Maximal correlation applied to the statistical linearization: An analysis and approaches
نویسنده
چکیده
The paper presents an approach to the statistical linearization of the input/output mapping of a non-linear discrete-time stochastic system driven by a whitenoise Gaussian process. The approach is based on applying the maximal correlation function. At that, the statistical linearization criterion is the condition of coincidence of the mathematical expectations of the output processes of the system and model, and the condition of coincidence of the joint maximal correlation functions of the output and input processes of the system and the output and input processes of the model. Explicit expressions for the weight function coefficients of the linearized model are obtained; an approach to eliminate the influence of unobservable output additive disturbances under conditions when a priori information on the type of their probability distribution is available is proposed. Copyright © 2007 IFAC
منابع مشابه
Two-Stage Network DEA with Undesirable Outputs: An Application in the Air Transportation in the Spain
In this paper, two non-linear technologies are proposed based on weak disposability definitions: weak disposability with non-uniform abatement factors and new weak disposability. Both technologies are applied to Spanish airport systems and the existing technologies are modified. To remove the computational complexity of non-linear approaches, the linearization methods are proposed. Then, in ord...
متن کاملFrequency domain analysis of transient flow in pipelines; application of the genetic programming to reduce the linearization errors
The transient flow analyzing by the frequency domain method (FDM) is computationally much faster than the method of characteristic (MOC) in the time domain. FDM needs no discretization in time and space, but requires the linearization of governing equations and boundary conditions. Hence, the FDM is only valid for small perturbations in which the system’s hydraulics is almost linear. In this st...
متن کاملFree Vibration Analysis of Quintic Nonlinear Beams using Equivalent Linearization Method with a Weighted Averaging
In this paper, the equivalent linearization method with a weighted averaging proposed by Anh (2015) is applied to analyze the transverse vibration of quintic nonlinear Euler-Bernoulli beams subjected to axial loads. The proposed method does not require small parameter in the equation which is difficult to be found for nonlinear problems. The approximate solutions are harmonic oscillations, whic...
متن کاملNew Statistical and Econometric Approaches to Assessing Financial Processes (Banking Sector, Public Debt, Financial Management)
The results of studies on the development of new statistical and econometric approaches to modeling budget policy is presented. The obtained results are applied on the example of tax revenue modeling. The authors note the importance of ensuring transparency and predictability of state financial policy, the realisticness of economic forecasts, because this is the basis of budget modeling. It is ...
متن کاملGeneral form of a cooperative gradual maximal covering location problem
Cooperative and gradual covering are two new methods for developing covering location models. In this paper, a cooperative maximal covering location–allocation model is developed (CMCLAP). In addition, both cooperative and gradual covering concepts are applied to the maximal covering location simultaneously (CGMCLP). Then, we develop an integrated form of a cooperative gradual maximal covering ...
متن کامل