Mean-variance relationship （MVR）, nowadays agreed in power law form, is an important function. It is currently used by traffic matrix estimation as a basic statistical assumption. Because all the existing papers obt...Mean-variance relationship （MVR）, nowadays agreed in power law form, is an important function. It is currently used by traffic matrix estimation as a basic statistical assumption. Because all the existing papers obtain MVR only through empirical ways, they cannot provide theoretical support to power law MVR or the definition of its power exponent. Furthermore, because of the lack of theoretical model, all traffic matrix estimation methods based on MVR have not been theoretically supported yet. By observing both our laboratory and campus network for more than one year, we find that such an empirical MVR is not sufficient to describe actual network traffic. In this paper, we derive a theoretical MVR from ON/OFF model. Then we prove that current empirical power law MVR is generally reasonable by the fact that it is an approximate form of theoretical MVR under specific precondition, which can theoretically support those traffic matrix estimation algorithms of using MVR. Through verifying our MVR by actual observation and public DECPKT traces, we verify that our theoretical MVR is valid and more capable of describing actual network traffic than power law MVR.展开更多
It has been extensively recognized that the engineering structures are becoming increasingly precise and complex,which makes the requirements of design and analysis more and more rigorous.Therefore the uncertainty eff...It has been extensively recognized that the engineering structures are becoming increasingly precise and complex,which makes the requirements of design and analysis more and more rigorous.Therefore the uncertainty effects are indispensable during the process of product development.Besides,iterative calculations,which are usually unaffordable in calculative efforts,are unavoidable if we want to achieve the best design.Taking uncertainty effects into consideration,matrix perturbation methodpermits quick sensitivity analysis and structural dynamic re-analysis,it can also overcome the difficulties in computational costs.Owing to the situations above,matrix perturbation method has been investigated by researchers worldwide recently.However,in the existing matrix perturbation methods,correlation coefficient matrix of random structural parameters,which is barely achievable in engineering practice,has to be given or to be assumed during the computational process.This has become the bottleneck of application for matrix perturbation method.In this paper,we aim to develop an executable approach,which contributes to the application of matrix perturbation method.In the present research,the first-order perturbation of structural vibration eigenvalues and eigenvectors is derived on the basis of the matrix perturbation theory when structural parameters such as stiffness and mass have changed.Combining the first-order perturbation of structural vibration eigenvalues and eigenvectors with the probability theory,the variance of structural random eigenvalue is derived from the perturbation of stiffness matrix,the perturbation of mass matrix and the eigenvector of baseline-structure directly.Hence the Direct-VarianceAnalysis(DVA)method is developed to assess the variation range of the structural random eigenvalues without correlation coefficient matrix being involved.The feasibility of the DVA method is verified with two numerical examples(one is trusssystem and the other is wing structure of MA700 commercial aircraft),in which the D展开更多
It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this...It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this paper we propose a new inefficiency of the least squares estimator with the measure of generalized variance and obtain its bound.展开更多
A procedure for the design of state feedback controller for seismic-excited structures is presented in this paper.The external exciting-controlled structure-control system was simulated using state space model.Based o...A procedure for the design of state feedback controller for seismic-excited structures is presented in this paper.The external exciting-controlled structure-control system was simulated using state space model.Based on the convex optimization technology and variance control theorem,the general expression of linear matrix inequalities (LMIs) for state feedback controller with closed-loop poles and the steady variance responses constrained were deduced,in which the poles and variance response of system were guaranteed to satisfy certain constraints assigned in advance.LMI Toolbox of MATALB was employed for optimizing the state feedback controller.At last,a three-story simple lumped mass shear model was used to demonstrate the effectiveness and superiority of the proposed method.展开更多
Non-random missing data poses serious problems in longitudinal studies. The binomial distribution parameter becomes to be unidentifiable without any other auxiliary information or assumption when it suffers from ignor...Non-random missing data poses serious problems in longitudinal studies. The binomial distribution parameter becomes to be unidentifiable without any other auxiliary information or assumption when it suffers from ignorable missing data. Existing methods are mostly based on the log-linear regression model. In this article, a model is proposed for longitudinal data with non-ignorable non-response. It is considered to use the pre-test baseline data to improve the identifiability of the post-test parameter. Furthermore, we derive the identified estimation （IE）, the maximum likelihood estimation （MLE） and its associated variance for the post-test parameter. The simulation study based on the model of this paper shows that the proposed approach gives promising results.展开更多
基金Supported by the National Basic Research Program of China (Grant No. G2005CB321901)
文摘Mean-variance relationship （MVR）, nowadays agreed in power law form, is an important function. It is currently used by traffic matrix estimation as a basic statistical assumption. Because all the existing papers obtain MVR only through empirical ways, they cannot provide theoretical support to power law MVR or the definition of its power exponent. Furthermore, because of the lack of theoretical model, all traffic matrix estimation methods based on MVR have not been theoretically supported yet. By observing both our laboratory and campus network for more than one year, we find that such an empirical MVR is not sufficient to describe actual network traffic. In this paper, we derive a theoretical MVR from ON/OFF model. Then we prove that current empirical power law MVR is generally reasonable by the fact that it is an approximate form of theoretical MVR under specific precondition, which can theoretically support those traffic matrix estimation algorithms of using MVR. Through verifying our MVR by actual observation and public DECPKT traces, we verify that our theoretical MVR is valid and more capable of describing actual network traffic than power law MVR.
基金supported by the AVIC Research Project(Grant No.cxy2012BH07)the National Natural Science Foundation of China(Grant Nos.10872017,90816024,10876100)+1 种基金the Defense Industrial Technology Development Program(Grant Nos.A2120110001,B2120110011,A082013-2001)"111" Project(Grant No.B07009)
文摘It has been extensively recognized that the engineering structures are becoming increasingly precise and complex,which makes the requirements of design and analysis more and more rigorous.Therefore the uncertainty effects are indispensable during the process of product development.Besides,iterative calculations,which are usually unaffordable in calculative efforts,are unavoidable if we want to achieve the best design.Taking uncertainty effects into consideration,matrix perturbation methodpermits quick sensitivity analysis and structural dynamic re-analysis,it can also overcome the difficulties in computational costs.Owing to the situations above,matrix perturbation method has been investigated by researchers worldwide recently.However,in the existing matrix perturbation methods,correlation coefficient matrix of random structural parameters,which is barely achievable in engineering practice,has to be given or to be assumed during the computational process.This has become the bottleneck of application for matrix perturbation method.In this paper,we aim to develop an executable approach,which contributes to the application of matrix perturbation method.In the present research,the first-order perturbation of structural vibration eigenvalues and eigenvectors is derived on the basis of the matrix perturbation theory when structural parameters such as stiffness and mass have changed.Combining the first-order perturbation of structural vibration eigenvalues and eigenvectors with the probability theory,the variance of structural random eigenvalue is derived from the perturbation of stiffness matrix,the perturbation of mass matrix and the eigenvector of baseline-structure directly.Hence the Direct-VarianceAnalysis(DVA)method is developed to assess the variation range of the structural random eigenvalues without correlation coefficient matrix being involved.The feasibility of the DVA method is verified with two numerical examples(one is trusssystem and the other is wing structure of MA700 commercial aircraft),in which the D
文摘It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this paper we propose a new inefficiency of the least squares estimator with the measure of generalized variance and obtain its bound.
基金Supported by National Natural Science Foundation of China (Grant No. 50608021,90815027)
文摘A procedure for the design of state feedback controller for seismic-excited structures is presented in this paper.The external exciting-controlled structure-control system was simulated using state space model.Based on the convex optimization technology and variance control theorem,the general expression of linear matrix inequalities (LMIs) for state feedback controller with closed-loop poles and the steady variance responses constrained were deduced,in which the poles and variance response of system were guaranteed to satisfy certain constraints assigned in advance.LMI Toolbox of MATALB was employed for optimizing the state feedback controller.At last,a three-story simple lumped mass shear model was used to demonstrate the effectiveness and superiority of the proposed method.
基金Supported by the National Natural Science Foundation of China(No.10801019)the Fundamental ResearchFunds for the Central Universities(BUPT2012RC0708)
文摘Non-random missing data poses serious problems in longitudinal studies. The binomial distribution parameter becomes to be unidentifiable without any other auxiliary information or assumption when it suffers from ignorable missing data. Existing methods are mostly based on the log-linear regression model. In this article, a model is proposed for longitudinal data with non-ignorable non-response. It is considered to use the pre-test baseline data to improve the identifiability of the post-test parameter. Furthermore, we derive the identified estimation （IE）, the maximum likelihood estimation （MLE） and its associated variance for the post-test parameter. The simulation study based on the model of this paper shows that the proposed approach gives promising results.
