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非线性动态系统的参数识别框架,具有马科维式切换
Zhikun Zhang1, Qiuhui Shen1, Xiangjun Wang1
1School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China.
本研究介绍了一种机器发现框架,用于在具有马科维交换的非线性动态系统中进行参数估计. 它通过将普通微分方程与马尔科夫链集成到复杂的现实世界动态中来增强模型的现实性.
科学领域:
- 动态系统和控制理论.
- 计算数学 计算数学 计算数学
- 随机过程 随机过程
背景情况:
- 使用普通微分方程 (ODEs) 的决定性模型与现实世界的系统复杂性作斗争.
- 将马尔科夫链集成到非线性动态系统中,可以解决环境扰动和随机变化的问题.
- 对于具有马尔科夫链的ODEs的参数估计仍然是一个未被充分探索的研究领域.
研究的目的:
- 开发一个全面的模型,用于参数估计在非线性动态系统与马科维亚切换.
- 为了弥合模拟系统与离散参数切换的研究差距.
- 提高动态系统模型的现实性和适用性.
主要方法:
- 为参数估计提供了一个机器发现框架.
- 该模型将普通微分方程系统与连续时间马尔科夫链结合在一起.
- 这种方法可以用离散参数切换来表示连续系统.
主要成果:
- 拟议的框架有效地解决了马科维亚交换系统参数估计方面的研究缺口.
- 马尔科夫链的集成捕捉了由环境因素影响的时间变化的动态.
- 该模型提供了复杂的动态系统的更精确的表示.
结论:
- 开发的框架提供了一个更现实的,更适用的方法来建模动态系统与马科维亚切换.
- 这种方法提高了捕捉复杂,现实世界的系统行为的能力.
- 它为对随机动态系统的参数估计的研究开辟了新的途径.
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