Search results for "Time-varying"

Asynchronous L1 control of delayed switched positive systems with mode-dependent average dwell time

2014

Abstract This paper investigates the stability and asynchronous L 1 control problems for a class of switched positive linear systems (SPLSs) with time-varying delays by using the mode-dependent average dwell time (MDADT) approach. By allowing the co-positive type Lyapunov–Krasovskii functional to increase during the running time of active subsystems, a new stability criterion for the underlying system with MDADT is first derived. Then, the obtained results are extended to study the issue of asynchronous L 1 control, where “asynchronous” means that the switching of the controllers has a lag with respect to that of system modes. Sufficient conditions are provided to guarantee that the resulti…

Comment on ‘Generating survival times to simulate Cox proportional hazards models with time-varying covariates’

2013

Robust fault detection for switched systems with time-varying delay using delta operator approach

2014

Time-Varying Surrogate Data to Assess Nonlinearity in Nonstationary Time Series: Application to Heart Rate Variability

2009

We propose a method to extend to time-varying (TV) systems the procedure for generating typical surrogate time series, in order to test the presence of nonlinear dynamics in potentially nonstationary signals. The method is based on fitting a TV autoregressive (AR) model to the original series and then regressing the model coefficients with random replacements of the model residuals to generate TV AR surrogate series. The proposed surrogate series were used in combination with a TV sample entropy (SE) discriminating statistic to assess nonlinearity in both simulated and experimental time series, in comparison with traditional time-invariant (TIV) surrogates combined with the TIV SE discrimin…

Price convergence of peripheral European countries on the way to the EMU: A time series approach

2000

This paper examines price and inflation convergence between three European countries (Italy, Spain and the U.K.) and a European average and, alternatively, between them and Germany from the beginning of the 80's.

A flexible approach to the crossing hazards problem

2010

We propose a simple and flexible framework for the crossing hazards problem. The method is not confined to two-sample problems, but may also work with continuous exposure variables whose effect changes its sign at some time-point of the observed follow-up time. Penalized partial likelihood estimation relies upon the assumption of a smooth hazard ratio via low-rank basis splines with a conventional difference penalty to ensure smoothness, and additional ad hoc penalties to obtain restricted estimates useful in the context of crossing hazards. The framework naturally also leads to a statistical test that has good power for revealing a global effect under several alternatives, including crossi…

Stabilization and lx -gain analysis of switched positive systems with actuator saturation

2014

This paper is concerned with the problems of stability and l 1 -gain analysis for a class of switched positive systems with time-varying delays and actuator saturation. Firstly, a convex hull representation is used to describe the saturation behavior. By constructing a multiple co-positive Lyapunov functional, sufficient conditions are provided for the closed-loop system to be locally asymptotically stable at the origin of the state space under arbitrary switching. Then, the l 1 -gain performance analysis in the presence of actuator saturation is developed. Finally, two numerical examples are provided to demonstrate the effectiveness of the proposed method.

Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices

2013

This paper tests for nonlinear effects of asset prices on the US fiscal policy. By modeling government spending and taxes as time-varying transition probability Markovian processes (TVPMS), we find that taxes significantly adjust in a nonlinear fashion to asset prices. In particular, taxes respond to housing and (to a smaller extent) to stock price changes during normal times. However, at periods characterized by high financial volatility, government taxation only counteracts stock market developments (and not the dynamics of the housing sector). As for government spending, it is neutral vis-a-vis the asset market cycles. We conclude that, correcting the fiscal balance and, notably, the rev…

Positive L1 observer design for positive Switched systems

2014

Published version of an article in the journal: Circuits, Systems, and Signal Processing. Also available from the publisher at: http://dx.doi.org/10.1007/s00034-013-9737-6 This paper investigates the problem of L1 observer design for positive switched systems. Firstly, a new kind of positive L1 observer is proposed for positive switched linear delay-free systems with observable and unobservable subsystems. Based on the average dwell time approach, a sufficient condition is proposed to ensure the existence of the positive L1 observer. Under the condition obtained, the estimated error converges to zero exponentially, and the L1 -gain from the disturbance input to the estimated error is less t…

Effects of Visually Induced Motion Sickness on Emergency Braking Reaction Times in a Driving Simulator

2019

Objective: The study explores associations of visually induced motion sickness (VIMS) with emergency braking reaction times (RTs) in driving simulator studies. It examines the effects over the progression of multiple simulated drives. Background: Driving simulator usage has many advantages for RT studies; however, if it induces VIMS, the observed driving behavior might deviate from real-world driving, potentially masking or skewing results. Possible effects of VIMS on RT have long been entertained, but the progression of VIMS across simulated drives has so far not been sufficiently considered. Method: Twenty-eight adults completed six drives on 2 days in a fixed-base driving simulator. At f…