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Ergodic degrees for continuous-time Markov chains 被引量:17
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作者 MAO Yonghua 《Science China Mathematics》 SCIE 2004年第2期161-174,共14页
This paper studies the existence of the higher orders deviation matrices for continuous time Markov chains by the moments for the hitting times. An estimate of the polynomial convergence rates for the transition matri... This paper studies the existence of the higher orders deviation matrices for continuous time Markov chains by the moments for the hitting times. An estimate of the polynomial convergence rates for the transition matrix to the stationary measure is obtained. Finally, the explicit formulas for birth-death processes are presented. 展开更多
关键词 markov chain ERGODIC degree hitting time CONVERGENCE to stationary.
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Integral-type functionals of first hitting times for continuous-time Markov chains 被引量:3
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作者 Yuanyuan LIU Yanhong SONG 《Frontiers of Mathematics in China》 SCIE CSCD 2018年第3期619-632,共14页
We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The co... We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The connection between the subexponential integral-type functionals and the subexponential ergodicity is established. Moreover, these results are applied to the birth-death processes. Polynomial integral-type functionals and polynomial ergodicity are studied, and a sufficient criterion for a central limit theorem is also presented. 展开更多
关键词 Integral-type functional continuous-time markov chain (CTMC) subexponential ergodicity birth-death process central limit theorem (CLT)
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Contraction Integrated Semigroups and Their Applicationto Continuous-time Markov Chains 被引量:31
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作者 YangRongLI 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2003年第3期605-618,共14页
We introduce the notion of the contraction integrated semigroups and give the Lumber-Phillips characterization of the generator, and also the charaterazied generators of isometric integrated semigroups. For their appl... We introduce the notion of the contraction integrated semigroups and give the Lumber-Phillips characterization of the generator, and also the charaterazied generators of isometric integrated semigroups. For their application, a necessary and sufficient condition for q-matrices Q generating a contraction integrated semigroup is given, and a necessary and sufficient condition for a transition function to be a Feller-Reuter-Riley transition function is also given in terms of its q-matrix. 展开更多
关键词 Keywords Integrated semigroups Contraction integrated semigroups markov chains Transition functions q matrices Feller Reuter Riley transition functions
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Perturbation analysis for continuous-time Markov chains 被引量:1
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作者 LIU YuanYuan 《Science China Mathematics》 SCIE CSCD 2015年第12期2633-2642,共10页
We investigate perturbation for continuous-time Markov chains(CTMCs) on a countable state space. Explicit bounds on ?D and D are derived in terms of a drift condition, where ? and D represent the perturbation of the i... We investigate perturbation for continuous-time Markov chains(CTMCs) on a countable state space. Explicit bounds on ?D and D are derived in terms of a drift condition, where ? and D represent the perturbation of the intensity matrices and the deviation matrix, respectively. Moreover, we obtain perturbation bounds on the stationary distributions, which extends the results by Liu(2012) for uniformly bounded CTMCs to general(possibly unbounded) CTMCs. Our arguments are mainly based on the technique of augmented truncations. 展开更多
关键词 markov chains stationary distribution perturbation analysis exponential ergodicity deviation matrix
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Markov chains as a conceptual probabilistic model according to Vistelius
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作者 Hannes Thiergartner 《Acta Geochimica》 2025年第3期663-672,共10页
This geo-historical case study analyses Vistelius’ingenious idea of conceptual stochastic models and their application as Markov chain analysis in the geosciences.Vistelius(1915–1995)is regarded as one of the founde... This geo-historical case study analyses Vistelius’ingenious idea of conceptual stochastic models and their application as Markov chain analysis in the geosciences.Vistelius(1915–1995)is regarded as one of the founders of mathematical geology.He was the fi rst to defi ne mathematical geology as“a scientifi c discipline concerned with the construction,analysis and use of conceptual mathematical models of geological events to solve concrete problems”(Vistelius in Principles of mathematical geology,Nauka,Leningrad,1980;Principles of mathematical geology,Kluwer Academic Publishers,Dordrecht,1992).Mathematical models in this context should be primarily probabilistic because of the large number of infl uencing natural factors.They must be conceptual to avoid fundamental errors in application.Vistelius devoted his seminal book to geological random sequences and their description and analysis using Markov models as stochastic tools.He applied this approach to grain sequences in granitic intrusive rocks and to sedimentary rock layers.Among other things,Vistelius has used Markov chain analysis in mineral resource exploration to distinguish between“ideal”granites,which are not subsequently mineralized,and mainly hydrothermally mineralized,sometimes ore-bearing granites which contain at least two generations of main minerals.The application of this special conceptual stochastic model is demonstrated on Lusatian granite(Saxony,Germany). 展开更多
关键词 History of geosciences Mathematical geology Conceptual model Vistelius markov chain analysis GRANITE
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The Relations Among Various Markov Chains 被引量:8
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作者 Hu Di\|he College of Mathematics and Statistics,Wuhan University, Wuhan 430072, China 《Wuhan University Journal of Natural Sciences》 EI CAS 2001年第3期643-648,共6页
Some basic equations and the relations among various Markov chains are established. These works are the bases in the investigation of the theory of Markov chain in random environment.
关键词 Hopf markov chain markov chain in random environment skew product markov chain sample markov chain in random environment
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Weighted Markov chains for forecasting and analysis in Incidence of infectious diseases in jiangsu Province,China 被引量:10
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作者 Zhihang Peng Changjun Bao +5 位作者 Yang Zhao Honggang Yi Letian Xia Hao Yu Hongbing Shen Feng Chen 《The Journal of Biomedical Research》 CAS 2010年第3期207-214,共8页
This paper first applies the sequential cluster method to set up the classification standard of infectious disease incidence state based on the fact that there are many uncertainty characteristics in the incidence cou... This paper first applies the sequential cluster method to set up the classification standard of infectious disease incidence state based on the fact that there are many uncertainty characteristics in the incidence course.Then the paper presents a weighted Markov chain,a method which is used to predict the future incidence state.This method assumes the standardized self-coefficients as weights based on the special characteristics of infectious disease incidence being a dependent stochastic variable.It also analyzes the characteristics of infectious diseases incidence via the Markov chain Monte Carlo method to make the long-term benefit of decision optimal.Our method is successfully validated using existing incidents data of infectious diseases in Jiangsu Province.In summation,this paper proposes ways to improve the accuracy of the weighted Markov chain,specifically in the field of infection epidemiology. 展开更多
关键词 weighted.markov chains sequential cluster infectious diseases forecasting and analysis markov chain Monte Carlo
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Intrusion detection based on system calls and homogeneous Markov chains 被引量:8
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作者 Tian Xinguang Duan Miyi +1 位作者 Sun Chunlai Li Wenfa 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2008年第3期598-605,共8页
A novel method for detecting anomalous program behavior is presented, which is applicable to hostbased intrusion detection systems that monitor system call activities. The method constructs a homogeneous Markov chain ... A novel method for detecting anomalous program behavior is presented, which is applicable to hostbased intrusion detection systems that monitor system call activities. The method constructs a homogeneous Markov chain model to characterize the normal behavior of a privileged program, and associates the states of the Markov chain with the unique system calls in the training data. At the detection stage, the probabilities that the Markov chain model supports the system call sequences generated by the program are computed. A low probability indicates an anomalous sequence that may result from intrusive activities. Then a decision rule based on the number of anomalous sequences in a locality frame is adopted to classify the program's behavior. The method gives attention to both computational efficiency and detection accuracy, and is especially suitable for on-line detection. It has been applied to practical host-based intrusion detection systems. 展开更多
关键词 intrusion detection markov chain anomaly detection system call.
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ON MARKOV CHAINS IN SPACE-TIME RANDOM ENVIRONMENTS 被引量:7
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作者 胡迪鹤 胡晓予 《Acta Mathematica Scientia》 SCIE CSCD 2009年第1期1-10,共10页
In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTR... In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section 3, the authors es-tablish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov br... 展开更多
关键词 Random markov kernel markov chain in space-time random environemnt random walk in space-time random environment markov branching chain in space-time random environment
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THE CONSTRUCTION OF MULTITYPE CANONICAL MARKOV BRANCHING CHAINS IN RANDOM ENVIRONMENTS 被引量:2
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作者 胡迪鹤 《Acta Mathematica Scientia》 SCIE CSCD 2006年第3期431-442,共12页
The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introd... The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment (CMBCRE) and multitype Markov branching chain in random environment (MBCRE) and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties. 展开更多
关键词 Random markov matrix markov chain in random environment markov branching chain in random environment canonical markov branching chain in random environment generator random variables
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STRONG LAW OF LARGE NUMBERS AND SHANNON-MCMILLAN THEOREM FOR MARKOV CHAINS FIELD ON CAYLEY TREE 被引量:2
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作者 杨卫国 刘文 《Acta Mathematica Scientia》 SCIE CSCD 2001年第4期495-502,共8页
This paper studies the strong law of large numbers and the Shannom-McMillan theorem for Markov chains field on Cayley tree. The authors first prove the strong law of large number on the frequencies of states and order... This paper studies the strong law of large numbers and the Shannom-McMillan theorem for Markov chains field on Cayley tree. The authors first prove the strong law of large number on the frequencies of states and orderd couples of states for Markov chains field on Cayley tree. Then they prove the Shannon-McMillan theorem with a.e. convergence for Markov chains field on Cayley tree. In the proof, a new technique in the study the strong limit theorem in probability theory is applied. 展开更多
关键词 Cayley tree random field markov chains field strong law of large numbers Shannon-McMillan theorem
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Model of Markov Chains in Space-Time Random Environments 被引量:2
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作者 YANG Guangyu HU Dihe 《Wuhan University Journal of Natural Sciences》 CAS 2007年第2期225-229,共5页
A general framework of stochastic model for a Markov chain in a space-time random environment is introduced, here the environment ξ^*:={ξ1,x∈N,x∈ X}is a random field. We study the dependence relations between th... A general framework of stochastic model for a Markov chain in a space-time random environment is introduced, here the environment ξ^*:={ξ1,x∈N,x∈ X}is a random field. We study the dependence relations between the environment and the original chain, especially the "feedback". Some equivalence theorems and law of large numbers are obtained. 展开更多
关键词 markov chains in space-time random environments FEEDBACK markovian environments
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Oil-gas reservoir lithofacies stochastic modeling based on one-to three-dimensional Markov chains 被引量:2
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作者 WANG Zhi-zhong HUANG Xiang LIANGYu-ru 《Journal of Central South University》 SCIE EI CAS CSCD 2018年第6期1399-1408,共10页
Stochastic modeling techniques have been widely applied to oil-gas reservoir lithofacies.Markov chain simulation~however~is still under development~mainly because of the difficulties in reasonably defining conditional... Stochastic modeling techniques have been widely applied to oil-gas reservoir lithofacies.Markov chain simulation~however~is still under development~mainly because of the difficulties in reasonably defining conditional probabilities for multi-dimensional Markov chains and determining transition probabilities for horizontal strike and dip directions.The aim of this work is to solve these problems.Firstly~the calculation formulae of conditional probabilities for multi-dimensional Markov chain models are proposed under the full independence and conditional independence assumptions.It is noted that multi-dimensional Markov models based on the conditional independence assumption are reasonable because these models avoid the small-class underestimation problem.Then~the methods for determining transition probabilities are given.The vertical transition probabilities are obtained by computing the transition frequencies from drilling data~while the horizontal transition probabilities are estimated by using well data and the elongation ratios according to Walther's law.Finally~these models are used to simulate the reservoir lithofacies distribution of Tahe oilfield in China.The results show that the conditional independence method performs better than the full independence counterpart in maintaining the true percentage composition and reproducing lithofacies spatial features. 展开更多
关键词 independence assumption markov chain reservoir lithofacies small-class underestimation transitionprobability
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Using Markov chains to predict the natural progression of diabetic retinopathy 被引量:1
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作者 Priyanka Srikanth 《International Journal of Ophthalmology(English edition)》 SCIE CAS 2015年第1期132-137,共6页
AIM: To study the natural progression of diabetic retinopathy in patients with type 2 diabetes.METHODS: This was an observational study of 153 cases with type 2 diabetes from 2010 to 2013. The state of patient was not... AIM: To study the natural progression of diabetic retinopathy in patients with type 2 diabetes.METHODS: This was an observational study of 153 cases with type 2 diabetes from 2010 to 2013. The state of patient was noted at end of each year and transition matrices were developed to model movement between years. Patients who progressed to severe non-proliferative diabetic retinopathy(NPDR) were treated.Markov Chains and Chi-square test were used for statistical analysis.RESULTS: We modelled the transition of 153 patients from NPDR to blindness on an annual basis. At the end of year 3, we compared results from the Markov model versus actual data. The results from Chi-square test confirmed that there was statistically no significant difference(P =0.70) which provided assurance that the model was robust to estimate mean sojourn times. The key finding was that a patient entering the system in mild NPDR state is expected to stay in that state for 5y followed by 1.07 y in moderate NPDR, be in the severe NPDR state for 1.33 y before moving into PDR for roughly8 y. It is therefore expected that such a patient entering the model in a state of mild NPDR will enter blindness after 15.29 y.CONCLUSION: Patients stay for long time periods in mild NPDR before transitioning into moderate NPDR.However, they move rapidly from moderate NPDR to proliferative diabetic retinopathy(PDR) and stay in that state for long periods before transitioning into blindness. 展开更多
关键词 diabetes mellitus diabetic retinopathy markov chains Chi-square test transition probability matrix
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Variance minimization for continuous-time Markov decision processes: two approaches 被引量:1
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作者 ZHU Quan-xin 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2010年第4期400-410,共11页
This paper studies the limit average variance criterion for continuous-time Markov decision processes in Polish spaces. Based on two approaches, this paper proves not only the existence of solutions to the variance mi... This paper studies the limit average variance criterion for continuous-time Markov decision processes in Polish spaces. Based on two approaches, this paper proves not only the existence of solutions to the variance minimization optimality equation and the existence of a variance minimal policy that is canonical, but also the existence of solutions to the two variance minimization optimality inequalities and the existence of a variance minimal policy which may not be canonical. An example is given to illustrate all of our conditions. 展开更多
关键词 continuous-time markov decision process Polish space variance minimization optimality equation optimality inequality.
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Development of Optimal Maintenance Policies for Offshore Wind Turbine Gearboxes Based on the Non-homogeneous Continuous-Time Markov Process 被引量:1
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作者 Mingxin Li Jichuan Kang +1 位作者 Liping Sun Mian Wang 《Journal of Marine Science and Application》 CSCD 2019年第1期93-98,共6页
Gearbox in offshore wind turbines is a component with the highest failure rates during operation. Analysis of gearbox repair policy that includes economic considerations is important for the effective operation of off... Gearbox in offshore wind turbines is a component with the highest failure rates during operation. Analysis of gearbox repair policy that includes economic considerations is important for the effective operation of offshore wind farms. From their initial perfect working states, gearboxes degrade with time, which leads to decreased working efficiency. Thus, offshore wind turbine gearboxes can be considered to be multi-state systems with the various levels of productivity for different working states. To efficiently compute the time-dependent distribution of this multi-state system and analyze its reliability, application of the nonhomogeneous continuous-time Markov process(NHCTMP) is appropriate for this type of object. To determine the relationship between operation time and maintenance cost, many factors must be taken into account, including maintenance processes and vessel requirements. Finally, an optimal repair policy can be formulated based on this relationship. 展开更多
关键词 Maintenance policy NON-HOMOGENEOUS continuous-time markov process OFFSHORE wind TURBINE gearboxes Reliability analysis Failure rates System engineering
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THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD 被引量:1
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作者 Zhifeng ZHU Shaoyi ZHANG Fanji TIAN 《Acta Mathematica Scientia》 SCIE CSCD 2021年第5期1777-1787,共11页
We investigate the convergence of nonhomogeneous Markov chains in general state space by using the f norm and the coupling method,and thus,a sufficient condition for the convergence of nonhomogeneous Markov chains in ... We investigate the convergence of nonhomogeneous Markov chains in general state space by using the f norm and the coupling method,and thus,a sufficient condition for the convergence of nonhomogeneous Markov chains in general state space is obtained. 展开更多
关键词 f norm COUPLING nonhomogeneous markov chains CONVERGENCE
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The Laplace Functional and Moments for Markov Branching Chains in Random Environments 被引量:1
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作者 HU Di-he ZHANG Shu-lin 《Wuhan University Journal of Natural Sciences》 CAS 2005年第3期485-492,共8页
The concepts of random Markov matrix,Markov branching chain in randomenvironment(MBCRE)and Laplace functional of Markov branching chain in random environment(LFMBCRE)are introduced.The properties of LFMBCRE and the ex... The concepts of random Markov matrix,Markov branching chain in randomenvironment(MBCRE)and Laplace functional of Markov branching chain in random environment(LFMBCRE)are introduced.The properties of LFMBCRE and the explicit formulas of momentsof MBCRE are given. 展开更多
关键词 random markov matrix markov branching chain in random environment Laplacefunctional MOMENTS
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Fully Polarimetric Land Cover Classification Based on Markov Chains 被引量:2
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作者 Georgia Koukiou Vassilis Anastassopoulos 《Advances in Remote Sensing》 2021年第3期47-65,共19页
A novel land cover classification procedure is presented utilizing the infor</span><span style="font-family:Verdana;">mation content of fully polarimetric SAR images. The Cameron cohere</span&... A novel land cover classification procedure is presented utilizing the infor</span><span style="font-family:Verdana;">mation content of fully polarimetric SAR images. The Cameron cohere</span><span style="font-family:Verdana;">nt target decomposition (CTD) is employed to characterize land cover pixel by pixel. Cameron’s CTD is employed since it provides a complete set of elem</span><span style="font-family:Verdana;">entary scattering mechanisms to describe the physical properties of t</span><span style="font-family:Verdana;">he scatterer. The novelty of the proposed land classification approach lies on the fact that the features used for classification are not the types of the elementary </span><span style="font-family:Verdana;">scatterers themselves, but the way these types of scatterers alternate from p</span><span style="font-family:Verdana;">ixel </span><span style="font-family:Verdana;">to pixel on the SAR image. Thus, transition matrices that represent loc</span><span style="font-family:Verdana;">al Markov models are used as classification features for land cover classification. The classification rule employs only the most important transitions for decision making. The Frobenius inner product is employed as similarity measure. Ten different types of land cover are used for testing the proposed method. In this aspect, the classification performance is significantly high. 展开更多
关键词 Fully Polarimetric SAR Coherent Decomposition Elementary Scatterers markov chains Land Cover Classification
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Three-random SVPWM Strategy based on Markov Chain for NPC Three-level Inverter
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作者 Xuefeng Jin Kunyang Wu +3 位作者 Xin Gu Guozheng Zhang Huimin Wang Wei Chen 《CES Transactions on Electrical Machines and Systems》 2025年第4期483-494,共12页
Permanent magnet synchronous motors(PMSMs), owing to the features of low maintenance costs, great efficiency, and high power density, are extensively utilized in applications such as rail transportation, industrial ro... Permanent magnet synchronous motors(PMSMs), owing to the features of low maintenance costs, great efficiency, and high power density, are extensively utilized in applications such as rail transportation, industrial robots, and new energy electric vehicles. However, the application of space vector pulse width modulation(SVPWM) results in the motor phase current exhibiting clustered harmonic distributions at the integer multiples of the switching frequency, leading to motor noise and vibration issues. To address the issues, this paper proposes a three-random SVPWM(TRPWM) strategy based on a threestate Markov chain, integrating random pulse position, random switching frequency, and random small vector dwell time. By adhering to the principle of voltage-second balance, this strategy spreads the concentrated high-frequency harmonics over a wider frequency range, significantly reducing the magnitude of the concentrated harmonics in the phase current. Comparative experiments with conventional SVPWM, conventional dual-random SVPWM, and conventional three-random SVPWM strategies demonstrate that the proposed approach achieves the expansion of harmonics at integer multiples of the switching frequency in the phase current, effectively suppressing high-frequency vibrations in PMSMs. 展开更多
关键词 Random switching frequency Pulse position Redundant small vector markov chain High frequency harmonics
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