the Fundamental Research Funds for the Central Universities
文摘This paper deals with the Cauchy problem to the nonlinear pseudo-parabolic system ut - △u - αut =vp, vt -△v - α△vt = uq with p, q≥ 1 and pq 〉 1, where the viscous terms of third order are included. We first find the critical Fujita exponent, and then determine the second critical exponent to characterize the critical space-decay rate of initial data in the co-existence region of global and non-global solutions. Moreover, time-decay profiles are obtained for the global solutions. It can be found that, different from those for the situations of general semilinear heat systems, we have to use distinctive techniques to treat the influence from the viscous terms of the highest order. To fix the non-global solutions, we exploit the test function method, instead of the general Kaplan method for heat systems. To obtain the global solutions, we apply the LP-Lq technique to establish some uniform Lm time-decay estimates. In particular, under a suitable classification for the nonlinear parameters and the initial data, various Lm time-decay estimates in the procedure enable us to arrive at the time-decay profiles of solutions to the system. It is mentioned that the general scaling method for parabolic problems relies heavily on regularizing effect to establish the compactness of approximating solutions, which cannot be directly realized here due to absence of the smooth effect in the pseudo-parabolic system.
