查询词典 stochastic filtering

Thus far, little has been known for the extreme value distribution of general structural dynamic stochastic responses, except for some special results, say, the Rayleigh distribution in the case of narrow - banded Gaussian stochastic processes.

由于基于首次超越破坏准则的结构动力可靠度问题可以转化为相应动力反应极值分布的积分问题，获取结构动力随机反应的极值分布具有重要的意义川。

Basic concepts of stochastic processes: family of finite dimensional distribution functions, numerical characteristics of stochastic processes.

随机过程的基本概念：有限维分布函数族，随机过程的数字特征。

Advanced course covering topics selected from: semimartingale theory, stochastic integrals, homogeneous chaos expansions, stochastic differential equations, Malliavin calculus, infinite dimensional processes, functional central limit theorems, Feynman-Kac formula, Feynman integral.

随机分析：高级课程，包括：半鞅理论，随机积分，齐次混沌展开，随机差分方程， Malliavin 微积分，，有限维过程，泛函中心极限理论， Feynman-Kac公式， Feynman积分，过滤理论的应用，无限粒子系统，量子力学，神经学中的随机模型。

A convergence of the section sum in stochastic sequence under finite state is produced with the help of same distribute and comparative function of stochastic sequenct.

利用随机序列的同分布性及比较函数，导出了有限状态随机序列部分和的一个收敛性质。

The weather and climate comply with the fluid dynamical equation and appear stochastic. In order to explore the relationship between weather and climate, the fractional derivative and integration are introduced. Physically, the stochastic degrees of weather and climate are different.

天气和气候虽然遵从流体力学规律，但是却显示出随机性，研究天气和气候之间的关系必须引入分数阶的导数和积分，从物理上讲不外乎说明天气和气候的随机程度是不相同的。

SPNAnalyzer software system has a very friendly man-machine interaction interface, so the visualized modeling of stochastic Petri net is very intuitional and convenient. The response and handling of the Windows messages is extended to the graph tool module, so it is very easy to maintain. The class design of the element object module and the graph tool module guarantees the expansibility of the system. The crucial technologies including the reachability set algorithm of the stochastic Petri net model, the constitution of the homogeneous Markov chain, and the computation of the steady state probability are implemented. The design of the data structure adopts the linked list, so the execution of the algorithms is very efficient.

SPNAnalyzer软件系统具有非常友好的人机交互界面，使可视化的随机Petri网建模变得非常直观方便；将各种Windows消息的响应和处理延伸至图形工具模块，使系统的维护变得容易；元素对象模块和图形工具模块的类的设计使系统的可扩展性很好；实现了随机Petri网模型的可达集生成算法和同构马尔可夫链的构造及其稳定状态概率的求解等关键技术；数据结构的设计采用链表的形式，使各种算法都具有较高的执行效率。

The computation of the infinitesimal generator matrix of the stochastic marking process underlying the First order FSPN model is described, which accounts for the transition rates among discrete tangible states. After that the transient state and steady state equations for the probability density functions describe the stochastic marking process are presented.

在说明了一阶流体随机 Petri 网随机标识过程在离散实存状态空间的转移速率矩阵等的计算方法后，给出了描述随机标识过程状态的概率密度函数在暂态和稳态情况下满足的方程。

This dissertation focuses on the vector stochastic integral and its applicationsto mathematical finance. We first conduct a comprehensive study on VSI and provide aneconomical justification on the question of why VSI is more suitable than the component-wise stochastic integral for mathematical finance.

本论文以向量随机积分为主线，首先较为系统地研究了向量随机积分，给出了在金融数学中使用向量随机积分较之使用按分量的随机积分更合理的经济学解释。

In our thesis, contents are organized as following In Chapter 1 we present our topic's internal and overseas research situations, theoretical and practical significance, and introduce the research object and contents, and the main contributions of this dissertation. Chapter 2 reviews the development of the stability results for nonlinear systems and some relevant recent results, which include Lyapunov and LaSalle-Yoshizawa theorems for nonlinear systems, and stochastic edition for stochastic nonlinear systems. Sontag's formula for systems affine in control is presented in the frame of CLF. The concepts of disturbance attenuation and the inverse optimality are also explained in this Chapter. In chapter 3 we present the solvable theorem of inverse optimal gain assignment problem, design the inverse optimal controller and the inverse optimal tracking controller for strict-feedback nonlinear continuous systems with unknown time-varing bounded disturbances and constant unknown parameters using an adaptive backstepping algorithm, which are nonlinear, continuous and are easier to realize. These designs are fully systematic and the algorithm can be directly coded in symbolic software. The results of simulation show the effectiveness of the control algorithms.

论文的结构如下：在第1章中，给出了本文研究课题的研究现状、理论意义和实际应用，并介绍了本文的研究对象、研究内容以及主要贡献；在第2章中，针对确定性非线性系统和随机非线性系统，分别介绍了Lyapunov定理、LaSalle-Yoshizawa定理及其随机版本；对仿射系统，在控制Lyapunov函数框架下，给出了Sontag公式；同时给出了非线性系统扰动抑制和逆最优控制问题的基本概念；在第3章中，针对具有未知时变有界扰动和未知定常参数的一类不确定非线性系统，给出并证明了逆最优增益配置可解定理，使用自适应Backstepping算法和均值定理，系统地设计了自适应逆最优控制器和逆最优跟踪器，这种设计方法可同时获得逆最优控制策略和自适应律，简单明了，仿真结果表明该控制算法的有效性，并给出了性能估计。

In Chapter 3 the stability of Ito stochastic systems and delay stochastic systems are investigated.

在第三章研究Ito型随机系统及滞后随机系统的稳定性问题。

Diabetes is a social disease that affects several million people worldwide.

糖尿病是一个社会性疾病，全世界有数百万人罹患此病。

I'll call you on Friday to see if we can reschedule our luncheon meeting at your convenience.

我星期五会给您打电话在您方便的时候我们重新安排我们的午餐约会。