Search results for "second order"
showing 3 items of 33 documents
Combined dynamic response of primary and multiply connected cascaded secondary subsystems
1991
A method is proposed for the deterministic and stochastic non-stationary analysis of linear composite systems with cascaded secondary subsystems subjected to a seismic input. This method makes it possible to evaluate, by means of a unitary formulation, the deterministic and non-stationary stochastic response of both classically and non-classically damped subsystems and of secondary subsystems multiply supported on the primary one, as well as the ground. The proposed procedure is very efficient from a computational point of view, because of the Kronecker algebra systematically employed. Indeed, by using this algebra, it is possible to obtain in a very compact and elegant form the eigenproper…
Geometric optimal control : homotopic methods and applications
2012
This work is about geometric optimal control applied to celestial and quantum mechanics. We first dealt with the minimum fuel consumption problem of transfering a satellite around the Earth. This brought to the creation of the code HamPath which permits first of all to solve optimal control problem for which the command law is smooth. It is based on the Pontryagin Maximum Principle (PMP) and on the notion of conjugate point. This program combines shooting method, differential homotopic methods and tools to compute second order optimality conditions. Then we are interested in quantum control. We study first a system which consists in two different particles of spin 1/2 having two different r…
Signal dimension estimation in BSS models with serial dependence
2022
Many modern multivariate time series datasets contain a large amount of noise, and the first step of the data analysis is to separate the noise channels from the signals of interest. A crucial part of this dimension reduction is determining the number of signals. In this paper we approach this problem by considering a noisy latent variable time series model which comprises many popular blind source separation models. We propose a general framework for the estimation of the signal dimension that is based on testing for sub-sphericity and give examples of different tests suitable for time series settings. In the inference we rely on bootstrap null distributions. Several simulation studies are…