Stochastic diferential equations with the time average have received increasing attentions in recent years since they can ofer better explanations for some fnancial models.Since the time average is involved in this cl...Stochastic diferential equations with the time average have received increasing attentions in recent years since they can ofer better explanations for some fnancial models.Since the time average is involved in this class of stochastic diferential equations,in this paper,the linear growth condition and the Lipschitz condition are diferent from the classical conditions.Under the special linear growth condition and the special Lipschitz condition,this paper establishes the existence and uniqueness of the solution.By using the Lyapunov function,this paper also establishes the existence and uniqueness under the local Lipschitz condition and gives the p-th moment estimate.Finally,a scalar example is given to illustrate the applications of our results.展开更多
针对锤击激励方式不适用于工业机器人操作臂动态性能测试的情况,根据Duharm a l积分理论,利用系统输入矩阵的上三角形的特殊结构,并结合时域平均技术,导出了具有抗噪性能的高效的求取系统脉冲响应函数的平均递推算法。研究了算法对适合...针对锤击激励方式不适用于工业机器人操作臂动态性能测试的情况,根据Duharm a l积分理论,利用系统输入矩阵的上三角形的特殊结构,并结合时域平均技术,导出了具有抗噪性能的高效的求取系统脉冲响应函数的平均递推算法。研究了算法对适合于机器人操作臂测试的阶跃激励方式的适用性,对算法的误差进行了分析。在二自由度动力学模型上进行仿真,与传统的时域解矩阵方法比较,平均递推算法在效率及降噪效果上具有明显的优越性。悬臂梁实验表明,平均递推算法能够获得与锤击法比较一致的结果。展开更多
基金supported by National Science Foundation of China(Grant No.11001091)Program for New Century Excellent Talents in University
文摘Stochastic diferential equations with the time average have received increasing attentions in recent years since they can ofer better explanations for some fnancial models.Since the time average is involved in this class of stochastic diferential equations,in this paper,the linear growth condition and the Lipschitz condition are diferent from the classical conditions.Under the special linear growth condition and the special Lipschitz condition,this paper establishes the existence and uniqueness of the solution.By using the Lyapunov function,this paper also establishes the existence and uniqueness under the local Lipschitz condition and gives the p-th moment estimate.Finally,a scalar example is given to illustrate the applications of our results.
文摘针对锤击激励方式不适用于工业机器人操作臂动态性能测试的情况,根据Duharm a l积分理论,利用系统输入矩阵的上三角形的特殊结构,并结合时域平均技术,导出了具有抗噪性能的高效的求取系统脉冲响应函数的平均递推算法。研究了算法对适合于机器人操作臂测试的阶跃激励方式的适用性,对算法的误差进行了分析。在二自由度动力学模型上进行仿真,与传统的时域解矩阵方法比较,平均递推算法在效率及降噪效果上具有明显的优越性。悬臂梁实验表明,平均递推算法能够获得与锤击法比较一致的结果。
