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国家自然科学基金(10771044)

作品数:5 被引量:6H指数:1
相关作者:王勇蔡金凤石冠男张立飞更多>>
相关机构:哈尔滨工业大学更多>>
发文基金:国家自然科学基金黑龙江省自然科学基金更多>>
相关领域:理学自动化与计算机技术更多>>

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马氏环境下双Cox风险模型的研究被引量:1
2009年
研究了马氏环境下双Cox风险模型的折现罚金函数,利用后向差分法得到了折现罚金函数所满足的积分方程,进而得到了破产概率、破产前瞬时盈余、破产时赤字的各阶矩所满足的积分方程.
张立飞王勇
关键词:马尔可夫链COX风险模型破产概率破产赤字
Asymptotical mean square stability of cellular neural networks with random delay
2010年
In this paper,the asymptotical mean-square stability analysis problem is considered for a class of cellular neural networks (CNNs) with random delay. Compared with the previous work,the delay is modeled by a continuous-time homogeneous Markov process with a finite number of states. The main purpose of this paper is to establish easily verifiable conditions under which the random delayed cellular neural network is asymptotic mean-square stability. By using some stochastic analysis techniques and Lyapunov-Krasovskii functional,some conditions are derived to ensure that the cellular neural networks with random delay is asymptotical mean-square stability. A numerical example is exploited to show the vadlidness of the established results.
朱恩文王勇张汉君邹捷中
Mean square stability of recurrent neural networks with random delay and Markovian switching
2009年
To establish easily proved conditions under which the random delayed recurrent neural network with Markovian switching is mean-square stability,the evolution of the delay was modeled by a continuous-time homogeneous Markov process with a finite number of states.By employing Lyapunov-Krasovskii functionals and conducting stochastic analysis,a linear matrix inequality (LMI) approach was developed to derive the criteria for mean-square stability,which can be readily checked by some standard numerical packages such as the Matlab LMI Toolbox.A numerical example was exploited to show the usefulness of the derived LMI-based stability conditions.
朱恩文王勇张汉君邹捷中
Comments and further improvements on “LMI approach for stochastic stability of Markovian jumping Hopfield neural networks with Wiener Process”
2007年
In a very rencent paper,Lou and Cui investigated the stochastic stability of Markovian jumping Hopfield neural networks with Wiener process by LMI approach. Unfortunately,the main results derived by them are somewhat errors. In this note we point out that global Lipschitz condition on the activation functions should be revised. Moreover,we present some improved sufficient conditions which are less conservative than those in the above paper in term of linear matrix inequality(LMI). An numerical example is given to illustrate the theory.
朱恩文王勇邹捷中
极大似然估计不变性的拓展被引量:5
2009年
某一参数估计是否是"最优"估计,通常要从一致性、无偏性、有效性、不变性等方面进行讨论,进而通过实际的观察对其进行数据拟合,分析其相对于实际模型的偏差程度。针对参数估计评选标准中的不变性进行了进一步的探讨。根据参数极大似然估计不变性原则,给出在一定条件下极大似然估计具有不变性的充分必要条件,并利用该结论计算了二元正态分布Z=(X,Y)的未知参数σ2和ρ的极大似然估计值。
石冠男蔡金凤王勇
关键词:极大似然估计不变性
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