查询词典 controllable stochastic process

In order to achieve the stochastic inversion scheme, the stochastic approximation expectation maximum algorithm is introduced, the inversion at each iteration, the automatic modification of the statistical parameters to speed up the computing speed, improves accuracy and stability of the inversion.

为了实现所提出的随机反演理论，引入了随机近似最大期望算法，在反演的每次迭代后，自动修改各统计参数，加快了计算速度，提高了反演精度和稳定性。

On the basis of exact stochastic nonlinear systems, the connection between the $L_2$-gain of the uncertain stochastic nonlinear systems and the solution to a certain HJI inequality is established.

在精确模型随机非线性系统$H_\infty$基础上，建立了模型不确定系统$L_2$增益和HJI不等式的可解性的关系。

In order to verify validity of the proposed methods, a dynamic stochastic route choice model based on Cross-nested Logit model was employed to generate traffic environment of dynamic stochastic user equilibrium.

为了验证本文提出的信号控制方法的有效性，利用Cross-Nested Logit 模型构建了动态随机路径选择模型来获得动态随机用户均衡的交通环境。

The volatility of Chinese stock market is investigated using the dynamic version of stochastic volatility model, and Bayesian analysis based on MCMC is introduced to improve the parameters estimation in stochastic volatility model.

采用动态随机波动性模型实证研究了中国股票市场的波动性。通过基于马尔可夫链蒙特卡罗模拟的贝叶斯分析方法，较好地估计了随机波动性模型中的参数与波动性序列。

Finally, we apply the factor analysis of the interest rate risk factors that change the yield curve of bond. Based on the comparison of the static models and stochastic models, we bring forward a dynamic stochastic risk management model of interest rate. In addition to this, we conduct an empirical examination of the management of risk immunized bond portfolios.

最后，本文运用因素分析法对影响债券市场收益率曲线的利率风险因素进行了分析，然后在比较利率风险管理静态模型和随机模型的基础上提出了一个动态随机利率风险管理模型，并且针对债券市场利率风险免疫的债券组合管理进行了应用研究。

According to work conditions of coal plough, and considering stochastic cutting resistance by coal, single-degree-of-freedom nonlinear stochastic dynamic model of coal plough was presented, and the influences of chain pretension and polygon effect were discussed.

根据刨煤机运行的工况，考虑煤给予刨头的刨削阻力为随机变化的量，建立了刨煤机单自由度非线性随机动力学模型，同时考虑了刨链预紧力、多边形效应因素的影响。

This is the Massachusetts Institute of Technology on Dynamic Programming and Stochastic Control in courseware, want to learn dynamic programming and stochastic control to all of us help.

详细说明：这是美国麻省理工学院的有关动态规划与随机控制方面的课件，希望对学习动态规划和随机控制方面对大家有所帮助。

At last, we discuss the computational problems in solving the model. After an introduction of some common used algorithms and an analysis on their advantages and shortcomings, a new method for solving stochastic programrning stochastic dual dynamic programming is presented.

本章最后讨论了模型求解问题，在介绍常用随机规划算法和分析它们优缺点的基础上，给出一种新的求解方法一随机对偶动态规划算法。

Based on Bellman stochastic nonlinear dynamic programming, we develop an optimal control algorithm for the discrete stochastic system with conditional Markov structure.

基于Bellman随机非线性动态规划法，提出了具有条件马尔科夫跳变结构的离散随机系统的最优控制方法，应用随机变结构系统的性质对最优控制算法进行了简化处理，并将后验概率密度函数用条件高斯函数来逼近，针对一类具有条件马尔科夫跳变结构的线性离散随机系统，给出了其逼近最优控制算法。

Combining forward and backward stochastic differential equations and filtering techniques, the Nash equilibrium point of a type of partially observed LQ nonzero sum stochastic differential game problem is obtained.

摘要结合正倒向随机微分方程理论和滤波技术，给出了一类部分可观测信息下线性二次非零和随机微分对策问题的纳什均衡点。

The system can be widely used in belt weighing and batching process control,etc.

介绍了基于智能模糊控制的嵌入式配料系统的设计方法，对模糊PID控制过程和系统调零作了重点的讨论，同时给出了PID控制的程序流程图和系统定长调零子程序。

"I dunno," she answered,"but if you show me aroun', I'll recognize it from the lighthouse just outside the porthole."

"我不知道，"她回答说，"如果你能带我转转，我能认出来的，因为灯塔就在舷窗外。"