中国科学院数学与系统科学研究院期刊网

2023年, 第36卷, 第5期 刊出日期:2023-10-25
  

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  • DUAN Guang-Ren
    系统科学与复杂性(英文版). 2023, 36(5): 1789-1808. https://doi.org/10.1007/s11424-023-2282-x
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    In this paper, several equivalent forms of the well-known Brockett's second example system are firstly presented. The stabilization of the system is then treated in the fully actuated system approach. A simple continuous time-invariant sub-stabilizing controller is designed, and the corresponding region of attraction is characterized. As a result, all trajectories of the system starting from the characterized region of attraction are driven exponentially to the origin. Since the region of attraction is very large, the designed sub-stabilizing controller can be directly useful in many practical situations. In cases where the initial values are indeed needed to be chosen out of the region of attraction, extremely simple pre-controllers can be designed, which drive the system trajectories into the designed region of attraction. A simulation of the designed control system is carried out to show the effect of the proposed approach.
  • ZHANG Yunlong, WEN Guoguang, RAHMANI Ahmed, PENG Zhaoxia, WEN Shiping
    系统科学与复杂性(英文版). 2023, 36(5): 1809-1829. https://doi.org/10.1007/s11424-023-1222-0
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    The intra-cluster lag consensus means that the agents in the same cluster can achieve lag consensus asymptotically while the agents in different clusters can achieve different consensus. In this paper, the authors investigate the observer-based intra-cluster lag consensus problems of multi-agent systems (MASs) with general linear dynamics and nonlinear dynamics via intermittent adaptive pinning control. The interaction network is considered to be weakly connected, i.e., it is not necessary to be strongly connected, in-degree balanced or contain a directed spanning tree. To realise the intra-cluster lag consensus, a class of observers is designed to estimate the states of followers. Then a class of observer-based intermittent adaptive pinning control protocols is proposed according to the difference that the agents receive information source. Moreover, the pinning gains are designed to be intermittent adaptive and have an exponential convergence rate, which will effectively reduce communication costs, avoid the pinning gains being larger than those needed in real applications and guarantee the pinning gains quickly converge to steady value. Correspondingly, some sufficient consensus criteria are derived and rigorous proofs are given based on matrix theory and Lyapunov stability theory. Finally, the effectiveness for the proposed intermittent adaptive pinning control strategy is validated by a numerical simulation.
  • CHU Qian, ZHANG Jiahui, HAN Xiaoguang, LI Zhiwu, CHEN Zengqiang
    系统科学与复杂性(英文). 2023, 36(5): 1830-1850. https://doi.org/10.1007/s11424-023-2114-z
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    In some practical applications modeled by discrete-event systems (DES), the observations of events may be no longer deterministic due to sensor faults/failures, packet loss, and/or measurement uncertainties. In this context, it is interesting to reconsider the infinite-step opacity ($\infty$-SO) and K-step opacity (K-SO) of a DES under abnormal conditions as mentioned. In this paper, the authors extend the notions of $\infty$-SO and K-SO defined in the standard setting to the framework of nondeterministic observations (i.e., the event-observation mechanism is state-dependent and nondeterministic). Obviously, the extended notions of $\infty$-SO and K-SO are more general than the previous standard ones. To effectively verify them, a matrix-based current state estimator in the context of this advanced framework is constructed using the Boolean semi-tensor product (BSTP) technique. Accordingly, the necessary and sufficient conditions for verifying these two extended versions of opacity are provided as well as their complexity analysis. Finally, several examples are given to illustrate the obtained theoretical results.
  • LI Yanjiang, TAN Chong, WU Jingxian, LIU Guo-Ping, CUI Yin
    系统科学与复杂性(英文版). 2023, 36(5): 1851-1877. https://doi.org/10.1007/s11424-023-1397-4
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    The issue of stability and group consensus tracking is investigated for the discrete-time heterogeneous networked multi-agent systems with communication constraints (e.g., time delays and data loss) in this paper. Firstly, the couple-group consensus tracking control is analyzed theoretically, the communication constraints are compensated by the prediction method, and the factor of leaders is introduced to make the system not lose generality. Secondly, the necessary and sufficient condition is given to ensure the stability of the system and achieve the couple-group consensus tracking control, and relax the topology constraint of in-degrees balance by cooperative-competitive interactions. In addition, the result of couple groups is extended to multiple groups based on the predictive control protocol. Numerical simulations with Matlab show that the proposed networked predictive control can effectively overcome the network constraints, the dynamic performance and control effect are better than the general control without the prediction.
  • REN Xiaotao, ZHAO Wenxiao, GAO Jinwu
    系统科学与复杂性(英文版). 2023, 36(5): 1878-1904. https://doi.org/10.1007/s11424-023-2005-3
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    The paper considers the adaptive regulation for the Hammerstein and Wiener systems with event-triggered observations. The authors adopt a direct approach, i.e., without identifying the unknown parameters and functions within the systems, adaptive regulators are directly designed based on the event-triggered observations on the regulation errors. The adaptive regulators belong to the stochastic approximation algorithms and under moderate assumptions, the authors prove that the adaptive regulators are optimal for both the Hammerstein and Wiener systems in the sense that the squared regulation errors are asymptotically minimized. The authors also testify the theoretical results through simulation studies.
  • ZHOU Rongpei, GUO Yuqian, LIU Xinzhi, GUI Weihua
    系统科学与复杂性(英文版). 2023, 36(5): 1905-1926. https://doi.org/10.1007/s11424-023-2013-3
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    This study investigates finite-time observability of probabilistic logical control systems (PLCSs) under three definitions (i.e., finite-time observability with probability one, finite-time singleinput sequence observability with probability one, and finite-time arbitrary-input observability with probability one). The authors adopt a parallel extension technique to recast the finite-time observability problem of a PLCS as a finite-time set reachability problem. Then, the finite-time set reachability problem can be transferred to stabilization problem of a logic dynamical system by using the state transfer graph reconstruction method. Necessary and sufficient conditions for finite-time observability under the three definitions are derived respectively. Finally, the proposed methods are illustrated by numerical examples.
  • LU Jiajie, WANG Yong, FAN Yuan
    系统科学与复杂性(英文版). 2023, 36(5): 1927-1948. https://doi.org/10.1007/s11424-023-2028-9
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    In this work, a novel gradient descent method based on event-triggered strategy has been proposed, which involves integer and fractional order iteration. Firstly, the convergence of integer order iterative optimization method and the stability of its associated system with integrator dynamics are linked. Based on this result, a fractional order iteration approach has been developed by modelling the system with fractional order dynamics. Secondly, to reduce the comsumption of computation, a feedback based event-triggered mechanism has been introduced to the gradient descent method. The convergence of this new event-triggered optimization algorithm is guaranteed by using a Lyapunov method, and Zeno behavior is proved to be avoided simultaneously. Lastly, the effectiveness and advantages of the proposed algorithms are verified by numerical simulations.
  • ZHAO Ping, ZHAO Yan, SONG Xinmin, NIU Ben
    系统科学与复杂性(英文版). 2023, 36(5): 1949-1960. https://doi.org/10.1007/s11424-023-2255-0
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    This paper investigates the stochastic stability of discrete time positive Markov jump nonlinear systems (PMJNS). Some definitions on stochastic stability for discrete time PMJNS are introduced first. Then, using the multiply max-separable Lyapunov function method, some stochastic stability criterions of discrete time PMJNS are provided, and some corresponding criterions are also provided for discrete time positive Markov jump linear systems (PMJLS). Different from previous conclusions that require subsystems to be stable or marginally stable, the obtained results allow some subsystems to be unstable. Based on the proposed criterions, the stochastic stability behavior of discrete time positive Markov jump systems can be obtained just from the algebraic properties of the system function and the probability characteristics of the Markov chain. To illustrate the main results, two simulation examples are provided at the end.
  • LI Lin, ZHANG Huanshui
    系统科学与复杂性(英文版). 2023, 36(5): 1961-1980. https://doi.org/10.1007/s11424-023-1345-3
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    A stabilization problem for stochastic systems with multiple input delays is investigated herein. A new method to construct an optimal control problem with input constraints is adopted. A sufficient stabilization condition is established via Riccati-type equations, whose verification is computationally simple because the variable dimension of the equations does not increase with regard to the delay. A stabilization controller is proposed, and it is a feedback of the state and a history input. This controller uses less history information than those with distributed terms. Two numerical examples illustrate the effectiveness of the obtained results.
  • WANG Fang, MA Zhigang, ZHOU Chao, ZHANG Zheng, HUA Changchun, ZONG Qun
    系统科学与复杂性(英文版). 2023, 36(5): 1981-2000. https://doi.org/10.1007/s11424-023-1410-y
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    In this article, a fixed-time tracking control strategy is proposed for a quadrotor UAV (QUAV) with external disturbance and asymmetric output error constraints. Firstly, a dynamic model of the QUAV is transformed into a strict feedback system with external disturbance, and it is decoupled into attitude subsystem and position subsystem for simplifying controller design. Secondly, an asymmetric tangent barrier Lyapunov function (ATBLF) is applied to solve the tracking error constraints problem, and a fixed-time control law is designed. Meanwhile, a fixed-time disturbance observer (FTDO) is designed to cope with external disturbance. Then, it is proved that the designed controller guarantees the tracking error remains within the constraint ranges and converges to zero in fixed-time by Lyapunov stability theory. Finally, the effectiveness of the proposed control scheme is verified by numerical simulations.
  • LU Fengbin, BU Hui
    系统科学与复杂性(英文版). 2023, 36(5): 2001-2025. https://doi.org/10.1007/s11424-023-1312-z
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    This study investigates and compares the effects of the Coronavirus disease 2019 (COVID- 19) pandemic, the Chicago mercantile exchange (CME)’s negative price suggestion on prices and trading activities in the crude oil futures market to discuss the cause of negative crude oil futures prices. Through event studies, the empirical results show that the COVID-19 pandemic no longer impacts crude oil futures prices in April, 2020 after controlled market risk, while the CME’s negative prices suggestion can explain the crude oil futures price changes around and even after April 8, 2020 to some degree. Moreover, this study uncovers anomalies in prices and trading activities by analyzing returns, trading volume, open interest, and illiquidity measures using vector autoregressive (VAR) models. The results imply that CME’s allowing negative prices strengthens the price impact on trading volume and makes illiquidity risk matter. This study’s results coincide with the following lawsuit evidence of market manipulation.
  • TAN Keqi, CHEN Yu, CHEN Dan
    系统科学与复杂性(英文版). 2023, 36(5): 2026-2045. https://doi.org/10.1007/s11424-023-2068-1
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    The paper presents the properties of an alternative method, which measures market risk over time-horizon exceeding one day: Mark to market value at risk (MMVaR). Relying on the minimal returns during the time interval, this method not only considers the non-normality of data and information about sample size, but also meets the requirement of increasing the minimal capital ratio in Basel III, basically. The authors theoretically prove the translation invariance, monotonicity and subadditivity of MMVaR as a risk measure under some conditions, and study its finite sample properties through Monte Carlo simulations. The empirical analysis shows that MMVaR can measure multi-period risk accurately.
  • HAN Qianqian, ZHANG Yuwei, LI Zhenping, FANG Yong
    系统科学与复杂性(英文版). 2023, 36(5): 2046-2066. https://doi.org/10.1007/s11424-023-2065-4
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    Vaccination is the best way to build an immune barrier to control a new infectious disease. Considering the limited production capacity at the initial stage of vaccine production, the problem of multistage vaccine production and allocation is studied under the policy of free treatment for infected patients by the government. Given the population and infection rates of different regions and the vaccine production capacity of each stage, an integer programming model is established to minimize the sum of production-and-vaccination cost and treatment cost of infected patients, which is solved by the GUROBI solver. The correctness of the model is verified by simulation, and the necessity of considering the treatment cost of infected patients in the objective function is further analyzed, which confirmed the correctness of the free treatment policy for patients in China. A heuristic algorithm is designed to solve the large-scale problem and numerical experiments are conducted to verify the efficiency of this algorithm. Furthermore, based on the sensitivity analysis results of parameters, the optimal vaccine production and allocation strategy are proposed, which provide the decision basis for the government departments to make reasonable vaccine production and vaccination plan.
  • FANG Caiya, YANG Hui, PI Jinxiu, WU Wenjun
    系统科学与复杂性(英文版). 2023, 36(5): 2067-2081. https://doi.org/10.1007/s11424-023-1276-z
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    This paper investigates imitation dynamics with continuously distributed delay. In realistic technological, economic, and social environments, individuals are involved in strategic interactions simultaneously while the influences of their decision-making may not be observable instantaneously. It shows that there exists a time delay effect. Different distributions of delay are further considered to efficiently lucubrate the stability of interior equilibrium in the imitation dynamics with continuous distributions of delay in the two-strategy game contexts. Precisely, when the delay follows the uniform distributions and Gamma distributions, the authors present that interior equilibrium can be asymptotically stable. Furthermore, when the probability density of the delay is general density, the authors also determine a sufficient condition for stability derived from the expected delay. Last but not least, the interested but uncomplicated Snowdrift game is utilized to demonstrate our theoretical results.
  • HAN Xiaoxue, CHEN Jianbin, YANG Jianfeng, LIU Minqian
    系统科学与复杂性(英文版). 2023, 36(5): 2082-2099. https://doi.org/10.1007/s11424-023-2023-1
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    Fractional factorial (FF) designs are commonly used for factorial experiments in many fields. When some prior knowledge has shown that some factors are more likely to be significant than others, Li, et al. (2015) proposed a new pattern, called the individual word length pattern (IWLP), which, defined on a column of the design matrix, measures the aliasing of the effect assigned to this column and effects involving other factors. In this paper, the authors first investigate the relationships between the IWLP and other popular criteria for regular FF designs. As we know, fractional factorial split-plot (FFSP) designs are important both in theory and practice. So another contribution of this paper is extending the IWLP criterion from FF designs to FFSP designs. The authors propose the IWLP of a factor from the whole-plot (WP), or sub-plot (SP), denoted by the IwWLP and IsWLP respectively, in the FFSP design. The authors further propose combined word length patterns CwWLP and CsWLP, in order to select good designs for different cases. The new criteria CwWLP and CsWLP apply to the situations that the potential important factors are in WP or SP, respectively. Some examples are presented to illustrate the selected designs based on the criteria established here.
  • YIN Changming, AI Mingyao, CHEN Xia, KONG Xiangshun
    系统科学与复杂性(英文版). 2023, 36(5): 2100-2124. https://doi.org/10.1007/s11424-023-2022-2
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    Generalized linear models are usually adopted to model the discrete or nonnegative responses. In this paper, empirical likelihood inference for fixed design generalized linear models with longitudinal data is investigated. Under some mild conditions, the consistency and asymptotic normality of the maximum empirical likelihood estimator are established, and the asymptotic χ2 distribution of the empirical log-likelihood ratio is also obtained. Compared with the existing results, the new conditions are more weak and easy to verify. Some simulations are presented to illustrate these asymptotic properties.
  • LIANG Wanwan, WU Ben, FAN Xinyan, JING Bingyi, ZHANG Bo
    系统科学与复杂性(英文版). 2023, 36(5): 2125-2154. https://doi.org/10.1007/s11424-023-2080-5
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    The estimates of the high-dimensional volatility matrix based on high-frequency data play a pivotal role in many financial applications. However, most existing studies have been built on the sub-Gaussian and cross-sectional independence assumptions of microstructure noise, which are typically violated in the financial markets. In this paper, the authors proposed a new robust volatility matrix estimator, with very mild assumptions on the cross-sectional dependence and tail behaviors of the noises, and demonstrated that it can achieve the optimal convergence rate n-1/4. Furthermore, the proposed model offered better explanatory and predictive powers by decomposing the estimator into low-rank and sparse components, using an appropriate regularization procedure. Simulation studies demonstrated that the proposed estimator outperforms its competitors under various dependence structures of microstructure noise. Additionally, an extensive analysis of the high-frequency data for stocks in the Shenzhen Stock Exchange of China demonstrated the practical effectiveness of the estimator.
  • BO Xiaolin, ZHANG Weiping
    系统科学与复杂性(英文版). 2023, 36(5): 2155-2185. https://doi.org/10.1007/s11424-023-2011-5
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    This paper proposed a general framework based on semiparametric additive mixed effects model to identify subgroups on each covariate and estimate the corresponding regression functions simultaneously for longitudinal data, thus it could reveal which covariate contributes to the existence of subgroups among population. A backfitting combined with k-means algorithm was developed to detect subgroup structure on each covariate and estimate each semiparametric additive component across subgroups. A Bayesian information criterion is employed to estimate the actual number of groups. The efficacy and accuracy of the proposed procedure in identifying the subgroups and estimating the regression functions are illustrated through numerical studies. In addition, the authors demonstrate the usefulness of the proposed method with applications to PBC data and Industrial Portfolio’s Return data and provide meaningful partitions of the populations.
  • GUO Feng, JIAO Liguo, KIM Do Sang, PHAM Tien-Son
    系统科学与复杂性(英文版). 2023, 36(5): 2186-2213. https://doi.org/10.1007/s11424-023-2119-7
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    Let $f$ be a real polynomial function with $n$ variables and $S$ be a basic closed semialgebraic set in ${\mathbb R}^n$. In this paper, the authors are interested in the problem of identifying the type (local minimizer, maximizer or not extremum point) of a given isolated KKT point $x^*$ of $f$ over $S.$ To this end, the authors investigate some properties of the tangency variety of $f$ on $S$ at $x^*,$ by which the authors introduce the definition of {\it faithful radius} of $f$ over $S$ at $x^*.$ %introduced for critical points of polynomial functions in our previous work. Then, the authors show that the type of $x^*$ can be determined by the global extrema of $f$ over the intersection of $S$ and the Euclidean ball centered at $x^*$ with a faithful radius. Finally, the authors propose an algorithm involving algebraic computations to compute a faithful radius of $x^*$ and determine its type.
  • KANWAL Nazish, KHAN Junaid Alam
    系统科学与复杂性(英文版). 2023, 36(5): 2214-2224. https://doi.org/10.1007/s11424-023-1294-x
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    The process of substituting variables in a polynomial with other polynomials is dubbed polynomial composition. The behaviour of Gröbner bases and Sagbi bases under composition is well known. In this paper, the authors provide a sufficient and necessary condition on a set Θ of polynomials under which the Sagbi-Gröbner basis computation commutes with composition. This has natural applications to the computations of Sagbi-Gröbner bases for subsets of composed polynomials of subalgebra.
  • MA Sibi, HU Mingzhi, LU Zhengyi
    系统科学与复杂性(英文版). 2023, 36(5): 2225-2233. https://doi.org/10.1007/s11424-023-2073-4
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    In this paper, four limit cycles are constructed for a concrete 3D model of rock-scissorpaper (RSP) game between bacteriocin producing bacteria. This gives not only an affirmative answer to the conjecture of the existence of three limit cycles raised by Zhang and Yan (2017), but also extends to an construction of four limit cycles.
  • LIU Chen, TIAN Tian, QI Wenfeng
    系统科学与复杂性(英文版). 2023, 36(5): 2234-2254. https://doi.org/10.1007/s11424-023-1497-1
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    The cube attack proposed by Dinur and Shamir is one of the most important key-recovery attacks against Trivium. Recently division property based cube attacks have been extensively studied and significantly improved. In particular, the MILP modeling technique for the three-subset division property without unknown subset proposed by Hao, et al. at EUROCRYPT 2020 and the new technique with nested monomial predictions proposed by Hu, et al. at ASIACRYPT 2021 are best techniques to recover exact superpolies in division property based cube attacks. Consequently, at this state of the art, whether a superpoly can be recovered in division property based cube attacks is mainly decided by the scale of the superpoly, that is, the number of terms. Hence the choice for proper cubes corresponding to low-complexity superpolies is more critical now. Some effective cube construction methods were proposed for experimental cube attacks, but not applicable to division property based cube attacks. In this paper, the authors propose a heuristic cube criterion and a cube sieve algorithm, which can be combined with the three-subset division property to recover a number of superpolies. Applied to 815-round Trivium, the authors recovered 417 superpolies from 441 cubes obtained by our algorithm of sizes between 41 and 48. The success rate is 94.56%. There are 165 non-constant superpolies with degree less than 14. In order to demonstrate the significance of the new algorithm, the authors tested the best superpoly recovery technique at EUROCRYPT 2020 using random cubes of similar sizes on 815-round Trivium. The experimental result shows that no cube could be completely recovered within a given period of time because the superpolies for random cubes are too complex.