Identification of the Wiener system with the nonlinear block being a piecewiselinear function is considered in the paper, generalizing the results given by H. E. Chen to the case of noisy observation. Recursive algori...Identification of the Wiener system with the nonlinear block being a piecewiselinear function is considered in the paper, generalizing the results given by H. E. Chen to the case of noisy observation. Recursive algorithms are given for estimating all unknown parameters contained in the system, and their strong consistency is proved. The estimation method is similar to that used by H. E. Chen for Hammerstein systems with the same nonlinearity. However, the assumption imposed by H. E. Chen on the availability of an upper bound for the nonsmooth points of the piecewise-linear function has been removed in this paper with the help of designing an additional algorithm for estimating the upper bound.展开更多
The input uk and output yk of the multivariate ARMAX system A（x）yk = B（z）uk ＋ C（z）wk are observed with noises： uk^ob△=uk ＋ εk^u and yk^ob △=yk＋ εk^y, where εk^u and εk^y denote the observation noises. ...The input uk and output yk of the multivariate ARMAX system A（x）yk = B（z）uk ＋ C（z）wk are observed with noises： uk^ob△=uk ＋ εk^u and yk^ob △=yk＋ εk^y, where εk^u and εk^y denote the observation noises. Such kind of systems are called errors-in-variables （EIV） systems. In the paper, recursive algorithms based on observations are proposed for estimating coefficients of A（z）, B（z）, C（z）, and the covariance matrix Rw of wk without requiring higher than the second order statistics. The algorithms are convenient for computation and are proved to converge to the system coefficients under reasonable conditions. An illustrative example is provided, and the simulation results are shown to be consistent with the theoretical analysis.展开更多
In time series analysis, almost all existing results are derived for the case where the driven noise {wn} in the MA part is with bounded variance （or conditional variance）. In contrast to this, the paper discusses h...In time series analysis, almost all existing results are derived for the case where the driven noise {wn} in the MA part is with bounded variance （or conditional variance）. In contrast to this, the paper discusses how to identify coefficients in a multidimensional ARMA process with fixed orders, but in its MA part the conditional moment E（｜｜wn｜｜^β｜Fn-1）, β 〉 2 is possible to grow up at a rate of a power of logn. The wellknown stochastic gradient （SG） algorithm is applied to estimating the matrix coefficients of the ARMA process, and the reasonable conditions are given to guarantee the estimate to be strongly consistent.展开更多
第三方资助(Third Party Funding,TPF)作为一种新兴的仲裁法律服务及投资模式,近年来受到理论界和实务界日益广泛的关注。第三方资助因其有利于国际商事仲裁的当事人减少高昂的仲裁成本,促进其维护自身的合法权益,而具有一定的现实必要...第三方资助(Third Party Funding,TPF)作为一种新兴的仲裁法律服务及投资模式,近年来受到理论界和实务界日益广泛的关注。第三方资助因其有利于国际商事仲裁的当事人减少高昂的仲裁成本,促进其维护自身的合法权益,而具有一定的现实必要性。然而,不可否认,第三方资助也给现行的仲裁制度带来了一系列法律挑战,包括"利益冲突""第三方对仲裁程序的控制"等。因此,国际社会普遍认为应当对这一行为进行适度的规制与监管。在本文中,笔者以比较法学的研究方法,比较了新加坡以及我国香港特别行政区对第三方资助的规制,尝试对我国内地未来第三方资助的规制方法提出建议。笔者认为,构建全面的信息披露制度是化解第三方资助行为法律挑战,促进第三方资助行为更好地实现其"接近正义"这一价值追求的核心与关键。展开更多
A continuous-time Kiefer-Wolfowitz algorithm with randomized differences andwith truncations at randomly varying bounds is proposed. It is shown that the algorithmconverges to the desired value almost surely under mil...A continuous-time Kiefer-Wolfowitz algorithm with randomized differences andwith truncations at randomly varying bounds is proposed. It is shown that the algorithmconverges to the desired value almost surely under mild conditions. The rate of convergenceand the asymptotic normality of the algorithm are also established.展开更多
基金Supported by the National Natural Science Foundation of China (Grant Nos. 60221301. 60334040. And 60474004)
文摘Identification of the Wiener system with the nonlinear block being a piecewiselinear function is considered in the paper, generalizing the results given by H. E. Chen to the case of noisy observation. Recursive algorithms are given for estimating all unknown parameters contained in the system, and their strong consistency is proved. The estimation method is similar to that used by H. E. Chen for Hammerstein systems with the same nonlinearity. However, the assumption imposed by H. E. Chen on the availability of an upper bound for the nonsmooth points of the piecewise-linear function has been removed in this paper with the help of designing an additional algorithm for estimating the upper bound.
基金Supported by the National Natural Science Foundation of China (Grant Nos. 60821091, 60874001)the National Laboratory of Space Intelligent Control
文摘The input uk and output yk of the multivariate ARMAX system A（x）yk = B（z）uk ＋ C（z）wk are observed with noises： uk^ob△=uk ＋ εk^u and yk^ob △=yk＋ εk^y, where εk^u and εk^y denote the observation noises. Such kind of systems are called errors-in-variables （EIV） systems. In the paper, recursive algorithms based on observations are proposed for estimating coefficients of A（z）, B（z）, C（z）, and the covariance matrix Rw of wk without requiring higher than the second order statistics. The algorithms are convenient for computation and are proved to converge to the system coefficients under reasonable conditions. An illustrative example is provided, and the simulation results are shown to be consistent with the theoretical analysis.
基金the National Natural Science Foundation of China(Grant Nos G0221301,60334040 , 60474004).
文摘In time series analysis, almost all existing results are derived for the case where the driven noise {wn} in the MA part is with bounded variance （or conditional variance）. In contrast to this, the paper discusses how to identify coefficients in a multidimensional ARMA process with fixed orders, but in its MA part the conditional moment E（｜｜wn｜｜^β｜Fn-1）, β 〉 2 is possible to grow up at a rate of a power of logn. The wellknown stochastic gradient （SG） algorithm is applied to estimating the matrix coefficients of the ARMA process, and the reasonable conditions are given to guarantee the estimate to be strongly consistent.
文摘第三方资助(Third Party Funding,TPF)作为一种新兴的仲裁法律服务及投资模式,近年来受到理论界和实务界日益广泛的关注。第三方资助因其有利于国际商事仲裁的当事人减少高昂的仲裁成本,促进其维护自身的合法权益,而具有一定的现实必要性。然而,不可否认,第三方资助也给现行的仲裁制度带来了一系列法律挑战,包括"利益冲突""第三方对仲裁程序的控制"等。因此,国际社会普遍认为应当对这一行为进行适度的规制与监管。在本文中,笔者以比较法学的研究方法,比较了新加坡以及我国香港特别行政区对第三方资助的规制,尝试对我国内地未来第三方资助的规制方法提出建议。笔者认为,构建全面的信息披露制度是化解第三方资助行为法律挑战,促进第三方资助行为更好地实现其"接近正义"这一价值追求的核心与关键。
文摘A continuous-time Kiefer-Wolfowitz algorithm with randomized differences andwith truncations at randomly varying bounds is proposed. It is shown that the algorithmconverges to the desired value almost surely under mild conditions. The rate of convergenceand the asymptotic normality of the algorithm are also established.
